一种基于序贯估计的直达声区水面舰船 被动测距方法 *

该文利用基于射线的盲解卷积方法，从直达声区的水面舰船噪声中提取出船和锚系于海底的垂直接收阵之间的时域信道响应，并利用直达波在不同阵元相对于参考阵元的到达时间差，通过序贯方法，利用射线模型和声速剖面信息，对水面舰船距接收阵的距离进行了估计。通过处理海深约为580 m的2016年美国圣巴巴拉海峡的实验数据，对1.6~3.5 km直达声区范围内Anna Maersk商船与垂直阵之间的距离进行了估计，验证了测距方法的有效性，并将结果与系统测量值和几何方法的估计值进行了比较。由于该方法不需要对海底参数进行估计，所以在海底参数未知时要优于传统匹配场方法；在声速剖面存在跃层且海底为多层分布的复杂信道条件下，该方法仍能对距离进行有效估计，且与测量值的相对误差在6%以内，小于几何方法的估计误差，测距结果精度较高。     

More efficient time integration for Fourier pseudospectral DNS of incompressible turbulence

Time integration of Fourier pseudospectral DNS is usually performed using the classical fourth-order accurate Runge-Kutta method or other second- or third-order methods, with a fixed step size. We investigate the use of higher-order Runge-Kutta pairs and automatic step size control based on local error estimation. We find that the fifth-order accurate Runge-Kutta pair of Bogacki and Shampine gives much greater accuracy at a significantly reduced computational cost. Specifically, we demonstrate speedups of 2× to 10× for the same accuracy. Numerical tests (including the Taylor-Green vortex, Rayleigh-Taylor instability, and homogeneous isotropic turbulence) confirm the reliability and efficiency of the method. We also show that adaptive time stepping provides a significant computational advantage for some problems (like the development of a Rayleigh-Taylor instability) without compromising accuracy.     

The Application of Fractal Transform and Entropy for Improving Fault Tolerance and Load Balancing in Grid Computing Environments

This paper applies the entropy-based fractal indexing scheme that enables the grid environment for fast indexing and querying. It addresses the issue of fault tolerance and load balancing-based fractal management to make computational grids more effective and reliable. A fractal dimension of a cloud of points gives an estimate of the intrinsic dimensionality of the data in that space. The main drawback of this technique is the long computing time. The main contribution of the suggested work is to investigate the effect of fractal transform by adding R-tree index structure-based entropy to existing grid computing models to obtain a balanced infrastructure with minimal fault. In this regard, the presented work is going to extend the commonly scheduling algorithms that are built based on the physical grid structure to a reduced logical network. The objective of this logical network is to reduce the searching in the grid paths according to arrival time rate and path’s bandwidth with respect to load balance and fault tolerance, respectively. Furthermore, an optimization searching technique is utilized to enhance the grid performance by investigating the optimum number of nodes extracted from the logical grid. The experimental results indicated that the proposed model has better execution time, throughput, makespan, latency, load balancing, and success rate.     

碳纳米管的可控长度拾取及导电性分析

拾取指定长度的半导体性碳纳米管对大规模制造碳纳米管场效应管具有重要意义.本文提出了一种利用原子力显微镜探针和钨针对碳纳米管进行可控长度拾取的方法并进行了碳纳米管导电性分析.在扫描电子显微镜下搭建微纳操作系统,针对切割操作过程中原子力显微镜探针、钨针和碳纳米管的接触情况进行了力学建模和拾取长度误差分析.建立了单根金属性碳纳米管、单根半导体性碳纳米管及碳纳米管束与钨针接触的电路模型,推导了接入不同性质碳纳米管后电路的电流电压特性方程.使用原子力显微镜探针对碳纳米管的空间位姿进行调整,控制钨针对碳纳米管上目标位置进行通电切割,同时获取切割电路中的电流电压数据.实验结果表明,本文提出的方法能够有效控制所拾取碳纳米管的长度,增加碳纳米管与原子力显微镜探针的水平接触长度能够减小碳纳米管形变导致的拾取长度误差,建立的电流电压特性方程能够用于分析碳纳米管的导电性.     

一类改进最大熵方法的可调参数分析

在结构可靠性分析中,引入含可调参数的转换函数能对传统的最大熵方法进行改进,获得更高的失效概率预测精度。但是,此可调参数的最佳取值很难确定。针对这一问题,引入概率守恒方程,从功能函数转换前后所得概率密度函数出发,建立其最大熵值的变化关系,给出转换前后最大熵值之差的理论形式。通过对三种典型单调非线性转换函数开展算例研究,发现功能函数转换前后的最大熵值之差与转换函数的最佳可调参数值有关。改变可调参数值驱使最大熵值之差变化的同时,改进最大熵方法能遍历到更好的失效概率估计值。     

Bayesian Estimation and Statistical Analysis of Risk Measurements

The Bayesian model are established for the VaR and related risk measurements. The relationship between VaR and other risk measurements including expect shortfall, tail condition expectation and conditional value at risk are discussed. Furthermore, the Bayesian estimates and Bayesian predictors of these risk measurement are derived. Thirdly, the consistency and asymptotic normality in the exponential risk model are proved. Finally, the numerical simulation method is used to verify the convergence rate under different sample sizes.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Data-Adaptive Estimation of Time-Varying Spectral Densities

This article introduces a data-adaptive nonparametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The performance of these nonparametric estimators, however, depends crucially on the smoothing bandwidths that need to be specified in both time and frequency direction. As an alternative and extension to traditional bandwidth selection methods, we propose an iterative algorithm for constructing localized smoothing kernels data-adaptively. The main idea, inspired by the concept of propagation-separation, is to determine for a point in the time-frequency plane the largest local vicinity over which smoothing is justified by the data. By shaping the smoothing kernels nonparametrically, our method not only avoids the problem of bandwidth selection in the strict sense but also becomes more flexible. It not only adapts to changing curvature in smoothly varying spectra but also adjusts for structural breaks in the time-varying spectrum. Supplementary materials, including the R package tvspecAdapt containing an implementation of the routine, are available online.