HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES

We study a finite-dimensional approach to the Heath–Jarrow–Morton model for interest rate and introduce a notion of approximate consistency for a family of functions in a deterministic and stochastic framework. This amounts to asking the decrease of the minimum distance in least squares sense. We start from a general linearly parameterized set of functions and extend the theory to a nonlinear Nelson–Siegel family. Necessary and sufficient condition to have approximately consistency are given as well as a criterion of stability for the approximation.     

AHP-Group Decision Making: A Bayesian Approach Based on Mixtures for Group Pattern Identification

This paper proposes a Bayesian estimation procedure to determine the priorities of the Analytic Hierarchy Process (AHP) in group decision making when there are a large number of actors and a prior consensus among them is not required. Using a hierarchical Bayesian approach based on mixtures to describe the prior distribution of the priorities in the multiplicative model traditionally used in the stochastic AHP, this methodology allows us to identify homogeneous groups of actors with different patterns of behaviour for the rankings of priorities. The proposed procedure consists of a two-step estimation algorithm: the first step carries out a global exploration of the model space by using birth and death processes, the second concerns a local exploration by means of Gibbs sampling. The methodology has been illustrated by the analysis of a case study adapted from a real experiment on e-democracy developed for the City Council of Zaragoza (Spain). Partially funded under the research project Electronic Government. Internet-based Complex Decision Making: e-democracy and e-cognocracy (Ref. PM2004-052) approved by the Regional Government of Aragon (Spain) as part of the multi-disciplinary projects programme.     

岩溶沉陷区埋地管道预警与极限位移响应分析

针对岩溶地区地表沉降导致管道逐渐失效破坏的严重问题,采用有限元分析软件,对不同内压下在不同沉降长度时管道所达到极限位移状态下进行力学响应分析,并分析了在不同内压下管道的极限悬空长度,得到了不同条件下管道极限位移和极限悬空长度及不同沉降长度下的管道预警位移,为管道安全预警及安全评价提供依据.结果表明:随着沉陷长度的增加,管道跨中应力不断减小,两端应力逐渐增大,管道危险位置由跨中逐渐向两端转移;随着内压的增加,管道危险位置出现在两端时的沉陷长度越短;且内压越大管道最大位移和预警越大,管道极限悬空长度越短.     

某微车汽车牵引钩挡杆在几种工况下的强度分析

针对目前售后单位反馈的某微车前大梁上拖车的挂绳与前保产生干涉均问题，采用在拖钩底部加一限位用的挡杆的方案，运用Hypermesh建立汽车前大梁部分的有限元模型，模拟实车运行中的5种工况，利用Nastran分析计算这5种工况下汽车牵引钩挡杆处的应力状况，并和原状态下的拖钩应力情况分别作对比.     

A note on robust testing by indexing the parameter space

1. Introduction

A preliminary test is sometimes performed to obtain a simple model with few parameters. This should ostensibly result in a better performance in the subsequent treatment of the observations. For obvious reasons such a procedure is questionable. It is felt that one should keep to the original a priori model with the original parameter vector θ. In this note a third method is proposed. Adhere to original parameters θ, but concentrate attention on an index φ(θ) which sums up some essential features of the model. (This principle has been advocated by Goldstein (1981).)     

《有限元法》课程的典型案例教学法的研究与实践

现提出典型案例的《有限元法》课程教学改革方法，取代过去以理论教学为主的方法。以常见的齿轮零件作为应用例子进行讲解，极大的提高了学生学习兴趣和动力，取得了很好的效果。     

不等厚性对弯头高温剩余寿命影响的有限元研究

弯头作为受压管道中的重要部件,不仅能改变管线的方向,还可以提高管路柔性,缓解管道振动和约束力并对热膨胀起补偿作用。本文应用有限元方法分析了弯头的应力状况,使用L-M方法预测其剩余寿命。研究了弯管的不等厚性对其寿命的影响。     

建筑结构中有限元分析技术的教学应用研究

采用有限元分析技术模拟分析钢筋混凝土简支梁的受力特性,可以使学生更清楚地理解梁的破坏过程,既丰富了教学手段,又激发了学生学习的兴趣。     

异形夯扩成孔灌注桩承载力及变形特性

异形夯扩成孔灌注桩是集合异形桩和夯扩桩优点的新型桩基。本文采用三维弹塑性接触非线性有限元法,模拟研究异形夯扩成孔灌注桩在竖向荷载作用下承载力及变形特征。     

对称与不对称双塔连体结构的动力特性分析

以某十八层对称双塔结构和十八-十六层不对称双塔结构为例,通过ANSYS有限元分析软件,建立了两种结构的三维有限元模型,并对比分析了两种结构的动力特性,为这两种结构的设计应用积累经验。