Research on strategic risk identification method of equipment system development based on system dynamics

Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of strategic risk of equip-ment system development is analyzed and classified.Based on this,a causal loop diagram of strategic risk of equipment sys-tem development based on system dynamics is established.The system dynamics analysis software Vensim PLE is used to carry out the risk influencing factors analysis,risk consequences ana-lysis,risk feedback loop identification and corresponding pre-control measures,and achieves a good risk identification effect.

ANTICIPATED BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH JUMPS AND APPLICATIONS TO DYNAMIC RISK MEASURES

In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.

A dynamic credit risk assessment model with data mining techniques:evidence from Iranian banks

Giving loans and issuing credit cards are two of the main concerns of banks in that they include the risks of non-payment.According to the Basel 2 guidelines,banks need to develop their own credit risk assessment systems.Some banks have such systems;nevertheless they have lost a large amount of money simply because the models they used failed to accurately predict customers’defaults.Traditionally,banks have used static models with demographic or static factors to model credit risk patterns.However,economic factors are not independent of political fluctuations,and as the political environment changes,the economic environment evolves with it.This has been especially evident in Iran after the 2008-2016 USA sanctions,as many previously reliable customers became unable to repay their debt(i.e.,became bad customers).Nevertheless,a dynamic model that can accommodate fluctuating politicoeconomic factors has never been developed.In this paper,we propose a model that can accommodate factors associated with politico-economic crises.Human judgement is removed from the customer evaluation process.We used a fuzzy inference system to create a rule base using a set of uncertainty predictors.First,we train an adaptive network-based fuzzy inference system(ANFIS)using monthly data from a customer profile dataset.Then,using the newly defined factors and their underlying rules,a second round of assessment begins in a fuzzy inference system.Thus,we present a model that is both more flexible to politico-economic factors and can yield results that are max compatible with real-life situations.Comparison between the prediction made by proposed model and a real non-performing loan indicates little difference between them.Credit risk specialists also approve the results.The major innovation of this research is producing a table of bad customers on a monthly basis and creating a dynamic model based on the table.The latest created model is used for assessing customers henceforth,so the whole process of customer assessment need not be repeated.We assert that this model is a good substitute for the static models currently in use as it can outperform traditional models,especially in the face of economic crisis.

Dynamic assessment of pollution risk of groundwater source area in Northern China

Based on the dynamic analysis and research of pollution risk of groundwater sources, this paper creates the dynamic assessment method of pollution risk of groundwater source area under the theory of "source-pathway-receptor", and applies this method to one typical fissure karst groundwater source area in northern China. Following the 30-year petroleum pollutant migration simulation and pollution risk assessment of groundwater source area, this study finds that the very high risk zone is mainly located in Q Petrochemical Company and the surrounding area and the area adjacent to River Z. Within this period of thirty years, the pollution risk of groundwater source area has showed a dynamic trend that features an inverted "V" shape. The ratio of very high risk zone to the total area will be 18.1%, 17.47% and 16.62% during the tenth year, the twentieth year and the thirtieth year separately, and will reach the highest level of 19.45% during the fifteenth year. Meanwhile, the vertical migration distance of pollutant centre concentration changed from the surface soil at the outset to the deepest point of about 250 meters underground during the tenth year. The results of this risk assessment indicate the dynamic feature of pollution risk. The dilution, degradation and migration of petroleum pollutants in groundwater system contribute to an ultimate decline in pollution risk.

文献《Atlas V Development—Overview of Dynamics Testing》点评

文章对《Atlas V运载火箭的研发——动力学试验概况》一文的技术内容进行了较全面的阐述,对Atlas V研制过程中所涉及的降低发射风险的系统工程方法,减少起飞振动方面的技术工作、声载荷及声环境的试验验证方法,模态和刚度试验技术及动力学试验计划纲要等动力学环境试验内容与特点进行了较为详细的分析与点评,并在此基础上提出了利用混响室激励方法开展全尺寸运载火箭模态试验的建议。

Assessment of buckling-restrained braced frame reliability using an experimental limit-state model and stochastic dynamic analysis

Buckling-restrained braces （BRBs） have recently become popular in the United States for use as primary members of seismic lateral-force-resisting systems. A BRB is a steel brace that does not buckle in compression but instead yields in both tension and compression. Although design guidelines for BRB applications have been developed, systematic procedures for assessing performance and quantifying reliability are still needed. This paper presents an analytical framework for assessing buckling-restrained braced frame （BRBF） reliability when subjected to seismic loads. This framework efficiently quantifies the risk of BRB failure due to low-cycle fatigue fracture of the BRB core. The procedure includes a series of components that： （1） quantify BRB demand in terms of BRB core deformation histories generated through stochastic dynamic analyses; （2） quantify the limit-state of a BRB in terms of its remaining cumulative plastic ductility capacity based on an experimental database; and （3） evaluate the probability of BRB failure, given the quantified demand and capacity, through structural reliability analyses. Parametric studies were conducted to investigate the effects of the seismic load, and characteristics of the BRB and BRBF on the probability of brace failure. In addition, fragility curves （i.e., conditional probabilities of brace failure given ground shaking intensity parameters） were created by the proposed framework. While the framework presented in this paper is applied to the assessment of BRBFs, the modular nature of the framework components allows for application to other structural components and systems.

