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941.
The aim of this paper was to investigate the validity of the Efficient Market Hypothesis in conjunction with Rational Expectations in the formation of dry bulk ship prices over the period January 1976-December 1997. Tests for market efficiency include those of orthogonality and unpredictability of excess returns on investments and tests based on the Vector Autoregressive models proposed by Campbell and Shiller. The latter methodology is extended further to a 3-variable Vector Autoregressive model, which is applicable to real assets with limited economic life. Results indicate that prices for newbuilding and second-hand vessels are not determined efficiently in the sense of Fama. Failure of the Efficient Market Hypothesis in the formation of ship prices is explained by the existence of timevarying risk premia, which relate excess returns to investors' perceptions of risk. These are modelled through the Generalized Autoregressive Conditional Heteroscedasticity in mean (GARCH-M) models. The results have important implications for shipping investment strategies, both in the newbuilding and second-hand markets. 相似文献
942.
Michael Fodor Robin C. Redfield 《Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility》1996,26(2):143-159
Electronically controlled vehicle suspensions offer substantial improvements in performance over conventional, passive suspensions but with the price of power, complexity, and actuating bandwidth. Low-bandwidth, semi-active damping addresses the problems of power and bandwidth by using low power modulation of controllable dampers at the frequency of the isolated mass. Resistance controlled, semi-active damping is experimentally verified to better sprung mass isolation while reducing suspension stroke, something that a passive system cannot do. It is also shown to compare reasonably well with computer simulation results. The experimental implementation is a 1/30 scale, two degree-of-freedom test bed that represents the standard quarter vehicle model. 相似文献
943.
D.C. Rutledge M. Hubbard D. Hrovat 《Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility》1996,25(2):113-136
Researchers have proposed various active suspension concepts to optimize the tradeoff between ride and handling in passenger vehicles. A few investigators suggested inclusion of the passenger jerk, the derivative of the passenger acceleration, as a measure of ride quality in the performance index. Minimization of a performance index then optimizes both the acceleration and jerk as well as other outputs representing handling quality and design constraints. This approach is called jerk optimal control.
This paper compares two different vehicle models of increasing complexity (the one and two DOF quarter car) using jerk optimal control. Different aspects of suspension performance are investigated, including the structure of the system transfer functions, the structure of the force control laws, and the tradeoffs between the various root mean square (rms) outputs defining system ride and handling performance. Tables compare the numerical results of the two models, allowing predictions of actual vehicle performance.
The results of the two models show the same basic trend for the tradeoff between ride and handling quality: at a constant level of rms passenger acceleration the rms passenger jerk can be reduced significantly, but only at a cost of increased rms tire deflections. In physical terms, a softer ride results in degraded handling performance. For a chosen level of ride improvement, the more realistic two DOF quarter car model predicts more severe degradation of handling. The latter nevertheless predicts a substantial increase in vehicle ride quality is possible through a 55% reduction in jerk. It is expected that actual suspensions could also produce significant increases in ride quality through jerk reduction. Jerk optimal suspensions could find use both in higher end passenger vehicles and in transports for vibration sensitive cargo. 相似文献
This paper compares two different vehicle models of increasing complexity (the one and two DOF quarter car) using jerk optimal control. Different aspects of suspension performance are investigated, including the structure of the system transfer functions, the structure of the force control laws, and the tradeoffs between the various root mean square (rms) outputs defining system ride and handling performance. Tables compare the numerical results of the two models, allowing predictions of actual vehicle performance.
The results of the two models show the same basic trend for the tradeoff between ride and handling quality: at a constant level of rms passenger acceleration the rms passenger jerk can be reduced significantly, but only at a cost of increased rms tire deflections. In physical terms, a softer ride results in degraded handling performance. For a chosen level of ride improvement, the more realistic two DOF quarter car model predicts more severe degradation of handling. The latter nevertheless predicts a substantial increase in vehicle ride quality is possible through a 55% reduction in jerk. It is expected that actual suspensions could also produce significant increases in ride quality through jerk reduction. Jerk optimal suspensions could find use both in higher end passenger vehicles and in transports for vibration sensitive cargo. 相似文献
944.
Francisco Pérez José A. Suárez Juan A. Clemente Antonio Souto 《Journal of Marine Science and Technology》2007,12(2):83-94
Nowadays, bulbous bow forms have become a common design feature in most conventional ship designs. The design of a bulbous
bow is usually attempted with the use of certain form parameters that are imposed using the designer's experience or regression
values that provide the optimum parameters based on experimental tests or computational fluid dynamics (CFD) calculations.
In this article, the geometric modelling of a bulbous bow form that complies with a series of parameters is presented. First,
a wire model was constructed with cubic B-spline curves that hold certain form parameters that the designer wants to impose.
Second, a B-spline surface that fits these splines was mathematically constructed. A review of the influence of the design
parameters used on the bulbous bow properties was made. This method could be used prior to numerical optimization of a bulbous
bow because different variations of the design can be easily generated. These variations can be tested numerically using CFD
software. A practical application example of the method is shown. 相似文献
945.
