Applying fast simulation to find the number of good permutations

A permutation (s₀, s₁,…, s_{N − 1}) of symbols 0, 1,…, N − 1, is called good if the set (t₀, t₁,…, t_{N − 1}) formed according to the rule t_i = i + s_i (mod N), i = 0, 1, … N − 1, is also a permutation. A fast simulation method is proposed. It allows the number of good permutations to be evaluated with high accuracy for large N (in particular, N > 100). Empirical upper and lower bounds for the number of good permutations are presented and verified against numerical data. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 80–89, November–December 2007.     

Estimating the number of good permutations by a modified fast simulation method

A permutation (s₀, s₁,…, s_{N − 1}) of symbols 0, 1,…, N − 1 s called good if the set (t₀, t₁,…, t_{N − 1}) formed according to the rule t_i = i + s_i (mod N), i = 0, 1,…, N − 1, is a permutation too. A modified fast simulation method is proposed to evaluate the number of good permutations for N = 205 with a 5% relative error. Empirical upper and lower bounds for the number of good permutations are also given. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 101–109, July–August 2008.     

Estimating the number of latin rectangles by the fast simulation method

A fast simulation method is proposed to estimate the number of Latin rectangles and squares. Numerous examples demonstrate the high accuracy of the method. The number of Latin squares of order n = 20 is estimated with a relative error of 5% and a confidence level of 0.99. Statistical lower bounds for the maximum number of transversals over all Latin squares of order n = 20 are obtained. Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 76–84, January–February 2009.     

快速高斯变换的截断误差估计

利用Stirling公式证明了快速高斯变换的一个新的截断误差,并将新误差与X.Wan和G.E.Karniadakis提出的误差进行了比较分析。结果表明,新误差是一个具有更小下界的、更加精确的误差估计。     

Fast Simulation of Unavailability of a Repairable System with a Bounded Relative Error of Estimate

A new fast simulatiom method for evaluation of unavailability of a repairable system is proposed. Failure-free operation time and repair time have distribution functions of a general type. It is proved that for components with significantly different reliabilities, this method provides unbiased estimates with a bounded relative error. Two numerical examples are considered.     

Evaluating Unavailability of a Repairable System Consisting of Components with Significantly Different Reliabilities

A new fast simulation method is proposed for evaluation of unavailability of a repairable system. Its idea is to order failure trajectories according to their ranks that promotes rational experiment organization. The estimates are unbiased and possess a bounded coefficient of variation. A numerical example is considered.     

复杂系统可靠性估计的模糊神经Petri网方法

针对复杂系统可靠性建模难问题,提出了一种新的适用于复杂系统可靠性估计的模糊神经Petri网(简称为FNPN)．文中首先给出了模糊神经Petri网的定义及其引发规则,然后给出了一种学习算法．该FNPN结合了模糊Petri网和神经网络各自的优点,既可以表示和处理模糊产生式规则的知识库系统又具有学习能力,可通过对样本数据学习调整模型中的参数以获得系统内部的等效结构,从而计算出非样本数据的系统的可靠度．最后以一无向网络为例说明该方法是可行的．     

分数阶混沌系统时域数值仿真及其可靠性分析

通过分析系统不动点的稳定性,得到分数阶微分系统存在混沌的解析条件。以分数阶统一混沌系统为例,通过时域数值仿真实验,发现时域近似产生的仿真误差会产生对分数阶微分系统是否存在混沌的错误判断,并且误差影响会随参数k的增大而变大。     

误差方差约束下Delta算子不确定系统的鲁棒H∞滤波

研究Delta算子不确定系统在稳态估计误差方差约束下的鲁棒H∞滤波问题.目的是设计滤波器,使得系统在状态矩阵和输出矩阵均存在不确定性时,滤波过程是渐近稳定的,每个状态的稳态估计误差的方差不大于事先给定值,且从噪声输入到误差输出的传递函数满足给定的H∞范数约束.基于矩阵不等式方法,提出了滤波器的存在条件和显式表达式.所得结果可将连续和离散系统的有关结论统一到Delta算子框架.     

