A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

战场态势转化指挥策略分析

介绍了战场态势的转化规律,构建了考虑时变武器正常发挥因子、增援和非战斗减员的兰切斯特方程,运用此方程定量分析了能促成战场态势由劣转优的两种指挥策略,最后提出了一些作战研究建议.     

潜艇水下回转运动稳定性分析

水下回转运动是潜艇常用的运动形式之一,属于潜艇转向运动的重要研究内容。回转运动过程中,潜艇受力复杂,容易出现分岔等非线性现象,潜艇运动稳定性变差。运用同伦延拓法、分岔理论和李雅普诺夫运动稳定性理论分析了潜艇水下回转运动稳定性,并通过数值仿真试验验证了分析结果的正确性和分析方法的有效性,为潜艇运动稳定性的研究提供了思路。     

介子跃迁形状因子的重夸克极限和1/m_Q修正

在BS理论框架下,对0~-→0~-和0~-→1~-(0~-和1~-分别代表赝标介子和矢量介子)跃迁的形状因子进行模型无关的分析.结果表明BS框架既能给出重夸克极限下的自旋—味对称性,又能给出重夸克有效理论关于1/m_Q修正的Luke定理及其它关系.     

阻化烟煤堆非稳态温度场计算

依据实验测得的干、水湿和阻化烟煤氧化反应的动力学参数 ,引入了氧传质模型和水蒸气平衡模型 ,利用计算机编程对干、水湿和阻化烟煤堆内的一维非稳态自热过程的模型分别进行差分计算 ,求得相应煤堆内的非稳态温度场。结果表明 ,采用简化的一维自热过程的非稳态数学模型计算 ,可以剖析氧传递、水蒸气平衡和阻化处理对煤堆自热的影响 ,可以评价实际煤堆的自热危险性和判断烟煤堆的阻化处理效果     

Lotka-Volterra捕食方程的Hopf分岔研究

对于具有有限时滞的Lotka-Volterra捕食方程,选用时滞作为分岔参数,得到模型的局部稳定性条件和系统的Hopf分岔值。利用中心流行定理和正则化方法,得到Hopf分岔的方向和周期解的稳定性。     

基于ISIGHT的微型飞行器布局优化设计研究

微型飞行器具有飞行雷诺数低、易受外界环境干扰等特点,并存在多目标优化问题,因此其气动布局优化设计难度较大。针对微型飞行器的特点及优化设计要求,采用N-S方程与遗传算法相结合的方法对微型飞行器的多目标优化设计,基于ISIGHT软件来实现该方法的具体流程,克服了计算量大、无法实现自主迭代的缺点。并对微型飞行器的展弦比、尾翼安装角、尾翼的高度和根弦长进行优化,优化目标为飞行器的静稳定性和升阻特性,优化后的构型具有良好的气动性能,结果表明该方法明显提高了计算的精度和优化设计的水平,在工程上有一定的应用价值。     

基于兰切斯特方程的网络中心战模型

为了更全面、客观地评价信息优势和决策优势对网络中心战进程的影响,在分析经典兰切斯特方程的基础上,引入信息?决策概率,提出了基于兰切斯特方程的网络中心战模型,仿真实验表明该模型能够有效地描述信息?决策概率在网络中心战进程中发挥的作用,为研究分析网络中心作战过程提供了理论参考。     

Stochastic framework for partially degradation systems with continuous component degradation‐rate‐interactions

Many conventional models that characterize the reliability of multicomponent systems are developed on the premise that for a given system, the failures of its components are independent. Although this facilitates mathematical tractability, it may constitute a significant departure from what really takes place. In many real‐world applications, system components exhibit various degrees of interdependencies, which present significant challenges in predicting degradation performance and the remaining lifetimes of the individual components as well as the system at large. We focus on modeling the performance of interdependent components of networked systems that exhibit interactive degradation processes. Specifically, we focus on how the performance level of one component affects the degradation rates of other dependent components. This is achieved by using stochastic models to characterize how degradation‐based sensor signals associated with the components evolve over time. We consider “Continuous‐Type” component interactions that occur continuously over time. This type of degradation interaction exists in many applications, in which interdependencies occur on a continuum. We use a system of stochastic differential equations to capture such “Continuous‐Type” interaction. In addition, we utilize a Bayesian approach to update the proposed model using real‐time sensor signals observed in the field and provide more accurate estimation of component residual lifetimes. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 286–303, 2014     

基于差分法的二阶微分方程的模糊边值问题

本文讨论二阶微分方程的两点边值具有模糊不确定性时 ,运用模糊仿真原理和差分方法 ,求其边值问题的数值解法。