基于精确模态参数的桥梁损伤识别

利用系统动力参数进行土木工程结构的损伤识别已经成为了一个非常重要的研究领域,因此需要一种利用损伤前后动力参数的变化进行损伤评估和定位的有效方法,系统的动力参数必须尽可能的精确。本文通过有限元方法对一简支梁桥进行动力分析,利用壳单元对桥面进行离散化,通过降低刚度来模拟损伤,进行损伤前后动力参数计算,可以发现损伤前后固有频率的变化。利用位移模态提取的曲率模态进行损伤定位要比位移模态更敏感。     

复杂非限定约束曲面造型

文章介绍了两种曲面建构方法,并阐述了使用ISDX构造自由曲面模型的特点、方法和注意事项,指出了构造自由曲面模型和参数化曲面模型的最大区别是对曲率表的使用方式。     

实心转子感应电机的运算电抗及激磁电抗

在不计曲率和计及曲率两种条件下,通过求解电磁场,推导了实心转子感应电机运算电抗的表达式,并由此得到了激磁电抗;最后,找到了运算电抗两种表达式间的内在联系。     

Australian financial firms’ exposures to the level,slope, and curvature of the interest rate term structure

This study examines the risk exposure of Australian financial firms to changes in the term structure of interest rates. Non-linearity in the interest rate term structure is captured by the three-factor model of interest rate level, slope, and curvature. We observe that financial firms have negative exposures to the interest rate level, while non-financial firms have positive exposures. This finding suggests that financial firms need to hedge against rising interest rates, while non-financial firms need to hedge against falling interest rates. Small banks and insurance companies have a positive risk exposure to the slope factor, while real estate firms have a negative risk exposure to the curvature factor. Though the interest rate level is the most important factor, ignoring the slope and curvature factors could lead to underestimating a financial firm’s overall interest rate risk exposure. These findings are robust to controlling for the orthogonalized market return, time-varying equity risk premium, and the global financial crisis. This study offers practical tools to regulators, such as the Reserve Bank of Australia and Australian Prudential Regulatory Authority for assessing interest rate risk exposures of the financial and non-financial sectors.     

基于拉格朗日公式的水流路径算法研究

提出了一种水流路径算法,该算法通过以各格网点为中心建立3×3窗口内基于6条拉格朗日曲线构成的局部曲面,再利用当前点在局部曲面中的等高线曲率选取合适的单流向算法以确定当前点的水流方向及其向下游点的流量分配比例。最后通过实例证明了该方法在水流累积量计算中的良好效果。     

Choice of the empirical definition of zero in the translog multiproduct cost functional form

The translog cost function is valuable to researchers for empirical analysis in themodelling of indirect cost and profit functions. A flaw of the functional form is in themodelling of zero output values. This study examined the impacts of empirical definition of zero output values on price elasticities, economies of scope and scale, using the translog cost function. Estimation of a system of cost and factor share equations with regularity condition imposed was conducted. Results show that the choice of default values affects policy recommendations.     

Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions

In this paper, we use the local influence method to study a vector autoregressive model under Student^′s t‐distributions. We present the maximum likelihood estimators and the information matrix. We establish the normal curvature diagnostics for the vector autoregressive model under three usual perturbation schemes for identifying possible influential observations. The effectiveness of the proposed diagnostics is examined by a simulation study, followed by our data analysis using the model to fit the weekly log returns of Chevron stock and the Standard & Poor's 500 Index as an application.     

子流形刚性定理的推广

文章改进了李光汉和吴传喜的常曲率空间中子流形的刚性定理,将其中的Ln/2-pinching条件推广到了Lq-pinching(q＞n/2)条件.     

高墩连续刚构弯矩曲率分析规律研究

选取某高墩连续刚构桥作为工程实例,对其主墩截面进行详细的弯矩-曲率分析,探讨其中的规律,研究各种因素的影响程度。     

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states

This paper examines the sensitivity of the Dow Jones Islamic market index and its corresponding industry equity indices to changes in the level, slope and curvature of the U.S. term structure of interest rates over the period 1996–2015 using the quantile regression approach. The empirical results reveal that the Islamic stock market has a considerable negative exposure to interest rate risk, although a declining time pattern of interest rate sensitivity is observed. The unexpected changes in the level factor of the U.S. yield curve, closely linked to long-term interest rates, are identified as the most important interest rate factor in explaining the variability of Islamic equity returns. Furthermore, the interest rate exposure tends to be stronger during extreme bearish conditions in the stock market, possibly due to the greater pessimism and risk aversion under these market circumstances. It is also shown that Islamic equities are not different from their mainstream counterparts in terms of interest rate sensitivity, indicating that the Islamic stock market does not provide a cushion against interest rate risk.