The probability of the existence of a feasible flow in a stochastic transportation network

Stochastic transportation networks arise in various real world applications, for which the probability of the existence of a feasible flow is regarded as an important performance measure. Although the necessary and sufficient condition for the existence of a feasible flow represented by an exponential number of inequalities is a well‐known result in the literature, the computation of the probability of all such inequalities being satisfied jointly is a daunting challenge. The state‐of‐the‐art approach of Prékopa and Boros, Operat Res 39 (1991) 119–129 approximates this probability by giving its lower and upper bounds using a two‐part procedure. The first part eliminates all redundant inequalities and the second gives the lower and upper bounds of the probability by solving two well‐defined linear programs with the inputs obtained from the first part. Unfortunately, the first part may still leave many non‐redundant inequalities. In this case, it would be very time consuming to compute the inputs for the second part even for small‐sized networks. In this paper, we first present a model that can be used to eliminate all redundant inequalities and give the corresponding computational results for the same numerical examples used in Prékopa and Boros, Operat Res 39 (1991) 119–129. We also show how to improve the lower and upper bounds of the probability using the multitree and hypermultitree, respectively. Furthermore, we propose an exact solution approach based on the state space decomposition to compute the probability. We derive a feasible state from a state space and then decompose the space into several disjoint subspaces iteratively. The probability is equal to the sum of the probabilities in these subspaces. We use the 8‐node and 15‐node network examples in Prékopa and Boros, Operat Res 39 (1991) 119–129 and the Sioux‐Falls network with 24 nodes to show that the space decomposition algorithm can obtain the exact probability of these classical examples efficiently. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 479–491, 2016     

某型军用履带车辆行驶强化试验仿真技术研究

以某型履带车辆为例,通过建立其虚拟样机,构造虚拟数字路面,进行履带车辆强化行驶试验仿真,获得零部件载荷时间历程。基于仿真结果,利用有限元与疲劳寿命分析软件,计算车辆零部件的疲劳寿命,再通过比较分析获得履带车辆在几个典型路面下的强化系数。研究结果对于新型履带车辆的开发及现役履带车辆维修保障具有参考价值。     

含孔洞铜板复合材料修复疲劳寿命数值分析

用ANSYS有限元软件对复合材料修复含中心圆孔钢板的疲劳寿命进行了数值分析。研究了孔洞大小、补片长度、宽度和厚度对钢板疲劳寿命的影响;分析了复合材料胶接修补的效果,并对修复所用的复合材料补片的大小及厚度进行了优化设计。研究结果表明,利用复合材料胶接修补带中心圆孔的钢板可以使其疲劳性能提高1.6~18倍。修补时,增加补片宽度和厚度都可增加结构疲劳寿命;补片宽度为孔径8倍以上时,增加宽度对疲劳寿命影响不大;补片的长度为孔径的3~4倍时,修复效果最佳。     

含内聚空洞固体发动机药柱的寿命预估

为了对含内聚空洞固体导弹发动机的贮存寿命进行预估,采用加速老化试验,得到该推进剂最大延伸率随贮存时间的变化规律;应用三维粘弹性有限元分析方法,对含内聚空洞的发动机贮存一定时间后直接点火发射过程进行数值仿真,从中获得发动机药柱在点火增压和轴向过载联合作用下的最大Von Mises应变.将不同贮存期药柱的最大Von Mises应变值与推进剂的最大延伸率进行对比,利用结构完整性评估准则,给出了某发动机药柱不同贮存期间内聚空洞大小的允许值.该方法可为含内聚空洞固体发动机的判废提供定量参考.     

