Differential Power Analysis (DPA) is an effective attack method to break the crypto chips and it has been considered to be a threat to security of information system. With analyzing the prin-ciple of resisting DPA,an ...Differential Power Analysis (DPA) is an effective attack method to break the crypto chips and it has been considered to be a threat to security of information system. With analyzing the prin-ciple of resisting DPA,an available countermeasure based on randomization is proposed in this paper. Time delay is inserted in the operation process and random number is precharged to the circuit during the delay time,the normal schedule is disturbed and the power is randomized. Following this meth-odology,a general DPA resistance random precharge architecture is proposed and DES algorithm following this architecture is implemented. This countermeasure is testified to be efficient to resist DPA.展开更多
A fault sensitivity analysis(FSA)-resistance model based on time randomization is proposed.The randomization unit is composed of two parts,namely the configurable register array(R-A)and the decoder(chiefly random...A fault sensitivity analysis(FSA)-resistance model based on time randomization is proposed.The randomization unit is composed of two parts,namely the configurable register array(R-A)and the decoder(chiefly random number generator,RNG).In this way,registers chosen can be either valid or invalid depending on the configuration information generated by the decoder.Thus,the fault sensitivity information can be confusing.Meanwhile,based on this model,a defensive scheme is designed to resist both fault sensitivity analysis(FSA)and differential power analysis(DPA).This scheme is verified with our experiments.展开更多
In the Internet of Things(IoT)system,relay communication is widely used to solve the problem of energy loss in long-distance transmission and improve transmission efficiency.In Body Sensor Network(BSN)systems,biosenso...In the Internet of Things(IoT)system,relay communication is widely used to solve the problem of energy loss in long-distance transmission and improve transmission efficiency.In Body Sensor Network(BSN)systems,biosensors communicate with receiving devices through relay nodes to improve their limited energy efficiency.When the relay node fails,the biosensor can communicate directly with the receiving device by releasing more transmitting power.However,if the remaining battery power of the biosensor is insufficient to enable it to communicate directly with the receiving device,the biosensor will be isolated by the system.Therefore,a new combinatorial analysis method is proposed to analyze the influence of random isolation time(RIT)on system reliability,and the competition relationship between biosensor isolation and propagation failure is considered.This approach inherits the advantages of common combinatorial algorithms and provides a new approach to effectively address the impact of RIT on system reliability in IoT systems,which are affected by competing failures.Finally,the method is applied to the BSN system,and the effect of RIT on the system reliability is analyzed in detail.展开更多
We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environmen...We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The envi- ronment is supposed to be independent and identically distributed. For A C R, let Zn(A) be the number of particles of generation n located in A. We show central limit theorems for the counting measure Zn (-) with appropriate normalization.展开更多
This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random ...This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation (FFPE) with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.展开更多
As one of the basic inventory cost models, the (Q, τ)inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of "effective lead time" and "lead time de...As one of the basic inventory cost models, the (Q, τ)inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of "effective lead time" and "lead time demand", which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise (Q, τ) inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.展开更多
A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory: the jumping distance and the waiting time, are ...A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory: the jumping distance and the waiting time, are replaced by two new ones: the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement (x^2(t)) - t^a is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0 〈 a 〈 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.展开更多
The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9(t) ~ t^γ, 0 ≤ γ 〈...The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9(t) ~ t^γ, 0 ≤ γ 〈 2, and the probability density function ω(t) of a particle's waiting time t follows a power law form for large t: ω(t) ~t^-(1+α), 0 〈 α 〈 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent 7 and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.展开更多
To describe the energy-dependent characteristics of the reaction-subdiffusion process, we analyze the simple reaction A--→B under subdiffsion with waiting time depending on the preceding jump length, and derive the c...To describe the energy-dependent characteristics of the reaction-subdiffusion process, we analyze the simple reaction A--→B under subdiffsion with waiting time depending on the preceding jump length, and derive the corresponding master equations in the Fourier Laplace space for the distribution of A and B particles in a continuous time random walk scheme. Moreover, the generalizations of the reaction-diffusion equation for the Gaussian jump length with the probability density function of waiting time being quadratically dependent on the preceding jump length are obtained by applying the derived master equations.展开更多
A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of ...A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of their conserved quantities. We show consistency of the scheme for arbitrarily large Courant numbers. For scalar problems the scheme is total variation diminishing.A brief discussion is given for entropy condition.展开更多
