估计感度分布中位数的两阶段优化序贯试验设计方法研究

感度试验在爆炸科学领域有非常广泛的应用,其中位数是含能材料的一个关键性能指标.高效估计感度分布中位数是实际工程应用中的重要问题.文章提出一种两阶段的优化序贯试验设计方法来估计感度分布的中位数,并将正交设计与两阶段优化序贯试验设计方法相结合给出了筛选影响含能材料安定性重要因子的试验设计方法.广泛的模拟比较验证了所提方法在小样本情况下可以获得感度分布中位数的准确估计,并且对模型假设和初始参数猜测具有一定的稳健性.当因子效应不是太小的时候,因子筛选方法可以准确地筛选出有显著影响的因子.     

Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Demographic and financial factors are key risk-drivers for insurance companies and pension funds. This paper proposes a systematic investigation for deepening our understanding how these risk drivers affect the annuity cost. We employ local and global sensitivity methods. For local sensitivity, we derive closed form expressions for the differential importance measures of perturbed annuities and connect them to the entropy of the annuity cost. For global sensitivity, we compare variance-based, moment-independent sensitivity measures and Shapley effects. In particular, moment-independent sensitivity measures and Shapley effects are compared for the first time in the case of dependent risk factors. Our framework encompasses and extends several previous results on the sensitivity analysis of annuity models. From a methodological viewpoint, the techniques compared in this paper can support analysts in building annuity models and in verifying the impact of risk drivers in their models. Numerical results using the U.S. 1990 and the U.K. 1990–1994 mortality tables show that the demographic factor is the most important risk source in low-interest rate contexts. However, when uncertainty on the two risk sources is taken into account, the financial factor becomes the global key-driver of risk. Also, interactions among the two factors appear quantitatively significant.     

Robust suboptimal control of nonlinear systems

In this paper, we consider a nonlinear dynamic system with uncertain parameters. Our goal is to choose a control function for this system that balances two competing objectives: (i) the system should operate efficiently; and (ii) the system’s performance should be robust with respect to changes in the uncertain parameters. With this in mind, we introduce an optimal control problem with a cost function penalizing both the system cost (a function of the final state reached by the system) and the system sensitivity (the derivative of the system cost with respect to the uncertain parameters). We then show that the system sensitivity can be computed by solving an auxiliary initial value problem. This result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. We illustrate this approach by solving two example problems using the software MISER3.     

基于可信敏感度的网格信任协商策略及其应用分析

本文将证书敏感度和实体声誉相结合,提出基于可信敏感度的信任协商策略来避免敏感信息的披露;引入协商第三方来解决循环依赖策略,提高服务成功率.最后分析了策略的计算和通信开销,在NUPT网格平台的测试结果证实了该策略性能令人满意.     

层次分析中广义最小偏差法的性质

广义最小偏差法（GLDM）是层次分析中一种重要的排序方法．本文讨论了广义最小偏差法的性质和灵敏度分析问题．     

受压矩形截面柱在塑性阶段的缺陷敏感性分析

对加载到塑性阶段的矩形截面柱，本文研究了几何缺陷对屈曲的影响，在分析中考虑了弹性卸载的影响，求出了荷载、缺陷大小及分叉模态幅值之间的精确渐近关系式，结果表明在塑性阶段最大承载力对小缺陷非常敏感，但当缺陷大小达到某一值后，可能不存在最大载荷。     

IMPERFECTION SENSITIVITY ANALYSIS OF A RECTANGULAR COLUMN COMPRESSED INTO THE PLASTIC RANGE

I.IntroductionSinceelasticunloadingoccursinthedeformationprocess,theimperfectionsensitivityanalysisofstructuresloadedintotheplasticrangeismuchcomplicated.TheproblemisfirststudiedintheorybyHutchinson(1973,1974)l"ZI.HeusedKoiter'stheorytoanalysethebehaviorpriortotheonsetofelasticunloadingandtoobtaintheloadandthedisplacementatwhichelasticunloadingbegins.NeedlemanandTvergaard(1982)l'jpresentedananalysisofimperfeCtionsensitivityintheplasticrangethatignoreselasticunloading,thatis,substituteshypo-…     

产品开发决策的灵敏性分析

文章着重研究了市场需求服从正态分布时参数估计误差变化对产品开发决策正确性的影响。通过实例分析，得到了处理这类问题的方法。文章进而给出了需求为有限方差与数学期望的一般随机量的处理方法，还给出了对Poisson变量的分析公式。     

关于无界无限维商品空间上的生产经济均衡

本文研究了无界无限维商品空间上的生产经济均衡的存在性．虽然我们把商品空间看成是Ｒｉｅｓｚ空间，但并没有在它的正锥上作任何内部假设．同时我们的结果也为现代企业或公司从事经济预测、制订生产计划、改善经营管理、提高劳动生产率以及优化经济机制提供了理论依据．     

添加剂与RDX的界面作用及对撞击感度的影响研究

研究了石蜡、硬脂酸等添加剂与RDX的界面作用及其对撞击感度的影响。得出添加剂对RDX(Hexogen)的铺展系数越大,钝感效果越好的结论,并获得了铺展系数与特性落高的经验函数关系。