The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto...The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.展开更多
In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained f...In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.展开更多
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M...This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.展开更多
In the last decade,space solar power satellites(SSPSs)have been conceived to support net-zero carbon emissions and have attracted considerable attention.Electric energy is transmitted to the ground via a microwave pow...In the last decade,space solar power satellites(SSPSs)have been conceived to support net-zero carbon emissions and have attracted considerable attention.Electric energy is transmitted to the ground via a microwave power beam,a technology known as microwave power transmission(MPT).Due to the vast transmission distance of tens of thousands of kilometers,the power transmitting antenna array must span up to 1 kilometer in diameter.At the same time,the size of the rectifying array on the ground should extend over a few kilometers.This makes the MPT system of SSPSs significantly larger than the existing aerospace engineering system.To design and operate a rational MPT system,comprehensive optimization is required.Taking the space MPT system engineering into consideration,a novel multi-objective optimization function is proposed and further analyzed.The multi-objective optimization problem is modeled mathematically.Beam collection efficiency(BCE)is the primary factor,followed by the thermal management capability.Some tapers,designed to solve the conflict between BCE and the thermal problem,are reviewed.In addition to these two factors,rectenna design complexity is included as a functional factor in the optimization objective.Weight coefficients are assigned to these factors to prioritize them.Radiating planar arrays with different aperture illumination fields are studied,and their performances are compared using the multi-objective optimization function.Transmitting array size,rectifying array size,transmission distance,and transmitted power remaine constant in various cases,ensuring fair comparisons.The analysis results show that the proposed optimization function is effective in optimizing and selecting the MPT system architecture.It is also noted that the multi-objective optimization function can be expanded to include other factors in the future.展开更多
The lack of systematic and scientific top-level arrangement in the field of civil aircraft flight test leads to the problems of long duration and high cost.Based on the flight test activity,mathematical models of flig...The lack of systematic and scientific top-level arrangement in the field of civil aircraft flight test leads to the problems of long duration and high cost.Based on the flight test activity,mathematical models of flight test duration and cost are established to set up the framework of flight test process.The top-level arrangement for flight test is optimized by multi-objective algorithm to reduce the duration and cost of flight test.In order to verify the necessity and validity of the mathematical models and the optimization algorithm of top-level arrangement,real flight test data is used to make an example calculation.Results show that the multi-objective optimization results of the top-level flight arrangement are better than the initial arrangement data,which can shorten the duration,reduce the cost,and improve the efficiency of flight test.展开更多
This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. I...This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. In general, the duration of the mission is stochastic. However, existing studies rarely take into account system availability and the repairpersons with different skill levels. To solve this problem, a new multi-mission selective maintenance and repairpersons assignment model with stochastic duration of the mission are developed. To maximize the minimum phase-mission reliability while meeting the minimum system availability, the model is transformed into an optimization problem subject to limited maintenance resources. The optimization is then realized using an analytical method based on a self-programming function and a Monte Carlo simulation method, respectively. Finally, the validity of the model and solution method approaches are verified by numerical arithmetic examples. Comparative and sensitivity analyses are made to provide proven recommendations for decision-makers.展开更多
This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with...This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with one source element and multiple sink elements is considered first.Each element can con-nect with other elements within a stochastic connection ranges.The system is regarded as successful as long as the source ele-ment remains connected with all sink elements.An importance measure is proposed to evaluate the performance of non-source elements.Furthermore,to calculate the system reliability and the element importance measure,a multi-valued decision diagram based approach is structured and its complexity is analyzed.Finally,a numerical example about the signal transfer station system is illustrated to analyze the system reliability and the ele-ment importance measure.展开更多
The belief rule-based(BRB)system has been popular in complexity system modeling due to its good interpretability.However,the current mainstream optimization methods of the BRB systems only focus on modeling accuracy b...The belief rule-based(BRB)system has been popular in complexity system modeling due to its good interpretability.However,the current mainstream optimization methods of the BRB systems only focus on modeling accuracy but ignore the interpretability.The single-objective optimization strategy has been applied in the interpretability-accuracy trade-off by inte-grating accuracy and interpretability into an optimization objec-tive.But the integration has a greater impact on optimization results with strong subjectivity.Thus,a multi-objective optimiza-tion framework in the modeling of BRB systems with inter-pretability-accuracy trade-off is proposed in this paper.Firstly,complexity and accuracy are taken as two independent opti-mization goals,and uniformity as a constraint to give the mathe-matical description.Secondly,a classical multi-objective opti-mization algorithm,nondominated sorting genetic algorithm II(NSGA-II),is utilized as an optimization tool to give a set of BRB systems with different accuracy and complexity.Finally,a pipeline leakage detection case is studied to verify the feasibility and effectiveness of the developed multi-objective optimization.The comparison illustrates that the proposed multi-objective optimization framework can effectively avoid the subjectivity of single-objective optimization,and has capability of joint optimiz-ing the structure and parameters of BRB systems with inter-pretability-accuracy trade-off.展开更多
