DSpace Collection:
http://hdl.handle.net/2440/1087
2014-11-28T04:04:10ZOn an antiplane crack problem for functionally graded elastic materials
http://hdl.handle.net/2440/87589
Title: On an antiplane crack problem for functionally graded elastic materials
Author: Clements, D.L.
Abstract: This paper examines an antiplane crack problem for a functionally graded anisotropic elastic material in which the elastic moduli vary quadratically with the spatial coordinates. A solution to the crack problem is obtained in terms of a pair of integral equations. An iterative solution to the integral equations is used to examine the effect of the anisotropy and varying elastic moduli on the crack tip stress intensity factors and the crack displacement.2009-12-31T13:30:00ZDiffraction of ocean waves around a hollow cylindrical shell structure
http://hdl.handle.net/2440/87513
Title: Diffraction of ocean waves around a hollow cylindrical shell structure
Author: Zhu, S.P.; Mitchell, L.
Abstract: Abstract not available2008-12-31T13:30:00ZSteady periodic waves in a three-layer fluid with shear in the middle layer
http://hdl.handle.net/2440/87467
Title: Steady periodic waves in a three-layer fluid with shear in the middle layer
Author: Chen, M.J.; Forbes, L.K.
Abstract: A three-layer intrusion flow is considered, in which all three layers are in motion, with different speeds, relative to the observer. Shear is present in the middle layer, and the lowest fluid may even move oppositely to the upper two (so giving an exchange flow). Two thin interfaces are present, above and below the moving middle layer. A linearized analysis is presented for small wave amplitudes. Nonlinear periodic solutions are then obtained using a Fourier technique, and reveal a range of nonlinear phenomena, including limiting waves, multiple solutions and resonances.2007-12-31T13:30:00ZA continuous-time hidden Markov model for mean-variance portfolio optimization
http://hdl.handle.net/2440/87438
Title: A continuous-time hidden Markov model for mean-variance portfolio optimization
Author: Elliott, R.J.; Tak, K.S.
Abstract: We study a mean-variance portfolio selection problem under a hidden Markov regime-switching Black-Scholes-Merton economy with parameter uncertainty. By exploiting the separation principle, we solve the mean-variance portfolio selection problem and the filtering/estimation problem separately. An explicit solution to the mean-variance problem is derived using the stochastic maximum principle. Robust filters of the chain and robust-based EM algorithm for unknown model parameters are developed.2008-12-31T13:30:00Z