In this paper the derivation of the second differentiation of a general yield surface implicit time stepping method along with its consistent elastic-plastic modulus is studied. Moreover, the explicit, trapezoidal implicit and fully implicit time stepping schemes are compared in rate-dependant plasticity. It is shown that implementing fully implicit time stepping scheme in rate-dependant plasti...

Maximum drawdown is a risk measure that plays an important role in portfolio management. In this paper, we address the question of computing the expected value of the maximum drawdown using a partial differential equation (PDE) approach. First, we derive a two-dimensional convection-diffusion pricing equation for the maximum drawdown in the Black-Scholes framework. Due to the properties of the ...

We develop a theory of local errors for the explicit and implicit tau-leaping methods for simulating stochastic chemical systems, and we prove that these methods are first-order consistent. Our theory provides local error formulae that could serve as the basis for future stepsize control techniques. We prove that, for the special case of systems with linear propensity functions, both tau-leapin...

We discuss the likely sources of turbulence in the ISM and explicitly calculate the detailed grand source function for the conventional sources of turbulence from supernovae, superbubbles, stellar winds and HII regions. We nd that the turbulent pumping due to the grand source function is broad band, consequently expanding the inertial range of the cascade. We investigate the general properties ...

Today’s complex distributed systems call for novel methods for modeling, design and implementation. The “active museum” being developed within the PEACH project is an example of such a system. In order to model the system, a new pattern called Implicit Organization was defined that supports the coordination requirements of the agents that compose the system. This pattern was applied within the ...

the objective of this review to be submitted in two independent parts, for steel frames and for rc frames, is to compare their structural performance with respect to the proposed n2-method, and so also of the consequent convenience of using pushover methodology for the seismic analysis of these structures. a preliminary investigation is presented on a pushover analysis used for the seismic perf...

bridges, as an essential part of transportation system, play a special role in economy, politic and military all around the world. serviceability of bridges is of high importance especially in emergencies, helping injured people and proportioning transportation after earthquakes. earthquake regulation codes, normally suggest linear methods to conduct the analysis, and nonlinear analysis is bare...

post failure analysis of massive structure infers that soil-structure interaction (ssi) is a crucial phenomena influencing seismic response of massive structures. cable-stayed bridge’s popularity and numbers are increasing now-a-days because of economical longer span & aesthetic good look. the current paper examines the effect of depth of foundation on seismic response of cable-stayed bridg...

displacement coefficient method (dcm) stipulated in the asce 41-06 standard is becoming the preferred method for seismic rehabilitation of buildings in many high-seismic-hazard countries. applications of the method for non-building constructions such as bridges are beyond the scope of this standard. thus its application to this kind of structure should be approached with care. target displaceme...

progressive collapse is defined as the spread of an initial failure from element to element, eventually resulting in the collapse of an entire structure or a disproportionately large part of it. the current progressive collapse analyses and design methods in guidelines and codes focus on the alternate load path method. this method is suitable especially in the case of blast-induced progressive ...