非线性渗流耦合系统的数值方法及其应用

对非线性二相渗流耦合系统提出修正迎风分数步差分格式,利用变分形式、归纳法假定、高阶差分算子的分解、微分方程的先验估计理论和技巧,得到收敛性的最佳阶误差估计．该方法已成功应用于防治海水入侵主要工程后效预测与调控模式的生产实践中．     

海水入侵危险程度的非线性映射分析

海水入侵是我国沿海地区出现的一典型资源与环境问题.作者选用地质、气候、地理环境和人为因素等四类指标来反映海水入侵存在的风险,采用非线性映射分析将高维空间问题转化为低维空间问题.根据离差极小、最大欧氏距离等原理提出了海水入侵风险阈值求解方法与海水入侵风险判定方法,使存在海水入侵风险的区域可被及时、准确地判定出来.实例分析表明,该方法使分析结果真实、准确,为沿海地区海水入侵风险管理开辟了一条新途径.     

三维非线性对流扩散问题的数值方法在渗流力学的应用

对三维非线性对流扩散问题提出一类适合并行计算的二阶迎风分数步差分格式,采用分数步技术,将三维问题化为连续解3个一维问题计算．利用变分形式、能量方法、差分算子乘积交换性、高阶差分算子的分解、微分方程先验估计的理论和技巧,得到收敛性的最佳阶的误差估计．该方法已成功的应用油资源运移聚集渗流力学数值模拟计算、海水入侵预测和防治的工程实践中．     

三维多组分可压缩驱动问题的分数步特征差分方法

本文提出三维多组分驱动问题的分数步长特征差分格式,并应用变分形式,能量方法,粗细网格配套,叁二次插值,高阶差分算子的分解和乘积交换性理论和技巧,得到最佳阶L^2误差估计,该方法已成功应用到油资源评估,强化采油数值模拟和海水入侵预测和防治的数值模拟中。     

海水入侵数值模拟的特征块中心差分法

本文研究二维海水入侵数值模拟的有限差分法．对关于压力的流动方程本文采用块中心差分法,对关于含盐浓度方程的对流扩散方程采用基于完全二次矩形插值的特征差分法,运用先验估计的理论和技巧得到了最佳阶L~2误差估计的结果．     

可压缩两相驱动问题的迎风差分格式及其理论分析

对石油渗流中的可压缩两相渗流驱动问题，提出新的二阶迎风差分格式，利用变分形式，能量方法、微分方程先验估计的理论和技巧，得到最佳阶ι^2误差估计，该方法已应用到海水入侵、防治和油资源评估的数值模拟中。     

Fuzzy理论在工程环境灾害预测中的应用

针对矿山大型排土场所出现的滑坡等工程环境灾害的预测与防治问题,着重探讨排土场边坡失稳破坏预测问题.文中采用Fuzzy数学中的Fuzzy概率测度理论建立理论预测分析模型,并对大型排土场边坡失稳破坏的Fuzzy概率测度进行具体的预测分析,所获结果与已有的经典分析方法所获理论结果一致.针对矿山大型排土场所出现的滑坡等工程环境灾害防治问题,提出了具体的防治技术措施.     

基于邻域粗糙集的网络入侵分类诊断组合模型研究

网络入侵诊断直接影响网络正常运行和安全.针对入侵类型复杂,现有分类诊断模型精度有限的问题,提出一种基于邻域粗糙集的网络入侵分类诊断优化模型.首先,运用邻域粗糙集对网络入侵数据进行条件属性的约简,确定关键属性,然后将其作为训练输入构建相关向量机分类诊断模型,并同时运用遗传算法进行超参数优化,提高模型诊断精度和速度.通过KDDCup99数据集对优化模型性能进行检验,结果表明,组合预测方法精确度高于支持向量机、相关向量机和BP神经网络.组合模型诊断精度高、速度快,具有优异的综合性能.     

基于竞赛难度与能力提高的大学生竞赛定级方法

基于竞赛难度与能力提高的大学生竞赛定级方法通过问卷调查量化学生对竞赛难度与竞赛后能力提高的感受,运用迭代协同过滤算推荐算法来预测每个学生对竞赛的打分,合成了竞赛难度与竞赛后能力提高.进而结合竞赛综合性以及竞赛影响力,得到竞赛的综合分数.最后,利用Kmeans算法对各种竞赛的得分数聚类,最终实现竞赛定级.力求在竞赛定级时体现公平性、后效性、引导性以及合理性.     

非等距时序灰色预测模型及其在岩石锚碇承载力分析中的应用

在许多桥梁工程中,锚碇岩石边坡的承载力和稳定性对整个桥梁工程的稳定和正常运营起着至关重要的作用.利用推广的非等间距灰色预测理论模拟了虎门大桥锚碇隧洞拉拔力试验中拉拔力与相应山体位移间的关系,并用所得到的非等距灰色预测模型预测了山体位移,结果表明,非等间距灰色预测模型的预测精度令人满意.研究结果对桥梁工程安全施工和岩石工程预测预报有重要理论意义和工程价值.     

Lightning modeling and protection zone of conducting rod using Monte Carlo technique

Lightning strike is a harmful process and protection from lightning using conducting rods has been a subject of discussion for decades. In particular, there have been a lot of researches regarding the protection zone of a single conducting rod. This is important for the purpose of installing them to protect complex building structures. In the present article, the protection zone of a conducting rod has been obtained by Monte Carlo simulation method. The lightning process has been modeled for computer simulation. The authors have presented a new Monte Carlo modeling of lightning path. The origin of the downward stepped leader and the magnitude of peak current of the return stroke have appropriate random distributions. The obtained results are compared with already available experimental results present in various literatures. It is shown that this technique is reliable and in fair agreement with the established theories for finding protection zone of conducting rods.     