误差方差约束下Delta算子不确定系统的鲁棒H∞滤波

研究Delta算子不确定系统在稳态估计误差方差约束下的鲁棒H_∞滤波问题. 目的是设计滤波器, 使得系统在状态矩阵和输出矩阵均存在不确定性时, 滤波过程是渐近稳定的, 每个状态的稳态估计误差的方差不大于事先给定值, 且从噪声输入到误差输出的传递函数满足给定的H_∞范数约束. 基于矩阵不等式方法, 提出了滤波器的存在条件和显式表达式. 所得结果可将连续和离散系统的有关结论统一到Delta算子框架.     

电子系统性能可靠性仿真评估

针对无失效数据条件下复杂电子设备的系统可靠性评估问题,提出了一种基于电路单元性能的仿真评估方法。首先,确定组成系统的电路功能单元模块,根据单元性能参数与系统输出性能的逻辑关系,建立系统性能可靠性仿真模型;然后,通过性能数据的统计分析估计各单元的性能分布参数,根据分布参数获得性能数据的随机抽样值,由抽样结果仿真得到系统的输出性能数据;最后,统计仿真结果获得系统输出性能参数的失效比例,进而实现系统的性能可靠性评估。通过一个实例验证了该方法的有效性和实用性。     

ReliaCloud‐NS: A scalable web‐based simulation platform for evaluating the reliability of cloud computing systems

This paper discusses the implementation, architecture, and use of a graphical web‐based application called ReliaCloud‐NS that allows users to (1) evaluate the reliability of a cloud computing system (CCS) and (2) design a CCS to a specified reliability level for both public and private clouds. The software was designed with a RESTful application programming interface for performing nonsequential Monte Carlo simulations to perform reliability evaluations of a CCS. Simulation results are stored and presented to the user in the form of interactive charts and graphs from within a web browser. The software contains multiple types of CCS components, simulations, and virtual machine allocation schemes. ReliaCloud‐NS also contains a novel feature that evaluates CCS reliability across a range of varying virtual machine allocations and establishes and graphs a CCS reliability curve. This paper discusses the software architecture, the interactive web‐based interface, and the different types of simulations available in ReliaCloud‐NS and presents an overview of the results generated from a simulation.     

Human error identification in human reliability assessment. Part 2: Detailed comparison of techniques

This is the second part of a two-part review of human error identification (HEI) approaches in human reliability assessment (HRA). Part 1 reviewed the probabilistic risk assessment (PRA) context in which HRA occurs, and then detailed 12 HEI techniques which have evolved in the field of HRA. Part 2 attempts to compare the way these techniques perform against a range of criteria relevant to HEI theoretical and empirical validity, and practical usefulness in applied HRA. It is hoped that these comparisons will help assessors in the selection of techniques for practical applications. The comparisons also point to research and development needs in the area of applied HEI.     

蒙特卡洛模拟的网络图项目多目标可靠性研究

选取工序工时、工序成本、工序质量作为基本变量,利用蒙特卡洛模拟和网络不交化方法构建了一种网络图项目多目标（工期、成本、质量）可靠性优化模型。从数理统计的角度,计算工期可靠性、成本可靠性、质量可靠性、项目施工可靠性及定义工序影响度,对优化其目标可靠性指明方向。通过对某工程项目进行实证研究,验证了该可靠性模型的可行性与实用性,为评价网络图项目提供了一种有力的工具。     

Stability of the Kalman filter for continuous time output error systems

The stability of the Kalman filter is usually ensured by the uniform complete controllability regarding the process noise and the uniform complete observability of linear time varying systems. This paper studies the case of continuous time output error systems, in which the process noise is totally absent. The classical stability analysis assuming the controllability regarding the process noise is thus not applicable. It is shown in this paper that the uniform complete observability alone is sufficient to ensure the asymptotic stability of the Kalman filter applied to time varying output error systems, regardless of the stability of the considered systems themselves. The exponential or polynomial convergence of the Kalman filter is then further analyzed for particular cases of stable or unstable output error systems.     

