区域和参数化可靠性灵敏度指标及其解法

针对基于方差的全局可靠性灵敏度指标,分别提出基于方差的区域和参数化可靠性灵敏度指标,以衡量输入变量的取值区域发生变化时或输入变量的方差减小时整个输入变量系统对失效概率不确定性贡献的变化情况。然后从Pearson相关系数的视角分别将所提指标表述成无条件失效域指示函数与固定某一随机输入时的条件失效域指示函数之间的相关系数。在此转换的基础上,提出基于Pearson相关系数的两种求解方法,一种采用蒙特卡洛方法重复抽样进行循环计算,另一种借鉴重要抽样的思想。功能函数的计算样本可重复使用而不增加任何额外的计算代价,故后者大大提高了求解所提区域和参数化灵敏度指标的计算效率。算例结果验证了所提指标的合理性,同时也证明了所提方法的准确性与高效性。     

多输出性能下的重要性测度指标及其求解方法

针对基于马氏距离的重要性测度存在的问题,提出了基于谱分解加权摩尔彭罗斯马氏距离的重要性测度指标,通过构造多输出协方差阵的广义逆矩阵以及谱分解的策略,有效解决了协方差阵求逆奇异情况以及由于未能充分考虑多输出之间的相互关系而导致的错误识别重要变量的问题,克服了基于马氏距离指标的局限性。数值算例与工程算例结果表明:所提重要性测度可以更加准确地获得输入变量对结构系统多输出性能随机取值特征贡献的排序,从而为可靠性设计提供充分的信息。     

基于方差的全局敏感性方法在空战效能分析中的运用

全局敏感性分析方法,是分析输入不确定性对输出影响的主要方法.介绍了基于方差的全局敏感性分析方法的概念和特点,对其敏感性指标定义和基于蒙特卡洛的计算方法进行了详细说明.结合作战效能分析中参数相关的特点,提出相关输入的抽样方法.利用上述方法对一种空战效能模型的输入和主要假设进行分析,得到了输入变量的重要度排序和变量间的主要交互效应.     

系统可靠寿命的不确定性分析及其高效方法

为了分析元器件失效率的不确定性对系统可靠性的影响,借鉴Borgonovo的矩独立灵敏度分析思想,在充分考虑了系统可靠寿命完整不确定性信息的情况下,提出了基于系统可靠寿命的矩独立重要性测度,用来分析不确定性条件下系统元器件失效率对其可靠寿命的平均影响。但由于系统可靠寿命函数是系统可靠度函数的反函数,一般无法解析表达而以隐函数的形式存在,致使该矩独立重要性测度难以高效准确求解。为了解决这一问题,文章提出了一种新的Kriging自适应代理模型的高效算法,该算法以Kriging代理模型预测值的变异系数作为自适应学习函数,通过自主增加新的试验样本,增强代理模型的预测准确性。阀门控制系统和民用飞机电液舵机系统两个算例分析表明,在保证计算精度的情况下,通过变异系数自适应学习函数,仅需添加少量系统可靠寿命试验样本,就能够构建用来充分近似系统可靠寿命函数的Kriging代理模型,解决了重要性测度的高效求解问题,从而验证了所提方法的合理性和算法的高效性。     

随机-非概率模型下的船体结构屈服强度可靠性分析

针对在役舰船船体载荷、材料属性的随机特性和实船勘验得出的腐蚀损伤下船体抗力区间特性,提出一种基于随机概率理论和区间非概率理论的随机-非概率可靠性分析模型,分别从区间变量随机化和随机变量区间化两个角度给出该模型的可靠性指标求解方法。基于该模型对某舰船船体结构屈服强度进行可靠性分析,结果表明:该模型既体现了结构变量的客观不确定性又减弱了评估结果的盲目保守性,对于既含有随机变量又含有区间变量的在役舰船的可靠性评估具有很强的适用性。     

新疆科技创新与新型城镇化的动态冲击响应分析

基于1991-2017年数据分析,首先用熵值法对科技创新能力和新型城镇化水平进行测度;然后以测度得到的各指标的综合得分为变量建立VEC模型,分析两个系统之间的动态冲击响应得出如下结论:(1)新型城镇化对自身和科技创新一个标准差的冲击立即做出响应,之后这种冲击对新疆新型城镇化的影响缓慢增加,分别在第三期和第五期影响最大;并且后期科技创新水平对于新型城镇化建设的影响要大于城镇化本身对自己的影响。(2)创新投入、创新产出一个标准差的冲击对经济、人口、社会城镇化的影响有滞后正效应。(3)从长期来看创新投入扰动对经济、社会城镇化预测方差的贡献较大,创新产出扰动对于人口城镇化预测方差的影响最大。     

