Three-dimensional crack problem analysis using boundary element method with finite-part integrals

A set of hypersingular integral equations of a three-dimensional finite elastic solid with an embedded planar crack subjected to arbitrary loads is derived. Then a new numerical method for these equations is proposed by using the boundary element method combined with the finite-part integral method. According to the analytical theory of the hypersingular integral equations of planar crack problems, the square root models of the displacement discontinuities in elements near the crack front are applied, and thus the stress intensity factors can be directly calculated from these. Finally, the stress intensity factor solutions to several typical planar crack problems in a finite body are evaluated.

A BIEM optimization method for fracture dynamics inverse problem

In the present paper, based on the theory of dynamic boundary integral equation, an optimization method for crack identification is set up in the Laplace frequency space, where the direct problem is solved by the author's new type boundary integral equations and a method for choosing the high sensitive frequency region is proposed. The results show that the method proposed is successful in using the information of boundary elastic wave and overcoming the ill-posed difficulties on solution, and helpful to improve the identification precision.

High order asymptotic field for plane stress crack problem

This paper presents an exact analysis for high order asymptotic field of the plane stress crack problem. It has been shown that the second order asymptotic field is not an independent eigen field and should be matched with the elastic strain term of the first order asymptotic field. The second order stress field ahead of the crack tip is quite small compared with the first order stress field. The stress field ahead of crack tip is characterized by the HRR field. Hence the J integral can be used as a criterion for crack initiation.

The plane problem of collinear rigid lines under arbitrary loads

The elastic plane problem of collinear rigid lines under arbitrary loads is dealt with. Applying the Riemann-Schwarz symmetry principle integrated with the analysis of the singularity of complex stress functions, the general formulation is presented, and the closed-form solutions to several problems of practical importance are given, which include some published results as the special cases. Lastly the stress distribution in the immediate vicinity of the rigid line end is examined.

Plane strain problem of growing crack for a perfectly plastic solid

In this paper, fundamental equations of the plane strain problem based on the 3-dimensional plastic flow theory are presented for a perfectly-plastic solid The complete governing equations for the growing crack problem are developed. The formulae for determining the velocity field are derived.The asymptotic equation consists of the premise equation and the zero-order governing equation. It is proved that the Prandtl centered-fan sector satisfies asymptotic equation but does not meet the needs of hlgher-order governing equations.

Complete solution of the columbus problem for large-disturbance cases

The Columbus problem has been rigorously solved by Lyapunov's direct approach to the continuous system in gencral cases of large disturbance and the theory has proved to be in strict consistency with Kelvin's experiments.

Variational approach to the closure problem of turbulence theory

A new method is proposed to solve the closure problem of turbulence theory and to drive the Kolmogorov law in an Eulerian framework. Instead of using complex Fourier components of velocity field as modal parameters, a complete set of independent real parameters and dynamic equations are worked out to describe the dynamic states of a turbulence. Classical statistical mechanics is used to study the statistical behavior of the turbulence. An approximate stationary solution of the Liouville equation is obtained by a perturbation method based on a Langevin-Fokker-Planck (LFP) model. The dynamic damping coefficient eta of the LFP model is treated as an optimum control parameter to minimize the error of the perturbation solution; this leads to a convergent integral equation for eta to replace the divergent response equation of Kraichnan's direct-interaction (DI) approximation, thereby solving the closure problem without appealing to a Lagrangian formulation. The Kolmogorov constant Ko is evaluated numerically, obtaining Ko = 1.2, which is compatible with the experimental data given by Gibson and Schwartz, (1963).

On the non-linear stability theory of spinning solid bodies with liquid-filled cavities and its application to the columbus problem

In this paper, we first present a system of differential-integral equations for the largedisturbance to the general case that any arbitrarily shaped solid body with a cavity contain-ing viscous liquid rotates uniformly around the principal axis of inertia, and then develop aweakly non-linear stability theory by the Lyapunov direct approach. Applying this theoryto the Columbus problem, we have proved the consistency between the theory and Kelvin'sexperiments.

Pulse vs. Optimal Stationary Fishing: The Northern Stock of Hake

Pulse fishing may be a global optimal strategy in multicohort fisheries. In this article we compare the pulse fishing solutions obtained by using global numerical methods with the analytical stationary optimal solution. This allows us to quantify the potential benefits associated with the use of periodic fishing in the Northern Stock of hake. Results show that: first, management plans based exclusively on traditional reference targets as Fmsy may drive fishery economic results far from the optimal; second, global optimal solutions would imply, in a cyclical manner, the closure of the fishery for some periods and third, second best stationary policies with stable employment only reduce optimal present value of discounted profit in a 2%.

The Stability of the Roommate Problem Revisited

The lack of stability in some matching problems suggests that alternative solution concepts to the core might be applied to find predictable matchings. We propose the absorbing sets as a solution for the class of roommate problems with strict preferences. This solution, which always exists, either gives the matchings in the core or predicts some other matchings when the core is empty. Furthermore, it satisfies an interesting property of outer stability. We also characterize the absorbing sets, determine their number and, in case of multiplicity, we find that they all share a similar structure.

The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach

This paper estimates a standard version of the New Keynesian Monetary (NKM) model augmented with financial variables in order to analyze the relative importance of stock market returns and term spread in the estimated U.S. monetary policy rule. The estimation procedure implemented is a classical structural method based on the indirect inference principle. The empirical results show that the Fed seems to respond to the macroeconomic outlook and to the stock market return but does not seem to respond to the term spread. Moreover, policy inertia and persistent policy shocks are also significant features of the estimated policy rule.

Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market

Systematic liquidity shocks should affect the optimal behavior of agents in financial markets. Indeed, fluctuations in various measures of liquidity are significantly correlated across common stocks. Accordingly, this paper empirically analyzes whether Spanish average returns vary cross-sectionally with betas estimated relative to two competing liquidity risk factors. The first one, proposed by Pastor and Stambaugh (2002), is associated with the strength of volume-related return reversals. Our marketwide liquidity factor is defined as the difference between returns highly sensitive to changes in the relative bid-ask spread and returns with low sensitivities to those changes. Our empirical results show that neither of these proxies for systematic liquidity risk seems to be priced in the Spanish stock market. Further international evidence is deserved.