Traffic flow prediction,as the basis of signal coordination and travel time prediction,has become a research point in the field of transportation.For traffic flow prediction,researchers have proposed a variety of meth...Traffic flow prediction,as the basis of signal coordination and travel time prediction,has become a research point in the field of transportation.For traffic flow prediction,researchers have proposed a variety of methods,but most of these methods only use the time domain information of traffic flow data to predict the traffic flow,ignoring the impact of spatial correlation on the prediction of target road segment flow,which leads to poor prediction accuracy.In this paper,a traffic flow prediction model called as long short time memory and random forest(LSTM-RF)was proposed based on the combination model.In the process of traffic flow prediction,the long short time memory(LSTM)model was used to extract the time sequence features of the predicted target road segment.Then,the predicted value of LSTM and the collected information of adjacent upstream and downstream sections were simultaneously used as the input features of the random forest model to analyze the spatial-temporal correlation of traffic flow,so as to obtain the final prediction results.The traffic flow data of 132 urban road sections collected by the license plate recognition system in Guiyang City were tested and verified.The results show that the method is better than the single model in prediction accuracy,and the prediction error is obviously reduced compared with the single model.展开更多
Aiming at the dynamic response of reticulated shell structures under wind load,systematic parameter analyses on wind-induced responses of Kiewitt6-6 type single-layer spherical reticulated shell structures and three-w...Aiming at the dynamic response of reticulated shell structures under wind load,systematic parameter analyses on wind-induced responses of Kiewitt6-6 type single-layer spherical reticulated shell structures and three-way grid single-layer cylindrical reticulated shell structures were performed with the random simulation method in time domain,including geometric parameters,structural parameters and aerodynamic parameters.Moreover,a wind-induced vibration coefficient was obtained,which can be a reference to the wind-resistance design of reticulated shell structures.The results indicate that the geometric parameters are the most important factor influencing wind-induced responses of the reticulated shell structures;the wind-induced vibration coeffi-cient is 3.0-3.2 for the spherical reticulated shell structures and that is 2.8-3.0 for the cylindrical reticula-ted shell structures,which shows that the wind-induced vibration coefficients of these two kinds of space frames are well-proportioned.展开更多
This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon.Unlike previous works,the dynamic of assets are described by non-Markovian regime-switching models in t...This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon.Unlike previous works,the dynamic of assets are described by non-Markovian regime-switching models in the sense that all the market parameters are predictable with respect to the filtration generated jointly by Markov chain and Brownian motion.The Markov chain is assumed to be independent of Brownian motion,thus the market is incomplete.The authors formulate this problem as a constrained stochastic linear-quadratic optimal control problem.The authors derive closed-form expressions for both the optimal portfolios and the efficient frontier.All the results are different from those in the problem with fixed time horizon.展开更多
In clinical studies,it is often that the medical treatments take a period of time before having an effect on patients and the delayed time may vary from person to person.Even though there exists a rich literature deve...In clinical studies,it is often that the medical treatments take a period of time before having an effect on patients and the delayed time may vary from person to person.Even though there exists a rich literature developing methods to estimate the time-lag period and treatment effects after lag time,most of these existing studies assume a fixed lag time.In this paper,we propose a hazard model incorporating a random treatment time-lag effect to describe the heterogeneous treatment effect among subjects.The EM algorithm is used to obtain the maximum likelihood estimator.We give the asymptotic properties of the proposed estimator and evaluate its performance via simulation studies.An application of the proposed method to real data is provided.展开更多
This paper deals with the problem of planned lead time calculation in a Material Requirement Planning (MRP) environment under stochastic lead times. The objective is to minimize the sum of holding and backlogging co...This paper deals with the problem of planned lead time calculation in a Material Requirement Planning (MRP) environment under stochastic lead times. The objective is to minimize the sum of holding and backlogging costs. The proposed approach is based on discrete time inventory control where the decision variables are integer. Two types of systems are considered: multi-level serial-production and assembly systems. For the serial production systems (one type of component at each level), a mathematical model is suggested. Then, it is proven that this model is equivalent to the well known discrete Newsboy Model. This directly provides the optimal values for the planned lead times. For multilevel assembly systems, a dedicated model is proposed and some properties of the decision variables and objective function are proven. These properties are used to calculate lower and upper limits on the decision variables and lower and upper bounds on the objective function. The obtained limits and bounds open the possibility to develop an efficient optimization algorithm using, for example, a Branch and Bound approach. The paper presents the proposed models in detail with corresponding proofs and se'~eral numerical examples. Some advantages of the suggested models and perspectives of this research are discussed.展开更多
