基于Monte Carlo随机模拟的综合交通网络布局评价与决策方法

针对综合交通网络评价指标权重及属性值具有主观性和随机性的特点,提出了基于模拟运算的布局规划方案排序选优的群体随机决策方法.仿真生成满足集结的多个专家对指标重要性偏好排序统计分布的权重,同时考虑交通需求的不确定性对指标值的影响,结合客观熵权计算方案的综合评价值,由多次模拟得到的排序优势度确定方案的优劣差异.根据设计的仿真流程通过算例说明了方法应用的有效性,评价中考虑了主客观因素及随机性特征,可以为网络布局提供科学决策依据.     

SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS

Abstract. Some general properties of long memory continuous time processes are recalled or proved. Methods of simulation are studied. A comparison with the usual discrete time autoregressive fractionally integrated moving-average filter is made and illustrations are provided. Then, two methods of estimation of the parameters of such a model from a discrete sample are studied, both theoretically and empirically, with Monte Carlo experiments.     

基于受扰动的PMSM系统动力学研究及模拟

借助Lyapunov函数稳定性理论和最优化理论研究了永磁同步电动机系统解的界,得到了它的界估计。通过计算机模拟,数值模拟验证了计算理论的可行性。     

MAGNETIC MEASUREMENTS ON FERROFLUIDS

Magnetic measurements on ferrofluids can be used to determine the magnetic concentration which may be as large as 15% by volume in a very viscous fluid. Additional information on the particle size distribution parameters and the mode of magnetisation can be obtained from an analysis of the magnetisation curve. Magnetic studies are also invaluable for a correct interpretation of the magnetic dichroism, birefringence and small angle neutron scattering (SANS) data. Measurements on a ferrofluid after freezing enables the shape anisotropy to be determined and the degree of particle elongation (∼15%) calculated.     

Unsteady radiative heat transfer within a suspension of ZnO particles undergoing thermal dissociation

An emitting, absorbing, and anisotropically scattering plain medium containing a suspension of ZnO particles is considered, in which the particles are directly exposed to high-flux irradiation and undergo shrinkage during their endothermic dissociation into Zn(g) and O₂ at above 2100 K. The unsteady energy equation that links the rate of radiative heat transfer to the rate of the chemical reaction is formulated and solved numerically by the finite volume technique and the explicit Euler time-integration scheme. The path-length Monte Carlo method is applied for modeling the radiative transfer within the suspension using the absorption/scattering coefficients and the scattering phase function obtained from the Mie theory. It is found that the particle suspension can be heated rapidly from its initial 300 K to over 1800 K in less than 0.1 s, resulting in a more uniform temperature profile as the reaction progresses, particles shrink, and the suspension becomes optically thinner. The chemical conversion increases with decreasing initial particle diameter and volume fraction due to the efficient radiative absorption.     

Analysis of four Monte Carlo methods for the solution of population balances in dispersed systems

Monte Carlo (MC) constitutes an important class of methods for the numerical solution of the general dynamic equation (GDE) in particulate systems. We compare four such methods in a series of seven test cases that cover typical particulate mechanisms. The four MC methods studied are: time-driven direct simulation Monte Carlo (DSMC), stepwise constant-volume Monte Carlo, constant number Monte Carlo, and multi-Monte Carlo (MMC) method. These MC's are introduced briefly and applied numerically to simulate pure coagulation, breakage, condensation/evaporation (surface growth/dissolution), nucleation, and settling (deposition). We find that when run with comparable number of particles, all methods compute the size distribution within comparable levels of error. Because each method uses different approaches for advancing time, a wider margin of error is observed in the time evolution of the number and mass concentration, with event-driven methods generally providing better accuracy than time-driven methods. The computational cost depends on algorithmic details but generally, event-driven methods perform faster than time-driven methods. Overall, very good accuracy can be achieved using reasonably small numbers of simulation particles, O(10³), requiring computational times of the order 10²−10³ s on a typical desktop computer.     

TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION

Abstract. The performance of the Geweke-Porter-Hudak (GPH) test, the modified rescaled range (MRR) test and two Lagrange multiplier (LM) type tests for fractional integration in small samples is examined using Monte Carlo methods. Both the GPH and MRR tests are found to be robust to moderate autoregressive moving-average components, autoregressive conditional heteroskedasticity effects and shifts in the variance. However, these two tests are sensitive to large autoregressive moving-average components and shifts in the mean. It is also found that the LM tests are sensitive to deviations from the null hypothesis. As an illustration, the GPH test is applied to two economic data series.     

A NEW SIMULATION APPROACH TO THE ENTROPY-RELATED PROPERTIES OF FLUIDS——CHEMICAL POTENTIAL AND HELMHOLTZ FREE ENERGY OF HARD SPHERE FLUIDS

A new approach to the computation of entropy-related properties of fluids has been pre-sented.Application of the new technique to hard sphere fluids shows that it is capable of providingreliable estimates of such properties as the chemical potential and Helmholtz free energy,even athigh density where other existing methods are hardly applicable.The chemical potential of an infinitedilute component in hard sphere systems has been estimated,and compared with that calculated fromthe Carnahan-Starling equation.     

Conditional probability Markov chain simulation based reliability analysis method for nonnormal variables

Based on fast Markov chain simulation for generating the samples distributed in failure region and saddlepoint approximation(SA) technique,an efficient reliability analysis method is presented to evaluate the small failure probability of non-linear limit state function(LSF) with non-normal variables.In the presented method,the failure probability of the non-linear LSF is transformed into a product of the failure probability of the introduced linear LSF and a feature ratio factor.The introduced linear LSF wh...     

基于分布式计算的电网运行可靠性评估算法研究

针对电网运行可靠性评估计算量大,但又要求计算时间短的问题,提出了一种基于分布式计算的电网运行可靠性评估算法。该算法采用改进的状态选择和分析方案,解决了计算终端间随机数序列的关联性问题,有效地降低了通信量,提高了计算速度。基于该算法编制的评估软件已通过RTS-24系统和某省级电网的实际运行测试,测试结果表明,该算法不仅能够有效评估电网运行可靠性,而且计算速度随计算终端数增加呈一定倍数提高。