In this study,the gamma-ray spectrum of single elemental capture spectrum log was simulated.By numerical simulation we obtain a single-element neutron capture gamma spectrum.The neutron and photon transportable proces...In this study,the gamma-ray spectrum of single elemental capture spectrum log was simulated.By numerical simulation we obtain a single-element neutron capture gamma spectrum.The neutron and photon transportable processes were simulated using the Monte Carlo N-Particle Transport Code System(MCNP),where an Am–Be neutron source generated the neutrons and thermal neutron capture reactions with the stratigraphic elements.The characteristic gamma rays and the standard gamma spectra were recorded,from analyzing of the characteristic spectra analysis we obtain the ten elements in the stratum,such as Si,Ca,Fe,S,Ti,Al,K,Na,Cl,and Ba.Comparing with single elemental capture gamma spectrum of Schlumberger,the simulated characteristic peak and the spectral change results are in good agreement with Schlumberger.The characteristic peak positions observed also consistent with the data obtained from the National Nuclear Data Center of the International Atomic Energy Agency.The neutron gamma spectrum results calculated using this simple method have practical applications.They also serve as an reference for data processing using other types of element logging tools.展开更多
针对在结构损伤诊断过程中存在的不确定性和对称结构损伤参数难以识别的问题,以梁损伤前后两阶频率变化平方比为基础损伤指标,采用对基础损伤指标进行积分处理的方法,构建新的损伤指标。基于贝叶斯结构损伤诊断理论,建立损伤参数的后验...针对在结构损伤诊断过程中存在的不确定性和对称结构损伤参数难以识别的问题,以梁损伤前后两阶频率变化平方比为基础损伤指标,采用对基础损伤指标进行积分处理的方法,构建新的损伤指标。基于贝叶斯结构损伤诊断理论,建立损伤参数的后验概率分布。采用马尔科夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)方法解决贝叶斯方程中存在的高维积分问题。仿真和算例分析说明,该方法可实现对损伤参数的有效估计。展开更多
为研究快中子照相技术(FNR)在武器质量检测中的可行性,以公开的武器模型数据建立模拟模型,利用Monte Carlo(MC)方法对快中子照相在武器质量检测中的安全性进行评估,由评估数据得出在14.1 Me V快中子累计照射2×10~8n条件下,铀、钚...为研究快中子照相技术(FNR)在武器质量检测中的可行性,以公开的武器模型数据建立模拟模型,利用Monte Carlo(MC)方法对快中子照相在武器质量检测中的安全性进行评估,由评估数据得出在14.1 Me V快中子累计照射2×10~8n条件下,铀、钚两种裂变材料损伤极小。同时,参考国外研究模型和预设缺陷,设计加工了类比模型实验样品,通过实验和模拟相结合的方式对武器检测中可能出现的内部狭缝、圆孔和中心位移等问题进行研究。实验结果表明FNR可以识别5 mm钢包裹条件下的1 mm的狭缝缺陷。模拟结果显示FNR可以实现对特定厚度的特殊材料进行中心位移缺陷诊断,模拟评估和实验结果表明快中子照相技术在武器质量检测中具有可行性。展开更多
为保障电动车辆的可靠性和安全性,提出了一种dropout Monte Carlo(dropout-MC)递归神经网络的锂离子动力电池系统的剩余寿命(RUL)预测方法。以等电压充电时间间隔作为间接健康因子,考虑外部干扰和容量再生现象的影响,以变分模态分解(VMD...为保障电动车辆的可靠性和安全性,提出了一种dropout Monte Carlo(dropout-MC)递归神经网络的锂离子动力电池系统的剩余寿命(RUL)预测方法。以等电压充电时间间隔作为间接健康因子,考虑外部干扰和容量再生现象的影响,以变分模态分解(VMD)来获得电池退化趋势。以改进的递归神经网络模型——长短时间序列(LSTM)来获得剩余寿命预测。以dropout-MC采样方法来表征锂离子电池剩余寿命的不确定性,并获得锂离子电池RUL的95%置信区间。结果表明:相较于传统的极限学习机(ELM)方法和非线性自回归神经网络(NARX)方法,该文方法的剩余寿命预测性能指标均低于2.4%。因而,该方法具有优越的预测性能,且获得预测的置信区间。展开更多
To perform structure buckling and reliability analysis on supercavitating vehicles with high velocity in the submarine,supercavitating vehicles were simplified as variable cross section beam firstly.Then structural bu...To perform structure buckling and reliability analysis on supercavitating vehicles with high velocity in the submarine,supercavitating vehicles were simplified as variable cross section beam firstly.Then structural buckling analysis of supercavitating vehicles with or without engine thrust was conducted,and the structural buckling safety margin equation of supercavitating vehicles was established.The indefinite information was described by interval set and the structure reliability analysis was performed by using non-probabilistic reliability method.Considering interval variables as random variables which satisfy uniform distribution,the Monte-Carlo method was used to calculate the non-probabilistic failure degree.Numerical examples of supercavitating vehicles were presented.Under different ratios of base diameter to cavitator diameter,the change tendency of non-probabilistic failure degree of structural buckling of supercavitating vehicles with or without engine thrust was studied along with the variety of speed.展开更多
