结合扩大标度区及光滑边界方法检测混沌

针对关联维数检测混沌方法对观测噪声、数据量鲁棒性差的缺点,本文从两个方面进行了修正：在扩大标度区混沌检测方法的基础上,利用Neural Gas算法重建吸引子的几何结构,并以此为基础进一步扩大标度区,解决数据量不足的问题;提出光滑边界算法,消除噪声扰动改变的概率分布。最后,将两种方法相结合,形成一种新颖的混沌检测方法。试验结果表明,改进方法取得了较好的结果。     

有效生成饰带群混沌吸引子参数的改进优生遗传算法

本文将蒙特卡罗搜索法与优生遗传算法应用于构造饰带群等价映射模型p112与模型p1a1混沌吸引子,并针对“遗传漂移”现象提出了改进的优生遗传算法．研究表明,在参数空间中引入空间距离的限制,可以由初始种群参数向量搜索出无重复参数向量的子代参数集合．在进化的种群中,也无重复混沌吸引子参数向量,从而避免了原有优生遗传算法在种群中出现的“遗传漂移”现象．新算法实现了种群中的参数无重复地不断更新,利用更新的种群在参数空间上能够持续地搜索出无重复图形结构的混沌吸引子参数向量,解决了原优生遗传算法无法持续有效生成新的混沌吸引子参数向量的问题．     

大型非线性混沌网络系统的分散最优控制研究

基于最优控制理论及线性近似方法,研究具有众多非线性子系统关联耦合组成的大型混沌网络系统的控制问题。由于集中控制结构非常复杂, 工程设计困难,且难以实现,故从可靠性和经济性出发,建立了分散控制策略。仿真结果验证了这一理论的正确性。     

连续时间混沌系统控制与同步的状态反馈方法

将连续时间混沌系统的控制与同步问题统一处理,在系统的非线性是Lipschitz非线性的条件下,基于Lyapunov稳定性理论,提出一种实现连续时间混沌系统控制与同步的状态反馈方法。无论驱动系统处于何种状态,该方法都可使响应系统按照驱动系统给定的轨道演化。该方法对系统参数不匹配及噪声干扰具有一定的鲁棒性。数值仿真结果表明了所提出方法的有效性。     

连续混沌系统自适应同步控制器设计

本文设计了一种能实现连续时间混沌系统同步的自适应连续控制器．无论驱动系统 处于何种状态,在自适应连续控制器的控制下都可使响应系统按照驱动系统给定的轨道演化 ．该自适应连续控制器对系统参数不匹配及噪声干扰具有一定的鲁棒性．最后以蔡氏电路混 沌系统为例进行的数值仿真说明了本文提出方法的有效性．     

Henon映射产生的地毯图案

由迭代函数系统可以产生地毯图案 ,这是由于迭代函数系统的随机性选择能产生分形图形。本文从不同的角度 ,利用确定的简单数学模型二维函数 Henon映射所特有的动力系统混沌性质生成了地毯图案。     

Towards the implementation of text and discourse theory in computer-assisted textual analysis

Humanities computing (HC) has failed to integrate into its practices many of the key theoretical elements of contemporary text and discourse theory. This has in turn contributed to the marginalization of HC in research and teaching. Outdated theoretical models must be abandoned in order to develop a critical discourse based on the insights of HC. HC projects remain far too attached to micro-analyses and have not developed the theoretical and methodological tools necessary to undertake systemic macro-analyses on the level of discourse. Given that texts are a mixture of determinate and dynamic systems, recent developments in chaos theory may be of help in modelling the interrelationship of these elements at discourse level.Donald Bruce is Associate Professor of Romance Languages at the University of Alberta. His research interests include literary theory, XIXth century French literature, science and literature, and translation. He recently edited an issue ofRecherches Sémiotiques/Semiotic Inquiry on Literature and Ideology and is presently working on a project entitled,The Socio-semiotic Nexus: Jules Vallès and the Discourse of the Commune.     

Computation of the effects of uncertainty in volatility on option pricing and hedging

We quantify the effect of uncertainty in the volatility parameter σ on the Black–Scholes price of the European and American put. We apply probabilistic uncertainty analysis to the Black–Scholes model and compare the results with those of the Uncertain Volatility model. From historical data, we calibrate a probability distribution for the volatility. We then use Monte Carlo (MC) and a surrogate Polynomial Chaos (PC)/MC method to compute uncertainty bounds. The calibrated probability distribution is not one related to a standard orthogonal basis, so a basis is constructed numerically for the PC approximation. We show how to construct one stably from the probability distribution. We show that both methods give the same results, and quantify the relative speedup of the surrogate method. Finally, we investigate the effect of the parametric uncertainty, and show, for example, that the presence of uncertainty smoothes out the optimal exercise boundary of the American put.     

基于混沌PSO算法的Hadoop配置优化

针对Hadoop的组合优化问题,提出一种基于混沌粒子群优化算法的配置优化策略。为保证算法在进行局部搜索的同时避免陷入局部最优,对陷入局部最优的标准值和混沌处理的迭代次数的不同组合进行实验,获得使Hadoop性能达到最优的配置。实验结果表明,算法得出的最优配置方案能够有效提高Hadoop的性能,具有较好的稳定性。