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Mark A. Gallagher Kenneth W. Bauer Jr. Peter S. Maybeck 《Annals of Operations Research》1994,53(1):419-441
Data truncation is a commonly accepted method of dealing with initialization bias in discrete-event simulation. An algorithm for determining the appropriate initial-data truncation point for multivariate output is proposed. The technique entails averaging across independent replications and estimating a steady-state output model in a state-space framework. A Bayesian technique called Multiple Model Adaptive Estimation (MMAE) is applied to compute a time varying estimate of the output's steady-state mean vector. This MMAE implementation features the use, in paralle, of a bank of Kalman filters. Each filter is constructed under a different assumption concerning the output's steady-state mean vector. One of the filters assumes that the steady-state mean vector is accurately reflected by an estimate, called the assumed steady-state mean vector, taken from the last half of the simulation data. As the filters process the output through the effective transient, this particular filter becomes more likely (in a Bayesian sense) to be the best filter to represent the data and the MMAE mean estimator is influenced increasingly towards the assumed steady-state mean vector. The estimated truncation point is selected when a norm of the MMAE mean vector estimate is within a small tolerance of the assumed steady-state mean vector. A Monte Carlo analysis using data from simulations of open and closed queueing models is used to evaluate the technique. The evaluation criteria include the ability to construct accurate and reliable confidence regions for the mean response vector based on the truncated sequences. 相似文献
13.
The Raman phonon spectroscopic study shows that the photodimerization of 2,6-dimethyl-p-benzoquinone. In the solid state is initially a homogeneous reaction but later becomes heterogeneous as the product accumulates. The Ion-temperature electronic absorption spectrum reveals that the reaction is phonon assisted by a polaron formed due to a strong electron- phonon coupling in the cxcited 1nπ* state. 相似文献
14.
We present the implementation and demonstration of the Chebyshev pseudo-spectral method coupled with an adaptive mesh method for performing fast and highly accurate electrophoresis simulations. The Chebyshev pseudo-spectral method offers higher numerical accuracy than all other finite difference methods and is applicable for simulating all electrophoresis techniques in channels with open or closed boundaries. To improve the computational efficiency, we use a novel moving mesh scheme that clusters the grid points in the regions with poor numerical resolution. We demonstrate the application of the Chebyshev pseudo-spectral method on a moving mesh for simulating nonlinear electrophoretic processes through examples of isotachophoresis (ITP), isoelectric focusing (IEF), and electromigration-dispersion in capillary zone electrophoresis (CZE) at current densities as high as 1000 A/m. We also show the efficacy of our moving mesh method over existing methods that cluster the grid points in the regions with large concentration gradients. We have integrated the adaptive Chebyshev pseudo-spectral method in the open-source SPYCE simulator and verified its implementation with other electrophoresis simulators. 相似文献
15.
激光在大气湍流中长距离近水平传输时,闪烁加强,限制了常规自适应光学的校正能力。数值研究了大气闪烁对自适应光学校正的影响,拟合得到了在Fresnel数一定时,Strehl比与Rytov方差的表达式,以及Rytov方差一定时,Strehl比与Fresnel数的表达式。结果表明,在Rytov方差较小时,纯相位校正Strehl比只与Rytov方差有关;随着Rytov方差的增加,Strehl比不仅与Rytov方差有关,还与Fresnel数有关,Fresnel数越大,校正Strehl比越大;大发射和接收孔径有利于提高校正Strehl比;在一定的Rytov方差下,Stregl比随Fresnel数增大而增加,逐步趋于饱和,达到纯相位校正的极限。 相似文献
16.
《光学原理》(Principles of Optics)一书是玻恩与沃尔夫合著的、倍受好评的光学经典名著。回顾、梳理与品味这一名著的撰写过程,会得到诸多感悟。教书育人、著书立说的物理教育家以及物理学家,都可以从中得到一把尺子,用以衡量自己的工作。这有利于中国物理学的发展。 相似文献
17.
We propose a degree of market efficiency in terms of entropy concepts. The relative efficiency for the US stock market varies over time from 1929 to 2012, with a slight decline in the past 10 years. 相似文献
18.
The performance of an adaptive optics system depends on multiple factors, including the quality of the laser beam before being projected to the mesosphere. In general, cumbersome procedures are required to optimize the laser beam in terms of amplitude and phase. However, aberrations produced by the optics of the laser beam system are still detected during the operations due to, for example, uncertainty in the utilized models. In this paper we propose the use of feedback to overcome the presence of model uncertainty and disturbances. In particular we use a Linear Quadratic Regulator (LQR) for closed loop laser beam shaping using a setup of two deformable mirrors. The proposed method is studied and simulated to provide an automatic optimization of the Amplitude of the laser beam. The performance of the LQR control algorithm is evaluated via numerical simulations using the root mean square error (RMSE). The results show an effective amplitude correction of the laser system aberrations after 20 iterations of the algorithm, a RMSE less than 0.7 was obtained, with about 140 actuators per mirror and a separation of z=3 [m] among the mirrors. 相似文献
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20.
《Comptes Rendus Physique》2014,15(10):789-840
Georges Sagnac is mostly known for the optical effect in rotating frames that he demonstrated in 1913. His scientific interests were quite diverse: they included photography, optical illusions, X-ray physics, radioactivity, the blue of the sky, anomalous wave propagation, interferometry, strioscopy, and acoustics. An optical theme nonetheless pervaded his entire œuvre. Within optics, an original theory of the propagation of light motivated most of his investigations, from an ingenious explanation of the Fresnel drag, through the discovery of the Sagnac effect, to his quixotic defense of an alternative to relativity theory. Optical analogies efficiently guided his work in other domains. Optics indeed was his true passion. He saw himself as carrying the torch of the two great masters of French optics, Augustin Fresnel and Hippolyte Fizeau. In this mission he overcame his poor health and labored against the modernist tide, with much success originally and bitter isolation in the end. 相似文献