Papers by Keyword: Stochastic Process

Abstract: This paper presents a surface generation mechanism of grinding that captures the microscopic interaction between the abrasive grains and work-surface. The mechanism utilizes both deterministic and stochastic formulations and deals with such realistic constraints as loss/wear and uneven distribution of abrasive grains, roughness of already-ground work-surface, and machine stiffness. Apart from the theoretical treatments, numerical examples are cited showing how the topography of the work-surface evolves because of the proposed mechanism. The work will help build computerized systems ensuring a reliable prediction of the surface roughness due to grinding under the realistic constraints.

Abstract: A control and utilizability of spatial fluctuations in polymer capacitors using immiscible binary mixtures are described. The spatial fluctuations for the device elements are of particular important for bioinspired multielemental network devices that is composed of elements with distributed electric property. Here we first report that spatial distribution of dielectric properties can be enhanced on the fabrication of SDDE using thermal processing that changes the morphology of immiscible PLLA/PCL binary mixture.

Abstract: Research status on soil layer earthquake response analysis is summarized using deterministic analysis methods and undeterministic analysis methods. Deterministic analysis methods are in troduced according to the order of development of the methods of soil layer earthquake response, the principle and some developments of equivalent linearization method are sketched, and the structure form and the development of nonlinear dynamic constitutive model is also introduced. Undeterministic analysis methods are introduced according to the hypothesis that the stochastic process can be applied expediently to soil layer earthquake response analysis. The stochastic process application to soil layer earthquake response analysis and the development are introduced. It is also pointed out the developing direction of the soil layer earthquake response analysis.

Abstract: Real-time traffic flow prediction is one of important issues of intelligent transportation system. Based on the theory of stochastic process of the traffic flow data, the prediction methods, such as grey expecting model and neural network, were applied in this paper. Then according to the actual traffic flow data, an improved model was proposed and the fluctuation range of predicted traffic flow was determined due to calculate an accurate result. Finally, the experiment shows that the designed prediction model can be able to achieve a short time prediction accurately for traffic flow.

Abstract: When more than one load act on a structure, the combination of the load effects should be considered, especially for which are variant in time and in space. A new method to calculate the combination of two different loads effects as well as to predict the extreme value distributions in the subsequent service life is proposed. The loads discussed in this paper are two main loads acting on the cable-stayed bridge: the temperature and vehicle load, which can be modeled as rectangular pulse process and filtered Poisson process respectively. Firstly, truncated distributions of the two load effects are depicted using the monitoring data of Nanjing 3rd Yangtze River Bridge. The generalized Pareto distribution fits well to the upper tails of the vehicle load effect and the mean values of the temperature load effect in an hour follows a two weighted normal distribution. Then the combination of the two load effects as well as the prediction of extreme values in the subsequent service life can be calculated. In the end, the results obtained through the proposed method are compared with the observed value of the bridge.

Abstract: A new simulation method of stochastic process was accepted in the field of simulation for the track irregularities. This method adopted the Hartley orthogonal bases as the standard orthogonal bases. On the basis of the expansion method of stochastic process, and under the condition of ensuring accuracy, it could capture main probabilistic characters of a stochastic process with only a few independent random variables. Through the numerical simulation of the example, it testified the validity and effectiveness of the new method.

Abstract: Simulation of earthquake ground motion was a hot topic for structure seismic response analysis. According to the problems in simulating ground motion history with harmony superposition method, such as more interference of human factors and simulated ground motion history didn’t have frequency non-stationary characteristic, a novel method of ground motion simulation based on stationary discrete wavelet transform was presented. Using stationary discrete wavelet transform, the parent ground motion history was decomposed into different frequency bands, and the coefficients were modified. Using inverse stationary discrete wavelet transform, an ensemble of ground motions were simulated whose statistics closely resemble those of the parent history. Through a numerical example, the statistic characteristics of simulated histories were compared with the original values, and the feasibility and correctness of presented method was illustrated.

Abstract: In stock market, the stock prices directly reflects market condition, therefore, the research on stock price process is one of the research contents of mathematical finance. In this paper by using the election model of statistical physics model to study the stock price fluctuation . This paper first applying stochastic process theory to establish election model, then the election model and stopping time theory are applied to establish stock profit process, we get the stock price process.

Abstract: Abstract. The large number of basic random variables in stochastic process, cause great troubles for calculation and analysis. Based on twice orthogonal expansion in the stochastic process and the expression of uncorrelated random vectors by use of orthogonal functions originate from a single source random variable, a method of triple orthogonal expansion for a stochastic process is put forward ,which can simulate a stochastic process with only one random variable. Example calculation shows the effectiveness of the monophyletic analysis method (MAM).This method can be applied for the other stochastic analysis based on the correlation theory.

Abstract: This paper proposes a new calculating method for the reliability analysis of the time-varying structure，and applies the calculating method to optimize the design for the concrete structure . The RC compression member was taken as an example in the specific analysis in by the mean of resistance and structural reliability with time t. The results show that, this mode has a strong ability of analyzing adequately all kinds of random variant in procedure of structure failures.