3 resultados para exponential decay
em AMS Tesi di Laurea - Alm@DL - Università di Bologna
Resumo:
The main objective of this project is to experimentally demonstrate geometrical nonlinear phenomena due to large displacements during resonant vibration of composite materials and to explain the problem associated with fatigue prediction at resonant conditions. Three different composite blades to be tested were designed and manufactured, being their difference in the composite layup (i.e. unidirectional, cross-ply, and angle-ply layups). Manual envelope bagging technique is explained as applied to the actual manufacturing of the components; problems encountered and their solutions are detailed. Forced response tests of the first flexural, first torsional, and second flexural modes were performed by means of a uniquely contactless excitation system which induced vibration by using a pulsed airflow. Vibration intensity was acquired by means of Polytec LDV system. The first flexural mode is found to be completely linear irrespective of the vibration amplitude. The first torsional mode exhibits a general nonlinear softening behaviour which is interestingly coupled with a hardening behaviour for the unidirectional layup. The second flexural mode has a hardening nonlinear behaviour for either the unidirectional and angle-ply blade, whereas it is slightly softening for the cross-ply layup. By using the same equipment as that used for forced response analyses, free decay tests were performed at different airflow intensities. Discrete Fourier Trasform over the entire decay and Sliding DFT were computed so as to visualise the presence of nonlinear superharmonics in the decay signal and when they were damped out from the vibration over the decay time. Linear modes exhibit an exponential decay, while nonlinearities are associated with a dry-friction damping phenomenon which tends to increase with increasing amplitude. Damping ratio is derived from logarithmic decrement for the exponential branch of the decay.
Resumo:
The aim of this master thesis is to study the exponential decay of solutions of elliptic partial equations. This work is based on the results obtained by Agmon. To this purpose, first, we define the Agmon metric, that plays an important role in the study of exponential decay, because it is related to the rate of decay. Under some assumptions on the growth of the function and on the positivity of the quadratic form associated to the operator, a first result of exponential decay is presented. This result is then applied to show the exponential decay of eigenfunctions with eigenvalues whose real part lies below the bottom of the essential spectrum. Finally, three examples are given: the harmonic oscillator, the hydrogen atom and a Schrödinger operator with purely discrete spectrum.
Resumo:
Questa tesi è incentrata sull'analisi della formula di Dupire, che permette di ottenere un'espressione della volatilità locale, nei modelli di Lévy esponenziali. Vengono studiati i modelli di mercato Merton, Kou e Variance Gamma dimostrando che quando si è off the money la volatilità locale tende ad infinito per il tempo di maturità delle opzioni che tende a zero. In particolare viene proposta una procedura di regolarizzazione tale per cui il processo di volatilità locale di Dupire ricrea i corretti prezzi delle opzioni anche quando si ha la presenza di salti. Infine tale risultato viene provato numericamente risolvendo il problema di Cauchy per i prezzi delle opzioni.