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141.
Hanke F 《Journal of computational chemistry》2011,32(7):1424-1430
The precision of binding energies and distances computed with dispersion-corrected density functional theory (DFT-D) is investigated by propagation of uncertainties, yielding relative uncertainties of several percent. Sensitivity analysis is used to calculate the geometry-dependent relative importance of each input parameter for the dispersion correction. While DFT-Ds are exact at asymptotically large distances, their damping functions are shown to play a significant role in binding geometries. This is demonstrated in detail for the interlayer binding of graphite. The techniques presented allow practitioners to quickly compute error bars and to get an a posteriori estimate about the transferability of their results. They can also aid the development of future dispersion corrections. 相似文献
142.
讨论了影响铬铁矿中三氧化二铬测定结果不确定度的各种因素,并评定了地质样品中三氧化二铬测定结果的不确定度.结果表明,采用硫酸亚铁铵溶液滴定方法,当样品三氧化二铬的含量为43.78%时,其扩展不确定度U=0.32%. 相似文献
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介绍了电感耦合等离子体发射光谱法(ICP-OES)测定钒矿石中五氧化二钒测重不确定度的评定万法.建立了测量过程中各不确定度分量的数学模型,对不确定度来源进行了分析,并对不确定度分量进行量化.当钒矿石中五氧化二钒含量为0.419%时,其扩展不确定度为0.0070%(k=2). 相似文献
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We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In this article, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models. 相似文献
149.
Most decision making research in real options focuses on revenue uncertainty assuming discount rates remain constant. However, for many decisions revenue or cost streams are relatively static and investment is driven by interest rate uncertainty, for example the decision to invest in durable machinery and equipment. Using interest rate models from Cox et al. (1985b), we generalize the work of Ingersoll and Ross (1992) in two ways. Firstly, we include real options on perpetuities (in addition to zero coupon cash flows). Secondly, we incorporate abandonment or disinvestment as well as investment options, and thus model interest rate hysteresis (parallel to revenue uncertainty in Dixit (1989a)). Under stochastic interest rates, economic hysteresis is found to be significant, even for small sunk costs. 相似文献
150.
An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints 总被引:1,自引:0,他引:1
S. Armagan Tarim Mustafa K. Dogˇru Ula? Özen Roberto Rossi 《European Journal of Operational Research》2011,215(3):563-571
We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static-dynamic uncertainty strategy. The effectiveness of the proposed method hinges on three novelties: (i) the proposed relaxation is computationally efficient and provides an optimal solution most of the time, (ii) if the relaxation produces an infeasible solution, then this solution yields a tight lower bound for the optimal cost, and (iii) it can be modified easily to obtain a feasible solution, which yields an upper bound. In case of infeasibility, the relaxation approach is implemented at each node of the search tree in a branch-and-bound procedure to efficiently search for an optimal solution. Extensive numerical tests show that our method dominates the MIP solution approach and can handle real-life size problems in trivial time. 相似文献