For the deep understanding on combustion of ammonia/diesel,this study develops a reduced mechanism of ammonia/diesel with 227 species and 937 reactions.The sub-mechanism on ammonia/interactions of N-based and C-based ...For the deep understanding on combustion of ammonia/diesel,this study develops a reduced mechanism of ammonia/diesel with 227 species and 937 reactions.The sub-mechanism on ammonia/interactions of N-based and C-based species(N—C)/NOx is optimized using the Non-dominated Sorting Genetic Algorithm II(NSGA-II)with 200 generations.The optimized mechanism(named as 937b)is validated against combustion characteristics of ammonia/methane(which is used to examine the accuracy of N—C interactions)and ammonia/diesel blends.The ignition delay times(IDTs),the laminar flame speeds and most of key intermediate species during the combustion of ammonia/methane blends can be accurately simulated by 937b under a wide range of conditions.As for ammonia/diesel blends with various diesel energy fractions,reasonable predictions on the IDTs under pressures from 1.0 MPa to5.0 MPa as well as the laminar flame speeds are also achieved by 937b.In particular,with regard to the IDT simulations of ammonia/diesel blends,937b makes progress in both aspects of overall accuracy and computational efficiency,compared to a detailed ammonia/diesel mechanism.Further kinetic analysis reveals that the reaction pathway of ammonia during the combustion of ammonia/diesel blend mainly differs in the tendencies of oxygen additions to NH_2 and NH with different equivalence ratios.展开更多
Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue...Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue,a surrogate-based MOO algorithm is proposed in this paper where Kriging models are employed to approximate objective functions.An efficient sampling strategy is presented to sequentially capture promising samples in the design region for exact evaluations.Firstly,new sample points are generated by the MOO on surro-gate models.Then,new samples are captured by exploiting each objective function.Furthermore,a weighted sum of the improvement of hypervolume(IHV)and the distance to sampled points is calculated to select the new sample.Compared with two well-known MOO algorithms,the proposed algorithm is vali-dated by benchmark problems.In addition,two broadband MMAs are applied to verify the feasibility and efficiency of the proposed algorithm.展开更多
We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution co...We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.展开更多
Based on the stochastic AMR model, this paper constructs man-made earthquake catalogues to investigate the property of parameter estimation of the model. Then the stochastic AMR model is applied to the study of severa...Based on the stochastic AMR model, this paper constructs man-made earthquake catalogues to investigate the property of parameter estimation of the model. Then the stochastic AMR model is applied to the study of several strong earthquakes in China and New Zealand. Akaikes AIC criterion is used to discriminate whether an accelerating mode of earthquake activity precedes those events or not. Finally, regional accelerating seismic activity and possible prediction approach for future strong earthquakes are discussed.展开更多
Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose...Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose models that could deal with the complexities and uncertainties of wars. By analyzing the equilibrium state of both opponent sides, outcomes preferable to one side could be achieved by adopting the methods obtained from the proposed models. This research could help decision makers take the right COA in a state of uncertainty.展开更多
The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabil...The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality（BMI）,which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.展开更多
Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with resp...Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with respect to the same attribute. Based on the graded probabilistic dominance relation, the pairwise comparison information table is defined. The global preferences of the decision maker can be seen as a rough binary relation. The present paper proposes to approximate this preference relation by means of the graded probabilistic dominance relation with respect to the subsets of attributes. At last, the method is illustrated by an example.展开更多
A new fault tolerant control（FTC） via a controller reconfiguration approach for general stochastic nonlinear systems is studied.Different from the formulation of classical FTC methods,it is supposed that the measure...A new fault tolerant control（FTC） via a controller reconfiguration approach for general stochastic nonlinear systems is studied.Different from the formulation of classical FTC methods,it is supposed that the measured information for the FTC is the probability density functions（PDFs） of the system output rather than its measured value.A radial basis functions（RBFs） neural network technique is proposed so that the output PDFs can be formulated in terms of the dynamic weighings of the RBFs neural network.As a result,the nonlinear FTC problem subject to dynamic relation between the input and the output PDFs can be transformed into a nonlinear FTC problem subject to dynamic relation between the control input and the weights of the RBFs neural network approximation to the output PDFs.The FTC design consists of two steps.The first step is fault detection and diagnosis（FDD）,which can produce an alarm when there is a fault in the system and also locate which component has a fault.The second step is to adapt the controller to the faulty case so that the system is able to achieve its target.A linear matrix inequality（LMI） based feasible FTC method is applied such that the fault can be detected and diagnosed.An illustrated example is included to demonstrate the efficiency of the proposed algorithm,and satisfactory results have been obtained.展开更多
