Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

Memory management optimization problems for integrated circuit simulators

In hardware design, it is necessary to simulate the anticipated behavior of the integrated circuit before it is actually cast in silicon. As simulation procedures are long due to the great number of tests to be performed, optimization of the simulation code is of prime importance. This paper describes two mathematical models for the minimization of the memory access times for a cycle-based simulator.An integrated circuit being viewed as a directed acyclic graph, the problem consists in building a graph order on the vertices, compatible with the relation order induced by the graph, in order to minimize a cost function that represents the memory access time. For both proposed cost functions, we show that the corresponding problems are NP-complete. However, we show that the special cases where the graphs are in-trees or out-trees can be solved in polynomial time.     

各向同性湍流中颗粒引起湍流变动的直接模拟

本文通过直接数值模拟对均匀各向同性湍流中颗粒对湍流的变动作用进行了研究.颗粒相的体积分数很小而质量载荷足够大,以至于颗粒之间的相互作用可以忽略不计,而重点考虑颗粒与湍流间能量的交换。颗粒对湍流的反向作用使得湍动能的耗散率增强,以至于湍动能的衰减速率增大.湍动能的衰减速率随颗粒惯性的增大而增大。三维湍动能谱显示,颗粒对湍动能的影响在不同的尺度上是不均匀的。在低波数段,流体带动颗粒,而高波数段则相反.     

透镜初级球差的横向剪切干涉条纹研究

利用玻璃平行平板构成简单的横向剪切干涉仪可以观察到单薄透镜形成的准直光束的剪切干涉条纹,由干涉条纹分布求出对应的几何像差和离焦量.用焦距为190 mm的单薄透镜做实验,实验结果与计算机模拟结果符合,说明可以从剪切干涉条纹的分布求出透镜的轴向调整误差和初级球差.     

最有效的相容剂是两嵌段还是多嵌段聚合物？

采用Monte Carlo模拟方法研究了多嵌段聚合物在A／B／嵌段聚合物三组份体系作为相容剂使用的有效性．占总体积19％的A组份在体系中为分散相．模拟结果显示了两嵌段和多嵌段聚合物在界面上的聚集行为,以及如何影响这个不相容体系的相形为．两嵌段聚合物趋于直立在相界面上,而多嵌段聚合物更容易横跨在相界面上并占据较大的界面积．从而导致多嵌段聚合物更有效的阻止体系相分离的发生．     

DESIGN OF A NOVEL 2-D UNIPLANAR CRLH-TL STRUCTURE

A novel uniplanar 2-D composite right/left-handed transmission line (CRLH-TL) structure is proposed based on a general transmission line theory and the way to increase the relative operating bandwidth in the left-handed (LH) region and lower the LH operating frequency is illustrated. In addition, a new method to extract parameters and calculate the Bloch impedance of the structure is presented. Numerical results of the dispersion as well as the extracted parameters are given, which are calculated based on full-wave simulation. The present 2-D uniplanar CRLH-TL structure is applicable to 2-D left-handed materials in lower and wider LH frequency range. Supported by the National Natural Science Foundation of China (No. 60371010) (No. 60471037) (No. 63531020)     

利用驻波实验研究混沌现象

利用驻波实验演示了混沌现象,并对其进行了理论分析和计算机仿真研究.仿真结果与实验结果都表明:当连接点接近驻波波节处时,振动系统处于混沌运动状态;而当连接点接近驻波波腹处时,系统处于稳定驻波运动状态.     

红外动态图像生成技术概念研究

红外动态图像生成技术的基本概念包括基本术语及其定义。为了描述红外动态图像生成技术的特性,通常采用如光源类型、光谱波段、阵列规模、空间分辨率、填充因子、时间常数、帧频、闪烁、温度范围、串扰、均匀性、发射率、辐射对比度、动态范围、温度分辨率、调制传递函数、几何畸变及最大温度和最大辐射强度等概念。介绍了描述红外动态图像生成系统性能的基本概念的定义。转换器的指标定义对于转换器的设计和性能指标的测试都有重要的意义。     

The Extraction Method of Cutting Engagement in Ball-end Milling Simulation

Ball-end mill is widely used in workpiece processi ng with free-form surfaces. Such models that can predict processing character istics precisely are very necessary to the aim of cost reducing, quality improvi ng and productivity progressing, the cutting force prediction is the most import ant among these models. To explore the physical essence of metal cutting, model researchers commonly simplify the geometric conditions in cutting process, and a ssume that the geometric parameters that are needed to s...     

大惯性转台准确定位的自调整控制方法

对于大惯性转台的控制 ,提出了自调整控制算法 ,利用历史信息实现转台减速点的智能调整 ,给出了减速点计算公式 ,解决了大惯性转台快速运行与准确定位的矛盾 .利用Matlab对系统进行了建模仿真研究 ,得到了满意效果 ,证明了自调整算法的有效性 .