An investigation of buffer sizing techniques in critical chain scheduling

In this paper, we introduce two methods for determining feeding buffer sizes in critical chain project scheduling. Both methods integrate project characteristics into the formulation. Specifically, one of them incorporates resource tightness while the other uses network complexity. Both methods are tested and compared to two commonly suggested methods in the literature, the cut and paste method and the root square error method, as well as using no buffer as a benchmark. The comparison is done by means of a simulation study using the Patterson data set. The test results indicate that both of the suggested methods generate smaller buffer sizes while providing sufficient protection against delays in project completion time.     

关键链断裂情况下的缓冲设置方法比较研究

应用关键链项目管理方法时,由于项目的复杂性,在确定关键链和非关键链后,进一步插入汇入缓冲时,常常会出现资源再次冲突,需要对计划进行重排,重排后又出现关键链断裂、汇入缓冲起不到保护作用等问题。针对这些问题,本文采用分散缓冲法制定项目调度计划,并用项目实例证明了方法的可行性和通用性,且设计仿真实验将分散缓冲计划与重排后的关键链调度计划进行比较,结果发现当项目活动时间的变化性较小时,应用分散缓冲法还可以获得较好的项目绩效。     

Computation and asymptotic analysis in the impact problem

Non-linear numerical method is applied to solve the viscous-elastic-plastic material impact problem. The finite element simulation agrees with the celebrated European crash safety analysis. The complex material stress distribution in the large deformation has been obtained, when the impact happens. Also the posteriorestimate solver and asymptotic analysis have been used for the sensitive pre-stage deformation before the impact happening. This part of simulation is very interesting for the passive safety in automotive protection devices. It is an important part of the mathematical modelling. Supported by the National Natural Science Foundation of China (No. 10871225), Partly supported by EInstitutes of Shanghai Municipal Education Commission, N.E03004; Partly supported by Shanghai Pu Jiang Telent project [2006]118.     

电热耦合综合能源系统双阶段多目标规划研究

多能耦合系统是未来分布式能源供给方式的重要发展方向。为了实现电热耦合能源供给系统的合理规划、促进能源供给与消费的经济与环保的协调发展,提出一种面向电热耦合能源系统的综合能源系统双阶段规划优化方法。模型的第一阶段是在投资和环境最优的目标下实现电热耦合综合能源系统的合理规划,第二阶段是在考虑设备运行特性的基础上对规划的结果进行运行优化,以获得能源系统的最优运行方案,并从多个指标验证规划方案的合理性。利用NSGA-II算法求得模型进的帕累托解集,使用多准则妥协优化法从帕累托解集中决策出最优配置方案。仿真结果表明,提出的双阶段多目标综合能源规划方法能够实现能源供给系统的经济与环保双优。     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions

We consider the problem of optimally allocating the seats on a single flight leg to the demands from multiple fare classes that arrive sequentially. It is well-known that the optimal policy for this problem is characterized by a set of protection levels. In this paper, we develop a new stochastic approximation method to compute the optimal protection levels under the assumption that the demand distributions are not known and we only have access to the samples from the demand distributions. The novel aspect of our method is that it works with the nonsmooth version of the problem where the capacity can only be allocated in integer quantities. We show that the sequence of protection levels generated by our method converges to a set of optimal protection levels with probability one. We discuss applications to the case where the demand information is censored by the seat availability. Computational experiments indicate that our method is especially advantageous when the total expected demand exceeds the capacity by a significant margin and we do not have good a priori estimates of the optimal protection levels.     

考虑个体保护意识的关联信用风险传染机理研究

针对关联信用风险及其传染这一热点和难点问题,本文基于复杂网络异质平均场理论,运用风险传播动力学SIR经典模型,探讨风险信息促成的个体保护意识对关联信用风险传染的影响机理,并在BA无标度网络中进行数值仿真分析。研究结果表明:被感染个体数量、个体反应强度、有保护意识的易感个体比例与关联信用风险传染阈值正相关;考虑个体保护意识、增强易感个体反应强度以及提高有保护意识的易感个体比例能够有效抑制关联信用风险的传染速度和传染规模,并且能够延缓关联信用风险高峰期的到来。     

个体投资治理污染的随机增长模型

本文研究了个体投资治理污染的随机增长模型.利用随机最优化的方法,得出了随机扰动、个体环保投资及环保技术对福利和经济增长的影响.对我国制定环保政策具有一定的积极作用.     

A cryptographic watermarking technique for multimedia signals

Digital watermarking has been widely used in digital rights management and copyright protection. In this paper, new cryptographic watermark schemes are proposed. Compare to the existing watermarking techniques, our proposed watermark schemes combine both security and efficiency that none of the existing schemes can do. We first develop an algorithm to randomly generate the watermark indices based on the discrete logarithm problem (DLP) and the Fermat’s little theorem. Then we embed watermark signal into the host image in both time domain and frequency domain at the indices. Our security analysis and simulation demonstrate that our proposed schemes can achieve excellent transparency and robustness under the major security attacks and common signal degradations. The novel approaches provided in this paper are ideal for general purpose commercial digital media copyright protection.