3 resultados para closed-form solution

em AMS Tesi di Laurea - Alm@DL - Università di Bologna


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The seismic behaviour of one-storey asymmetric structures has been studied since 1970s by a number of researches studies which identified the coupled nature of the translational-to-torsional response of those class of systems leading to severe displacement magnifications at the perimeter frames and therefore to significant increase of local peak seismic demand to the structural elements with respect to those of equivalent not-eccentric systems (Kan and Chopra 1987). These studies identified the fundamental parameters (such as the fundamental period TL normalized eccentricity e and the torsional-to-lateral frequency ratio Ωϑ) governing the torsional behavior of in-plan asymmetric structures and trends of behavior. It has been clearly recognized that asymmetric structures characterized by Ωϑ >1, referred to as torsionally-stiff systems, behave quite different form structures with Ωϑ <1, referred to as torsionally-flexible systems. Previous research works by some of the authors proposed a simple closed-form estimation of the maximum torsional response of one-storey elastic systems (Trombetti et al. 2005 and Palermo et al. 2010) leading to the so called “Alpha-method” for the evaluation of the displacement magnification factors at the corner sides. The present paper provides an upgrade of the “Alpha Method” removing the assumption of linear elastic response of the system. The main objective is to evaluate how the excursion of the structural elements in the inelastic field (due to the reaching of yield strength) affects the displacement demand of one-storey in-plan asymmetric structures. The system proposed by Chopra and Goel in 2007, which is claimed to be able to capture the main features of the non-linear response of in-plan asymmetric system, is used to perform a large parametric analysis varying all the fundamental parameters of the system, including the inelastic demand by varying the force reduction factor from 2 to 5. Magnification factors for different force reduction factor are proposed and comparisons with the results obtained from linear analysis are provided.

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In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

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As sustainability becomes an integral design driver for current civil structures, new materials and forms are investigated. The aim of this study is to investigate analytically and numerically the mechanical behavior of monolithic domes composed of mycological fungi. The study focuses on hemispherical and elliptical forms, as the most typical solution for domes. The influence of different types of loading, geometrical parameters, material properties and boundary conditions is investigated in this study. For the cases covered by the classical shell theory, a comparison between the analytical and the finite element solution is given. Two case studies regarding the dome of basilica of “San Luca” (Bologna, Italy) and the dome of sanctuary of “Vicoforte” (Vicoforte, Italy) are included. After the linear analysis under loading, buckling is also investigated as a critical type of failure through a parametric study using finite elements model. Since shells rely on their shape, form-found domes are also investigated and a comparison between the behavior of the form-found domes and the hemispherical domes under the linear and buckling analysis is conducted. From the analysis it emerges that form-finding can enhance the structural response of mycelium-based domes, although buckling becomes even more critical for their design. Furthermore, an optimal height to span ratio for the buckling of form-found domes is identified. This study highlights the importance of investigating appropriate forms for the design of novel biomaterial-based structures.