The Scanning Characteristics of Spatial and Temporal Dynamic Pictures of the Seismicity in the South Yellow Sea and Its Coast Region

On the basis of the viewpoint of preparation of strong earthquakes in group, the spatial andtemporal scanning characteristics of the seismicity in the South Yellow Sea and its coast regionare studied, and some problems regarding the prediction of seismic hazard are also discussed.The results show that the seismic activity of M=4. 0 earthquakes has overall presented arelative stable state, but the partially concentrated area wbich evolves and migrates and theanomalous low b-value area have appeared in different periods, and the moderately strongearthquakes with M=5. 0～6. 0 have taken place on the edge of the anomalous area. Theaccumulative frequency of M=4. 0 earthquakes in the anomalous area presents non-linearindex acceleration and the moderately strong earthquakes have appeared in the late period ofthe non-linear index acceleration of M=4. 0 earthquakes or in the later anomalous tranquilperiotl. The spatial and temporal uneven Phenomenon of seismicity has some stability andreproducibility, and has

Numerical modeling and dynamic analysis of the 2017 Xinmo landslide in Maoxian County, China

A catastrophic landslide occurred at Xinmo village in Maoxian County, Sichuan Province,China, on June 24, 2017. A 2.87×106 m3 rock mass collapsed and entrained the surface soil layer along the landslide path. Eighty-three people were killed or went missing and more than 103 houses were destroyed. In this paper, the geological conditions of the landslide are analyzed via field investigation and high-resolution imagery. The dynamic process and runout characteristics of the landslide are numerically analyzed using a depth-integrated continuum method and Mac Cormack-TVD finite difference algorithm.Computational results show that the evaluated area of the danger zone matchs well with the results of field investigation. It is worth noting that soil sprayed by the high-speed blast needs to be taken into account for such kind of large high-locality landslide. The maximum velocity is about 55 m/s, which is consistent with most cases. In addition, the potential danger zone of an unstable block is evaluated. The potential risk area evaluated by the efficient depthintegrated continuum method could play a significant role in disaster prevention and secondary hazard avoidance during rescue operations.

Dynamic Portfolio Choice under Uncertainty about Asset Return Model

The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the closed-form solution of optimal dynamic portfolio,and used the Bayesian rule to estimate the model parameters to do an empirical study on two different samples of Shanghai Exchange Composite Index.Results show,model uncertainty results in positive or negative hedging demand of portfolio,which depends on investor's attitude toward risk;the effect of model uncertainty is more significant with the increasing of investment horizon,the decreasing of investor's risk-aversion degree,and the decreasing of information;predictability of risky asset return increases its allocation in portfolio,at the same time,the effect of model uncertainty also strengthens.

Two-stage stochastic approach for spinning reserve allocation in dynamic economic dispatch

A novel approach was proposed to allocate spinning reserve for dynamic economic dispatch.The proposed approach set up a two-stage stochastic programming model to allocate reserve.The model was solved using a decomposed algorithm based on Benders' decomposition.The model and the algorithm were applied to a simple 3-node system and an actual 445-node system for verification,respectively.Test results show that the model can save 84.5 US $ cost for the testing three-node system,and the algorithm can solve the model for 445-node system within 5 min.The test results also illustrate that the proposed approach is efficient and suitable for large system calculation.

抑霉唑、咪鲜胺及其代谢物在荔枝贮藏保鲜中的残留动态及安全评价

为评估抑霉唑和咪鲜胺在荔枝全果、果皮和果肉的残留情况及膳食风险,本研究建立了同时测定抑霉唑、咪鲜胺及其代谢物含量的气相色谱-串联质谱法。该方法检测抑霉唑、咪鲜胺、咪唑乙醇和2,4,6-三氯苯酚的方法检出限(LOD)分别为2.0、3.0、6.0、0.3μg/kg;定量限(LOQ)分别为6.0、10.0、20.0、1.0μg/kg;在荔枝全果、果皮和果肉中的添加回收率为78.9%~107%、RSD为2.6%~5.8%。保鲜实验结果表明,抑霉唑、咪鲜胺浸果浓度越高残留量越高,残留物随贮藏时间延长由果皮逐渐迁移到果肉中。全果和果皮中抑霉唑、咪鲜胺的残留量随贮藏时间延长不断降低,果肉则于浸泡后第7 d达到最大值再逐渐消解。代谢咪唑乙醇和2,4,6-三氯苯酚随着贮藏时间增加不断升高。用质量浓度为500 mg/L的抑霉唑、咪鲜胺溶液分别浸泡保鲜,安全间隔期14 d内荔枝咪鲜胺的慢性、急性膳食摄入风险在可接受的范围内。

