A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for produc...A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.展开更多
To improve the ensemble prediction system of the tropical regional atmosphere model for the South China Sea(TREPS) in predicting landfalling tropical cyclones(TCs), the impacts of three new implementing strategies for...To improve the ensemble prediction system of the tropical regional atmosphere model for the South China Sea(TREPS) in predicting landfalling tropical cyclones(TCs), the impacts of three new implementing strategies for surface and model physics perturbations in TREPS were evaluated for 19 TCs making landfall in China during 2014–16. For sea surface temperature(SST) perturbations, spatially uncorrelated random perturbations were replaced with spatially correlated ones. The multiplier f, which is used to form perturbed tendency in the Stochastically Perturbed Parameterization Tendency(SPPT) scheme, was inflated in regions with evident convective activity(f-inflated SPPT). Lastly, the Stochastically Perturbed Parameterization(SPP) scheme with 14 perturbed parameters selected from the planetary boundary layer, surface layer, microphysics, and cumulus convection parameterizations was added. Overall, all these methods improved forecasts more significantly for non-intensifying than intensifying TCs. Compared with f-inflated SPPT,the spatially correlated SST perturbations generally showed comparable performance but were more(less) skillful for intensifying(non-intensifying) TCs. The advantages of the spatially correlated SST perturbations and f-inflated SPPT were mainly present in the deterministic guidance for both TC track and wind and in the probabilistic guidance for reliability of wind. For intensifying TCs, adding SPP led to mixed impacts with significant improvements in probability-matched mean of modest winds and in probabilistic forecasts of rainfall;while for non-intensifying TCs, adding SPP frequently led to positive impacts on the deterministic guidance for track, intensity, strong winds, and moderate rainfall and on the probabilistic guidance for wind and discrimination of rainfall.展开更多
Among the different available wind sources, i.e. in situ measurements, numeric weather models, the retrieval of wind speed from Synthetic Aperture Radar (SAR) data is one of the most widely used methods, since it can ...Among the different available wind sources, i.e. in situ measurements, numeric weather models, the retrieval of wind speed from Synthetic Aperture Radar (SAR) data is one of the most widely used methods, since it can give high wind resolution cells. For this purpose, one can find two principal approaches: via electromagnetic (EM) models and empirical (EP) models. In both approaches, the Geophysical Model Functions (GMFs) are used to describe the relation of radar scattering, wind speed, and the geometry of observations. By knowing radar scattering and geometric parameters, it is possible to invert the GMFs to retrieve wind speed. It is very interesting to compare wind speed estimated by the EM models, general descriptions of radar scattering from sea surface, to the one estimated by the EP models, specific descriptions for the inverse problem. Based on the comparisons, some ideas are proposed to improve the performance of the EM models for wind speed retrieval.展开更多
In this paper, the insurance company considers venture capital and risk-free investment in a constant proportion. The surplus process is perturbed by diffusion. At first, the integro-differential equations satisfied b...In this paper, the insurance company considers venture capital and risk-free investment in a constant proportion. The surplus process is perturbed by diffusion. At first, the integro-differential equations satisfied by the expected discounted dividend payments and the Gerber-Shiu function are derived. Then, the approximate solutions of the integro-differential equations are obtained through the sinc method. Finally, the numerical examples are given when the claim sizes follow different distributions. Furthermore, the errors between the explicit solution and the numerical solution are discussed in a special case.展开更多
Background The China Spallation Neutron Source(CSNS)accelerator employs Open XAL as the control software in beam commissioning.The main magnets of CSNS/RCS have serious fringe field effect;however,there is not corresp...Background The China Spallation Neutron Source(CSNS)accelerator employs Open XAL as the control software in beam commissioning.The main magnets of CSNS/RCS have serious fringe field effect;however,there is not corresponding model for fringe field in Open XAL.Purpose The purpose is to develop a suitable model for fringe field and append to the online model of Open XAL.Methods On the basis of the requirements of beam commissioning and model features of Open XAL,a perturbation model was developed to correct the effect of fringe field.Results The comparison of the parameters calculated by slice model with the values obtained from Open XAL with perturbation model showed the validity of the model.Furthermore,with the response matrix method,the values obtained from Open XAL with perturbation model were very close to the measured response matrices,which showed the accuracy of the model.Conclusion The perturbation model is effective for correcting the fringe field effect in Open XAL.展开更多
