The study of a neutron spectrum unfolding method based on particle swarm optimization combined with maximum likelihood expectation maximization

The neutron spectrum unfolding by Bonner sphere spectrometer(BSS) is considered a complex multidimensional model,which requires complex mathematical methods to solve the first kind of Fredholm integral equation. In order to solve the problem of the maximum likelihood expectation maximization(MLEM) algorithm which is easy to suffer the pitfalls of local optima and the particle swarm optimization(PSO) algorithm which is easy to get unreasonable flight direction and step length of particles, which leads to the invalid iteration and affect efficiency and accuracy, an improved PSO-MLEM algorithm, combined of PSO and MLEM algorithm, is proposed for neutron spectrum unfolding. The dynamic acceleration factor is used to balance the ability of global and local search, and improves the convergence speed and accuracy of the algorithm. Firstly, the Monte Carlo method was used to simulated the BSS to obtain the response function and count rates of BSS. In the simulation of count rate, four reference spectra from the IAEA Technical Report Series No. 403 were used as input parameters of the Monte Carlo method. The PSO-MLEM algorithm was used to unfold the neutron spectrum of the simulated data and was verified by the difference of the unfolded spectrum to the reference spectrum. Finally, the 252Cf neutron source was measured by BSS, and the PSO-MLEM algorithm was used to unfold the experimental neutron spectrum.Compared with maximum entropy deconvolution(MAXED), PSO and MLEM algorithm, the PSO-MLEM algorithm has fewer parameters and automatically adjusts the dynamic acceleration factor to solve the problem of local optima. The convergence speed of the PSO-MLEM algorithm is 1.4 times and 3.1 times that of the MLEM and PSO algorithms. Compared with PSO, MLEM and MAXED, the correlation coefficients of PSO-MLEM algorithm are increased by 33.1%, 33.5% and 1.9%, and the relative mean errors are decreased by 98.2%, 97.8% and 67.4%.

Analysis of Incomplete Data of Accelerated Life Testing with Competing Failure Modes

Data obtained from accelerated life testing （ALT） when there are two or more failure modes, which is commonly referred to as competing failure modes, are often incomplete. The incompleteness is mainly due to censoring, as well as masking which might be the case that the failure time is observed, but its corresponding failure mode is not identified. Because the identification of the failure mode may be expensive, or very difficult to investigate due to lack of appropriate diagnostics. A method is proposed for analyzing incomplete data of constant stress ALT with competing failure modes. It is assumed that failure modes have s-independent latent lifetimes and the log lifetime of each failure mode can be written as a linear function of stress. The parameters of the model are estimated by using the expectation maximum （EM） algorithm with incomplete data. Simulation studies are performed to check＇model validity and investigate the properties of estimates. For further validation, the method is also illustrated by an example, which shows the process of analyze incomplete data from ALT of some insulation system. Because of considering the incompleteness of data in modeling and making use of the EM algorithm in estimating, the method becomes more flexible in ALT analysis.

The Maximum Surplus before Ruin and Related Problems in a Jump-Diffusion Renewal Risk Process

In this paper, we investigate a Sparre Andersen risk model perturbed by diffusion with phase-type inter-claim times. We mainly study the distribution of maximum surplus prior to ruin. A matrix form of integro-differential equation for this quantity is derived, and its solution can be expressed as a linear combination of particular solutions of the corresponding homogeneous integro-differential equations. By using the divided differences technique and nonnegative real part roots of Lundberg＇s equation, the explicit Laplace transforms of particular solutions are obtained. Specially, we can deduce closed-form results as long as the individual claim size is rationally distributed. We also give a concise matrix expression for the expected discounted dividend payments under a barrier dividend strategy. Finally, we give some examples to present our main results.