方差全局灵敏度求解的空间分割结合无迹变换方法

为有效计算基于方差的全局灵敏度指标尤其是非线性程度较高的响应函数的,将积分空间的可加性以及无迹变换结合起来,利用函数在子空间内非线性程度会降低以及无迹变换方法在概率空间内对低非线性函数性质具有强捕捉能力的特点,提出计算基于方差的全局灵敏度指标的高效方法。该方法只需产生一组无迹变换样本就可以近似求得各阶灵敏度指标,并且该近似解随空间分割个数的增加而收敛于真值。通过非线性程度较高的验证算例及工程算例验证了所提方法在处理非线性功能函数上的高效性和准确性。     

Evaluating Nodes Importance in Regional Communication Network Based on Spectral Measure

针对已有测度无法准确评价网络抗毁度和节点重要性的问题,提出了一种基于网络邻接矩阵谱特征的抗毁测度.抗毁测度的值越大,网络中替代路径就越多,网络的抗毁能力越强.在此基础上,给出了一种节点重要性评估方法,如果节点失效后网络抗毁测度下降越多,则该节点在网络中的重要性越大.     

Fuzzy数序的CV指标法及改进

确定Fuzzy数的序是一个重要的理论问题,有广泛的应用价值.CV指标法基于Fuzzy数概率分布的均值及方差对Fuzzy数进行定序,但在Fuzzy数概率分布的均值及方差的一些组合下存在失效问题,文中通过实例对此进行了分析,定义了综合Fuzzy数均值、方差及信息量的限位系数并给出了基于限位系数的Fuzzy数定序方法.     

考虑载荷作用次数的多失效模式扭力轴灵敏度分析

机械构件的不同的失效模式之间具有一定的相关性,而且随机载荷作用次数对机械构件的可靠性有一定程度的影响。因此对机械构件进行可靠性灵敏度分析时,需要充分考虑其不同失效模式和载荷作用次数的影响。通过运用顺序统计量理论考虑载荷多次作用以及多种失效模式条件下机械构件可靠性及可靠性灵敏度的变化规律,运用随机摄动理论和四阶矩技术,建立一种考虑载荷作用次数的多失效模式机械构件可靠性灵敏度分析数值方法的应力强度干涉模型。在随机变量前四阶矩已知的情况下,结合灵敏度分析的梯度算法,推导出关于随机变量均值和方差的灵敏度计算公式。以某履带车辆底盘扭力轴为例进行计算,得到其可靠度随载荷作用次数、随机变量均值和方差而改变的可靠性灵敏度变化曲线,为扭力轴的可靠性优化提供一定的理论依据。研究成果可以推广到相关机械可靠性灵敏度设计和结构优化领域,具有非常重要的实用意义。     

A chance-constrained distribution problem

The transportation model with supplies (S_i) and demands (D_i) treated as bounded variables developed by Charnes and Klingman is extended to the case where the S_i and D_i are independently and uniformly distributed random variables. Chance constraints which require that demand at the jth destination will be satisfied with probability at least β_i and that stockout at the ith origin will occur with probability less than α_i are imposed. Conversion of the chance constraints to their linear equivalents results in a transportation problem with one more row and column than the original with some of the new arcs capacitated. The chance-constrained formulation is extended to the transshipment problem.     

On some stochastic inequalities involving minimum of random variables

Let X_i be independent IFR random variables and let Y_i be independent exponential random variables such that E[X_i]=E[Y_i] for all i=1, 2, ? n. Then it is well known that E[min (X_i)] ≥E[min (X_i)]. Nevertheless, for 1≤i≤n exponentially distributed X_i's and for a decreasing convex function ?(.). it is shown that .     

Distribution of sample correlation coefficients

Let (Y, X_l,…, X_K) be a random vector distributed according to a multivariate normal distribution where X_l,…, X_K are considered as predictor variables and y is the predictand. Let r_i, and R_i denote the population and sample correlation coefficients, respectively, between Y and X_i. The population correlation coefficient r_i is a measure of the predictive power of X_i. The author has derived the joint distribution of R_l,…, R_K and its asymptotic property. The given result is useful in the problem of selecting the most important predictor variable corresponding to the largest absolute value of r_i.     

Scheduling data transmission under an {si; o} policy

This paper discusses scheduling of data transmission when data can only be transmitted in one direction at a time. A common policy used is the so-called alternating priority policy. In this paper we select a more general class of policies named the {S_i; O} policy. We show how to determine the optimal parameters of the {S_i; O} policy for given system parameters. We also give a simple example to show that {S_i; O} policy is, in fact, better then alternating priority policy.     