Due to flexible drive-by-wire technology,vehicle stability control can improve handling and lateral stability under extreme conditions.However,this technology can also increase the probability of random transmission d...Due to flexible drive-by-wire technology,vehicle stability control can improve handling and lateral stability under extreme conditions.However,this technology can also increase the probability of random transmission delay.This paper proposes a nonlinear model predictive control(NMPC)strategy to improve vehicle stability and compensate for the random time delay.First,by combining the nonlinear dynamic characteristics and driver behavior,we obtain a stable region of the yaw rate and the sideslip angle under complex driving conditions.Second,an NMPC controller is designed to track the reference values in the identified stable region to improve the handling and lateral stability.Finally,the actuator receives the optimized control sequence and compensates for the random time delay of the transmission channel.CarSim/Simulink simulation and hardware-in-the-loop experiment results show that the proposed controller with dynamic boundary conditions can better track the expected value of the yaw rate and suppress the sideslip angle under low adhesion road conditions.展开更多
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time...A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.展开更多
In this paper we study the one-dimensional reflected backward stochastic differential equations which are driven by Brownian motion as well as a mutually independent martingale appearing in a defaultable setting. Usin...In this paper we study the one-dimensional reflected backward stochastic differential equations which are driven by Brownian motion as well as a mutually independent martingale appearing in a defaultable setting. Using a penalization method, we prove the existence and uniqueness of the solutions to these equations. As an application, we show that under proper assumptions the solution of the reflected equation is the value of the related mixed optimal stopping-control problem.展开更多
We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian rand...We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.展开更多
文摘Differential Power Analysis (DPA) is an effective attack method to break the crypto chips and it has been considered to be a threat to security of information system. With analyzing the prin-ciple of resisting DPA,an available countermeasure based on randomization is proposed in this paper. Time delay is inserted in the operation process and random number is precharged to the circuit during the delay time,the normal schedule is disturbed and the power is randomized. Following this meth-odology,a general DPA resistance random precharge architecture is proposed and DES algorithm following this architecture is implemented. This countermeasure is testified to be efficient to resist DPA.
文摘A fault sensitivity analysis(FSA)-resistance model based on time randomization is proposed.The randomization unit is composed of two parts,namely the configurable register array(R-A)and the decoder(chiefly random number generator,RNG).In this way,registers chosen can be either valid or invalid depending on the configuration information generated by the decoder.Thus,the fault sensitivity information can be confusing.Meanwhile,based on this model,a defensive scheme is designed to resist both fault sensitivity analysis(FSA)and differential power analysis(DPA).This scheme is verified with our experiments.
基金supported by the National Natural Science Foundation of China(NSFC)(GrantNo.62172058)the Hunan ProvincialNatural Science Foundation of China(Grant Nos.2022JJ10052,2022JJ30624).
文摘In the Internet of Things(IoT)system,relay communication is widely used to solve the problem of energy loss in long-distance transmission and improve transmission efficiency.In Body Sensor Network(BSN)systems,biosensors communicate with receiving devices through relay nodes to improve their limited energy efficiency.When the relay node fails,the biosensor can communicate directly with the receiving device by releasing more transmitting power.However,if the remaining battery power of the biosensor is insufficient to enable it to communicate directly with the receiving device,the biosensor will be isolated by the system.Therefore,a new combinatorial analysis method is proposed to analyze the influence of random isolation time(RIT)on system reliability,and the competition relationship between biosensor isolation and propagation failure is considered.This approach inherits the advantages of common combinatorial algorithms and provides a new approach to effectively address the impact of RIT on system reliability in IoT systems,which are affected by competing failures.Finally,the method is applied to the BSN system,and the effect of RIT on the system reliability is analyzed in detail.
基金partially supported by the National Natural Science Foundation of China(NSFC,11101039,11171044,11271045)a cooperation program between NSFC and CNRS of France(11311130103)+1 种基金the Fundamental Research Funds for the Central UniversitiesHunan Provincial Natural Science Foundation of China(11JJ2001)
文摘We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The envi- ronment is supposed to be independent and identically distributed. For A C R, let Zn(A) be the number of particles of generation n located in A. We show central limit theorems for the counting measure Zn (-) with appropriate normalization.
文摘This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation (FFPE) with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.
基金supported by the National High Technology Research and Development Program of China(863 Program)(2007AA04Z102)the National Natural Science Foundation of China(6087407160574077).