This paper presents a mixed H21H∞ control using fuzzy singularly perturbed model (FSPM) with multiple perturbation parameters. Since FSPM with multiple perturbation parameters is an extension of models with a singl...This paper presents a mixed H21H∞ control using fuzzy singularly perturbed model (FSPM) with multiple perturbation parameters. Since FSPM with multiple perturbation parameters is an extension of models with a single perturbation parameter, the theoretical results are applicable to a larger class of systems described by multiple time scale nonlinear models, such as flying aircraft and flexible space robots. The parameter-independent solution of the mixed H21H∞ controller was obtained in the form of linear matrix inequalities (LMIs). The application of this approach to gust load alleviation of a flying vehicle verifies its effectiveness and flexibility.展开更多
In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as ...In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.展开更多
Based on a small perturbation stability model for periodic flow,the effects of inlet total temperature ramp distortion on the axial compressor are investigated and the compressor stability is quantitatively evaluated....Based on a small perturbation stability model for periodic flow,the effects of inlet total temperature ramp distortion on the axial compressor are investigated and the compressor stability is quantitatively evaluated.In the beginning,a small perturbation stability model for the periodic flow in compressors is proposed,referring to the governing equations of the Harmonic Balance Method.This stability model is validated on a single-stage low-speed compressor TA36 with uniform inlet flow.Then,the unsteady flow of TA36 with different inlet total temperature ramps and constant back pressure is simulated based on the Harmonic Balance Method.Based on these simulations,the compressor stability is analyzed using the proposed small perturbation model.Further,the Dynamic Mode Decomposition method is employed to accurately extract pressure oscillations.The two parameters of the temperature ramp,ramp rate and Strouhal number,are discussed in this paper.The results indicate the occurrence and extension of hysteresis loops in the rows,and a decrease in compressor stability with increasing ramp rate.Compressor performance is divided into two phases,stable and limit,based on the ramp rate.Furthermore,the model predictions suggest that a decrease in period length and an increase in Strouhal number lead to improved compressor stability.The DMD results imply that for compressors with inlet temperature ramp distortion,the increase of high-order modes and oscillations at the rotor tip is always the signal of decreasing stability.展开更多
This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid ...This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as dividend.In this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly derived.When the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also obtained.Finally,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given.展开更多
This study investigates the perturbed Chen–Lee–Liu model that represents the propagation of an optical pulse in plasma and optical fiber.The generalized exponential rational function method is used for this purpose....This study investigates the perturbed Chen–Lee–Liu model that represents the propagation of an optical pulse in plasma and optical fiber.The generalized exponential rational function method is used for this purpose.As a result,we obtain some non-trivial solutions such as the optical singular,periodic,hyperbolic,exponential,trigonometric soliton solutions.We aim to express the pulse propagation of the generated solutions,by taking specific values for the free parameters existed in the obtained solutions.The obtained results show that the generalized exponential rational function technique is applicable,simple and effective to get the solutions of nonlinear engineering and physical problems.Moreover,the acquired solutions display rich dynamical evolutions that are important in practical applications.展开更多
This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of...This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented.展开更多
This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative p...This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen (2008).展开更多
基金Supported by the National Natural Science Foundation of China (60404012, 60674064), UK EPSRC (GR/N13319 and GR/R10875), the National High Technology Research and Development Program of China (2007AA04Z193), New Star of Science and Technology of Beijing City (2006A62), and IBM China Research Lab 2007 UR-Program.
文摘A batch-to-batch optimal iterative learning control (ILC) strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation (LTVP) model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.
