A multi‐stage stochastic programming approach for network capacity expansion with multiple sources of capacity

In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017     

辐射传热时活塞式气缸中加热气体的最大膨胀功

对热辐射传热定律q∝Δ(T4)下,给定初态内能、体积,末态体积以及过程时间时,加热气体膨胀的最优构型进行了研究,利用最优控制理论得出最大膨胀功输出时膨胀的最优构型由两个瞬时绝热分支和一个E-L分支组成的结论.给出了各分支之间转换点参数的求解方法及最优构型的数值算例,最后将线性唯象传热定律、牛顿传热定律、平方传热定律、立方传热定律和辐射传热定律下加热气体膨胀的最优构型进行了比较.结果显示,随着传热指数的增加,理想气体的内能呈现出明显的整体增加趋势,而体积则呈现出明显的整体减小趋势.     

滑动聚束SAR步进扫描影响分析

滑动聚束SAR系统在实际工作中通过步进扫描的方式来实现天线照射波束在方位向的扫描,然而该扫描方式会在滑动聚束SAR的成像结果中引入成对回波。为分析该成对回波的形成物理机制,建立滑动聚束SAR步进扫描的数学模型,通过泰勒展开和傅里叶级数分析具体解释了成对回波的成因,并给出了成对回波幅度及位置与步进脉冲控制数之间的定量关系。理论分析和信号仿真结果表明,该模型能够准确有效地解释这一现象,并可为滑动聚束SAR的波束扫描系统参数设计提供理论依据。     

Capacity expansion with lead times and autocorrelated random demand

The combination of uncertain demand and lead times for installing capacity creates the risk of shortage during the lead time, which may have serious consequences for a service provider. This paper analyzes a model of capacity expansion with autocorrelated random demand and a fixed lead time for adding capacity. To provide a specified level of service, a discrete time expansion timing policy uses a forecast error‐adjusted minimum threshold level of excess capacity position to trigger an expansion. Under this timing policy, the expansion cost can be minimized by solving a deterministic dynamic program. We study the effects of demand characteristics and the lead time length on the capacity threshold. Autocorrelation acts similarly to randomness in hastening expansions but has a smaller impact, especially when lead times are short. However, the failure either to recognize autocorrelation or to accurately estimate its extent can cause substantial policy errors. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

基于应变路径法的压入管桩单桩挤土位移

基于应变路径法和球孔扩张理论,结合真实源与虚拟源、真实源与虚拟汇的相互作用,在假定土体变形为小应变的前提下,将压入实心桩单桩挤土位移的求解方法应用于压入管桩,通过求解真实源与虚拟汇共同作用下产生的竖向挤土位移,并修正地表面处的附加剪应力,得到压入管桩单桩竖向挤土位移的解析解;通过求解真实源与虚拟源共同作用下产生的水平挤土位移,并修正地表面处的附加正应力,得到压入管桩单桩水平挤土位移的解析解。由挤土位移的解析解可知,桩长、管桩内外径和土塞高度最大值的变化都会对压入管桩挤土位移产生影响。     

(修，2撤3)关键几何参数对超声速膨胀器流场和性能影响的数值研究

为了揭示关键几何参数对超声速膨胀器流动特性影响的规律,对3种隔板安装角和5种出进口面积比超声速膨胀器设计工况下的流场进行了数值研究。结果表明：随隔板安装角增加,斜激波向出口迁移,斜激波强度略有降低,超声速膨胀器膨胀比减小,效率提高;随出进口面积比增加,流道内高速区显著扩大并逐渐靠近压力面,斜激波增强,出口流动损失增加,超声速膨胀器膨胀比增大,效率降低。为获得综合性能较优超声速膨胀器结构,需在较小出进口面积比和较大隔板安装角之间做折衷选择。     

Capacity investment decisions under risk aversion

This article studies the optimal capacity investment problem for a risk‐averse decision maker. The capacity can be either purchased or salvaged, whereas both involve a fixed cost and a proportional cost/revenue. We incorporate risk preference and use a consumption model to capture the decision maker's risk sensitivity in a multiperiod capacity investment model. We show that, in each period, capacity and consumption decisions can be separately determined. In addition, we characterize the structure of the optimal capacity strategy. When the parameters are stationary, we present certain conditions under which the optimal capacity strategy could be easily characterized by a static two‐sided (s, S) policy, whereby, the capacity is determined only at the beginning of period one, and held constant during the entire planning horizon. It is purchased up to B when the initial capacity is below b, salvaged down to Σ when it is above σ, and remains constant otherwise. Numerical tests are presented to investigate the impact of demand volatility on the optimal capacity strategy. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 218–235, 2016     

基于 Taylor 展开的自由拉氏方法

导出了基于泰勒展开的自由拉氏方法 (简称为BTE方法 ) ,编制了一维程序 ,对激波管和飞片撞靶两个问题进行了数值模拟 ,所得结果与传统拉氏差分方法的结果一致。     

双基地雷达测向交叉定位算法的误差模型

利用双基地平面关系将空间三维问题降为平面二维处理;在分析影响定位精度因素前提下,采用合理的假定对定位方程泰勒展开,建立测向交叉定位算法的误差分析模型,并证明了测向交叉定位算法的空间位置最小均方差估计是无偏估计,通过仿真算例,可以看出建立的误差模型符合实际情况.     

多维六角形节块动力学程序系统的开发及验证

以多维六角形节块中子动力学程序HENKO的理论模型为基础,研制成功六角形组件的反应堆多维瞬态分析程序系统,提出了一种处理控制棒尖点问题的方法.通过VVER一号国际基准问题的验算,验证了本程序的正确性.