On the application and extension of system signatures in engineering reliability

Following a review of the basic ideas in structural reliability, including signature‐based representation and preservation theorems for systems whose components have independent and identically distributed (i.i.d.) lifetimes, extensions that apply to the comparison of coherent systems of different sizes, and stochastic mixtures of them, are obtained. It is then shown that these results may be extended to vectors of exchangeable random lifetimes. In particular, for arbitrary systems of sizes m < n with exchangeable component lifetimes, it is shown that the distribution of an m‐component system's lifetime can be written as a mixture of the distributions of k‐out‐of‐n systems. When the system has n components, the vector of coefficients in this mixture representation is precisely the signature of the system defined in Samaniego, IEEE Trans Reliabil R–34 (1985) 69–72. These mixture representations are then used to obtain new stochastic ordering properties for coherent or mixed systems of different sizes. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

微弱正弦信号在有噪声的FN神经元模型中的传输特性研究

长期以来弄清神经系统中的信号是如何传输的一直是广大研究人员努力的目标.针对一种被普遍研究的神经元简化模型--FitzHugh-nagumo(FN)模型,采用二阶随机龙格-库塔算法分析了该模型对加性噪声和微弱正弦信号的响应特性.时域和频域的统计参数表明适当强度的噪声有利于信号的传输,存在随机共振现象,即与噪声强度关联的输出信噪比曲线为倒钟形;另外值得关注的是,与正弦信号频率关联的输出信噪比曲线也为倒钟形,分析可见正弦信号的无量纲频率在区间0.2～0.8时模型的输出信噪比最大,表明该神经元模型有频率敏感性,即更易于检测到该范围内的弱信号.上述结果与生物学的发现是一致的,将有助于进一步揭示周期信号在神经元中的传输方法,建立更加准确的神经元数学模型.     

An approximate dynamic programing approach to the development of heuristics for the scheduling of impatient jobs in a clearing system

A single server is faced with a collection of jobs of varying duration and urgency. Each job has a random lifetime during which it is available for nonpreemptive service. Should a job's lifetime expire before its service begins then it is lost from the system unserved. The goal is to schedule the jobs for service to maximize the expected number served to completion. Two heuristics have been proposed in the literature. One (labeled π^S) operates a static priority among the job classes and works well in a “no premature job loss” limit, whereas the second (π^M) is a myopic heuristic which works well when lifetimes are short. Both can exhibit poor performance for problems at some distance from the regimes for which they were designed. We develop a robustly good heuristic by an approximative approach to the application of a policy improvement step to the asymptotically optimal heuristic π^S, in which we use a fluid model to obtain an approximation for the value function of π^S. The performance of the proposed heuristic is investigated in an extensive numerical study. © 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010     

鱼雷加速可靠性试验体系

随着鱼雷技术的发展,传统模拟试验越来越难以发现其潜在缺陷,从而难以提高鱼雷武器可靠性和质量水平。加速可靠性试验体系一改传统试验做法,可使鱼雷产品可靠性得到进一步提高。主要对加速试验体系中ALT、HALT、HASS试验的国内外发展现状、理论及其在鱼雷上的应用进行了概述。     

A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network

In this article, we develop a stochastic approximation algorithm to find good bid price policies for the joint capacity allocation and overbooking problem over an airline network. Our approach is based on visualizing the total expected profit as a function of the bid prices and searching for a good set of bid prices by using the stochastic gradients of the total expected profit function. We show that the total expected profit function that we use is differentiable with respect to the bid prices and derive a simple expression that can be used to compute its stochastic gradients. We show that the iterates of our stochastic approximation algorithm converge to a stationary point of the total expected profit function with probability 1. Our computational experiments indicate that the bid prices computed by our approach perform significantly better than those computed by standard benchmark strategies and the performance of our approach is relatively insensitive to the frequency with which we recompute the bid prices over the planning horizon. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Signature based analysis of m‐Consecutive‐k‐out‐of‐n: F systems with exchangeable components

In this article, we study reliability properties of m‐consecutive‐k‐out‐of‐n: F systems with exchangeable components. We deduce exact formulae and recurrence relations for the signature of the system. Closed form expressions for the survival function and the lifetime distribution as a mixture of the distribution of order statistics are established as well. These representations facilitate the computation of several reliability characteristics of the system for a given exchangeable joint distribution or survival function. Finally, we provide signature‐based stochastic ordering results for the system's lifetime and investigate the IFR preservation property under the formulation of m‐consecutive‐k‐out‐of‐n: F systems. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011