基金sponsored by the National Key R&D Program of China through Grant No. 2017YFC1501603the National Natural Science Foundation of China through Grant No. 41975136the Guangdong Basic and Applied Basic Research Foundation through Grant No. 2019A1515011118。
文摘To improve the ensemble prediction system of the tropical regional atmosphere model for the South China Sea(TREPS) in predicting landfalling tropical cyclones(TCs), the impacts of three new implementing strategies for surface and model physics perturbations in TREPS were evaluated for 19 TCs making landfall in China during 2014–16. For sea surface temperature(SST) perturbations, spatially uncorrelated random perturbations were replaced with spatially correlated ones. The multiplier f, which is used to form perturbed tendency in the Stochastically Perturbed Parameterization Tendency(SPPT) scheme, was inflated in regions with evident convective activity(f-inflated SPPT). Lastly, the Stochastically Perturbed Parameterization(SPP) scheme with 14 perturbed parameters selected from the planetary boundary layer, surface layer, microphysics, and cumulus convection parameterizations was added. Overall, all these methods improved forecasts more significantly for non-intensifying than intensifying TCs. Compared with f-inflated SPPT,the spatially correlated SST perturbations generally showed comparable performance but were more(less) skillful for intensifying(non-intensifying) TCs. The advantages of the spatially correlated SST perturbations and f-inflated SPPT were mainly present in the deterministic guidance for both TC track and wind and in the probabilistic guidance for reliability of wind. For intensifying TCs, adding SPP led to mixed impacts with significant improvements in probability-matched mean of modest winds and in probabilistic forecasts of rainfall;while for non-intensifying TCs, adding SPP frequently led to positive impacts on the deterministic guidance for track, intensity, strong winds, and moderate rainfall and on the probabilistic guidance for wind and discrimination of rainfall.
文摘Among the different available wind sources, i.e. in situ measurements, numeric weather models, the retrieval of wind speed from Synthetic Aperture Radar (SAR) data is one of the most widely used methods, since it can give high wind resolution cells. For this purpose, one can find two principal approaches: via electromagnetic (EM) models and empirical (EP) models. In both approaches, the Geophysical Model Functions (GMFs) are used to describe the relation of radar scattering, wind speed, and the geometry of observations. By knowing radar scattering and geometric parameters, it is possible to invert the GMFs to retrieve wind speed. It is very interesting to compare wind speed estimated by the EM models, general descriptions of radar scattering from sea surface, to the one estimated by the EP models, specific descriptions for the inverse problem. Based on the comparisons, some ideas are proposed to improve the performance of the EM models for wind speed retrieval.
基金supported by the National Natural Science Foundation of China (No. 71801085)。
文摘In this paper, the insurance company considers venture capital and risk-free investment in a constant proportion. The surplus process is perturbed by diffusion. At first, the integro-differential equations satisfied by the expected discounted dividend payments and the Gerber-Shiu function are derived. Then, the approximate solutions of the integro-differential equations are obtained through the sinc method. Finally, the numerical examples are given when the claim sizes follow different distributions. Furthermore, the errors between the explicit solution and the numerical solution are discussed in a special case.
文摘Background The China Spallation Neutron Source(CSNS)accelerator employs Open XAL as the control software in beam commissioning.The main magnets of CSNS/RCS have serious fringe field effect;however,there is not corresponding model for fringe field in Open XAL.Purpose The purpose is to develop a suitable model for fringe field and append to the online model of Open XAL.Methods On the basis of the requirements of beam commissioning and model features of Open XAL,a perturbation model was developed to correct the effect of fringe field.Results The comparison of the parameters calculated by slice model with the values obtained from Open XAL with perturbation model showed the validity of the model.Furthermore,with the response matrix method,the values obtained from Open XAL with perturbation model were very close to the measured response matrices,which showed the accuracy of the model.Conclusion The perturbation model is effective for correcting the fringe field effect in Open XAL.
基金Supported by the National High-Tech Research and Development (863) Program of China (No. 2010AA7050202)
文摘This paper presents a mixed H21H∞ control using fuzzy singularly perturbed model (FSPM) with multiple perturbation parameters. Since FSPM with multiple perturbation parameters is an extension of models with a single perturbation parameter, the theoretical results are applicable to a larger class of systems described by multiple time scale nonlinear models, such as flying aircraft and flexible space robots. The parameter-independent solution of the mixed H21H∞ controller was obtained in the form of linear matrix inequalities (LMIs). The application of this approach to gust load alleviation of a flying vehicle verifies its effectiveness and flexibility.
基金supported by National Ba-sic Research Program of China (973 Program, 2007CB814905)the Natural Science Foundation of China(10871102)
文摘In this article, we consider the perturbed classical surplus model. We study the probability that ruin occurs at each instant of claims, the probability that ruin occurs between two consecutive claims occurrences, as well as the distribution of the ruin time that lies in between two consecutive claims. We give some finite expressions depending on derivatives for Laplace transforms, which can allow computation of the probabilities concerning with claim occurrences. Further, we present some insight on the shapes of probability functions involved.
