考虑风险偏好的动态生产库存问题的鲁棒优化模型

不同阶段需求不确定情况下,决策者的风险偏好和生产过程中的废品处理影响着供应链生产库存管理和供应链整体效益。本文考虑决策者风险偏好下,构建了包含I个生产者企业,一个库存点和一个废物处理基地的T阶段动态供应链生产库存框架,建立了椭球型需求不确定集下,以追求整体收益最大化为目标的不确定优化模型,并应用鲁棒优化理论得到了数据确定性线性鲁棒对应模型,讨论了模型解的可靠性和有效性。最后的算例表明,只有当决策者风险偏好参数在一定范围内时,才会存在满足条件且具有较高可靠性的鲁棒决策,验证了该鲁棒优化模型的合理性。     

“非光滑系统动力学”专题简介

<正>在实际工程系统中往往存在碰撞、冲击、干摩擦、变刚度、开关、阈值、脉冲控制、数字控制等大量非光滑因素,它们主要是由约束条件、本构关系和控制方式决定的.从牛顿时代以来,人们一直在研究力学系统中由于碰撞、冲击、干摩擦等复杂因素带来的动力学行为.自20世纪80年代以来,随着动力系统理论研究的深入发展,人们也越来越关注非光滑因素的影响.这使     

基于重要样本法的结构动力学系统的首次穿越

基于Gisranov定理, 提出一种估计稳态高斯白噪声激励的结构动力学系统首穿失效概率的重要样本法. 文章重点是构造控制函数, 控制函数促使随机响应尽量集中在样本空间中最易导致首次穿越发生的部分. 利用设计点构造控制函数, 在线性系统场合, 结合时不变系统的结构可靠性理论, 通过解有约束的优化问题得到设计点; 在非线性系统场合, 利用Heonsang Koo提出的设计点激励, 通过镜像法得到设计点. 最后给出例子, 将所提方法与原始蒙特卡罗法相比较, 模拟结果显示方法的正确性与有效性.     

Stochastic response of van der Pol oscillator with two kinds of fractional derivatives under Gaussian white noise excitation

This paper aims to investigate the stochastic response of the van der Pol(VDP) oscillator with two kinds of fractional derivatives under Gaussian white noise excitation.First,the fractional VDP oscillator is replaced by an equivalent VDP oscillator without fractional derivative terms by using the generalized harmonic balance technique.Then,the stochastic averaging method is applied to the equivalent VDP oscillator to obtain the analytical solution.Finally,the analytical solutions are validated by numerical results from the Monte Carlo simulation of the original fractional VDP oscillator.The numerical results not only demonstrate the accuracy of the proposed approach but also show that the fractional order,the fractional coefficient and the intensity of Gaussian white noise play important roles in the responses of the fractional VDP oscillator.An interesting phenomenon we found is that the effects of the fractional order of two kinds of fractional derivative items on the fractional stochastic systems are totally contrary.     

Effects of Lvy noise and immune delay on the extinction behavior in a tumor growth model

The combined effects of Lvy noise and immune delay on the extinction behavior in a tumor growth model are explored. The extinction probability of tumor with certain density is measured by exit probability. The expression of the exit probability is obtained using the Taylor expansion and the infinitesimal generator theory. Based on numerical calculations, it is found that the immune delay facilitates tumor extinction when the stability index α < 1, but inhibits tumor extinction when the stability index α > 1. Moreover, larger stability index and smaller noise intensity are in favor of the extinction for tumor with low density. While for tumor with high density, the stability index and the noise intensity should be reduced to promote tumor extinction.     

一种混沌海杂波背景下的微弱信号检测方法

基于复杂非线性系统的相空间重构理论,提出了一种基于遗传算法的支持向量机预测方法.利用改进的自相关法和饱和关联维数法确定混沌信号的时间延迟和嵌入维,从而实现相空间重构.通过遗传算法优化支持向量机中的惩罚系数和核函数参数,并结合支持向量机建立混沌序列的单步预测模型,从预测误差中检测出淹没在混沌背景中的微弱信号(包括瞬态信号和周期信号).以Lorenz系统和加拿大McMaster大学利用IPIX雷达实测得到的海杂波数据作为混沌背景噪声进行仿真实验,结果表明该方法能够有效地从混沌背景噪声中检测出微弱目标信号,所得的均方根误差为0.00049521(信噪比为-89.7704 dB),这比传统支持向量机方法的均方根误差(0.049,信噪比为-54.60 dB)降低了两个数量级.     

一种基于运算放大器的高灵敏度惠斯通电桥

关于如何提升惠斯通电桥灵敏度一直是惠斯通电桥研究的热门话题.运算放大器组装成为的差分放大电路在一定范围内可以线性放大输入电压.但是,使用运算放大器提高电桥灵敏度的方法并未被采用.本文采用LM358N型运算放大器来提高电桥两端电势差的测量精度,从而提升惠斯通电桥的灵敏度.我们使用Multisim软件对该方案进行仿真,结果表明如果将放大倍数调至20倍,那么实际误差将小于2%.经过对改进电桥进行实际测量,实验和理论结论符合得很好.采用此方法可以得到一个易操作、低成本、高灵敏度的惠斯通电桥.     

Most probable transition paths in eutrophicated lake ecosystem under Gaussian white noise and periodic force

The effects of stochastic perturbations and periodic excitations on the eutrophicated lake ecosystem are explored. Unlike the existing work in detecting early warning signals, this paper presents the most probable transition paths to characterize the regime shifts. The most probable transition paths are obtained by minimizing the Freidlin-Wentzell (FW) action functional and Onsager-Machlup (OM) action functional, respectively. The most probable path shows the movement trend of the lake eutrophication system under noise excitation, and describes the global transition behavior of the system. Under the excitation of Gaussian noise, the results show that the stability of the eutrophic state and the oligotrophic state has different results from two perspectives of potential well and the most probable transition paths. Under the excitation of Gaussian white noise and periodic force, we find that the transition occurs near the nearest distance between the stable periodic solution and the unstable periodic solution.     

Logistic模型阈值控制悖论及复杂性分析

研究了Logistic模型稳态均值在阈值控制下产生反直觉变化现象与复杂响应的机理.结果表明,阈值控制能引起映射区间改变和映射分布变化,二者之间的竞争导致了受控Logistic模型稳态均值的反直觉变化现象与复杂响应.在阈值下限接近0或阈值上限接近1时,映射分布变化是影响稳态均值复杂响应的主导因素.阈值下限大于其临界值或阈值上限小于其临界值时,稳态均值变化主要由映射区间改变决定,此时,受控Logistic模型稳态均值会出现反直觉变化现象.理论分析结果通过数值仿真得到进一步证实.     

噪声诱导的二维复时空系统的同步研究

研究了一类噪声诱导的二维复时空系统的同步问题.首先讨论了二维复Ginzburg-Laudau(CGL) 方程随时间和空间变化的时空混沌特性;其次,研究了时空噪声驱动下CGL系统的同步问题.理论上利用线性稳定性分析,得到了常数激励下CGL系统达到稳定态的临界强度;结合噪声的随机性和非零均值特性, 揭示了噪声诱导同步的机理;并从理论上和数值上分别给出了达到同步所需要的控制参数和噪声强度满足的条件,实现了两个非耦合CGL系统的完全同步.结果表明,数值模拟和理论分析有很好的一致性.