• Title/Summary/Keyword: L$\acute{e}$vy solutions

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Analysis of composite plates using various plate theories -Part 1: Formulation and analytical solutions

  • Bose, P.;Reddy, J.N.
    • Structural Engineering and Mechanics
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    • v.6 no.6
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    • pp.583-612
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    • 1998
  • A unified third-order laminate plate theory that contains classical, first-order and third-order theories as special cases is presented. Analytical solutions using the Navier and L$\acute{e}$vy solution procedures are presented. The Navier solutions are limited to simply supported rectangular plates while the L$\acute{e}$vy solutions are restricted to rectangular plates with two parallel edges simply supported and other two edges having arbitrary combination of simply supported, clamped, and free boundary conditions. Numerical results of bending and vibration for a number of problems are discussed in the second part of the paper.

Harmonic Response Estimation Method on the Lévy Plate with Two Opposite Edges Having Free Boundary Conditions (마주보는 양단이 자유 경계조건을 갖는 Lévy 판의 조화 응답 해석)

  • Park, Nam-Gyu;Suh, Jung-Min;Jeon, Kyeong-Lak
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.23 no.11
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    • pp.943-950
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    • 2013
  • This paper discusses a harmonic response estimation method on the L$\acute{e}$vy plate with two opposite edges simply supported and the other two edges having free boundary conditions. Since the equation of motion of the plate is not self-adjoint, the modes are not orthogonal to each other on the domain. Noting that the L$\acute{e}$vy plate can be expressed using one term sinusoidal function that is orthogonal to other sinusoidal functions, this paper suggested the calculation method that is equivalent to finding a least square error minimization solution of the finite number of algebraic equations. Example problems subjected to a distributed area loading and a distributed line loading are defined and their solutions are provided. The solutions are compared to those of the commercial code, ANSYS. According to the verification results, it is expected that the suggested method will be useful to predict the forced response on the L$\acute{e}$vy plate with the distributed area or line loading conditions.

REFLECTED BSDE DRIVEN BY A L$\acute{E}$VY PROCESS WITH STOCHASTIC LIPSCHITZ COEFFICIENT

  • Lu, Wen
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1305-1314
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    • 2010
  • In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations driven by a Brownian motion and the martingales of Teugels associated with an independent L$\acute{e}$vy process having a stochastic Lipschitz coefficient. We derive the existence and uniqueness of solutions for these equations via Snell envelope and the fixed point theorem.

OPTIMAL INVESTMENT FOR THE INSURER IN THE LEVY MARKET UNDER THE MEAN-VARIANCE CRITERION

  • Liu, Junfeng
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.863-875
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    • 2010
  • In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L$\acute{e}$vy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.

Analysis of composite plates using various plate theories -Part 2: Finite element model and numerical results

  • Bose, P.;Reddy, J.N.
    • Structural Engineering and Mechanics
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    • v.6 no.7
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    • pp.727-746
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    • 1998
  • Finite element models and numerical results are presented for bending and natural vibration using the unified third-order plate theory developed in Part 1 of this paper. The unified third-order theory contains the classical, first-order, and other third-order plate theories as special cases. Analytical solutions are developed using the Navier and L$\acute{e}$vy solution procedures (see Part 1 of the paper). Displacement finite element models of the unified third-order theory are developed herein. The finite element models are based on $C^0$ interpolation of the inplane displacements and rotation functions and $C^1$ interpolation of the transverse deflection. Numerical results of bending and natural vibration are presented to evaluate the accuracy of various plate theories.