A stochastic jump and deterministic dynamics model of impact failure evolution with rate effect

Motivated by the observation of the rate effect on material failure, a model of nonlinear and nonlocal evolution is developed, that includes both stochastic and dynamic effects. In phase space a transitional region prevails, which distinguishes the failure behavior from a globally stable one to that of catastrophic. Several probability functions are found to characterize the distinctive features of evolution due to different degrees of nucleation, growth and coalescence rates. The results may provide a better understanding of material failure.

An optimal theory for an expansion of flow quantities to capture the flow structures

An optimal theory on how database analysis to capture the flow structures has been developed in this paper, which include the POD method as its special case. By means of the remainder minimization method in the Sobolev space, for more general optimal conditions the new theory has the potential to overcome an inherent limitation of the POD method, i.e., it cannot be used to the situations in which the optimal condition is other than the inner product global one. As an example, using the new theory, the database of a two-dimensional flow over a backward-facing step is analyzed in detail, with velocity and vorticity bases.

Effects of stochastic extension in ideal microcrack system

The effects of stochastic extension on the statistical evolution of the ideal microcrack system are discussed. First, a general theoretical formulation and an expression for the transition probability of extension process are presented, then the features of evolution in stochastic model are demonstrated by several numerical results and compared with that in deterministic model.

Magnetostatic relations including fluctuation fields - the local expansion

Using the approach of local expansion, we analyze the magnetostatic relations in the case of conventional turbulence. The turbulent relations are obtained consisten tly for themomentum equation and induction equation of both the average and fluctuation relations.In comparison with the magnetostatic relations as discussed usually, turbulent fluctuationfields produce forces, one of which 1/(4π)(α1×B0)×B0 may have parallel and perpendicular components in the direction of magnetic field, the other of which 1/(4π)K×B0 is introduced by the boundary value of turbulence and is perpendicular to the magnetic field. In the case of 2-dimensional configuration of magnetic field, the basic equation will be reduced into a second-order elliptic equation, which includes some linear and nonlinear terms introduced by turbulent fluctuation fields. Turbulent fields may change the configuration of magnetic field and even shear it non-uniformly. The study on the influence of turbulent fields is significant since they are observed in many astrophysical environments.

Naive asymptotic expansion of the water wave generated by a slowly moving body

It is pointed out that the naive asymptotic expansion does not satisfy all the body boundary condition. A nonhomogeneous body boundary condition is obtained from this expansion. It is this condition that the additional wave term must satisfy. Moreover, because of this condition, the wave term must appear. It is pointed out that the zeroth approximation in the naive asymptotic expansion has weak singularity and the singularities become still stronger in the subsequent approximations.

The influence of fluctuation fields on the force-free field .2. The local expansion

In Paper I (Hu, 1982), we discussed the the influence of fluctuation fields on the force-free field for the case of conventional turbulence and demonstrated the general relationships. In the present paper, by using the approach of local expansion, the equation of average force-free field is obtained as (1+b)×B 0=(#x002B;a)B 0#x002B;a (1)×B 0#x002B;K. The average coefficientsa,a (1),b, andK show the influence of the fluctuation fields in small scale on the configurations of magnetic field in large scale. As the average magnetic field is no longer parallel to the average electric current, the average configurations of force-free fields are more general and complex than the usual ones. From the view point of physics, the energy and momentum of the turbulent structures should have influence on the equilibrium of the average fields. Several examples are discussed, and they show the basic features of the fluctuation fields and the influence of fluctuation fields on the average configurations of magnetic fields. The astrophysical environments are often in the turbulent state, the results of the present paper may be applied to the turbulent plasma where the magnetic field is strong.

Endogenous fisheries management in a stochastic model: Why do fishery agencies use TAC

The aim of this paper is to explain under which circumstances using TACs as instrument to manage a fishery along with fishing periods may be interesting from a regulatory point of view. In order to do this, the deterministic analysis of Homans and Wilen (1997)and Anderson (2000) is extended to a stochastic scenario where the resource cannot be measured accurately. The resulting endogenous stochastic model is numerically solved for finding the optimal control rules in the Iberian sardine stock. Three relevant conclusions can be highligted from simulations. First, the higher the uncertainty about the state of the stock is, the lower the probability of closing the fishery is. Second, the use of TACs as management instrument in fisheries already regulated with fishing periods leads to: i) An increase of the optimal season length and harvests, especially for medium and high number of licences, ii) An improvement of the biological and economic variables when the size of the fleet is large; and iii) Eliminate the extinction risk for the resource. And third, the regulator would rather select the number of licences and do not restrict the season length.

Reference Points and Optimal Management in Stochastic Age-Structured Fisheries Models

The purpose of this article is to characterize dynamic optimal harvesting trajectories that maximize discounted utility assuming an age-structured population model, in the same line as Tahvonen (2009). The main novelty of our study is that uses as an age-structured population model the standard stochastic cohort framework applied in Virtual Population Analysis for fish stock assessment. This allows us to compare optimal harvesting in a discounted economic context with standard reference points used by fisheries agencies for long term management plans (e.g. Fmsy). Our main findings are the following. First, optimal steady state is characterized and sufficient conditions that guarantees its existence and uniqueness for the general case of n cohorts are shown. It is also proved that the optimal steady state coincides with the traditional target Fmsy when the utility function to be maximized is the yield and the discount rate is zero. Second, an algorithm to calculate the optimal path that easily drives the resource to the steady state is developed. And third, the algorithm is applied to the Northern Stock of hake. Results show that management plans based exclusively on traditional reference targets as Fmsy may drive fishery economic results far from the optimal.

Smiling under stochastic volatility

This paper studies the behavior of the implied volatility function (smile) when the true distribution of the underlying asset is consistent with the stochastic volatility model proposed by Heston (1993). The main result of the paper is to extend previous results applicable to the smile as a whole to alternative degrees of moneyness. The conditions under which the implied volatility function changes whenever there is a change in the parameters associated with Hestons stochastic volatility model for a given degree of moneyness are given.