Compared with the classical Markov repairable system, the Markov repairable system with stochastic regimes switching introduced in the paper provides a more realistic description of the practical system. The system ca...Compared with the classical Markov repairable system, the Markov repairable system with stochastic regimes switching introduced in the paper provides a more realistic description of the practical system. The system can be used to model the dynamics of a repairable system whose performance regimes switch according to the external conditions. For example, to satisfy the demand variation that is typical for the power and communication systems and reduce the cost, these systems usually adjust their operating regimes. The transition rate matrices under distinct operating regimes are assumed to be different and the sojourn times in distinct regimes are governed by a finite state Markov chain. By using the theory of Markov process, Ion channel theory, and Laplace transforms, the up time of the system are studied. A numerical example is given to illustrate the obtained results. The effect of sojourn times in distinct regimes on the availability and the up time are also discussed in the numerical example.展开更多
基金Supported by the National Natural Science Foundation of China(10671182)。
文摘The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change.
基金Supported by the National Natural Science Foundation of China(11971458,11471310)。
文摘In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method.
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.
文摘In the last decade,space solar power satellites(SSPSs)have been conceived to support net-zero carbon emissions and have attracted considerable attention.Electric energy is transmitted to the ground via a microwave power beam,a technology known as microwave power transmission(MPT).Due to the vast transmission distance of tens of thousands of kilometers,the power transmitting antenna array must span up to 1 kilometer in diameter.At the same time,the size of the rectifying array on the ground should extend over a few kilometers.This makes the MPT system of SSPSs significantly larger than the existing aerospace engineering system.To design and operate a rational MPT system,comprehensive optimization is required.Taking the space MPT system engineering into consideration,a novel multi-objective optimization function is proposed and further analyzed.The multi-objective optimization problem is modeled mathematically.Beam collection efficiency(BCE)is the primary factor,followed by the thermal management capability.Some tapers,designed to solve the conflict between BCE and the thermal problem,are reviewed.In addition to these two factors,rectenna design complexity is included as a functional factor in the optimization objective.Weight coefficients are assigned to these factors to prioritize them.Radiating planar arrays with different aperture illumination fields are studied,and their performances are compared using the multi-objective optimization function.Transmitting array size,rectifying array size,transmission distance,and transmitted power remaine constant in various cases,ensuring fair comparisons.The analysis results show that the proposed optimization function is effective in optimizing and selecting the MPT system architecture.It is also noted that the multi-objective optimization function can be expanded to include other factors in the future.
基金supported by the National Natural Science Foundation of China(62073267,61903305)the Fundamental Research Funds for the Central Universities(HXGJXM202214).
文摘The lack of systematic and scientific top-level arrangement in the field of civil aircraft flight test leads to the problems of long duration and high cost.Based on the flight test activity,mathematical models of flight test duration and cost are established to set up the framework of flight test process.The top-level arrangement for flight test is optimized by multi-objective algorithm to reduce the duration and cost of flight test.In order to verify the necessity and validity of the mathematical models and the optimization algorithm of top-level arrangement,real flight test data is used to make an example calculation.Results show that the multi-objective optimization results of the top-level flight arrangement are better than the initial arrangement data,which can shorten the duration,reduce the cost,and improve the efficiency of flight test.
文摘This paper investigates the selective maintenance o systems that perform multi-mission in succession. Selective maintenance is performed on systems with limited break time to improve the success of the next mission. In general, the duration of the mission is stochastic. However, existing studies rarely take into account system availability and the repairpersons with different skill levels. To solve this problem, a new multi-mission selective maintenance and repairpersons assignment model with stochastic duration of the mission are developed. To maximize the minimum phase-mission reliability while meeting the minimum system availability, the model is transformed into an optimization problem subject to limited maintenance resources. The optimization is then realized using an analytical method based on a self-programming function and a Monte Carlo simulation method, respectively. Finally, the validity of the model and solution method approaches are verified by numerical arithmetic examples. Comparative and sensitivity analyses are made to provide proven recommendations for decision-makers.
