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     

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。     

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.     

基于随机有限集理论的多传感器目标联合检测跟踪算法

针对杂波环境中的目标检测跟踪问题,提出一种基于随机有限集理论的多传感器目标联合检测跟踪算法。算法将目标状态和量测描述为随机集合,建立考虑目标出现、目标保持、目标消失等情况的目标状态随机有限集模型,以及考虑漏检和虚警的多传感器量测随机有限集模型。将目标的联合检测跟踪问题构建为目标状态集合的贝叶斯最优估计问题,并基于随机有限集理论对该贝叶斯估计算法的递推表达式进行严格理论推导。采用序贯蒙特卡罗技术实现算法的递推滤波。仿真结果验证了该算法的有效性以及算法相对于传统基于数据关联算法的性能优势。     

高能离子在材料中输运的蒙特卡罗模拟

利用蒙特卡罗方法对高能离子在材料中的输运进行了计算机模拟研究 ,入射高能离子与靶材料的作用近似为核散射和电子作用两个独立的部分 ,核散射能量损失采用经典两体碰撞近似 ,通过对碰撞参数的随机抽样得到散射角 ,电子能量损失高能时采用Bethe-Bloch公式 ,低能时采用Lindhard -Scharff公式 ,中能时采用插值公式。最后对高能铁离子入射于铝、硅材料的输运进行了模拟计算 ,给出了模拟结果并进行了分析。     

A new importance sampling Monte Carlo method for a flow network reliability problem

The exact evaluation of the probability that the maximum st‐flow is greater than or equal to a fixed demand in a stochastic flow network is an NP‐hard problem. This limitation leads one to consider Monte Carlo alternatives. In this paper, we propose a new importance sampling Monte Carlo method. It is based on a recursive use of the state space decomposition methodology of Doulliez and Jamoulle during the simulation process. We show theoretically that the resulting estimator belongs to the variance‐reduction family and we give an upper bound on its variance. As shown by experimental tests, the new sampling principle offers, in many cases, substantial speedups with respect to a previous importance sampling based on the same decomposition procedure and its best performances are obtained when highly reliable networks are analyzed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 204–228, 2002; DOI 10.1002/nav.10004     

小分队攻防作战建模与仿真

建立了枪械射击效率模型,根据兰切斯特法和蒙特卡罗法分别建立了小分队使用枪械的攻防作战仿真模型,编制了仿真软件。基于一个攻防作战实例,比较了两个模型的仿真结果。对仿真结果分析可知,基于蒙特卡罗法的小分队枪械攻防仿真模型能够更加真实地反应作战情况和双方实力情况,基于兰切斯特法的小分队枪械攻防仿真模型可以有效地反应作战时机对作战结果的影响。     

Optimal production ramp-up in the smartphone manufacturing industry

Motivated by challenges in the smartphone manufacturing industry, we develop a dynamic production ramp-up model that can be applied to economically satisfy nonstationary demand for short-life-cycle products by high-tech companies. Due to shorter life cycles and more rapid evolution of smartphones, production ramp-up has been increasingly critical to the success of a new smartphone. In the production ramp-up, the key challenge is to match the increasing capacity to nonstationary demand. The high-tech smartphone manufacturers are urged to jointly consider the effect of increasing capacity and decreasing demand. We study the production planning problem using a high-dimensional Markov decision process (MDP) model to characterize the production ramp-up. To address the curse of dimensionality, we refine Monte Carlo tree search (MCTS) algorithm and theoretically analyze its convergence and computational complexity. In a real case study, we find that the MDP model achieves revenue improvement by stopping producing the existing product earlier than the benchmark policy. In synthetic instances, we validate that the proposed MCTS algorithm saves computation time without loss of solution quality compared with traditional value iteration algorithm. As part of the Lenovo production solution, our MDP model enables high-tech smartphone manufacturers to better plan the production ramp-up.     

考虑黏弹性材料随机性的被动约束层阻尼梁动力学分析

采用传递函数方法研究了阻尼层黏弹性材料随机性对被动约束层阻尼(PCLD)梁动力学特性的影响。由Hamilton原理建立了PCLD梁六阶运动微分方程,通过引入状态向量,建立了系统的状态空间方程,利用传递函数方法得到了梁的固有频率和损耗因子。以黏弹性材料分数导数模型中的参数作为基本的随机变量,并假设其服从正态分布,使用Monte Carlo直接抽样法考察了材料模型参数的随机性对结构固有频率和模态损耗因子的影响。计算结果表明黏弹性材料参数的随机性对梁动力学特性的变异系数影响较大,模态损耗因子的变异系数最大值是材料参数变异系数的4.5倍。