文摘As one of the basic inventory cost models, the (Q, τ)inventory cost model of dual suppliers with random procurement lead time is mostly formulated by using the concepts of "effective lead time" and "lead time demand", which may lead to an imprecise inventory cost. Through the real-time statistic of the inventory quantities, this paper considers the precise (Q, τ) inventory cost model of dual supplier procurement by using an infinitesimal dividing method. The traditional modeling method of the inventory cost for dual supplier procurement includes complex procedures. To reduce the complexity effectively, the presented method investigates the statistics properties in real-time of the inventory quantities with the application of the infinitesimal dividing method. It is proved that the optimal holding and shortage costs of dual supplier procurement are less than those of single supplier procurement respectively. With the assumption that both suppliers have the same distribution of lead times, the convexity of the cost function per unit time is proved. So the optimal solution can be easily obtained by applying the classical convex optimization methods. The numerical examples are given to verify the main conclusions.
基金supported by the Scientific Research Foundation of Sichuan University for Young Teachers,China (GrantNo. 2009SCU11120)
文摘A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory: the jumping distance and the waiting time, are replaced by two new ones: the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement (x^2(t)) - t^a is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0 〈 a 〈 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.
基金Supported by the National Natural Science Foundation of China under Grant Nos 11605003 and 11547231
文摘The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9(t) ~ t^γ, 0 ≤ γ 〈 2, and the probability density function ω(t) of a particle's waiting time t follows a power law form for large t: ω(t) ~t^-(1+α), 0 〈 α 〈 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent 7 and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.
基金Supported by the National Natural Science Foundation of China under Grant No 11626047the Foundation for Young Key Teachers of Chengdu University of Technology under Grant No KYGG201414
文摘To describe the energy-dependent characteristics of the reaction-subdiffusion process, we analyze the simple reaction A--→B under subdiffsion with waiting time depending on the preceding jump length, and derive the corresponding master equations in the Fourier Laplace space for the distribution of A and B particles in a continuous time random walk scheme. Moreover, the generalizations of the reaction-diffusion equation for the Gaussian jump length with the probability density function of waiting time being quadratically dependent on the preceding jump length are obtained by applying the derived master equations.
基金The Project Supported by National Natural Science Foundation of China.
文摘A natural generalization of random choice finite difference scheme of Harten and Lax for Courant number larger than 1 is obtained. We handle interactions between neighboring Riemann solvers by linear superposition of their conserved quantities. We show consistency of the scheme for arbitrarily large Courant numbers. For scalar problems the scheme is total variation diminishing.A brief discussion is given for entropy condition.
文摘Traffic flow prediction,as the basis of signal coordination and travel time prediction,has become a research point in the field of transportation.For traffic flow prediction,researchers have proposed a variety of methods,but most of these methods only use the time domain information of traffic flow data to predict the traffic flow,ignoring the impact of spatial correlation on the prediction of target road segment flow,which leads to poor prediction accuracy.In this paper,a traffic flow prediction model called as long short time memory and random forest(LSTM-RF)was proposed based on the combination model.In the process of traffic flow prediction,the long short time memory(LSTM)model was used to extract the time sequence features of the predicted target road segment.Then,the predicted value of LSTM and the collected information of adjacent upstream and downstream sections were simultaneously used as the input features of the random forest model to analyze the spatial-temporal correlation of traffic flow,so as to obtain the final prediction results.The traffic flow data of 132 urban road sections collected by the license plate recognition system in Guiyang City were tested and verified.The results show that the method is better than the single model in prediction accuracy,and the prediction error is obviously reduced compared with the single model.
基金the National Natural Science Foundation of China (Grant No. 50608022)the Foundation of National Science and Technology(GrantNo.2006BAJ03B04)
文摘Aiming at the dynamic response of reticulated shell structures under wind load,systematic parameter analyses on wind-induced responses of Kiewitt6-6 type single-layer spherical reticulated shell structures and three-way grid single-layer cylindrical reticulated shell structures were performed with the random simulation method in time domain,including geometric parameters,structural parameters and aerodynamic parameters.Moreover,a wind-induced vibration coefficient was obtained,which can be a reference to the wind-resistance design of reticulated shell structures.The results indicate that the geometric parameters are the most important factor influencing wind-induced responses of the reticulated shell structures;the wind-induced vibration coeffi-cient is 3.0-3.2 for the spherical reticulated shell structures and that is 2.8-3.0 for the cylindrical reticula-ted shell structures,which shows that the wind-induced vibration coefficients of these two kinds of space frames are well-proportioned.