基金supported by National Natural Science Foundation of China(NSFC Grant Nos.52306036,52325602)Science Center for Gas Turbine Project(P2022-A-Ⅱ-002-001,P2022-C-Ⅱ-003-001)+3 种基金Project funded by China Postdoctoral Science Foundation(2022M720346)National Science and Technology Major Project(Y2022-Ⅱ-0003-0006,Y2022-Ⅱ-0002-0005).Alsothe research is supported by the Key Laboratory of Pre-Research Management Centre(No.6142702200101)the Fundamental Research Funds for the Central Universities(YWF-23-Q-1009,YWF-23-Q-1065)。
文摘Based on a small perturbation stability model for periodic flow,the effects of inlet total temperature ramp distortion on the axial compressor are investigated and the compressor stability is quantitatively evaluated.In the beginning,a small perturbation stability model for the periodic flow in compressors is proposed,referring to the governing equations of the Harmonic Balance Method.This stability model is validated on a single-stage low-speed compressor TA36 with uniform inlet flow.Then,the unsteady flow of TA36 with different inlet total temperature ramps and constant back pressure is simulated based on the Harmonic Balance Method.Based on these simulations,the compressor stability is analyzed using the proposed small perturbation model.Further,the Dynamic Mode Decomposition method is employed to accurately extract pressure oscillations.The two parameters of the temperature ramp,ramp rate and Strouhal number,are discussed in this paper.The results indicate the occurrence and extension of hysteresis loops in the rows,and a decrease in compressor stability with increasing ramp rate.Compressor performance is divided into two phases,stable and limit,based on the ramp rate.Furthermore,the model predictions suggest that a decrease in period length and an increase in Strouhal number lead to improved compressor stability.The DMD results imply that for compressors with inlet temperature ramp distortion,the increase of high-order modes and oscillations at the rotor tip is always the signal of decreasing stability.
基金supported by the National Natural Science Foundation of China under Grant No.11371321the Key Research Base for Humanities and Social Sciences of Zhejiang Provincial High Education Talents(Statistics of Zhejiang Gongshang University)
文摘This paper considers the dividend problems in the perturbed compound Poisson risk model.Assume that dividends can only be paid at the observation time when the surplus exceeds the barrier level and the excess is paid as dividend.In this paper,integro-differential equations for the expected discounted dividends until ruin and the Laplace transform of ruin time are firstly derived.When the claim is exponentially distributed,explicit expressions for the expected discounted dividends until ruin and the Laplace transform of ruin time are also obtained.Finally,the optimal dividend barrier which maximizes the expected discounted dividends until ruin is given.
文摘This study investigates the perturbed Chen–Lee–Liu model that represents the propagation of an optical pulse in plasma and optical fiber.The generalized exponential rational function method is used for this purpose.As a result,we obtain some non-trivial solutions such as the optical singular,periodic,hyperbolic,exponential,trigonometric soliton solutions.We aim to express the pulse propagation of the generated solutions,by taking specific values for the free parameters existed in the obtained solutions.The obtained results show that the generalized exponential rational function technique is applicable,simple and effective to get the solutions of nonlinear engineering and physical problems.Moreover,the acquired solutions display rich dynamical evolutions that are important in practical applications.
基金supported by the National Science Foundation of China under Grant No.11071182the fund of Nanjing University of Information Science and Technology under Grant No.Y627
文摘This paper considers the nonstandard renewal risk model in which a part of surplus is invested into a Black-Scholes market whose price process is modelled by a geometric Brownian motion, claim sizes form a sequence of not necessarily identically distributed and pairwise quasi-asymptotically independent random variables with dominatedly-varying tails.The authors obtain a weakly asymptotic formula for the finite-time and infinite-time ruin probabilities.In particular,if the claims are identically distributed and consistently-varying tailed,then an asymptotic formula is presented.
基金supported by the National Natural Science Foundation of China under Grant No.11171179the Research Fund for the Doctoral Program of Higher Education of China under Grant No.20093705110002
文摘This paper studies the complete monotonicity of the probability of ruin in the the classical risk model and the classical risk model that is perturbed by a diffusion. As a byproduct, the authors give an alternative proof to a result on the optimal dividend problem due to Loeffen (2008).