Current orchestration and choreography process engines only serve with dedicate process languages.To solve these problems,an Event-driven Process Execution Model(EPEM) was developed.Formalization and mapping principle...Current orchestration and choreography process engines only serve with dedicate process languages.To solve these problems,an Event-driven Process Execution Model(EPEM) was developed.Formalization and mapping principles of the model were presented to guarantee the correctness and efficiency for process transformation.As a case study,the EPEM descriptions of Web Services Business Process Execution Language(WS-BPEL) were represented and a Process Virtual Machine(PVM)-OncePVM was implemented in compliance with the EPEM.展开更多
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method...A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.展开更多
The purpose of this paper is to describe the business process modeling and simulation of a textile supply chain using Colored Petri nets. Our model takes into account both the source process and delivery logistics tha...The purpose of this paper is to describe the business process modeling and simulation of a textile supply chain using Colored Petri nets. Our model takes into account both the source process and delivery logistics that exist between any two members of supply chain;moreover, we model other activities performed by the company such as manufacturing clothing. The model has been built to acquire a better understanding about the behavior of a textile company in the fulfillment of requests from costumers. The model has been built using CPN Tools. This model was built with modules for activities of the supply chain textile, e.g. receiving orders of customers, determination of production plan, procurement raw material, transportation of raw material, production and delivering products to customers. This modularized model offers some advantages to represent complex supply chains according to their structure and requirements. Thus, we can add modules easily depending on the necessary activities.展开更多
This paper presents a digital model for the powder metallurgical(PM)production chain of high-performance sintered gears based on an integrated computational materials engineering(ICME)platform.Discrete and finite elem...This paper presents a digital model for the powder metallurgical(PM)production chain of high-performance sintered gears based on an integrated computational materials engineering(ICME)platform.Discrete and finite element methods(DEM and FEM)were combined to describe the macroscopic material response to the thermomechanical loads and process conditions during the entire production process.The microstructural evolution during the sintering process was predicted on the meso-scale using a Monte-Carlo Model.The effective elastic properties were determined by a homogenization method based on modelling a representative volume element(RVE).The results were subsequently used for the FE modelling of the heat treatment process.Through the development of multi-scale models,it was possible obtain characteristics of the microstructural features.The predicted hardness and residual stress distributions allowed the calculation of the tooth root load bearing capacity of the heat-treated sintered gears.展开更多
In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to opt...In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging. In this model, the market interest rate, the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process. We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure. The option price using this model is obtained by the Fourier transform method. We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.展开更多
A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the...A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.展开更多
At any given time, a product stock manager is expected to carry out activities to check his or her holdings in general and to monitor the condition of the stock in particular. He should monitor the level or quantity a...At any given time, a product stock manager is expected to carry out activities to check his or her holdings in general and to monitor the condition of the stock in particular. He should monitor the level or quantity available of a given product, of any item. On the basis of the observation made in relation to the movements of previous periods, he may decide to order or not a certain quantity of products. This paper discusses the applicability of discrete-time Markov chains in making relevant decisions for the management of a stock of COTRA-Honey products. A Markov chain model based on the transition matrix and equilibrium probabilities was developed to help managers predict the likely state of the stock in order to anticipate procurement decisions in the short, medium or long term. The objective of any manager is to ensure efficient management by limiting overstocking, minimising the risk of stock-outs as much as possible and maximising profits. The determined Markov chain model allows the manager to predict whether or not to order for the period following the current period, and if so, how much.展开更多
In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimens...In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimensional Markov chain model is developed to analyze the performance of the proposed scheme. Meanwhile, performance metrics are derived. Numerical results show that the proposed scheme can effectively reduce the forced termination probability, blocking probability and spectrum utilization.展开更多
This paper discusses an organizational model to be used for both conventional and virtual organizations. The model deals with variable relationships within an organization and provides a framework for overall organiza...This paper discusses an organizational model to be used for both conventional and virtual organizations. The model deals with variable relationships within an organization and provides a framework for overall organizational design that may include relationship among different design variables and external relationship with environment. Based on the researches of virtual organization, this paper also illustrates the new model of organization in the real world such as Beijing 2008 Olympic games and Dongfeng Automobile group.展开更多
文摘Current orchestration and choreography process engines only serve with dedicate process languages.To solve these problems,an Event-driven Process Execution Model(EPEM) was developed.Formalization and mapping principles of the model were presented to guarantee the correctness and efficiency for process transformation.As a case study,the EPEM descriptions of Web Services Business Process Execution Language(WS-BPEL) were represented and a Process Virtual Machine(PVM)-OncePVM was implemented in compliance with the EPEM.
