Harmonic and sub-harmonic vibration of a continuous system having non-linear constraint

1965 ◽  
Vol 7 (6) ◽  
pp. 431-439 ◽  
Author(s):  
B. Porter ◽  
R.A. Billett
2003 ◽  
Vol 06 (07) ◽  
pp. 703-720
Author(s):  
A. Schianchi ◽  
L. Bongini ◽  
M. D. Esposti ◽  
C. Giardinà

In this paper an extension of the Lintner model [1] is considered: the problem of portfolio optimization is studied when short-selling is allowed through the mechanism of margin requirements. This induces a non-linear constraint on the wealth. When interest on deposited margin is present, Lintner ingeniously solved the problem by recovering the unique optimal solution of the linear model (no margin requirements). In this paper an alternative and more realistic approach is explored: the nonlinear constraint is maintained but no interest is perceived on the money deposited against short-selling. This leads to a fully non-linear problem which admits multiple and unstable solutions very different among themselves but corresponding to similar risk levels. Our analysis is built on a seminal idea by Galluccio, Bouchaud and Potters [3], who have re-stated the problem of finding solutions of the portfolio optimization problem in futures markets in terms of a spin glass problem. In order to get the best portfolio (i.e. the one lying on the efficiency frontier), we have to implement a two-step procedure. A worked example with real data is presented.


2018 ◽  
Vol 196 ◽  
pp. 01053
Author(s):  
Sergey Gridnev ◽  
Yuriy Skalko ◽  
Ilya Ravodin ◽  
Victoria Yanaeva

To simulate the non-linear vibrations of a floating bridge of a continuous system on separate floating supports with additional limiting supports at the ends with a moving load solves the most complicated problem which is the problem of describing the behavior of a span structure. A technique for simulating the vibration of an elastically supported deformable rod with limiting supports at the ends, which is a design scheme of a span structure, under the action of a moving force is developed. A computational algorithm for solving partial differential equations with varying boundary conditions is proposed, which includes boundary conditions in the model equations and does not require the subordination of basis functions to the boundary conditions. During the calculation, the basis remains constant. Piecewise linear basis functions are used to solve the differential equation. The technique is tested using a computational program Matlab, which is implemented when performing numerical studies of the behavior of the dynamic system as a function of the parameter changes. The developed technique is universal for studying the dynamics of a number of constructively non-linear systems.


Author(s):  
Ahmad A. Al-Qaisia

The non-linear natural frequencies of the first three modes of a beam clamped to a rigid rotating hub and carrying a distributed fluid along its span are investigated. The mathematical model is derived using the Lagrangian method and the continuous system is discretized using the assumed mode method. The resulted unimodal nonlinear equation of motion was solved using two methods; harmonic balance (HB) and time transformation (TT), to obtain approximate analytical expressions for the nonlinear natural frequencies. Results have shown that the two terms harmonic balance method (2THB) is more accurate than the time TT method. Results for the effect and type of distribution, i.e. uniform or linearly distributed, on the variation of the nonlinear natural frequency with the rotational speed of the system and how they affect the stability are studied and presented in non-dimensional form.


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