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Article
Publication date: 21 November 2024

Yajuvindra Kumar and Sapna Pandit

In this paper, free axisymmetric vibration analysis of a two-directional functionally graded porous thin annular plate resting on the Winkler foundation is presented utilizing…

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Abstract

Purpose

In this paper, free axisymmetric vibration analysis of a two-directional functionally graded porous thin annular plate resting on the Winkler foundation is presented utilizing the classical plate theory (CPT). The mechanical properties are considered to be varying in the radial-thickness plane.

Design/methodology/approach

Based on the CPT, the governing differential equation of motion is derived. The highest-order derivative of displacement is approximated by Haar wavelets and successive lower-order derivatives are obtained by integration. The integration coefficients are calculated using boundary conditions. The fundamental frequency for clamped-clamped, clamped-simply supported, simply supported-clamped and simply supported-simply supported boundary conditions is obtained.

Findings

The effects of the porosity coefficient, the coefficient of radial variation, the exponent of power law, the foundation parameter, the aspect ratio and boundary conditions are investigated on fundamental frequency. A convergence study is conducted to validate the present analysis. The accuracy and reliability of the Haar wavelets are shown by comparing frequencies with those available in the literature. Three-dimensional mode shapes in the fundamental mode for all four boundary conditions are presented.

Originality/value

Based on the Haar wavelet method, a free axisymmetric vibration model of a porous thin annular plate is solved in which 2-D variation of mechanical properties is considered.

Details

Engineering Computations, vol. 42 no. 1
Type: Research Article
ISSN: 0264-4401

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Book part
Publication date: 17 May 2024

Rudrarup Mukherjee

In this chapter, the author considers a three-sector general equilibrium model in the context of a developing nation to find out the impact of an increase in foreign capital…

Abstract

In this chapter, the author considers a three-sector general equilibrium model in the context of a developing nation to find out the impact of an increase in foreign capital inflow on the welfare level of the nation. Comparative static analysis reveals that an increase in the inflow of foreign capital causes redistribution across the factors of production and a reallocation of resources, reflected through the change in output. Moreover, the author considers the case of technology transfer and proves that an increase in foreign capital inflow makes the country better off in terms of social welfare even if the foreign capital is fully repatriated. Hence, this work shows that in the absence of any trade distortion, a partial investment liberalisation causes a welfare gain for a small open economy.

Details

International Trade, Economic Crisis and the Sustainable Development Goals
Type: Book
ISBN: 978-1-83753-587-3

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Book part
Publication date: 1 January 2005

Hai Yang and Hai-Jun Huang

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Mathematical and Economic Theory of Road Pricing
Type: Book
ISBN: 978-0-08-045671-3

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Book part
Publication date: 1 January 2005

Hai Yang and Hai-Jun Huang

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Mathematical and Economic Theory of Road Pricing
Type: Book
ISBN: 978-0-08-045671-3

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Book part
Publication date: 30 July 1993

PETER A. DIAMOND, JERRY A. HAUSMAN and GREGORY K. LEONARD

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Contingent Valuation: A Critical Assessment
Type: Book
ISBN: 978-1-84950-860-5

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Book part
Publication date: 14 October 2009

Rune Elvik, Alena Høye, Truls Vaa and Michael Sørensen

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The Handbook of Road Safety Measures
Type: Book
ISBN: 978-1-84855-250-0

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Book part
Publication date: 1 January 2005

Hai Yang and Hai-Jun Huang

Abstract

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Mathematical and Economic Theory of Road Pricing
Type: Book
ISBN: 978-0-08-045671-3

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Book part
Publication date: 1 January 2005

Hai Yang and Hai-Jun Huang

Abstract

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Mathematical and Economic Theory of Road Pricing
Type: Book
ISBN: 978-0-08-045671-3

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Book part
Publication date: 24 April 2023

Shakeeb Khan, Arnaud Maurel and Yichong Zhang

We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross-sectional and panel…

Abstract

We study the informational content of factor structures in discrete triangular systems. Factor structures have been employed in a variety of settings in cross-sectional and panel data models, and in this chapter we formally quantify their identifying power in a bivariate system often employed in the treatment effects literature. Our main findings are that imposing a factor structure yields point-identification of parameters of interest, such as the coefficient associated with the endogenous regressor in the outcome equation, under weaker assumptions than usually required in these models. In particular, we show that a “non-standard” exclusion restriction that requires an explanatory variable in the outcome equation to be excluded from the treatment equation is no longer necessary for identification, even in cases where all of the regressors from the outcome equation are discrete. We also establish identification of the coefficient of the endogenous regressor in models with more general factor structures, in situations where one has access to at least two continuous measurements of the common factor.

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Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
Type: Book
ISBN: 978-1-83753-212-4

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Publication date: 24 April 2023

Han-Ying Liang, Yu Shen and Qiying Wang

Joon Y. Park is one of the pioneers in developing nonlinear cointegrating regression. Since his initial work with Phillips (Park & Phillips, 2001) in the area, the past two…

Abstract

Joon Y. Park is one of the pioneers in developing nonlinear cointegrating regression. Since his initial work with Phillips (Park & Phillips, 2001) in the area, the past two decades have witnessed a surge of interest in modeling nonlinear nonstationarity in macroeconomic and financial time series, including parametric, nonparametric and semiparametric specifications of such models. These developments have provided a framework of econometric estimation and inference for a wide class of nonlinear, nonstationary relationships. In honor of Joon Y. Park, this chapter contributes to this area by exploring nonparametric estimation of functional-coefficient cointegrating regression models where the structural equation errors are serially dependent and the regressor is endogenous. The self-normalized local kernel and local linear estimators are shown to be asymptotic normal and to be pivotal upon an estimation of co-variances. Our new results improve those of Cai et al. (2009) and open up inference by conventional nonparametric method to a wide class of potentially nonlinear cointegrated relations.

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