基于GSPN的Web服务组合与性能分析

针对Web服务组合过程缺乏有效的性能评价方法的问题,提出一种利用广义随机Petri网（GSPN）进行组合过程建模的方法,该方法能够表达组合过程,并对组合过程所含的增值业务系统进行多方面的系统性能评价,可实现的评价指标包括系统平均响应时间、单一组件服务的利用率、系统的吞吐率等,将其应用于一个典型的旅行计划场景建模中。仿真实验结果表明,建模后的系统能进行多种性能评价。     

Suboptimal stochastic H-two/H-infinity design with spectrum constraint

This paper studies the problem of suboptimal state-feedback H-two/H-infinity control of stochastic systems with spectrum constraint. Concretely speaking, a mixed suboptimal H-two/H-infinity controller synthesis together with placing the spectrum into a strip region is considered, which is achieved via solving a convex optimization problem.     

基于随机流模型的校园网格存储服务分析

校园网格存储服务是汇聚校园高性能计算中心、各个院系或研究所的服务器以及单个PC机贡献的存储资源,建立三级存储架构,为用户提供数据存储的注册、分配、调度、释放服务。由于节点的动态性,导致所提供的存储空间总数动态变化,为研究存储服务性能,采用随机流模型进行分析。它是一种宏观上对高速网络进行有效分析的模型,是基于排队论模型分析的一种替代方法。通过该模型分析校园网格存储服务性能,得出节点请求分配概率随节点数目变化的关系。     

Optimization with the Hopfield network based on correlated noises: Experimental approach

This paper presents two simple optimization techniques based on combining the Langevin Equation with the Hopfield Model. Proposed models – referred as stochastic model (SM) and pulsed noise model (PNM) – can be regarded as straightforward stochastic extensions of the Hopfield optimization network. Both models follow the idea of stochastic neural network (Levy and Adams, IEEE Conference on Neural Networks, vol. III, San Diego, USA, 1987, pp. 681–689) and diffusion machine (Wong, Algorithmica 6 (1991) 466–478). They differ form the referred approaches by the nature of noises and the way of their injection. Optimization with stochastic model, unlike in the previous works, in which δ-correlated Gaussian noises were considered, is based on Gaussian noises with positive autocorrelation times. This is a reasonable assumption from a hardware implementation point of view. In the other model – pulsed noise model, Gaussian noises are injected to the system only at certain time instances, as opposed to continuously maintained δ-correlated noises used in the previous related works. In both models (SM and PNM) intensities of injected noises are independent of neurons’ potentials. Moreover, instead of impractically long inverse logarithmic cooling schedules, the linear cooling is tested. With the above strong simplifications neither SM nor PNM is expected to rigorously maintain thermal equilibrium (TE). However, numerical tests based on the canonical Gibbs–Boltzmann distribution show, that differences between rigorous and estimated values of TE parameters are relatively low (within a few percent). In this sense both models are said to perform quasithermal equilibrium. Optimization performance and quasithermal equilibrium properties of both models are presented based on the travelling salesman problem (TSP).     

Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings

In this paper we consider the optimal management of an aggregated dynamic pension fund. There are n$n$ classes of workers whose salaries are stochastic. A portion of the salary is contributed to the funding process and the manager invests in a portfolio with m$m$ risky assets and a risk-free security. The main objective is to minimize the cost of contributions in a bounded horizon T$T$ and to maximize the utility of final surplus, measured as the relative fund level respect to the mean salary. The aim of the paper is to describe the properties of fund allocation and optimal contribution when salaries differ across contributors to the fund.     

On process rate semantics

We provide translations between process algebra and systems of chemical reactions. We show that the translations preserve discrete-state (stochastic) and continuous-state (concentration) semantics, and in particular that the continuous-state semantics of processes corresponds to the differential equations of chemistry based on the law of mass action. The novel semantics of processes so obtained equates processes that have the same state occupation dynamics, but which may have different interaction interfaces.     

Classification of stochastic Runge–Kutta methods for the weak approximation of stochastic differential equations

In the present paper, a class of stochastic Runge–Kutta methods containing the second order stochastic Runge–Kutta scheme due to E. Platen for the weak approximation of Itô stochastic differential equation systems with a multi-dimensional Wiener process is considered. Order 1 and order 2 conditions for the coefficients of explicit stochastic Runge–Kutta methods are solved and the solution space of the possible coefficients is analyzed. A full classification of the coefficients for such stochastic Runge–Kutta schemes of order 1 and two with minimal stage numbers is calculated. Further, within the considered class of stochastic Runge–Kutta schemes coefficients for optimal schemes in the sense that additionally some higher order conditions are fulfilled are presented.     

Delay‐dependent stability criterion and H∞ analysis for Markovian jump systems with time‐varying delays

This paper deals with the problems of stochastic stability and H_∞ analysis for Markovian jump linear systems with time‐varying delays. In terms of linear matrix inequalities, a less conservative delay‐dependent stability criterion for Markovian jump systems is proposed by constructing a different Lyapunov‐Krasovskii functional and introducing improved integral‐equalities approach, and a sufficient condition is derived from the H_∞ performance. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Dwell-time controllers for stochastic systems with switching Markov chain

We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stability under switching, which guarantees a given probability that the trajectories of the system hit some target set in finite time and remain thereinafter. Our main contribution is to prove that if the expectation of the time between two consecutive switching (dwell time) is “sufficiently large”, then the system is stable under switching with guaranteed probability. We illustrate this methodology by constructing measurement feedback controllers for a wide class of stochastic nonlinear systems.     

储层微相及砂体预测模型

针对我国东部各油田进入特高含水期采油阶段所面临的稳产难题,提出了建立预测模型的方法,即综合各种途径取得的信息,主要依靠沉积学加上地质统计学方法,对井间参数进行一定精度的、细致的预测估值.随机建模的具体方法目前发展较快的是地质统计学方法,这种方法的思路是寻求比较符合地质规律的地质统计学模型和方法,表征各种沉积类型的储层参数的变化规律,用这种已知的规律对井间未知的地区参数的空间分布作出预测估值.以胜坨油田二区沙二段7-8砂组为例,利用模拟退火方法和顺序指示模拟方法分别建立了砂体格架和沉积微相平面展布等预测模型,并分析了模型与剩余油分布的关系,为油田的进一步挖潜作出了有意义的探讨.