On fair designs of cross-chain exchange for cryptocurrencies via Monte Carlo simulation

Cryptocurrency is one of the earliest and the most successful applications of blockchain, and it utilizes the distributed ledger, which is a commonly used technique in blockchain, to make a decentralized transaction within the blockchain of a cryptocurrency. However, how to make a decentralized transaction of cryptocurrencies between parties on different blockchains, that is, the cross-chain exchange, is not well-studied. In this paper, we develop a new method to make cross-chain exchanges based on the classical atomic swap. We first study the optionality embedded into the atomic swap and propose to add a premium into the atomic swap, and then design a new procedure with the premium to guarantee the fairness of the cross-chain exchange. We also provide an algorithm based on the least-squares Monte Carlo method to estimate the premium and analyze the convergence of the algorithm. Moreover, we study the cross-chain exchange with margin trading. We propose an adapted exchange procedure to make a fair cross-chain exchange and an algorithm to estimate the fair premium under the margin trading. Numerical experiments are provided to show the effectiveness of the algorithms.     

基于Bayes小子样二项分布单元可靠性评定的仿真方法

对于小子样二项分布单元可靠度下限评定,经典方法有很大局限性,文中介绍了Bayes方法。并在其基础上提出基于Bayes方法的Monte Carlo仿真方法,示例证明,该方法有很好的应用前途。     

利用蒙特卡洛法评定火箭炮对岸射击效能

为了更好的评定舰载火箭炮对岸射击的射击效能,选用了毁伤概率为效能指标,应用重叠系数法排除子弹重叠的影响,运用蒙特卡罗法计算出毁伤概率,并给出了保证实验精度的方法。实际举例结果表明,在评定毁伤效率时,应用重叠系数较大程度地减少因重叠造成的误差。该方法在研究火箭弹对岸射击效能时,能够更好的提高精度,减小误差。     

侵彻子母弹封锁机场跑道最小升降窗口搜索算法研究

针对侵彻子母弹封锁机场跑道中判断是否存在最小升降窗口的"两点比较"算法,提出更为符合实际毁伤情况的"网格-矩阵"算法。采用随机分布的数学模型和计算机仿真模型,利用Monte Carlo法模拟侵彻子母弹子弹的落点。最后在Matlab7.0环境下对两种算法进行了仿真试验和对比分析,提出两种算法在火力辅助决策中的使用建议。     

Tests for homogeneity of distributions of component lifetimes from system lifetime data with known system signatures

In this article, we discuss the problem of testing the homogeneity of distributions of component lifetimes based on system lifetime data when the system signatures are known. Both parametric and nonparametric procedures are developed for this problem. For nonparametric testing, the Mann–Whitney‐type statistic is used, and its performance and limitations are discussed. Next, we assume the component lifetimes to follow exponential distributions and then develop different parametric tests. Exact and asymptotic methods are developed based on the method of moments estimators. A Monte Carlo simulation study is used to compare the performance of different parametric procedures with that of the nonparametric procedure. Based on the results of the simulation study, discussions and practical recommendations are made and finally some concluding remarks are provided. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 550–563, 2015     

条（环）状干摩擦阻尼器的微滑移数值模型

提出一种求解弹性条(环)状阻尼器微滑移接触运动的数值方法。将阻尼器和外部激励历程在空间和时间上离散,将相同数量的干摩擦触点布置于离散阻尼器上;把接触运动判据应用到各离散接触点,确定其运动状态并修正刚度矩阵,求解整个阻尼器的平衡方程。该方法避免了有限元软件求解含摩擦接触问题的迭代过程,从而保证了求解的可执行性。同时,克服了微滑移模型理论解法对法向载荷分布规律及载荷时变性的限制,为求解具有局部性以及时变性的法向载荷的结构动态响应提供了更为精确的边界条件,从而可提高结构频响分析的准确性。应用多谐波平衡法分别计算宏滑移和微滑移阻尼器约束下的结构动态响应,发现在结构减振中,微滑移模型能够适应更宽范围的法向力。     

基于MCMC方法的Lorenz混沌系统的参数估计

基于贝叶斯理论,提出用马尔科夫链蒙特卡罗(MCMC)方法来估计Lorenz混沌系统的未知参数。首先导出了未知参数分布规律的后验概率密度函数;接着采用自适应Metropolis算法构造Markov链;然后截取收敛的链序列,计算混沌系统参数的估计值。数值试验表明:该方法具有很高的估计精度,同时具有较好的抗噪声性能。     

ATAM方法及其在C4ISR系统体系结构评价中的应用

ATAM(Architecture Tradeoff Analysis Method)方法是一种评价信息系统体系结构级设计的方法,它通过对诸如性能、可更改性、可靠性、安全性等多个质量属性的分析来确定体系结构设计中的折衷点,从而降低设计风险.介绍了ATAM方法的基本概念、步骤,并给出了该方法在C4ISR系统体系结构评价中的一个应用实例.     

综合火控系统对地轰炸精度分析仿真

针对航空轰炸武器火控系统精度分析问题,分别建立了数值微分算法和蒙特卡洛算法模型,并开发了仿真分析软件.给出了两种模型的推导过程,以及微分步长的优化方法.利用本算法软件对某型火控系统进行精度分析仿真,并对多组典型投弹条件的仿真结果进行分析.结果表明,两种算法优势互补,能有效地对火控系统进行精度分析,对改进系统设计、提高系...     

面向远火面压制的阵地体系生存效能评估

为满足阵地战时毁伤规律研究需要,以阵地体系为研究对象,从系统的角度出发,探究阵地体系目标生存效能与物理毁伤的映射关系,构建阵地体系生存效能评估模型,并运用蒙特卡洛方法实现阵地目标毁伤模拟,给阵地体系目标的毁伤量化评估与防护决策提供了依据.