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161.
Pierre L'Ecuyer 《Annals of Operations Research》1994,53(1):77-120
In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in an appropriate way. In this paper, we examine practical ways of generating (deterministic approximations to) such uniform variates on a computer. We compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness. We look in particular at several classes of generators, such as linear congruential, multiple recursive, digital multistep, Tausworthe, lagged-Fibonacci, generalized feedback shift register, matrix, linear congruential over fields of formal series, and combined generators, and show how all of them can be analyzed in terms of their lattice structure. We also mention other classes of generators, like non-linear generators, discuss other kinds of theoretical and empirical statistical tests, and give a bibliographic survey of recent papers on the subject. 相似文献
162.
An interval-parameter fuzzy linear programming method (IFMOLP) is proposed in this study for multiple objective decision-making
under uncertainty. As a hybrid of interval-parameter and fuzzy methodologies, the IFMOLP incorporates interval-parameter linear
programming and fuzzy multiobjective programming approaches to form an integrated optimization system. The method inherits
advantages of interval-parameter programming, and allows uncertainties and decision-makers’ aspirations to be effectively
communicated into its programming processes and resulting solutions. Membership functions for both objectives and constraints
are formulated to reflect uncertainties in different system components and their interrelationships. An interactive solution
procedure has been developed based on solution approaches of the interval-parameter and fuzzy programming techniques, plus
necessary measures for handling the multiobjective feature. A didactic example is provided in the paper to illustrate the
detailed solution process. Possibilities of further improvements by seeking Pareto optimum and incorporating flexible preference
within constraints are also discussed. 相似文献
164.
Zhong-zhi Bai 《计算数学(英文版)》1998,(6)
1.IntroductionTheclassicaliterativemethods,suchastheJacobimethod,theGauss-SeidelmethodandtheSORmethod,aswellastheirsymmetrizedvariants,playanimportantroleforsolvingthelargesparsesystemoflinearequationsInaccordancewiththebasicextrapolationprincipleofthelineariterativemethod,Hadjidimos[1]furtherproposedaclassofacceleratedoverrelaxation(AOR)methodforsolyingthelinearsystem(1.1)in1978.Thismethodincludestwoarbitraryparameters,andtheirsuitablechoicesnotonlycannaturallyrecovertheJacobi,theGauss-S… 相似文献
165.
本文将布拉格方程推广应用到高聚物的结构研究中,得到了经不同剂量辐照的聚乙烯单晶的长周期,并辅以示差扫描量热法研究了γ-射线辐照对聚乙烯单晶结构的影响. 相似文献
166.
This article explores the use of geometric algebra in linear and multilinear algebra, and in affine, projective and conformal geometries. Our principal objective is to show how the rich algebraic tools of geometric algebra are fully compatible with and augment the more traditional tools of matrix algebra. The novel concept of an h-twistor makes possible a simple new proof of the striking relationship between conformal transformations in a pseudo-Euclidean space to isometries in a pseudo-Euclidean space of two higher dimensions. The utility of the h-twistor concept, which is a generalization of the idea of a Penrose twistor to a pseudo-Euclidean space of arbitrary signature, is amply demonstrated in a new treatment of the Schwarzian derivative. 相似文献
167.
In this paper we face the problem of stowing a containership, referred to as the Master Bay Plan Problem (MBPP); this problem
is difficult to solve due to its combinatorial nature and the constraints related to both the ship and the containers. We
present a decomposition approach that allows us to assign a priori the bays of a containership to the set of containers to
be loaded according to their final destination, such that different portions of the ship are independently considered for
the stowage. Then, we find the optimal solution of each subset of bays by using a 0/1 Linear Programming model. Finally, we
check the global ship stability of the overall stowage plan and look for its feasibility by using an exchange algorithm which
is based on local search techniques. The validation of the proposed approach is performed with some real life test cases.
This work has been developed within the research area: “The harbour as a logistic node” of the Italian Centre of Excellence
on Integrated Logistics (CIELI) of the University of Genoa, Italy 相似文献
168.
N. B. Brusnikina A. V. Lotov 《Computational Mathematics and Mathematical Physics》2007,47(11):1779-1787
A method is proposed for approximating the reachable set of a dynamic system with a state space dimension no higher than six-eight considered on a finite time interval. The system is governed by linear differential equations with piecewise constant coefficients and impulse actions specified at prescribed times. The method is based on guaranteed-accuracy polyhedral approximations of reachable sets at researcher-specified times. Every approximation is constructed using the preceding one. A procedure is described for choosing parameters of the method that ensure the required accuracy with close-to-minimal time costs. 相似文献
169.
170.
朱方生 《武汉大学学报(理学版)》1995,(3)
构造了线性二次型最优控制的并行算法,介绍了这个并行算法在武汉大学“WUDP91”并行分布式处理系统上试算的数值应用软件的框图.本软件适用于既定动态系统的平衡问题.对于经济系统,可通过政策控制变量来调节和改善其状态和响应.对于自治系统可找出最优控制使得消耗函数达到最小值.通过对一系列例子进行试算,结果证实,所构造的并行算法和相应的数值软件是有效的,其加速比约为7. 相似文献