921 resultados para Shape memory polymers
Two-dimensional short surface-waves of an oscillating cylinder with arbitrary shape of cross-section
Resumo:
The 2-D short surface waves produced by a partially submerged cylinder which performsarbitrary oscillating motion are discussed. The uniformly valid solution which is applicableto all kinds of cylinder wall cases at waterline point is obtained. It is pointed out that thesolution obtained by Holford[J] for the vertical oscillating motion of a cylinder is incomplete.The reason why his solution cannot go over to that for the case of vertical cylinder wall atwaterline point is also pointed out.
Resumo:
In order to investigate the transient thermal stress field in wall-shape metal part during laser direct forming, a FEM model basing on ANSYS is established, and its algorithm is also dealt with. Calculation results show that while the wall-shape metal part is being deposited, in X direction, the thermal stress in the top layer of the wall-shape metal part is tensile stress and in the inner of the wall-shape metal part is compressive stress. The reason causing above-mentioned thermal stress status in the wall-shape metal part is illustrated, and the influence of the time and the processing parameters on the thermal stress field in wall-shape metal part is also studied. The calculation results are consistent with experimental results in tendency.
Resumo:
[En]The present study aimed at investigating the existence of long memory properties in ten developed stock markets across the globe. When return series exhibit long memory, the series realizations are not independent over time and past returns can help predict future returns, thus violating the market efficiency hypothesis. It poses a serious challenge to the supporters of random walk behavior of the stock returns indicating a potentially predictable component in the series dynamics. We computed Hurst-Mandelbrot’s Classical R/S statistic, Lo’s statistic and semi parametric GPH statistic using spectral regression. The findings suggest existence of long memory in volatility and random walk for logarithmic return series in general for all the selected stock market indices. Findings are in line with the stylized facts of financial time series.