A study of the response of chlorophyll-a biomass to a winter upwelling event off Western Iberia using SeaWiFS and in situ data 总被引:2,自引:0,他引:2
Observations of a winter upwelling event off Western Iberia shelf/slope in the area of influence of the Western Iberia Buoyant Plume (WIBP) were conducted in February 2000. Spatial patterns and time evolution of the chlorophyll-a (chl-a) biomass are analysed, based on in situ and satellite data. SeaWiFS-derived chl-a concentration L2 products were used to track the chlorophyll front and estimate its westward migration velocity (maximum up to 29 km day−1), as well as to characterize the frontal system and its evolution. A method associating the type of spectral signature of a pixel to the fraction of chlorophyll probed by SeaWiFS enabled the estimation of the chl-a biomass within error intervals. High chlorophyll concentrations (for wintertime) were observed over the shelf and slope, up to large distances to the coast. Due to the WIBP, a shallow Ekman layer developed, being nearly coincident with the stratified upper meters. The transport comprised westward advection and stretching of the plume, with little entrainment with the offshore deep mixed layer waters. The relative enlargement of the total area of the Inside-Front Zone (IFZ) during the upwelling event was roughly accompanied by the maintenance of the average biomass per unit of area, considering the water column up to depths of interest. This suggests that there was a net increase of chl-a biomass inside the water column associated with the IFZ, roughly proportional to the increase in the IFZ area. Retention of phytoplankton in the shallow stratified nutrient-rich waters of the WIBP was a key factor for this increase in chl-a biomass. 相似文献
946.
基于模拟填充过程显式算法,提出用于模拟双相流的全矢量化运算显式算法。在双相流混合理论的基础上,对各类双相流填充及组份分离现象进行模拟。为高效求解耦合的Navier Stokes方程,新算法中的矩阵操作仅在单元一级进行,避免全局求解,使全局操作完全矢量化。新算法的另一显著优势,是采用等阶插值的普通单元,使不可压缩条件通过反馈修正的方法得到满足,通过系统化的光顺处理来避免由于应用等阶插值而导致的自锁。由于全局操作完全矢量化,计算代价与节点的自由度近似成正比,可实现高效的双相流填充及组份分离现象的模拟,满足工业应用中模拟复杂实际问题的需要。 相似文献
947.
L.H. Holthuijsen N. Booij M. van Endt S. Cakes C. Guedes Soares 《Journal of Marine Systems》1997,13(1-4)
The quality of numerical wave forecasts can be improved significantly by assimilating wave observations prior to the forecast. In the present study a technique for such assimilation is developed that exploits (a) the efficiency of a limited number of integral control variables, and (b) the effectiveness of variational (model-consistent) assimilation. The formal procedure is independent of the type of control variables and of the wave model (moreover, no adjoint wave model is required). In the present study, integral control variables are chosen to represent large-scale errors in the driving wind fields and uncertainties in the wave model. The assimilation technique is validated with observations of the ERS-1 satellite altimeter and two waverider buoys in two consecutive storms in the Norwegian Sea. The assimilation of the observations reduced the errors in the forecasted significant wave height at the buoy locations typically from 25% to 12%. For low-frequency waves the effect of the assimilation is similarly significant at one buoy location but marginal at the other buoy location. 相似文献
948.
H. Dahlgaard Q. Chen J. Herrmann H. Nies R. D. Ibbett P. J. Kershaw 《Journal of Marine Systems》1995,6(5-6)
Mean concentrations of the anthropogenic radioactive oceanographic tracers 99Tc, 90Sr and 137Cs have been measured as 0.005, 1.6 and 2.5 Bq m−3 in oceanic Northeast Atlantic surface water, east and northeast of the Azores, in 1992. This is, apparently, the first published value for fallout “background” 99Tc in oceanic Atlantic water.Comparison with older data indicates an observed half life for 90Sr and 137Cs in the northeast Atlantic surface water of 20 yr corresponding to a mean residence time of 80–100 yr for the stable elements.The observed 99Tc/90Sr ratio (3 × 10−3) in the Azores samples is 10 times higher than the theoretical fission yield decay corrected to 1992. This is in agreement with published data on rain water samples and may be characteristic for 1960's global fallout. Furthermore, the measured 137Cs/90Sr ratio is not significantly different from that observed for global fallout. There do not appear to be any additional significant sources of artificial radionuclides in this region. 相似文献
949.
This paper develops a mathematical model that is based on the absorbing Markov chain approach to describe taxi movements, taking into account the stochastic searching processes of taxis in a network. The local searching behavior of taxis is specified by a logit form, and the O‐D demand of passengers is estimated as a logit model with a choice of taxi meeting point. The relationship between customer and taxi waiting times is modeled by a double‐ended queuing system. The problem is solved with a set of non‐linear equations, and some interesting results are presented. The research provides a novel and potentially useful formulation for describing the urban taxi services in a network. 相似文献
950.
A cost optimized design method of steel bridge girders is studied by using the specifications of the American Association of State Highway and Transportation (AASHTO) Working Stress Design (WSD) method and Load Factor Design (LFD) alternates. Here, cost trade-offs for the steel plate (e.g., the base price plus extras for size, grade, testing and inspection, etc.), stiffeners and splicing are weighed throughout the entire span to minimize the objective function. The method is then applied to a set of over 30 steel bridge structures which collected from various state bridge inventories in order to obtain optimal cost configurations for both WSD and LFD methods. These results are analyzed by a linear regression model to define relationships between cost differences and bridge lengths. From these comparisons, conclusions are drawn to provide the guidelines. It is believed that effective application of these guidelines should lead to more economical designs, especially under the LFD method. 相似文献