基金supported by the National Natural Science Foundation of China(72101025,72271049),the Interdisciplinary Research Project for Young Teachers of USTB(Fundamental Research Funds for the Central Universities,FRF-IDRY-24-024)the Hebei Natural Science Foundation(F2023501011)+1 种基金the Fundamental Research Funds for the Central Universities(FRF-TP-20-073A1)the R&D Program of Beijing Municipal Education Commission(KM202411232015).
文摘This paper proposes a reliability evaluation model for a multi-dimensional network system,which has potential to be applied to the internet of things or other practical networks.A multi-dimensional network system with one source element and multiple sink elements is considered first.Each element can con-nect with other elements within a stochastic connection ranges.The system is regarded as successful as long as the source ele-ment remains connected with all sink elements.An importance measure is proposed to evaluate the performance of non-source elements.Furthermore,to calculate the system reliability and the element importance measure,a multi-valued decision diagram based approach is structured and its complexity is analyzed.Finally,a numerical example about the signal transfer station system is illustrated to analyze the system reliability and the ele-ment importance measure.
基金supported by the National Natural Science Foundation of China(71901212)the Science and Technology Innovation Program of Hunan Province(2020RC4046).
文摘The belief rule-based(BRB)system has been popular in complexity system modeling due to its good interpretability.However,the current mainstream optimization methods of the BRB systems only focus on modeling accuracy but ignore the interpretability.The single-objective optimization strategy has been applied in the interpretability-accuracy trade-off by inte-grating accuracy and interpretability into an optimization objec-tive.But the integration has a greater impact on optimization results with strong subjectivity.Thus,a multi-objective optimiza-tion framework in the modeling of BRB systems with inter-pretability-accuracy trade-off is proposed in this paper.Firstly,complexity and accuracy are taken as two independent opti-mization goals,and uniformity as a constraint to give the mathe-matical description.Secondly,a classical multi-objective opti-mization algorithm,nondominated sorting genetic algorithm II(NSGA-II),is utilized as an optimization tool to give a set of BRB systems with different accuracy and complexity.Finally,a pipeline leakage detection case is studied to verify the feasibility and effectiveness of the developed multi-objective optimization.The comparison illustrates that the proposed multi-objective optimization framework can effectively avoid the subjectivity of single-objective optimization,and has capability of joint optimiz-ing the structure and parameters of BRB systems with inter-pretability-accuracy trade-off.
基金the National Natural Science Foundation of China(project code:52202470)Jilin Province Natural Science Foundation(project codes:20220101205JC,20220101212JC)+2 种基金Jilin Province Specific Project of Industrial Technology Research&Development(project code:2020C025-2)2021 Interdisciplinary Integration and Innovation Project of Jilin University(project code:XJRCYB07)Free Exploration Project of Changsha Automotive Innovation Research Institute of Jilin University(project code:CAIRIZT20220202)。
文摘For the deep understanding on combustion of ammonia/diesel,this study develops a reduced mechanism of ammonia/diesel with 227 species and 937 reactions.The sub-mechanism on ammonia/interactions of N-based and C-based species(N—C)/NOx is optimized using the Non-dominated Sorting Genetic Algorithm II(NSGA-II)with 200 generations.The optimized mechanism(named as 937b)is validated against combustion characteristics of ammonia/methane(which is used to examine the accuracy of N—C interactions)and ammonia/diesel blends.The ignition delay times(IDTs),the laminar flame speeds and most of key intermediate species during the combustion of ammonia/methane blends can be accurately simulated by 937b under a wide range of conditions.As for ammonia/diesel blends with various diesel energy fractions,reasonable predictions on the IDTs under pressures from 1.0 MPa to5.0 MPa as well as the laminar flame speeds are also achieved by 937b.In particular,with regard to the IDT simulations of ammonia/diesel blends,937b makes progress in both aspects of overall accuracy and computational efficiency,compared to a detailed ammonia/diesel mechanism.Further kinetic analysis reveals that the reaction pathway of ammonia during the combustion of ammonia/diesel blend mainly differs in the tendencies of oxygen additions to NH_2 and NH with different equivalence ratios.
基金supported by the National Key Research and Development Program(2021YFB3502500).
