Dynamic characterization, monitoring and control of rotating flexible beam-mass structures via piezo-embedded techniques

A variational principle and a finite element discretization technique were used to derive the dynamic equations for a high speed rotating flexible beam-mass system embedded with piezo-electric materials. The dynamic equation thus obtained allows the development of finite element models which accommodate both the original structural element and the piezoelectric element. The solutions of finite element models provide system dynamics needed to design a sensing system. The characterization of gyroscopic effect and damping capacity of smart rotating devices are addressed. Several simulation examples are presented to validate the analytical solution

Embedded Finite Models beyond Restricted Quantifier Collapse

We revisit evaluation of logical formulas that allow both uninterpreted relations, constrained to be finite, as well as interpreted vocabulary over an infinite domain: denoted in the past as embedded finite model theory. We extend the analysis of "collapse results": the ability to eliminate first-order quantifiers over the infinite domain in favor of quantification over the finite structure. We investigate several weakenings of collapse, one allowing higher-order quantification over the finite structure, another allowing expansion of the theory. We also provide results comparing collapse for unary signatures with general signatures, and new analyses of collapse for natural decidable theories

Discrete analysis of localisation in three-dimensional solids

A procedure is illustrated for the determination of the normal direction of a discontinuity plane within a solid finite element. Using so-called embedded discontinuities, discrete constitutive models can be applied within a continuum framework. A significant difficulty within this method for three-dimensional problems is the determination of the normal direction for a discontinuity. Bifurcation analysis indicates the development of a discontinuity and multiple solution for the normal. The procedure developed here chooses the appropriate normal by exploiting features of the embedded discontinuity method

Regularity of finite-dimensional realizations for Evolution Equations

We show that a continuous local semiflow of $C^k$-maps on a finite-dimensional $C^k$-manifold M can be embedded into a local $C^k$-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [fil/tei:01]. We prove that finite-dimensional realizations for interest rate models are highly regular objects, namely given by submanifolds M of $D(A^{\infty})$, where A is the generator of a strongly continuous semigroup

A Dynamic Programming Approach for Pricing Options Embedded in Bonds

The aim of this paper is to price options embedded in bonds in a Dynamic Programming (DP) framework, the focus being on call and put options with advance notice. The pricing of interest rate derivatives was usually done via trees or finite differences. Trees are not really very efficient as they deform crudely the dynamic of the underlying asset(s), here the short term risk-free interest rate. They can be interpreted as elementary DP procedures with fixed grid sizes. For a long time, finite differences presented poor accuracy because of the discontinuities of the bond's value that may arise at decision dates. Recently, remedies were given by d'Halluin et al (2001) via techniques related to flux limiters. DP does not suffer from discontinuities that may arise at decision dates and does not require a time discretization. It may also be implemented in discrete-time models. Results show efficiency and robustness. Suggestions to combine DP and finite differences are also formulatedDynamic Programming, Stochastic Processes, Options Embedded in Bonds, American Options