Integrating probabilistic design and rare‐event simulation into the requirements engineering process for high‐reliability systems

Early in a program, engineers must determine requirements for system reliability and availability. We suggest that existing techniques gathered from diverse fields can be incorporated within the framework of systems engineering methodology to accomplish this. Specifically, adopting probabilistic (Monte Carlo) design techniques allows the designer to incorporate uncertainty explicitly into the design process and to improve the designer's understanding of the root causes of failures and how often these might realistically occur. In high‐reliability systems in which failure occurs infrequently, rare‐event simulation techniques can reduce the computational burden of achieving this understanding. This paper provides an introductory survey of the literature on systems engineering, requirements engineering, Monte Carlo simulation, probabilistic design, and rare‐event simulation with the aim of assessing the degree to which these have been integrated in systems design for reliability. This leads naturally to a proposed framework for the fusion of these techniques.     

Improving energy and power efficiency using NComputing and approaches for predicting reliability of complex computing systems

Opting to follow the computing-design philosophy that the best way to reduce power consumption and increase energy efficiency is to reduce waste, we propose an architecture with a very simple ready-implementation by using an NComputing device that can allow multi-users but only one computer is needed. This intuitively can save energy, space as well as cost. In this paper, we propose a simple and realistic NComputing architecture to study the energy and power-efficient consumption of desktop computer systems by using the NComputing device. We also propose new approaches to estimate the reliability of k-out-of-n systems based on the delta method. The k-out-of-n system consisting of n subsystems works if and only if at least k-of-the-n subsystems work. More specificly, we develop approaches to obtain the reliability estimation for the k-out-of-n systems which is composed of n independent and identically distributed subsystems where each subsystem (or energy-efficient usage application) can be assumed to follow a two-parameter exponential lifetime distribution function. The detailed derivations of reliability estimation of k-out-of-n systems based on the biased-corrected estimator, known as delta method, the uniformly minimum variance unbiased estimate (UMVUE) and maximum likelihood estimate (MLE) are discussed. An energy-management NComputing application is discussed to illustrate the reliability results in terms of the energy consumption usages of a computer system with quad-core, 8GB of RAM, and a GeForce 9800GX-2 graphics card to perform various complex applications. The estimated reliability values of systems based on the UMVUE and the delta method differ only slightly. Often the UMVUE of reliability for a complex system is a lot more difficult to obtain, if not impossible. The delta method seems to be a simple and better approach to obtain the reliability estimation of complex systems. The results of this study also show that, in practice, the NComputing architecture improves both energy cost saving and energy efficient living spaces.     

非完整力学系统相对运动的稳定性

研究了非完整力学系统相对运动的稳定性.首先,建立了系统的受扰运动微分方程,进而推导了系统的能量变化方程;其次,基于能量变化方程,给出了非完整力学系统相对运动的稳定性的一个判据;最后,举例说明结果的应用.     

动态数组在系统可靠性与维修性仿真中的应用

系统可靠性与维修性仿真属于离散事件仿真的范畴。针对可靠性与维修性仿真过程中可能涉及大量的随机变量的问题，论述了利用动态数据结构提高仿真运行的效率和扩大仿真解题规模的可能性。并以Turbo C为背景，讨论了动态数组的建立、动态内存的管理以及动态数组的使用方法，给出了动态数组在系统可靠性与维修性仿真中的应用。     

Intelligent state space pruning for Monte Carlo simulation with applications in composite power system reliability

The probabilistic reliability evaluation of composite power systems is a complicated, computation intensive, and combinatorial task. As such evaluation may suffer from issues regarding high dimensionality that lead to an increased need for computational resources, MCS is often used to evaluate the reliability of power systems. In order to alleviate this burden, an analytical method known as state space decomposition has previously been used to prune the state space that is sampled using MCS.This paper extends the state-of-the-art by proposing a novel algorithm known as intelligent state space pruning (ISSP). This algorithm leverages the intelligence of highly modified population based metaheuristic (PBM) algorithms including genetic algorithms (GA), particle swarm optimization (PSO), ant colony optimization (ACO), and artificial immune systems (AIS) to quickly, efficiently, and intelligently prune the state space that is used during MCS. The presented PBMs are modified using domain-specific knowledge to improve their performance and fine tune their intelligence. This new algorithm leads to reductions of up to 90% in total computation time and iterations required for convergence when compared to non-sequential MCS. Results are reported using the IEEE Reliability Test Systems (RTS79/MRTS).