在相关系数平稳过程的基础上,提出了基于MCMC(Markov Chain Monte Carlo)方法来估计多维相关系数平稳序列模型的参数;给出基于贝叶斯估计的多维相关系数平稳序列模型参数的算法;在无先验信息条件下,模拟验证了用此方法估计二维相关系数...在相关系数平稳过程的基础上,提出了基于MCMC(Markov Chain Monte Carlo)方法来估计多维相关系数平稳序列模型的参数;给出基于贝叶斯估计的多维相关系数平稳序列模型参数的算法;在无先验信息条件下,模拟验证了用此方法估计二维相关系数平稳序列模型参数的有效性。展开更多
针对传统动态概率潮流(dynamic probability power flow,DPPF)计算结果存在的保守性问题,提出一种计及风速预测误差时空相关性的DPPF计算方法。首先,采用自相关系数平稳过程描述输入变量的预测误差过程,利用非参数核密度估计直接根据预...针对传统动态概率潮流(dynamic probability power flow,DPPF)计算结果存在的保守性问题,提出一种计及风速预测误差时空相关性的DPPF计算方法。首先,采用自相关系数平稳过程描述输入变量的预测误差过程,利用非参数核密度估计直接根据预测误差历史数据拟合得到预测误差分布;其次,基于等概率变换理论和Nataf变换技术得到具有时空相关性的误差样本。最后,通过基于拉丁超立方采样的蒙特卡罗模拟法进行DPPF计算,得到节点电压幅值和支路潮流的数字特征和动态概率分布。采用IEEE 14节点和IEEE 118节点系统进行仿真,验证了算法准确性和效率。展开更多
By taking into account thermic emission current from hot dust surface, the problem involved in dust charging and levitation of dust grains in plasma sheath has been researched. The results are compared to that without...By taking into account thermic emission current from hot dust surface, the problem involved in dust charging and levitation of dust grains in plasma sheath has been researched. The results are compared to that without including thermal emission current while the system parameters are same. It is found that the thermal emission current has played a significant role on modifying the dust charging and balance levitations. Both of the charging numbers of dust and the dust radius in balance are dramatically reduced. The stability of dust levitation is also analyzed and discussed.展开更多
This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 e...This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 equation for the amplitude of the system. The corresponding Fokker-Planck-Kolmogorov equation governing the evolutionary probability density function is deduced. Then, the approximate solution of the Fokker-Planck-Kolmogorov equation is derived by applying the Galerkin method. The solution is expressed as a sum of a series of expansion in terms of a set of proper basis functions with time- depended coefficients. Finally, an example is given to illustrate the proposed procedure. The validity of the proposed method is confirmed by Monte Carlo Simulation.展开更多
文摘针对传统动态概率潮流(dynamic probability power flow,DPPF)计算结果存在的保守性问题,提出一种计及风速预测误差时空相关性的DPPF计算方法。首先,采用自相关系数平稳过程描述输入变量的预测误差过程,利用非参数核密度估计直接根据预测误差历史数据拟合得到预测误差分布;其次,基于等概率变换理论和Nataf变换技术得到具有时空相关性的误差样本。最后,通过基于拉丁超立方采样的蒙特卡罗模拟法进行DPPF计算,得到节点电压幅值和支路潮流的数字特征和动态概率分布。采用IEEE 14节点和IEEE 118节点系统进行仿真,验证了算法准确性和效率。
文摘By taking into account thermic emission current from hot dust surface, the problem involved in dust charging and levitation of dust grains in plasma sheath has been researched. The results are compared to that without including thermal emission current while the system parameters are same. It is found that the thermal emission current has played a significant role on modifying the dust charging and balance levitations. Both of the charging numbers of dust and the dust radius in balance are dramatically reduced. The stability of dust levitation is also analyzed and discussed.
基金supported by the National Natural Science Foundation of China (Grant Nos. 10872165 and 10932009)
文摘This paper deals with the approximate nonstationary probability density of a class of nonlinear vibrating system excited by colored noise. First, the stochastic averaging method is adopted to obtain the averaged It6 equation for the amplitude of the system. The corresponding Fokker-Planck-Kolmogorov equation governing the evolutionary probability density function is deduced. Then, the approximate solution of the Fokker-Planck-Kolmogorov equation is derived by applying the Galerkin method. The solution is expressed as a sum of a series of expansion in terms of a set of proper basis functions with time- depended coefficients. Finally, an example is given to illustrate the proposed procedure. The validity of the proposed method is confirmed by Monte Carlo Simulation.