文摘Multi-objective optimization(MOO)for the microwave metamaterial absorber(MMA)normally adopts evolutionary algo-rithms,and these optimization algorithms require many objec-tive function evaluations.To remedy this issue,a surrogate-based MOO algorithm is proposed in this paper where Kriging models are employed to approximate objective functions.An efficient sampling strategy is presented to sequentially capture promising samples in the design region for exact evaluations.Firstly,new sample points are generated by the MOO on surro-gate models.Then,new samples are captured by exploiting each objective function.Furthermore,a weighted sum of the improvement of hypervolume(IHV)and the distance to sampled points is calculated to select the new sample.Compared with two well-known MOO algorithms,the proposed algorithm is vali-dated by benchmark problems.In addition,two broadband MMAs are applied to verify the feasibility and efficiency of the proposed algorithm.
基金Supported by the Science and Technology Research Projects of Hubei Provincial Department of Education(B2022077)。
文摘We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.
基金National Natural Science Foundation of China (4007401340134010)Chinese Joint Seismological Science Foundation (042002) and the project during the Tenth Five-year Plan.
文摘Based on the stochastic AMR model, this paper constructs man-made earthquake catalogues to investigate the property of parameter estimation of the model. Then the stochastic AMR model is applied to the study of several strong earthquakes in China and New Zealand. Akaikes AIC criterion is used to discriminate whether an accelerating mode of earthquake activity precedes those events or not. Finally, regional accelerating seismic activity and possible prediction approach for future strong earthquakes are discussed.
基金supported by the Natural Science Foundation of China(71471174)
文摘Developing a course of action(COA) is a key step in military planning. In most extant studies on the COA development,only the unilateral actions of friendly forces are considered. Based on stochastic games, we propose models that could deal with the complexities and uncertainties of wars. By analyzing the equilibrium state of both opponent sides, outcomes preferable to one side could be achieved by adopting the methods obtained from the proposed models. This research could help decision makers take the right COA in a state of uncertainty.
基金supported by the National Natural Science Foundation of China(607404306646087403160904060)
文摘The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality（BMI）,which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.
文摘Multi-attribute decision problems where the performances of the alternatives are random variables are considered. The suggested approach grades the probabilities of preference of one alternative over another with respect to the same attribute. Based on the graded probabilistic dominance relation, the pairwise comparison information table is defined. The global preferences of the decision maker can be seen as a rough binary relation. The present paper proposes to approximate this preference relation by means of the graded probabilistic dominance relation with respect to the subsets of attributes. At last, the method is illustrated by an example.
基金supported by the UK Leverhulme Trust (F/00 120/BC)the National Natural Science Foundation of China (6082800760974029)
文摘A new fault tolerant control（FTC） via a controller reconfiguration approach for general stochastic nonlinear systems is studied.Different from the formulation of classical FTC methods,it is supposed that the measured information for the FTC is the probability density functions（PDFs） of the system output rather than its measured value.A radial basis functions（RBFs） neural network technique is proposed so that the output PDFs can be formulated in terms of the dynamic weighings of the RBFs neural network.As a result,the nonlinear FTC problem subject to dynamic relation between the input and the output PDFs can be transformed into a nonlinear FTC problem subject to dynamic relation between the control input and the weights of the RBFs neural network approximation to the output PDFs.The FTC design consists of two steps.The first step is fault detection and diagnosis（FDD）,which can produce an alarm when there is a fault in the system and also locate which component has a fault.The second step is to adapt the controller to the faulty case so that the system is able to achieve its target.A linear matrix inequality（LMI） based feasible FTC method is applied such that the fault can be detected and diagnosed.An illustrated example is included to demonstrate the efficiency of the proposed algorithm,and satisfactory results have been obtained.
基金supported by the National Natural Science Foundation of China (71071020 60705036)Beijing Excellent Doctoral Dissertation Instructor Project of Humanities and Social Sciences(yb20091000701)
文摘Compared with the classical Markov repairable system, the Markov repairable system with stochastic regimes switching introduced in the paper provides a more realistic description of the practical system. The system can be used to model the dynamics of a repairable system whose performance regimes switch according to the external conditions. For example, to satisfy the demand variation that is typical for the power and communication systems and reduce the cost, these systems usually adjust their operating regimes. The transition rate matrices under distinct operating regimes are assumed to be different and the sojourn times in distinct regimes are governed by a finite state Markov chain. By using the theory of Markov process, Ion channel theory, and Laplace transforms, the up time of the system are studied. A numerical example is given to illustrate the obtained results. The effect of sojourn times in distinct regimes on the availability and the up time are also discussed in the numerical example.
