This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure durin...This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.展开更多
Based on the minimum loss probability criterion,this paper discusses the optimal strategy in multi-asset liquidation.First,we give the framework of the multi-asset liquidation problem and obtain the boundary condition...Based on the minimum loss probability criterion,this paper discusses the optimal strategy in multi-asset liquidation.First,we give the framework of the multi-asset liquidation problem and obtain the boundary conditions of the optimal liquidation strategy under the assumption of linear price impact functions and transform the multi-asset liquidation problem into the portfolio liquidation problem.On this basis,the asymptotic solution and numerical solution of the optimal liquidation strategy are obtained.Then,we simulate the trajectories of the optimal liquidation strategy and analyze the effects of parameters changes.展开更多
The research of reliability design for impact vibration of hydraulic pressure pipeline systems is still in the primary stage,and the research of quantitative reliability of hydraulic components and system is still inc...The research of reliability design for impact vibration of hydraulic pressure pipeline systems is still in the primary stage,and the research of quantitative reliability of hydraulic components and system is still incomplete.On the condition of having obtained the numerical characteristics of basic random parameters,several techniques and methods including the probability statistical theory,hydraulic technique and stochastic perturbation method are employed to carry out the reliability design for impact vibration of the hydraulic pressure system.Considering the instantaneous pressure pulse of hydraulic impact in pipeline,the reliability analysis model of hydraulic pipeline system is established,and the reliability-based optimization design method is presented.The proposed method can reflect the inherent reliability of hydraulic pipe system exactly,and the desired result is obtained.The reliability design of hydraulic pipeline system is achieved by computer programs and the reliability design information of hydraulic pipeline system is obtained.This research proposes a reliability design method,which can solve the problem of the reliability-based optimization design for the hydraulic pressure system with impact vibration practically and effectively,and enhance the quantitative research on the reliability design of hydraulic pipeline system.The proposed method has generality for the reliability optimization design of hydraulic pipeline system.展开更多
基金support from the National Natural Science Foundation of China (Nos. 51579103 and 51709118)the China Postdoctoral Science Foundation (No. 2017M612669)+2 种基金the Fundamental Research Funds for the Central Universities (No. 2017BQ089)the Key Scientific Research Projects in Henan Province (No. 18B570005)the Open Research Foundation of Key Laboratory of the Pearl River Estuarine Dynamics and Associated Process Regulation, Ministry of Water Resources ([2017]KJ01)
文摘This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.
基金the National Natural Science Foundation of China(Grant No.71671017).
文摘Based on the minimum loss probability criterion,this paper discusses the optimal strategy in multi-asset liquidation.First,we give the framework of the multi-asset liquidation problem and obtain the boundary conditions of the optimal liquidation strategy under the assumption of linear price impact functions and transform the multi-asset liquidation problem into the portfolio liquidation problem.On this basis,the asymptotic solution and numerical solution of the optimal liquidation strategy are obtained.Then,we simulate the trajectories of the optimal liquidation strategy and analyze the effects of parameters changes.
基金supported by National Natural Science Foundation of China(Grant Nos.5113500310972088)
文摘The research of reliability design for impact vibration of hydraulic pressure pipeline systems is still in the primary stage,and the research of quantitative reliability of hydraulic components and system is still incomplete.On the condition of having obtained the numerical characteristics of basic random parameters,several techniques and methods including the probability statistical theory,hydraulic technique and stochastic perturbation method are employed to carry out the reliability design for impact vibration of the hydraulic pressure system.Considering the instantaneous pressure pulse of hydraulic impact in pipeline,the reliability analysis model of hydraulic pipeline system is established,and the reliability-based optimization design method is presented.The proposed method can reflect the inherent reliability of hydraulic pipe system exactly,and the desired result is obtained.The reliability design of hydraulic pipeline system is achieved by computer programs and the reliability design information of hydraulic pipeline system is obtained.This research proposes a reliability design method,which can solve the problem of the reliability-based optimization design for the hydraulic pressure system with impact vibration practically and effectively,and enhance the quantitative research on the reliability design of hydraulic pipeline system.The proposed method has generality for the reliability optimization design of hydraulic pipeline system.