基金supported by the Natural Science Foundation of China under Grant Nos.11831010,12001319 and 61961160732Shandong Provincial Natural Science Foundation under Grant Nos.ZR2019ZD42 and ZR2020QA025+2 种基金The Taishan Scholars Climbing Program of Shandong under Grant No.TSPD20210302Ruyi Liu acknowledges the Discovery Projects of Australian Research Council(DP200101550)the China Postdoctoral Science Foundation(2021TQ0196)。
文摘This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon.Unlike previous works,the dynamic of assets are described by non-Markovian regime-switching models in the sense that all the market parameters are predictable with respect to the filtration generated jointly by Markov chain and Brownian motion.The Markov chain is assumed to be independent of Brownian motion,thus the market is incomplete.The authors formulate this problem as a constrained stochastic linear-quadratic optimal control problem.The authors derive closed-form expressions for both the optimal portfolios and the efficient frontier.All the results are different from those in the problem with fixed time horizon.
基金Supported by the National Natural Science Foundation of China(Grant No.11971362)。
文摘In clinical studies,it is often that the medical treatments take a period of time before having an effect on patients and the delayed time may vary from person to person.Even though there exists a rich literature developing methods to estimate the time-lag period and treatment effects after lag time,most of these existing studies assume a fixed lag time.In this paper,we propose a hazard model incorporating a random treatment time-lag effect to describe the heterogeneous treatment effect among subjects.The EM algorithm is used to obtain the maximum likelihood estimator.We give the asymptotic properties of the proposed estimator and evaluate its performance via simulation studies.An application of the proposed method to real data is provided.
文摘This paper deals with the problem of planned lead time calculation in a Material Requirement Planning (MRP) environment under stochastic lead times. The objective is to minimize the sum of holding and backlogging costs. The proposed approach is based on discrete time inventory control where the decision variables are integer. Two types of systems are considered: multi-level serial-production and assembly systems. For the serial production systems (one type of component at each level), a mathematical model is suggested. Then, it is proven that this model is equivalent to the well known discrete Newsboy Model. This directly provides the optimal values for the planned lead times. For multilevel assembly systems, a dedicated model is proposed and some properties of the decision variables and objective function are proven. These properties are used to calculate lower and upper limits on the decision variables and lower and upper bounds on the objective function. The obtained limits and bounds open the possibility to develop an efficient optimization algorithm using, for example, a Branch and Bound approach. The paper presents the proposed models in detail with corresponding proofs and se'~eral numerical examples. Some advantages of the suggested models and perspectives of this research are discussed.
基金the National Natural Science Foundation of China(Grants No.62073152,61790564 and Grant U1964202)in part by the Graduate Innovation Fund of Jilin University(Grant No.101832020CX174).
文摘Due to flexible drive-by-wire technology,vehicle stability control can improve handling and lateral stability under extreme conditions.However,this technology can also increase the probability of random transmission delay.This paper proposes a nonlinear model predictive control(NMPC)strategy to improve vehicle stability and compensate for the random time delay.First,by combining the nonlinear dynamic characteristics and driver behavior,we obtain a stable region of the yaw rate and the sideslip angle under complex driving conditions.Second,an NMPC controller is designed to track the reference values in the identified stable region to improve the handling and lateral stability.Finally,the actuator receives the optimized control sequence and compensates for the random time delay of the transmission channel.CarSim/Simulink simulation and hardware-in-the-loop experiment results show that the proposed controller with dynamic boundary conditions can better track the expected value of the yaw rate and suppress the sideslip angle under low adhesion road conditions.
基金Supported in part by the National Natural Science Foundation of China under Grant No.11671115 the Natural Science Foundation of Zhejiang Province under Grant No.LY14A010025
文摘A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.
基金supported by Humanities and Social Science Research Youth Fund of the Ministry of Education (11YJC790015)Economic and Financial Research Department, National Centre for Mathematics and interdisciplinary Sciences, CAS+2 种基金the Innovative Research Team Support Program of Central University of Finance and EconomicsThe second author is supported by the Mathematical Tianyuan Foundation of China(Grant No. 11126050)the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20113207120002)
文摘In this paper we study the one-dimensional reflected backward stochastic differential equations which are driven by Brownian motion as well as a mutually independent martingale appearing in a defaultable setting. Using a penalization method, we prove the existence and uniqueness of the solutions to these equations. As an application, we show that under proper assumptions the solution of the reflected equation is the value of the related mixed optimal stopping-control problem.
基金Supported by National Natural Science Foundation of China(Grant Nos.11131003 and 11201068)985-Project
文摘We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.