Two novel adaptive distributed target detectors, the range frequency domain-Rao （RFD-Rao） and range frequency domain-Wald （RFD-Wald） tests are proposed in this work. The application methods for these tests conside...Two novel adaptive distributed target detectors, the range frequency domain-Rao （RFD-Rao） and range frequency domain-Wald （RFD-Wald） tests are proposed in this work. The application methods for these tests consider a partially homogeneous disturbance environment and a target range walking effect in a coherent processing interval （CPI）. The asymptotic performance of the detectors is analyzed, and the constant false alarm rate （CFAR） properties with respect to the clutter covariance matrix and power level are shown. The performances of the proposed adaptive detectors are assessed through Monte-Carlo simulations, and the results are presented to demonstrate the effectiveness of the proposed detection algorithms compared to those of similar existing detectors.展开更多
An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is...An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.展开更多
An aggregate generation and packing algorithm based on Monte-Carlo method is developed to express the aggregate random distribution in cement concrete. A mesoscale model is proposed on the basis of the algorithm. In t...An aggregate generation and packing algorithm based on Monte-Carlo method is developed to express the aggregate random distribution in cement concrete. A mesoscale model is proposed on the basis of the algorithm. In this model, the concrete con- sists of three parts, namely coarse aggregate, cement matrix and the interracial transition zone （ITZ） between them. To verify the proposed model, a three-point bending beam test was performed and a series of two-dimensional mesoscale concrete mod- els were generated for crack behavior investigation. The results indicate that the numerical model proposed in this study is helpful in modeling crack behavior of concrete, and that treating concrete as heterogeneous material is very important in frac- ture modeling.展开更多
There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partia...There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston's.It is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method,and pricing the underlying asset by a partial differential equation with random coefficients,derived by Ito calculus.This strategy is investigated for vanilla options,barrier options and American options with stochastic volatilities and jumps optionally.展开更多
基金supported by The National S&T Major Special Project(No.2011ZX05020-008)
文摘In this study,the gamma-ray spectrum of single elemental capture spectrum log was simulated.By numerical simulation we obtain a single-element neutron capture gamma spectrum.The neutron and photon transportable processes were simulated using the Monte Carlo N-Particle Transport Code System(MCNP),where an Am–Be neutron source generated the neutrons and thermal neutron capture reactions with the stratigraphic elements.The characteristic gamma rays and the standard gamma spectra were recorded,from analyzing of the characteristic spectra analysis we obtain the ten elements in the stratum,such as Si,Ca,Fe,S,Ti,Al,K,Na,Cl,and Ba.Comparing with single elemental capture gamma spectrum of Schlumberger,the simulated characteristic peak and the spectral change results are in good agreement with Schlumberger.The characteristic peak positions observed also consistent with the data obtained from the National Nuclear Data Center of the International Atomic Energy Agency.The neutron gamma spectrum results calculated using this simple method have practical applications.They also serve as an reference for data processing using other types of element logging tools.
