On unstable ship motions resulting from strong non-linear coupling

In this paper, the modelling of strong parametric resonance in head seas is investigated. Non-linear equations of ship motions in waves describing the couplings between heave, roll and pitch are contemplated. A third-order mathematical model is introduced, aimed at describing strong parametric excitation associated with cyclic changes of the ship restoring characteristics. A derivative model is employed to describe the coupled restoring actions up to third order. Non-linear coupling coefficients are analytically derived in terms of hull form characteristics.The main theoretical aspects of the new model are discussed. Numerical simulations obtained from the derived third-order non-linear mathematical model are compared to experimental results, corresponding to excessive motions of the model of a transom stern fishing vessel in head seas. It is shown that this enhanced model gives very realistic results and a much better comparison with the experiments than a second-order model.     

铁磁链方程的二阶线性化隐式差分格式

给出了解铁磁链方程的1个二阶线性化隐式差分格式；证明了差分解按离散L^2范数的最优阶先验误差估计及稳定性；给出数值算例。     

基于不完备信息的投资组合风险管理:随机控制方法

随着倒向随机微分方程理论的不断发展和完善,其在数理金融中的应用越来越广泛,随机控制也逐渐成为研究投资组合风险管理问题的重要方法.本文侧重于展示基于不完备信息的随机控制方法在研究期权定价、均值-方差、期望效用最大化这三类投资组合问题中的简单应用.     

Effective hydraulic conductivity of nonstationary aquifers

Assuming that the ln hydraulic conductivity in an aquifer is mathematically approximated by a spatial deterministic surface, or trend, plus a stationary random noise, we treat the problem of finding what the effective hydraulic conductivity of that aquifer is. This problem is tackled by spectral methods applied to a type of diffusion equation of groundwater flow, together with suitable coordinate transformations. Analytical (exact) solutions in terms of elementary functions are presented for one- and three-dimensional finite and infinite domains. Stability criteria are obtained for the solutions, in terms of a critical parameter, that turns out to involve the product of correlation scale and trend gradient. For the case of finite and symmetrical domains, additional provisions to insure the stability of numerical calculations of effective hydraulic conductivity are provided. Effective hydraulic conductivity is an important property, with potential applications in the calibrations of groundwater and transport numerical models.     

Solution of stochastic groundwater flow by infinite series,and convergence of the one-dimensional expansion

This paper investigates analytical solutions of stochastic Darcy flow in randomly heterogeneous porous media. We focus on infinite series solutions of the steady-state equations in the case of continuous porous media whose saturated log-conductivity (lnK) is a gaussian random field. The standard deviation of lnK is denoted . The solution method is based on a Taylor series expansion in terms of parameter , around the value =0, of the hydraulic head (H) and gradient (J). The head solution H is expressed, for any spatial dimension, as an infinite hierarchy of Green's function integrals, and the hydraulic gradient J is given by a linear first-order recursion involving a stochastic integral operator. The convergence of the -expansion solution is not guaranteed a priori. In one dimension, however, we prove convergence by solving explicitly the hierarchical sequence of equations to all orders. An infinite-order stochastic solution is obtained in the form of a -power series that converges for any finite value of . It is pointed out that other expansion methods based on K rather than lnK yield divergent series. The infinite-order solution depends on the integration method and the boundary conditions imposed on individual order equations. The most flexible and general method is that based on Laplacian Green's functions and boundary integrals. Imposing zero head conditions for all orders greater than one yields meaningful far-field gradient conditions. The whole approach can serve as a basis for treatment of higher-dimensional problems.     

Effective hydraulic conductivity of nonstationary aquifers

Assuming that the ln hydraulic conductivity in an aquifer is mathematically approximated by a spatial deterministic surface, or trend, plus a stationary random noise, we treat the problem of finding what the effective hydraulic conductivity of that aquifer is. This problem is tackled by spectral methods applied to a type of diffusion equation of groundwater flow, together with suitable coordinate transformations. Analytical (exact) solutions in terms of elementary functions are presented for one- and three-dimensional finite and infinite domains. Stability criteria are obtained for the solutions, in terms of a critical parameter, that turns out to involve the product of correlation scale and trend gradient. For the case of finite and symmetrical domains, additional provisions to insure the stability of numerical calculations of effective hydraulic conductivity are provided. Effective hydraulic conductivity is an important property, with potential applications in the calibrations of groundwater and transport numerical models.     

旋转地球上不可压缩流体惯性重力波的频率方程

用微扰动方法对旋转地球上不可压缩流体的控制方程组进行线性化,得到了扰动解和流体界面上惯性重力波的频率方程。表面惯性重力波和惯性重力内波的相速公式都是这个更普遍的频率方程的特殊情况。     

Numerical Models of Higher-Order Boussinesq Equations and Comparisons with Laboratory Measurement

Nonlinear water wave propagation passing a submerged shelf is studied experimentally and numerically. The applicability of two different wave propagation models has been investigated. One is higher-order Boussinesq equations derived by Zou (1999) and the other is the classic Boussinesq equations. Physical experiments are conducted, three different front slopes (1:10, 1:5 and 1:2) of the shelf are set up in the experiment and their effects on wave propagation are investigated. Comparisons of numerical results with test data are made, the model of higher-order Boussinesq equations agrees much better with the measurements than the model of the classical Boussinesq equations. The results show that the higher-order Boussinesq equations can also be applied to the steeper slope case although the mild slope assumption is employed in the derivation of the higher order terms of higher order Boussinesq equations.     

Numerical modeling of multi-directional irregular waves incorporating 2-D numerical wave absorber and subgrid turbulence

In this paper, a finite difference scheme with an efficient 2-D numerical wave absorber for solving the extended Boussinesq equations as derived by Nwogu (Nwogu, O., 1993. Alternative form of Boussinesq equations for nearshore wave propagation. J. Waterway, Port, Coastal and Ocean Engineering, ASCE 119, 618–638) is proposed. The alternate direction iterative method combined with an efficient predictor-corrector scheme are adopted for the numerical solution of the governing differential equations. To parameterize the contribution of unresolved small-scale motions, the philosophy of the large eddy simulation is applied on the horizontal plane. The proposed method is verified by two test cases where experimental data are available for comparison. The first case is wave diffraction around a semi-infinite breakwater studied by Briggs et al. (Briggs, M.J., Thompson, E.F., Vincent, C.L., 1995. Wave diffraction around breakwater. Journal of Waterway, Port, Coastal, and Ocean Engineering, ASCE 121, 23–35). The other case is wave concentration by a navigation channel as reported by Yu et al. (Yu, Y.-X., Liu, S.-X., Li, Y.S., Wai, O.W.H., 2000. Refraction and diffraction of random waves through breakwater. Ocean Engineering 27, 489–509). Numerical results agree very well with the corresponding experimental data in both cases.