A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

大长径比自旋弹箭横向自振特性的有限元计算方法与结果分析

本文研究大长径比自旋弹箭在飞行时横向振动的自振特性。本文将转子动力学应用于弹道学 ,采用有限元法 ,建立自旋弹箭横向振动自振特性方程。同时给出了计算方法。利用该方程和该方法 ,开发了相应的计算程序。通过数值计算 ,可给出细长旋转弹箭飞行时的进动转速和临界转速 ,以及相应的位移和角度振型。利用该程序 ,进行了实例计算和分析。     

Application of piece‐wise linear weight functions for 2D 8‐node quadrilateral element in contact problems

The present study is a continuation of our previous work with the aim to reduce problems caused by standard higher order elements in contact problems. The difficulties can be attributed to the inherent property of the Galerkin method which gives uneven distributions of nodal forces resulting in oscillating contact pressures. The proposed remedy is use of piece‐wise linear weight functions. The methods to establish stiffness and/or mass matrix for 8‐node quadrilateral element in 2D are presented, i.e. the condensing and direct procedures. The energy and nodal displacement error norms are also checked to establish the convergence ratio. Interpretation of calculated contact pressures is discussed. Two new 2D 8‐node quadrilateral elements, QUAD8C and QUAD8D, are derived and tested in many examples, which show their good performance in contact problems. Copyright © 2004 John Wiley & Sons, Ltd.     

一种工艺过程流体强化装置

介绍了一种提高工艺过程效率的强化装置,即通过在过程设备上设置振荡装置,使过程设备内的流体产生扰动,破坏流动边界层,使流体获得附加雷诺数提高流动的湍流程度,达到强化过程设备内工艺过程的目的。该强化装置的调节弹性大,适应范围宽。调节强化装置中转子的转速、几何尺寸、空间位置和方向等参数或更换挡板形式,就能适应各种工艺过程条件。该装置可用于传热、传质及化学反应等多种过程,以提高过程效率,节约能源和资金,减小设备体积,并可将机械搅拌类的间歇过程转化为连续过程。     

Temperature Oscillation Calorimetry: Robustness analysis of different algorithms for the evaluation of the heat transfer coefficient

Applicability of different temperature oscillation calorimetry algorithms, previously proposed in the literature, for the evaluation of the heat transfer coefficient during the course of the reaction, is analysed by referring to the experimental data from a methyl methacrylate polymerisation reactor.Results are coincident in the nominal case (no errors on data), while differences appear in the elaboration of real data. The effect of uncertainty in the experimental data has been simulated in terms of error on the amplitude and on the phase of reactor and jacket temperature profiles.This approach allows to indicate algorithms having the best robustness properties and to give an explanation of phase errors in terms of a lumped parameter which accounts for different phenomena, not included in the basic hypotheses of the method. Based on this observation, a procedure to eliminate this source of errors from experimental data is proposed for the more general algorithm presented to handle oscillating temperature profiles generated by different techniques.     

Viscoelasticity of oxidized starch/low methoxy pectin mixtures in the presence of glucose syrup

The structural properties of mixtures of pectin, oxidized starch and glucose syrup were investigated using small deformation dynamic oscillation. In the absence of added calcium, preparations of low methoxy pectin with glucose syrup formed viscous solutions, which remained crystal-free at subzero temperatures. Samples of oxidized starch and glucose syrup, on the other hand, exhibited solid-like behaviour because of the crystalline nature of the amylose-like helices. Mixtures of the two polysaccharides with the co-solute clearly showed phase inversion from liquid to solid-like behaviour with increasing amounts of starch in the formulation. The transformation was reflected in the textural properties of samples, which varied from thick solutions to firm gels. The viscoelasticity of the system was modified further by the introduction of high methoxy pectin. Preparations of high methoxy pectin and glucose syrup formed rubbery gels whose amorphous nature underwent a glass transition during cooling.     

弱激发氩离子激光的振荡频率特性

通过改变激光器的相对激发,观察到了氩离子激光器振荡频率的演变特性。用模竞争效应对实验现象进行了理论解释。     

机组油膜振荡故障的诊断和处理

通过对广州发电厂1号机组3号轴承突发剧烈振动的现象和测试结果的分析，对振动故障进行诊断并提出解决办法，对3号轴承轴瓦进行处理后，机组恢复正常运行状态。     

N个振荡器相互注入锁定同步振荡系统

本文对Ｎ个振荡器相互注入锁定同步振荡系统提出了一种通用的分析方法。建立了该系统的完整非线性等效模型，导出了系统的状态方程。对于各种不同电路形式的振荡系统，只要将具体的电路参数代入，就可计算其输出功率，功率合成效率及工作频率等参数，从而使这类系统的计算机辅助分析和设计成为可能。     

Accurate higher-order analytical approximate solutions to nonconservative nonlinear oscillators and application to van der Pol damped oscillators

In general, this paper deals with general nonlinear oscillations of a nonconservative and single degree-of-freedom system with odd nonlinearity and, in particular, it presents accurate higher-order analytical approximate solutions to van der Pol damped nonlinear oscillators having odd nonlinearity and the Rayleigh equation. By combining the linearization of the governing equation with harmonic balancing and the method of averaging, we establish accurate analytical approximate solutions for the general weakly damped nonlinear systems. Unlike the classical harmonic balance method, simple linear algebraic equations instead of nonlinear algebraic equations are obtained upon linearization prior to harmonic balancing. The combination of these two methods results in very accurate transient response of the periodic solution. In addition and for the first time, this paper also presents a method for deducing fourth-, fifth- and higher-order linearized governing equations from the lower-order equations without the requirement of formulating the problem from the first principle. Three examples including the van der Pol damped nonlinear oscillator are presented to illustrate the excellent agreement with approximate solution using the exact frequency.