数学模拟中产生正态随机数的方法研究

针对在火灾烟气和其他气态物质扩散的模拟研究中经常遇到正态分布的随机数的产生问题进行研究,探讨了特殊分布随机数的产生方法。特别给出了正态分布随机数的产生算法及其代码,并进行了验证。结果表明了所述产生正态随机数算法的可行性和可靠性。     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

随机服务系统模型在坦克弹药保障中的应用

简要描述随机服务系统基本理论和常用数学模型。针对坦克弹药保障中两种典型的决策问题,即阵地配置方案优选和指派保障车辆数量问题,运用运筹学的方法,将其视为先到先服务的随机服务系统。在一定的简化条件下,运用三种数学模型进行系统评估,根据排队模型计算得出的一些定量指标,表明集中配置优于分散配置;并提供了完成保障任务必须的车辆指派数量。结论不仅符合实际的战场需要,而且能提出较为合理的解决方案,算法简单易行。     

一种Turbo码中伪随机交织器的盲识别方法

目前Turbo码的构造中广泛应用的是伪随机交织器,要完成对Turbo码的识别,必不可少地需要得到伪随机交织器的参数。针对伪随机交织器的识别问题,通过引入扩频通信中PN序列盲估计的方法,利用功率谱二次处理法求出交织长度即m序列周期,再用特征分解方法对序列进行估计。仿真实验表明,该方法能够求出m序列的相关参数,完成对伪随机交织器的识别需求。     

三维均匀化理论预测多孔混凝土等效弹性模量

应用多尺度渐进展开的均匀化理论,推导三维均匀化理论的有限元解法,求解复合材料等效弹性系数。假设多孔混凝土由光滑均匀一致的球孔与水泥石基质组成,提出改进的随机投放方法,生成三维均匀化理论求解的随机单胞模型。以聚苯乙烯泡沫(EPS)混凝土为数值算例,生成6组不同体积分数的EPS混凝土随机单胞模型,通过三维均匀化理论的有限元法计算得到其等效弹性模量。计算结果表明:随机单胞模型能反映细观的非均质性,三维均匀化理论的有限元法计算得到的等效弹性模量变化趋势比较符合Miled的试验结果。     

基于随机冲击的相关竞争失效可靠性评估

针对电子产品在工程实践中受随机冲击应力的影响及多失效模式的问题,以累积冲击和极限冲击来描述产品的冲击过程,考虑失效模式相关性并建立了随机冲击下产品竞争失效模型。以具有自然耗损和突发耗损特点金属化膜脉冲电容器为对象,进行了可靠性对比分析,验证了模型的合理性和有效性,为遭受复合应力影响的电子产品的可靠性评估提供了一种新方法。     

主动学习与自学习的中文命名实体识别

命名实体识别是信息抽取中的一项基础性任务,如何利用丰富的未标注语料来提高实体识别的指标是该领域一个重要的研究方向。基于条件随机场提出一种将主动学习与自学习相结合的方法——SACRF,通过设置置信度函数和2-Gram频度阈值来选取样本,并采用人工与自动相结合的方式进行标注来扩展训练语料。实验表明,该方法在提高实体识别的精确率和召回率的同时,能够显著地降低人工标注的工作量。     

Some aging properties of parallel and series systems with a random number of components

In this article, we study aging properties of parallel and series systems with a random number of components. We show that the decreasing likelihood ratio property is closed under the formation of random minima. We also show, by counterexamples, that other aging properties are not closed under the formation of random minima or maxima. Some mistakes in the literature are corrected. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 238–243, 2014     

An adaptive forecasting algorithm and inventory policy for products with short life cycles

Products with short life cycles are becoming increasingly common in many industries, such as the personal computer (PC) and mobile phone industries. Traditional forecasting methods and inventory policies can be inappropriate for forecasting demand and managing inventory for a product with a short life cycle because they usually do not take into account the characteristics of the product life cycle. This can result in inaccurate forecasts, high inventory cost, and low service levels. Besides, many forecasting methods require a significant demand history, which is available only after the product has been sold for some time. In this paper, we present an adaptive forecasting algorithm with two characteristics. First, it uses structural knowledge on the product life cycle to model the demand. Second, it combines knowledge on the demand that is available prior to the launch of the product with actual demand data that become available after the introduction of the product to generate and update demand forecasts. Based on the forecasting algorithm, we develop an optimal inventory policy. Since the optimal inventory policy is computationally expensive, we propose three heuristics and show in a numerical study that one of the heuristics generates near‐optimal solutions. The evaluation of our approach is based on demand data from a leading PC manufacturer in the United States, where the forecasting algorithm has been implemented. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Dual sourcing: Responsive hedging against correlated supply and demand uncertainty

This article analyzes dual sourcing decisions under stochastically dependent supply and demand uncertainty. A manufacturer faces the trade‐off between investing in unreliable but high‐margin offshore supply and in reliable but low‐margin local supply, where the latter allows for production that is responsively contingent on the actual demand and offshore supply conditions. Cost thresholds for both types of supply determine the optimal resource allocation: single offshore sourcing, single responsive sourcing, or dual sourcing. Relying on the concept of concordance orders, we study the effects of correlation between supply and demand uncertainty. Adding offshore supply to the sourcing portfolio becomes more favorable under positive correlation, since offshore supply is likely to satisfy demand when needed. Selecting responsive capacity under correlated supply and demand uncertainty is not as straightforward, yet we establish the managerially relevant conditions under which responsive capacity either gains or loses in importance. Our key results are extended to the broad class of endogenous supply uncertainty developed by Dada et al. [Manufact Serv Operat Mange 9 (2007), 9–32].© 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012