A linear Bayesian stochastic approximation to update project duration estimates

By relaxing the unrealistic assumption of probabilistic independence on activity durations in a project, this paper develops a hierarchical linear Bayesian estimation model. Statistical dependence is established between activity duration and the amount of resource, as well as between the amount of resource and the risk factor. Upon observation or assessment of the amount of resource required for an activity in near completion, the posterior expectation and variance of the risk factor can be directly obtained in the Bayesian scheme. Then, the expected amount of resources required for and the expected duration of upcoming activities can be predicted. We simulate an application project in which the proposed model tracks the varying critical path activities on a real time basis, and updates the expected project duration throughout the entire project. In the analysis, the proposed model improves the prediction accuracy by 38.36% compared to the basic PERT approach.     

Characterization of short duration stress pulses generated by impacting laminated carbon-fiber/epoxy composites with magnetic flyer plates

Short duration stress pulses are of particular interest in determining the interfacial crack tip instability criteria for the dynamic fracture behavior of laminated carbon-fiber/epoxy composites. However, the heterogeneous architectures of laminated composites can alter the characteristics of a stress pulse as it propagates toward a crack tip. This makes it difficult to use standard dynamic testing techniques for characterizing these materials, since these techniques assume the characteristics of the stress pulse do not change as a result of propagation and can therefore be unambiguously determined from impact conditions. This paper presents a novel experimental technique that has been developed for characterizing short duration stress pulse propagation in laminated composite materials. In this technique, a dynamic moiré interferometer is used to capture fringe patterns corresponding to displacement fields associated with short duration stress pulses that were generated by impacting 0° and 90°/0°/90° carbon-fiber/epoxy composites with a magnetic flyer plate. Appropriate dynamic testing conditions for capturing high fidelity fringe patterns were determined using the recently developed dynamic moiré fringe contrast factor. The effects of the composite architecture on the propagation of short duration stress pulses observed with the dynamic moiré interferometer were confirmed by transient dynamic finite element analysis. From comparisons of experimental and numerical data, it was determined that the impact conditions for the magnetic flyer plate and laminated composite will not necessarily be planar, which has a significant effect on the intensity and duration of the propagating stress pulse.     

高频金融时间序列的模型化研究进展回顾

从高频和超高频金融数据的基本统计特征出发,回顾了(超)高频金融时间序列模型化研究的发展历程及相关特征,并详细介绍了高频数据模型研究中针对久期序列建立ACD模型族的研究与进展.对ACD模型族,介绍了两种主要类型:强ACD模型和弱ACD模型.最后展望了高频金融时间序列中ACD模型的研究.     

资本充足率控制预留缺口的资产负债优化模型

以利率变化后的资本充足率满足商业银行法要求的≥8%为约束条件,以资产组合的利息收入最大为目标函数,建立资产负债组合优化模型.本文的创新与特色一是通过预设持续期缺口使银行的资产组合在利率变动的有利条件下增加银行净值.这弥补了现有的零缺口免疫条件的资产组合不能使银行股东权益在利率变化中增加的缺陷.二是通过对预设持续期缺口的控制使银行的资产组合在利率变动的不利条件下满足资本充足率的法律要求.这种优化配给控制了资本损失,保护了股东权益,保证了在银行净值发生变化时资本充足率仍满足法律要求.     

基于随机活动工期的多模式现金流均衡项目调度优化

承包商在项目执行过程中的现金流均衡是保证项目成功的关键因素。本文研究基于随机活动工期的多模式现金流均衡项目调度问题,旨是在项目工期及鲁棒性阈值约束下合理安排活动执行模式与开始时间,实现承包商现金流均衡。本文通过构建整数规划优化模型对研究问题进行刻画,随后设计模拟退火算法进行求解,最后进行案例分析。结果表明:鲁棒性阈值虽然可以保证基准进度的稳定性,但是提高鲁棒性阈值水平反而不利于承包商的现金流均衡,该值过高时甚至得不到可行解。本文研究可为随机活动工期背景下承包商的现金流控制提供定量化决策支持。     

有矩形脉冲内热源的平板中非傅里叶导热研究

 对矩形激光短脉冲能量以内热源形式在有限厚绝热平板内释放所导致的非傅里叶导热过程进行了理论研究，利用格林函数与有限积分变换方法求得了绝热平板内温度分布的解析解,分析了平板内热波传播与反射行为以及温度场的特征。研究结果表明，温度波动频率取决于平板厚度和材料的热弛豫时间，而其幅值则与内热源释放区域的大小和脉冲宽度的长短有关。     

短周期涡轮实验台快速阀设计计算及试验分析

本文介绍了短周期涡轮实验台关键设备之——快速阀的工作原理,建立了数学模型和计算方法,进行了设计性能计算。分别在大气和真空条件下对快速阀进行了调试和测量,并对计算和实验结果进行了分析。     

随机服务时间下异质患者门诊预约调度优化

考虑随机服务时间与行为特征互不相同的异质患者,建立随机混合整数规划模型对门诊预约调度问题展开研究。首先在给定服务顺序的假设下求解了两个患者的预约调度问题;在此基础上,设计启发式算法对多个患者预约方案和服务顺序同时进行优化。数值结果表明:当患者服务时间为独立同分布的随机变量时,患者预约时间间隔呈现先增加后减少的圆顶形状;当患者服务时间服从不同分布时,通过与样本平均近似方法对比,验证了启发式算法的计算效率和有效性。     

DURATION OF NEGATIVE SURPLUS FOR A TWO STATE MARKOV-MODULATED RISK MODEL

We consider a continuous time risk model based on a two state Markov process, in which after an exponentially distributed time, the claim frequency changes to a different level and can change back again in the same way. We derive the Laplace transform for the first passage time to surplus zero from a given negative surplus and for the duration of negative surplus. Closed-form expressions are given in the case of exponential individual claim. Finally, numerical results are provided to show how to estimate the moments of duration of negative surplus.     

Laser-induced changes in titanium by femtosecond,picosecond and millisecond laser ablation

In order to realize the qualitative control of the laser-induced changes trend and the quantitative control of the laser-induced changes range in titanium upon laser irradiation with different pulse duration, comparative ablation experiments by femtosecond, picosecond and millisecond pulsed lasers were carried out on titanium in this study. Then the final surface morphology, aspect ratio, chemical composition and microstructural state of the ablated titanium were analyzed by laser scanning confocal microscopy, X-ray photoelectron spectroscopy and transmission electron microscopy, respectively. The dependency of the morphology, size, composition and microstructure of ablated titanium on laser pulse duration variation were emphatically discussed. It is found that, as the laser pulse duration increases from femtosecond to millisecond scale, surface morphology quality of ablated titanium gets worse, aspect ratio of microgroove decreases, proportion of titanium oxides in final ablation products becomes larger and the microstructural state of ablated titanium has a higher amorphization degree, which can be attributed to the decreased laser intensity per pulse and enhanced heat conduction effect in titanium with the pulse duration increasing.