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51.
K. Marti 《Mathematical Methods of Operations Research》1992,36(3):259-294
In engineering and economics often a certain vectorx of inputs or decisions must be chosen, subject to some constraints, such that the expected costs (or loss) arising from the deviation between the outputA() x of a stochastic linear systemxA()x and a desired stochastic target vectorb() are minimal. Hence, one has the following stochastic linear optimization problem minimizeF(x)=Eu(A()x b()) s.t.xD, (1) whereu is a convex loss function on
m
, (A(), b()) is a random (m,n + 1)-matrix, E denotes the expectation operator andD is a convex subset of
n
. Concrete problems of this type are e.g. stochastic linear programs with recourse, error minimization and optimal design problems, acid rain abatement methods, problems in scenario analysis and non-least square regression analysis.Solving (1), the loss functionu should be exactly known. However, in practice mostly there is some uncertainty in assigning appropriate penalty costs to the deviation between the outputA ()x and the targetb(). For finding in this situation solutions hedging against uncertainty a set of so-called efficient points of (1) is defined and a numerical procedure for determining these compromise solutions is derived. Several applications are discussed. 相似文献
52.
We study the Boltzmann-Grad limit in various versions of the two-dimensional HPP cellular automaton. In the completely deterministic case we prove convergence to an evolution that is not of kinetic type, a well-known phenomenon after Uchyiama's paper on the Broadwell gas, whereas the limiting equation becomes of kinetic type in the model with random collisions. The main part of the paper concerns the case where the collisions are deterministic and the randomness comes from inserting, between any two successive HPP updatings,
- stirring updatings, <1 being any fixed positive number and a parameter which tends to 0. The initial measure is a product measure with average occupation numbers of the order of (low-density limit) and varying on distances of the order of –1. The limit as 0 of the system evolved for times of the order of
-1- corresponds to the Boltzmann-Grad limit. We prove propagation of chaos and that the renormalized average occupation numbers (i.e., divided by) converge to the solution of the Broadwell equation. Convergence is proven at all times for which the solution of the Broadwell equation is bounded. 相似文献
53.
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55.
Louis Dressler Hendrik Nicolai Senda Agrebi Florian Ries Amsini Sadiki 《Entropy (Basel, Switzerland)》2022,24(5)
This contribution presents a straightforward strategy to investigate the entropy production in stratified premixed flames. The modeling approach is grounded on a chemistry tabulation strategy, large eddy simulation, and the Eulerian stochastic field method. This enables a combination of a detailed representation of the chemistry with an advanced model for the turbulence chemistry interaction, which is crucial to compute the various sources of exergy losses in combustion systems. First, using detailed reaction kinetic reference simulations in a simplified laminar stratified premixed flame, it is demonstrated that the tabulated chemistry is a suitable approach to compute the various sources of irreversibilities. Thereafter, the effects of the operating conditions on the entropy production are investigated. For this purpose, two operating conditions of the Darmstadt stratified burner with varying levels of shear have been considered. The investigations reveal that the contribution to the entropy production through mixing emerging from the chemical reaction is much larger than the one caused by the stratification. Moreover, it is shown that a stronger shear, realized through a larger Reynolds number, yields higher entropy production through heat, mixing and viscous dissipation and reduces the share by chemical reaction to the total entropy generated. 相似文献
56.
针对垂直水声通信中时变多普勒引起的定时偏差问题,研究一种基于伪随机序列的迭代定时估计及补偿算法。该方法利用伪随机序列作为同步信号,分三步估计时变多普勒:采用低复杂度的模糊函数法粗补偿接收信号内的平均多普勒;通过迭代插值法实现残留时变多普勒的精确估计及补偿;利用基于信道相关函数的相位信息,纠正均衡后信号的偏转相位。为实现高阶海试数据的有效解调,采用基于伪随机序列均方误差的多通道加权合并方式,获得空间分集增益。仿真及海试数据处理结果证明所提方法具有良好的时变多普勒估计及补偿性能,同时对30个通道内的1024QAM数据进行合并处理,在500 m的通信距离下,误码率为0.04,信道容量达到7.6 bits/symbol。与传统数据帧结构相比,无需使用线性调频信号,可以提高有效数据传输率。 相似文献
57.
QIAN Xian-Min Hon-Wah Tam 《理论物理通讯》2007,47(3):487-490
In this paper, we obtain a 1+1 dimensional integrable differential-difference model for the sine-Gordon equation by Hirota's discretization method. A bilinear Backlund transformation and the associated Lax pair are also proposed/or this model. 相似文献
58.
59.
Slobodan Djukanovi? Vesna Popovi?Miloš Dakovi? Ljubiša Stankovi? 《Signal processing》2011,91(6):1425-1431
The problem of non-stationary interference suppression in direct sequence spread-spectrum (DS-SS) systems is considered. The phase of interference is approximated by a polynomial within the considered interval. According to the local polynomial Fourier transform (LPFT) principle, the received signal is dechirped by using the obtained phase approximation and the interference is, in turn, suppressed by excising the corrupted low-pass frequency band. For the estimation of polynomial coefficients, we use the product high-order ambiguity function (PHAF), known for its capability to successfully resolve components of a multicomponent polynomial-phase signal (PPS). The proposed method can suppress interferences with both polynomial and non-polynomial phase. In addition, it can suppress both monocomponent and multicomponent interferences. The simulations show that the proposed method outperforms time-frequency (TF) methods, that successfully deal with multicomponent interferences, in terms of the error probability and computational complexity. 相似文献
60.
提出一种基于混沌序列的彩色图像加密算法。该算法首先应用二维Logistic混沌系统产生2个混沌序列,利用对2个混沌序列进行排序产生的2个编号序列对彩色图像进行位置的置乱,然后应用三维Lorenz混沌系统产生的混沌序列中各值进行大小排序,用以引导对置乱后的彩色图像进行像素点的R,G,B值的置换操作,从而实现对颜色的加密。实验结果表明,该算法具有密钥空间大、安全性高和保密性好的特点。 相似文献