The asymptotic joint distribution of the state occupancy times in an alternating renewal process

An alternating renewal process starts at time zero and visits states 1,2,…,r, 1,2, …,r 1,2, …,r, … in sucession. The time spent in state i during any cycle has cumulative distribution function F_i, and the sojourn times in each state are mutually independent, positive and nondegenerate random variables. In the fixed time interval [0,T], let U_i(T) denote the total amount of time spent in state i. In this note, a central limit theorem is proved for the random vector (U_i(T), 1 ≤ i ≤ r) (properly normed and centered) as T → ∞.     

Inequalities involving the lifetime of series and parallel systems

Let {Xⁱ} be independent HNBUE (Harmonic New Better Than Used in Expectation) random variables and let {Yⁱ} be independent exponential random variables such that E{Xⁱ}=E{Yⁱ} It is shown that \documentclass{article}\pagestyle{empty}\begin{document}$ E\left[{u\left({\mathop {\min \,X_i}\limits_{l \le i \le n}} \right)} \right] \ge E\left[{u\left({\mathop {\min \,Y_i}\limits_{l \le i \le n}} \right)} \right] $\end{document} for all increasing and concave u. This generalizes a result of Kubat. When comparing two series systems with components of equal cost, one with lifetimes {Xⁱ} and the other with lifetimes {Yⁱ}, it is shown that a risk-averse decision-maker will prefer the HNBUE system. Similar results are obtained for parallel systems.     

On the first time a separately maintained parallel system has been down for a fixed time

Consider a system consisting of n separately maintained independent components where the components alternate between intervals in which they are “up” and in which they are “down”. When the i^th component goes up [down] then, independent of the past, it remains up [down] for a random length of time, having distribution F_i[G_i], and then goes down [up]. We say that component i is failed at time t if it has been “down” at all time points s ?[t-A.t]: otherwise it is said to be working. Thus, a component is failed if it is down and has been down for the previous A time units. Assuming that all components initially start “up,” let T denote the first time they are all failed, at which point we say the system is failed. We obtain the moment-generating function of T when n = l, for general F and G, thus generalizing previous results which assumed that at least one of these distributions be exponential. In addition, we present a condition under which T is an NBU (new better than used) random variable. Finally we assume that all the up and down distributions F_i and G_i i = l,….n, are exponential, and we obtain an exact expression for E(T) for general n; in addition we obtain bounds for all higher moments of T by showing that T is NBU.     

Real-time task scheduling with overheads considered

n periodic tasks are to be processed by a single machine, where each task i has a maximum request rate or periodicity F_i, a processing time E_i, a deadline D_i, relative to each request of task i, a task-request interrupt overhead I_i, and a task-independent scheduling overhead S. Two scheduling strategies are considered for sequencing the execution of an arbitrary arrangement of task requests in time: the preemptive and the nonpreemptive earliest-deadline algorithms. Necessary and sufficient conditions are derived for establishing whether a given set of tasks can be scheduled by each scheduling strategy. The conditions are given in the form of limited simulations of a small number of well-defined task-request arrangements. If all simulations succeed, the schedule is feasible for the given set of tasks. If any simulation fails, the schedule is infeasible. While interrupt handling and scheduling overheads can be handled by such simulations, context switching overhead resulting from preemption cannot. A counterexample illustrates how the simulations fail to uncover unschedulable task sets when context switching overhead is considered.     

A note on a stochastic production-maximizing transportation problem

A stochastic production-maximizing problem with transportation constraints is considered where the production rates, R_ij, of man i — job j combinations are random variables rather than constants. It is shown that for the family of Weibull distributions (of which the Exponential is a special case) with scale parameters λ_ij and shape parameter β, the plan that maximizes the expected rate of the entire line is obtained by solving a deterministic fixed charge transportation problem with no linear costs and with “set-up” cost matrix ‖λ_ij‖.     

Stochastic comparisons for single-server queues

We consider single-server queueing systems with the queue discipline “first come, first served,” interarrival times {u_k, k ≥ l}, and service times {u_k, k ≥ l}, where the {u_k} and {u_k} are independent sequences of non-negative random variables that are independently but not necessarily identically distributed. Let X_k = u_k − u_k (k ≥ 1), S₀ 0, S_n = X₁ + X₂ … + X_n(n≥1). It is known that the (possibly nonhomogeneous) random walk {S_n} determines the behavior of the system. In this paper we make stochastic comparisons of two such systems σ₁,σ₂ whose basic random variables X and X are stochastically ordered. The corresponding random walks are also similarly ordered, and this leads to stochastic comparisons of idle times, duration of busy period and busy cycles, number of customers served during a busy period, and output from the system. In the classical case of identical distributions of {u_k} and {u_k} we obtain further comparisons. Our results are for the transient behavior of the systems, not merely for steady state.