Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

碳原子簇的结构与质谱的关联（Ⅱ）

根据出现在质谱中的各种大小的碳原子簇的相对丰度,分析了由激光产生的碳原子簇离子的统计分布,研究了这些统计分布与碳原子簇结构的关联。研究结果表明：相同构型的原子簇的相对丰度可以由同一条对数正态分布曲线来描述,由此能够获得碳原子簇构型的变化情况。质谱中分布曲线的数目对应于具有不同构型或不同结构稳定性的原子簇的数目。如果某些簇离子的谱峰明显地高出分布曲线,它们的结构应特别稳定,其成簇原子数就是所谓的“奇幻数”（ｍａｇｉｃｎｕｍｂｅｒ）,例如在石墨质谱中的Ｃ＿（６０）就属于这种情况。原子簇的统计分布还与它们的生成过程有关,由此可能揭示出原子簇的产生机理。     

激光产生的钒硫簇离子的统计分布与结构探讨

以脉冲激光在高真空中溅射钒粉和硫粉的混合物，产生了一系列钒硫原子簇正负离子。根据对其实验记录的激光等离子体质谱进行分析，发现钒硫原子簇的化学键基本上是共价型的，对应于相同钒原子数目的正负离子的相对丰度分别符合于不同形式的对数正态分布。正离子的相对丰度随硫原子数的增加呈对数衰减，由此可以确定各种大小簇合物的簇骼与几何构型；负离子的相对丰度则基本上呈正常的正态分布，说明在簇骼上结合了不同数量硫原子的负离子之结构稳定性大致相近。在实验中还观察到一类硫原子含量较高的簇离子，其中的部分硫原子可能在本身成键形成环状的硫集团后，又与原来的簇骼结合，因而在硫原子数较多时它们的相对丰度符合另一条对数正态分布曲线。     

对数正态分布场合恒定应力加速寿命试验的MLE和AMLE

在寿命分布为对数正态分布场合，由恒定应力加速寿合试验所获的数据，给出未知参数的近似极大似然估计．     

对数正态分布下步加试验方法的优效性

在对数正态分布场合下利用标准极值分布法对步进 力加速度寿命试验中各试验参数的作用进行了模拟，通过与极大似然估计法的比较，对两种垢优劣进行了分析，为对数正态分布场合下步进力加速寿命的最优设计提供了试验依据。     

Kriging‐based optimization applied to flow control

The automatic optimization of flow control devices is a delicate issue because of the drastic computational time related to unsteady high‐fidelity flow analyses and the possible multimodality of the objective function. Thus, we experiment in this article the use of kriging‐based algorithms to optimize flow control parameters because these methods have shown their efficiency for global optimization at moderate cost. Navier–Stokes simulations, carried out for different control parameters, are used to build iteratively a kriging model. At each step, a statistical analysis is performed to enrich the model with new simulation results by exploring the most promising areas, until optimal flow control parameters are found. This approach is validated and demonstrated on two problems, including comparisons with similar studies: the control of the flow around an oscillatory rotating cylinder and the reduction of the intensity of a shock wave for a transonic airfoil by adding a bump to the airfoil profile. Copyright © 2011 John Wiley & Sons, Ltd.     

福建行洛坑钨矿变异函数模型的研究

以行洛坑细-网脉状钨矿为实例,对服从对数正态分布的区域化变量,分别用原始品位值和对数变换值建立变异函数模型。通过交叉验证等方法研究表明,对原始数据进行对数变换所得到的模型能更好地揭示区域化变量的空间变化规律,而且,对数线性克立格估值也比线性克立格估值更佳。     

The asymptotic distributions of sums of record values for distributions with lognormal-type tails

Let X1,X2,... be a sequence of i.i.d. random variables and let X(1),X(2),... be the associatedrecord value sequence. We focus on the asymptotic distributions of sums of records, Tn=∑nk=1X(k), forX1 ∈ LN(γ). In this case, we find that 2 is a strange point for parameter γ. When γ＞ 2, Tn is asymptoticallynormal, while for 2 ＞γ＞ 1, we prove that Tn cannot converge in distribution to any non-degenerate lawthrough common centralizing and normalizing and log Tn is asymptotically normal.     

济南市大气污染物的频数分布规律研究

本文假设检验了济南市大气污染物SO_2、NO_x、CO、TSP不同时间内全市及各测点日均值的频数分布,得出以上各污染物在不同时期内服从或近似服从对数正态分布的规律。