文摘针对在结构损伤诊断过程中存在的不确定性和对称结构损伤参数难以识别的问题,以梁损伤前后两阶频率变化平方比为基础损伤指标,采用对基础损伤指标进行积分处理的方法,构建新的损伤指标。基于贝叶斯结构损伤诊断理论,建立损伤参数的后验概率分布。采用马尔科夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)方法解决贝叶斯方程中存在的高维积分问题。仿真和算例分析说明,该方法可实现对损伤参数的有效估计。
文摘为保障电动车辆的可靠性和安全性,提出了一种dropout Monte Carlo(dropout-MC)递归神经网络的锂离子动力电池系统的剩余寿命(RUL)预测方法。以等电压充电时间间隔作为间接健康因子,考虑外部干扰和容量再生现象的影响,以变分模态分解(VMD)来获得电池退化趋势。以改进的递归神经网络模型——长短时间序列(LSTM)来获得剩余寿命预测。以dropout-MC采样方法来表征锂离子电池剩余寿命的不确定性,并获得锂离子电池RUL的95%置信区间。结果表明:相较于传统的极限学习机(ELM)方法和非线性自回归神经网络(NARX)方法,该文方法的剩余寿命预测性能指标均低于2.4%。因而,该方法具有优越的预测性能,且获得预测的置信区间。
基金Sponsored by the National High-Tech Research and Development Program of China(863 Program)(Grant No. 2006AA04Z410)
文摘To perform structure buckling and reliability analysis on supercavitating vehicles with high velocity in the submarine,supercavitating vehicles were simplified as variable cross section beam firstly.Then structural buckling analysis of supercavitating vehicles with or without engine thrust was conducted,and the structural buckling safety margin equation of supercavitating vehicles was established.The indefinite information was described by interval set and the structure reliability analysis was performed by using non-probabilistic reliability method.Considering interval variables as random variables which satisfy uniform distribution,the Monte-Carlo method was used to calculate the non-probabilistic failure degree.Numerical examples of supercavitating vehicles were presented.Under different ratios of base diameter to cavitator diameter,the change tendency of non-probabilistic failure degree of structural buckling of supercavitating vehicles with or without engine thrust was studied along with the variety of speed.
基金Project（61771367） supported by the National Natural Science Foundation of China
文摘Two novel adaptive distributed target detectors, the range frequency domain-Rao （RFD-Rao） and range frequency domain-Wald （RFD-Wald） tests are proposed in this work. The application methods for these tests consider a partially homogeneous disturbance environment and a target range walking effect in a coherent processing interval （CPI）. The asymptotic performance of the detectors is analyzed, and the constant false alarm rate （CFAR） properties with respect to the clutter covariance matrix and power level are shown. The performances of the proposed adaptive detectors are assessed through Monte-Carlo simulations, and the results are presented to demonstrate the effectiveness of the proposed detection algorithms compared to those of similar existing detectors.
基金Funded by the Natural Science Foundation of China under Grant No.10571065.
文摘An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.
基金supported by the Specialized Research Fund for the Doctoral Program (SRFDP) of Higher Education of China (Grant No.20100092110049)Jiangsu Provincial Science Foundation Program of China (Grant No. BK2009259)+1 种基金the National Basic Research Program of China ("973" Project) (Grant No. 2009CB623202)the National Natural Science Foundation of China (Grant No. 11072060)
文摘An aggregate generation and packing algorithm based on Monte-Carlo method is developed to express the aggregate random distribution in cement concrete. A mesoscale model is proposed on the basis of the algorithm. In this model, the concrete con- sists of three parts, namely coarse aggregate, cement matrix and the interracial transition zone （ITZ） between them. To verify the proposed model, a three-point bending beam test was performed and a series of two-dimensional mesoscale concrete mod- els were generated for crack behavior investigation. The results indicate that the numerical model proposed in this study is helpful in modeling crack behavior of concrete, and that treating concrete as heterogeneous material is very important in frac- ture modeling.
文摘There is a need for very fast option pricers when the financial objects are modeled by complex systems of stochastic differential equations.Here the authors investigate option pricers based on mixed Monte-Carlo partial differential solvers for stochastic volatility models such as Heston's.It is found that orders of magnitude in speed are gained on full Monte-Carlo algorithms by solving all equations but one by a Monte-Carlo method,and pricing the underlying asset by a partial differential equation with random coefficients,derived by Ito calculus.This strategy is investigated for vanilla options,barrier options and American options with stochastic volatilities and jumps optionally.