基于动态贝叶斯网络的装配式建筑吊装施工安全风险分析

针对装配式建筑吊装施工期间风险影响因素多、不确定性高及风险状态随时间动态变化等问题,提出基于动态贝叶斯网络的装配式建筑吊装施工安全风险动态分析方法。首先,根据装配式建筑吊装施工特点和事故致因理论,从“人、物、环、管”4个方面建立风险指标体系。其次,引入时间维度建立动态贝叶斯网络模型,利用模糊理论和专家打分法量化网络节点的概率,并结合Leaky Noisy-or Gate扩展模型修正条件概率。最后,利用动态贝叶斯网络的双向推理功能对装配式建筑吊装施工安全风险进行动态风险分析。由实例分析得到某装配式建筑吊装施工安全风险的时序变化曲线,通过反向推理得到导致吊装事故发生的关键风险因素。研究成果可为分析和有效控制装配式建筑吊装施工安全风险提供新思路。

驾驶疲劳对危险化学品道路运输事故风险的影响规律

近年来,随着危险化学品使用量的急剧攀升,危险化学品道路运输事故率也呈现上升的趋势,且此类事故的发生往往会导致严重后果。为研究危险化学品道路运输事故动态风险变化规律,在修正贝叶斯网络模型基础上,利用2017—2021年历史数据进行机器学习,根据驾驶疲劳程度计算得到“驾驶人行为”动态节点的状态转移概率矩阵,建立基于动态贝叶斯网络(Dynamic Bayesian Network,DBN)的危险化学品道路运输动态风险预测模型并进行推理分析。研究显示:在驾驶3 h内,驾驶人“疲劳驾驶”发生概率随时间推移而增加,但增幅有所下降;在最常见情境下,随驾驶人“疲劳驾驶”概率增加,“侧翻”和“碰撞”事故类型的发生概率明显增加,进而导致“泄漏”事故后果的发生概率有所增加;驾驶人“疲劳驾驶”概率增加会导致“有伤亡事故”发生概率增加,即加重事故的严重程度;在驾驶3 h内,“侧翻”“碰撞”“泄漏”和“有伤亡事故”发生概率的变化趋势与驾驶人“疲劳驾驶”发生概率的变化趋势一致。

基于复杂网络的高速公路交通事故风险动态演化模型

为有效挖掘高速公路交通事故规律信息,基于复杂网络理论提出高速公路交通事故致因网络构建方法.从风险结构与风险模式两方面定义风险传播机制,通过高速公路交通事故致因网络与风险传播机制的有机结合,建立了高速公路交通事故风险演化模型.以高速公路重特大交通事故为例,对201份高速公路重特大交通事故调查报告进行风险分析.结果表明,基于复杂网络的风险演化模型适用于高速公路的交通事故风险分析;通过高速公路交通事故风险演化模型可对各致因的风险传播特性进行解析与归类,从而制定出针对不同情形致因的控制策略,为高速公路交通事故风险演化研究提供新思路.

基于系统动力学的危险化学品运输风险因素研究

为了降低危化品运输事故频次,规避危化品在运输过程中的风险,基于系统动力学模型,从人、机、环、管4个维度构建危化品运输风险因素指标体系,使用AHP法对指标权重进行赋值,结合风险因素间的因果关系构建参数方程,利用Vensim软件仿真模拟危化品运输风险水平的变化趋势,确定单因素变量值和人、机、环、管风险子系统权重的变化对危化品运输风险系统动力学模型的影响程度。结果表明:安全意识薄弱、设备故障等风险因素的变动以及人、机、环、管风险子系统的权重变动都会影响危化品运输风险水平,人、机、环、管4个子系统对危化品运输风险的影响程度从高到低依次是人、管、环、机。研究结果可为降低危化品运输过程中的风险和制定危化品运输事故预防策略提供一定参考。

铁路工程建设环水保风险演化研究

研究目的:随着绿色发展理念的提出,对铁路工程建设环境保护和水土保持提出了更高的要求。为顺利完成工程建设环水保目标,识别铁路工程建设环水保风险因素,建立环水保风险演化的系统动力学模型,并以H铁路工程项目为例进行仿真分析,了解风险演化过程,明确风险防控的重点任务。研究结论:(1)在建设过程中环水保风险呈现先增加后稳定的总体趋势,其中开工建设前期为环水保风险的集中涌现阶段;(2)风险因素取值的变化将对环水保风险产生不同程度的影响,其中环水保专项资金不足改变对环水保风险系统影响最大,人员专业能力不足和环境本底调查不全面次之,施工机械污染大变动对系统影响较小;(3)工程项目引入风险预警机制有利于控制环水保风险,预警值的大小将影响风险防控效果;(4)本研究结果可为工程项目防控环水保风险提供借鉴与参考。