Stability of Impulsive Stochastic Neutral Partial Differential Equations With Infinite Delays

In this paper, we study the existence and asymptotic stability in the pth moment of the mild solutions to impulsive stochastic neutral partial differential equations with infinite delays. Sufficient conditions ensuring the stability of the impulsive stochastic system are established. The results are obtained via the Banach fixed point theorem.     

Delay‐dependent stability for Markovian genetic regulatory networks with time‐varying delays

This paper is concerned with the problem of stochastic stability analysis for a class of genetic regulatory networks with Markovian jump parameters and time‐varying delays. A delay‐dependent stability criterion is derived by using a novel mode‐dependent Lyapunov functional. The derived stability criterion is expressed in terms of linear matrix inequalities and is less conservative than the existing ones in the literature. A numerical example is provided to demonstrate the effectiveness of the proposed stability criterion. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

建立加气砼直观数理模型的探索

若视加气砼为细观的“两相”材料,则可建立起其细观几何结构的随机直观数理模型,本文应用随机几何的方法探索了加气砼最佳合理内部细观几何结构模型的建立,及其计算机随机模拟,由细观角度讨论了改善加气砼性能的可能性。     

基于CVaR的风电机组日前申报出力优化模型研究

在我国,风电机组需提前一天提交次日24小时的申报出力信息,由于来风具有明显的不确定性和随机性特征,风电机组次日实际出力与日前申报出力会存在一定的偏差。为解决以上问题,首先采用K-means聚类法对风电机组实际出力数据进行聚类,并生成样本集;其次,基于风电不确定性样本集构建风险中性风电机组日前申报出力决策优化模型;再次,构建基于条件风险值（CVaR）的日前申报出力优化模型;最后,基于实际数据进行了算例分析。算例分析结果表明,基于CVaR的日前申报出力决策优化模型能有效减少风电机组日前申报出力与次日实际出力的偏差,且使风电机组获得风险价值更好的申报出力,从而实现申报利润的风险可控性。     

断层破裂过程对减隔震桥梁地震反应的影响

为了研究断层破裂过程对减隔震桥梁地震反应的影响,提出利用相位特性模拟方向性效应的改进随机格林函数法. 以1994年美国北岭地震的断层条件为例,通过与实际地震记录对比验证模拟方法的有效性;应用改进的随机格林函数法模拟相同震中距离的4组地震动时程作为输入条件,比较断层破裂过程对相同震中距离、不同方位的减隔震桥梁地震反应影响. 结果表明,利用持时包络曲线与相位差分分布的相似性可以方便模拟随机格林函数的地震动加速度时程;在相同震中距离条件下,断层破裂方向的观测点地震动以及对应位置的桥梁结构地震反应明显大于非破裂方向位置的观测点;当破裂方向上地震动时程不具有脉冲特性时,断层周围的减隔震桥梁地震反应主要受地震动强度的影响,桥梁方位的影响不明显.     

参激随机共振及纠错码技术的应用

为了有效地降低数字信号传输过程中的比特误码率,提出了纠错编码与参数调节随机共振技术的结合.在经过噪声污染后,依据参数调节随机共振技术的性质,给出通过系统参数调节的二进制脉冲幅值调制（PAM）输入信号的渐近误码率公式,应用纠错码技术采用中间值估计的方法得到修正的比特误码率.数字仿真试验证实,理论计算结果与试验结果相吻合,纠错码技术与参激随机共振技术的结合应用于二进制基带信号传输,可以降低误码率,从而可以得到更好的效果,提高通信的可靠性和有效性.     

Numerical simulation of microstructure formation ofAZ91 using mCA method

A stochastic model for simulating the microstructure formation of Mg alloy AZ91 during solidification was developed based on the finite element method（FEM） for macroscopic model of heat transfer calculation and a modified Cellular Automaton （mCA） for microscopic modeling of nucleation, growth of crystal. In this model, the effect of solute redistribution, interface curvature and preferred orientation was considered. A numerical simulation was developed with C＋＋ program language. The computation was carded out to understand the effect of varying processing parameters, such as nucleation parameters and heat transfer coefficient, on the microstructure formation of AZ91. The result of simulation was displayed on screen.     

Upscaling hydraulic conductivity: theory and examples from geohydrological studies

This paper presents an overview of the theory of upscaling hydraulic conductivity and describes two case studies in which some of this theory has been applied. The representative hydraulic conductivity of a numerical model block (block conductivity for short) is defined in terms of smaller scale hydraulic conductivities. Also, using elementary examples, some general properties of block conductivities are given. Analytical solutions for the block conductivity are presented that were derived by various authors for uniform flow conditions both in a deterministic and in a stochastic setting. Some results of the hydraulic upscaling theory are illustrated by two case studies from the Netherlands. The first case study deals with deriving the representative hydraulic conductivity tensor of a clay layer. Upscaling results are compared with traditional harmonic averaging. In the second case study the upscaling is used to derive the three-dimensional distribution of block conductivities for a numerical groundwater model of a confining layer of complex deposits. Here stochastic upscaling is used together with a geostatistical simulation approach. The simulated block conductivities are used in a numerical groundwater model and results are compared with pumping tests. When the upscaling is ignored groundwater flow through the deposits is predicted wrongly.     

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.     

路径长度受限的随机需求VRP的模型和算法

路径长度受限的随机需求VRP在生产、生活中有着广泛的应用。给出了路径长度受限的随机需求VRP问题的线性整数规划模型,在不允许部分服务和仅能服务失败一次的策略下设计了一个启发式算法。该算法以离散优化中广泛应用的扫描算法为基础生成服务的一个初始可行方案,然后利用模拟退火算法改进得到近似最优解。对需求为二项分布的50个结点、1个服务中心的问题进行了数值试验,数值结果表明该算法对求解路径长度受限的随机需求VRP是有效的。