水库调度决策单调性与动态规划算法改进

在灌溉、供水等调度中,水库经济效益随供水量增加常呈现"边际效用递减"的特征。本文在"边际效用递减"(即水库调度目标函数为凹函数)的假设下分析得到两阶段水库调度中本时段泄水量、下一时段余留水量与本时段初水库蓄水量间的单调增加关系,将这一单调关系由两阶段推广到多阶段水库调度并进一步提出动态规划算法改进:搜索域缩减算法和邻域搜索算法。在供水调度研究案例中,搜索域缩减算法和邻域搜索算法能将动态规划计算时间分别缩减50.4%和92.1%。进一步分析发电调度中水库水头、下泄水量对总发电量的耦合影响,讨论搜索域缩减算法和邻域搜索算法对发电调度的适用性,并将这两种算法在陡岭子水库发电调度中进行应用;计算结果表明搜索域缩减算法、邻域搜索算法能为发电调度提供有效的参考方案。     

SAFE-FAIL LINE METHOD—AN ALGORITHM TO REDUCE THE CALCULATION OF COMPLEX CONSTRAINTS IN DESIGN OPTIMIZATION

A rather simple but quite effective algorithm is proposed for reducing the number of calculations of complex constraint functions in optimization problems. A type of monotonicity is used to set up a direct relationship between the design variables and the critical constraints. It can frequently be predicted whether or not the constraints are satisfied at a design point just by checking the variation in the design variables. It can be established in advance that a given constraint function varies with respect to a design variable in one of four ways, and rules can be defined, based on the previous history of function values, whether or not a constraint function need be evaluated. Trial calculations of a sample of problems suggest typical savings of 40-50%. The procedure is illustrated by stress constraints; but the same method can be used in other types.     

一种10位电容电阻混合型双极性D/A转换器

在加速度计中,需要数模转换器(DAC)提供一个稳定的偏压来消除重力加速度,要求DAC具有高精度、单调性和小面积等特性。为了解决传统电阻型DAC存在的大面积和传统电容DAC中存在的非单调性等问题,提出了一种电容电阻混合型DAC结构,并设计了一个10位的DAC,用于提供稳定偏压。提出一种新的电容共质心的版图布局,提高了DAC的精度。该DAC在0.5μm CMOS工艺上得以验证实现,微分非线性误差(DNL)最大为0.50LSB,积分非线性误差(INL)最大为0.82LSB,在5V和-5V的双电源供电条件下,芯片功耗为16mW,完全满足了工程需求。     

A Note on Non‐Negative Arma Processes

Abstract. Recently, there has been much research on developing models suitable for analysing the volatility of a discrete‐time process. Since the volatility process, like many others, is necessarily non‐negative, there is a need to construct models for stationary processes which are non‐negative with probability one. Such models can be obtained by driving autoregressive moving average (ARMA) processes with non‐negative kernel by non‐negative white noise. This raises the problem of finding simple conditions under which an ARMA process with given coefficients has a non‐negative kernel. In this article, we derive a necessary and sufficient condition. This condition is in terms of the generating function of the ARMA kernel which has a simple form. Moreover, we derive some readily verifiable necessary and sufficient conditions for some ARMA processes to be non‐negative almost surely.     

Extreme value theory-based structural health prognosis method using reduced sensor data

This paper presents an extreme value theory (EVT)-based structural health prognosis method that can be used for estimating the quantile values of remaining useful life (RUL) of monitored structure with reduced sensor data. Massive sensor data generated from online structural health monitoring system can be utilised to provide more refined prognosis results such as statistical distribution of RULs. By using the moment estimator from EVT, only a small portion of the full sensor data-set is actually used for estimating the quantile values of the RUL. This can considerably cut the computing time required for structural health prognosis. As a requirement for implementing the EVT-based prognosis, monotonicity relation between damage index (either measured or derived from sensor data) and RUL values has to be satisfied though. Common prognosis problems in civil engineering include fatigue cracking in steel structures and steel rebar corrosion in reinforced concrete structures. To illustrate the EVT-based prognosis, the monotonicity condition is shown for the selected degradation models in two case studies involving fatigue life estimation and pitting corrosion life of steel reinforcing rebar, respectively. The results show that EVT-based structural health prognosis method is computationally efficient without loss of much accuracy.     

THE RELATION BETWEEN ORDINAL PROBLEM SPACE SIZES AND THE MAXIMUM NUMBER OF ORDINAL CLASSIFICATION RULES

A method is presented of establishing bounds on the number of classification rules in such applications as credit worthiness assessment, investment decisions, premium determination, consumer choices, employee selection, and editorial preferences, to name just a few. A function that relates the maximum number of classification rules to the problem space size of such application domains is established. It is shown that in this important class of ordinal classification problems, the maximum possible number of rules is significantly lower than the relative problem space sizes. The approach grants the ability to a priori estimate worst case response time and memory requirements, and to better predict the effectiveness of knowledge acquisition efforts.     

局部特征尺度分解方法及其分量判据研究


在研究内禀时间尺度分解(ITD)方法的基础上提出了一种新的自适应时频分析方法——局部特征尺度分解(LCD)方法,该方法可以自适应地将一个复杂的多分量信号分解为若干个瞬时频率具有物理意义的内禀尺度分量(ISC)之和。对LCD方法的基本原理进行了阐述,并对其分量判据进行了研究,
将经验模态分解(EMD)方法中的标准差判据应用于LCD方法。标准差判据的阈值会因自适应时频分析方法的不同而有所差异,因此标准差判据不具有自适应性,针对标准差判据的这一缺陷,提出了一种新的具有自适应性的分量判据——极值单调性判据,该判据无需设定任何阈值。信号分析结果表明了这两种判据的有效性,而极值单调性判据的适用性更强,可直接应用于EMD方法。另外,对比分析了LCD方法和EMD方法的计算效率,分析结果表明LCD方法在计算效率方面要优于EMD方法。     

Self-adaptive ergodic algorithm for equilibrium problems over the fixed point set

ABSTRACT

We introduce a new ergodic algorithm for solving equilibrium problems over the fixed point set of a nonexpansive mapping. In contrast to the existing one in Kim [The Bruck's ergodic iteration method for the Ky Fan inequality over the fixed point set. Int. J. Comput. Math. 94 (2017), pp. 2466–2480], our algorithm uses self-adaptive step sizes. Thanks to that, the proposed algorithm converges under milder conditions. Moreover, at each step of our algorithm, instead of solving strongly convex problems, we only have to compute a subgradient of a convex function. Hence, our algorithm has lower computational cost.