scholarly journals Telegraph Process with Elastic Boundary at the Origin

2017 ◽  
Vol 20 (1) ◽  
pp. 333-352 ◽  
Author(s):  
Antonio Di Crescenzo ◽  
Barbara Martinucci ◽  
Shelemyahu Zacks
2021 ◽  
Vol 1885 (3) ◽  
pp. 032059
Author(s):  
Xinghong Li ◽  
Ting Wang ◽  
Yang Zhao ◽  
Hui Wang

2012 ◽  
Vol 49 (3) ◽  
pp. 838-849 ◽  
Author(s):  
Oscar López ◽  
Nikita Ratanov

In this paper we propose a class of financial market models which are based on telegraph processes with alternating tendencies and jumps. It is assumed that the jumps have random sizes and that they occur when the tendencies are switching. These models are typically incomplete, but the set of equivalent martingale measures can be described in detail. We provide additional suggestions which permit arbitrage-free option prices as well as hedging strategies to be obtained.


2015 ◽  
Vol 23 (9) ◽  
pp. 1548-1568 ◽  
Author(s):  
Shao Renping ◽  
Purong Jia ◽  
Xiankun Qi

According to the actual working condition of the gear, the supporting gear shaft is treated as an elastic support. Its impact on the gear body vibration is considered and investigated and the dynamic response of elastic teeth and gear body is analyzed. On this basis, the gear body is considered as a three-dimensional elastic disc and the gear teeth are treated as an elastic cantilever beam. Under the conditions of the elastic boundary (support shaft), combining to the elastic disk and elastic teeth, the influence of three-dimensional elastic discs on the meshing tooth response under an elastic boundary condition is also included. A dynamic model of the gear support system and calculated model of the gear tooth response are then established. The inherent characteristics of the gear support system and dynamics response of the meshing tooth are presented and simulated. It was shown by the results that it is correct to use the elastic support condition to analyze the gear support system. Based on the above three-dimensional elastic dynamics analysis, this paper set up a dynamics coupling model of a cracked gear structure support system that considered the influence of a three-dimensional elastic disc on a cracked meshing tooth under elastic conditions. It discusses the dynamic characteristic of the cracked gear structure system and coupling dynamic response of the meshing tooth, offering a three-dimensional elastic body model of the tooth root crack and pitch circle crack with different sizes, conducting the three-dimensional elastic dynamic analysis to the faulty crack. ANSYS was employed to carry out dynamic responses, as well as to simulate the acoustic field radiation orientation of a three-dimensional elastic crack body at the tooth root crack and pitch circle with different sizes.


2011 ◽  
Vol 141 ◽  
pp. 43-48 ◽  
Author(s):  
Lin Yu Su ◽  
Yi Qiang Sun ◽  
Jian Ming Wen

In this paper, there are two kinds of impact vibration models: rigid impact model and elastic model. The dynamic responses of the two kinds of gear impact models are compared by experimental and numerical analysis. Firstly, establish the motion equations of the two models. Secondly, verify the correctness of the mechanical models through experimental analysis. Comparing the results of the numerical and experimental analysis, we can find that the intensity noise of gear vibration is reduced by the elastic boundary. Finally, the dynamic bifurcation characteristic of dimensionless excitations magnitude and backlash will be analyzed as well.


1984 ◽  
Vol 74 (1) ◽  
pp. 61-78
Author(s):  
P. R. Gutowski ◽  
F. Hron ◽  
D. E. Wagner ◽  
S. Treitel

Abstract The interesting and common situation of shallow point sources close to the free surface can be modeled using an explicit elastic finite difference procedure. If the source depth is less than the predominant wavelength from the surface or other well-defined elastic boundary, then shear waves S*, are generated with an amplitude which depends strongly on the source depth. As the source depth is decreased, the amplitude of the resulting shear wave increases exponentially and the particle motion is confined to a plane perpendicular to the direction of propagation. These shear waves radiate from a point on the boundary directly above the source with a radiation pattern that is zero at grazing incidence, rises to a positive maximum at about 55° from the vertical, changes polarity, and increases negatively until merging with the PS wave. Since the use of shallow explosive sources for seismic exploration is favorable for the generation of S*, we present a field data case as an illustration.


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