文摘A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
文摘The purpose of this paper is to describe the business process modeling and simulation of a textile supply chain using Colored Petri nets. Our model takes into account both the source process and delivery logistics that exist between any two members of supply chain;moreover, we model other activities performed by the company such as manufacturing clothing. The model has been built to acquire a better understanding about the behavior of a textile company in the fulfillment of requests from costumers. The model has been built using CPN Tools. This model was built with modules for activities of the supply chain textile, e.g. receiving orders of customers, determination of production plan, procurement raw material, transportation of raw material, production and delivering products to customers. This modularized model offers some advantages to represent complex supply chains according to their structure and requirements. Thus, we can add modules easily depending on the necessary activities.
基金Supported by the German Research Foundation DFG(Project-ID:390621612)within the Cluster of Excellence Inter-net of Production(IoP).
文摘This paper presents a digital model for the powder metallurgical(PM)production chain of high-performance sintered gears based on an integrated computational materials engineering(ICME)platform.Discrete and finite element methods(DEM and FEM)were combined to describe the macroscopic material response to the thermomechanical loads and process conditions during the entire production process.The microstructural evolution during the sintering process was predicted on the meso-scale using a Monte-Carlo Model.The effective elastic properties were determined by a homogenization method based on modelling a representative volume element(RVE).The results were subsequently used for the FE modelling of the heat treatment process.Through the development of multi-scale models,it was possible obtain characteristics of the microstructural features.The predicted hardness and residual stress distributions allowed the calculation of the tooth root load bearing capacity of the heat-treated sintered gears.
基金Supported by the National Natural Science Foundation of China(11201221)Supported by the Natural Science Foundation of Jiangsu Province(BK2012468)
文摘In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging. In this model, the market interest rate, the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process. We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure. The option price using this model is obtained by the Fourier transform method. We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.
文摘A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.
文摘At any given time, a product stock manager is expected to carry out activities to check his or her holdings in general and to monitor the condition of the stock in particular. He should monitor the level or quantity available of a given product, of any item. On the basis of the observation made in relation to the movements of previous periods, he may decide to order or not a certain quantity of products. This paper discusses the applicability of discrete-time Markov chains in making relevant decisions for the management of a stock of COTRA-Honey products. A Markov chain model based on the transition matrix and equilibrium probabilities was developed to help managers predict the likely state of the stock in order to anticipate procurement decisions in the short, medium or long term. The objective of any manager is to ensure efficient management by limiting overstocking, minimising the risk of stock-outs as much as possible and maximising profits. The determined Markov chain model allows the manager to predict whether or not to order for the period following the current period, and if so, how much.
基金supported in part by the National Natural Science Foundation of China(60972016,61231010)the Funds of Distinguished Young Scientists(2009CDA150)+1 种基金China-Finnish Cooperation Project(2010DFB10570)Specialized Research Fund for the Doctoral Program of Higher Education(20120142110015)
文摘In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimensional Markov chain model is developed to analyze the performance of the proposed scheme. Meanwhile, performance metrics are derived. Numerical results show that the proposed scheme can effectively reduce the forced termination probability, blocking probability and spectrum utilization.
文摘This paper discusses an organizational model to be used for both conventional and virtual organizations. The model deals with variable relationships within an organization and provides a framework for overall organizational design that may include relationship among different design variables and external relationship with environment. Based on the researches of virtual organization, this paper also illustrates the new model of organization in the real world such as Beijing 2008 Olympic games and Dongfeng Automobile group.