Revised Fault Free Analysis Method for Reliability Evaluation of Smart Grids

Smart grid was proposed as a practical form of future power distribution system. Evaluating the reliability of smart grids was of great importance and significance. A revised fault tree model was proposed to distinguish and separate grid-connected operation mode and islanded operation mode of smart grids,focusing on the perspective of the consumers. A hierarchical Monte Carlo simulation method for reliability evaluation was also proposed based on the proposed fault tree model. A case of reliability evaluation for the future renewable electric energy delivery and management（ FREEDM） system was carried out and analyzed. The proposed methods can be applicable to other forms of smart grids.     

A δ-function-like peak in the specific heat of two-dimensional vortex lattice： Monte carlo study

A repulsive vortex-vortex interaction model was used to numerically study the melting transition of the two-dimensional vortex system with Monte Carlo method. Then a δ-function-like peak in the specific heat was observed and the internal energy showed a sharp drop at the melting temperature, whieh indicated that there exists a first-order melting transition at finite temperatures. The Lindemarm criterion was also investigated and valid, but different from previous simulation results.     

GMCL： a robust global localization method for mobile robot

A large sample size is required for Monte Carlo localization （MCL） in multi-robot dynamic environ- ment, because of the ＂kidnapped robot＂ phenomenon, which will locate most of the samples in the regions with small value of desired posterior density. For this problem the crossover and mutation operators in evolutionary computation are introduced into MCL to make samples move towards the regions where the desired posterior density is large, so that the sample set can represent the density better. The proposed method is termed genetic Monte Carlo localization （GMCL）. Application in robot soccer system shows that GMCL can considerably reduce the required number of samples, and is more precise and robust in dynamic environment.     

Optimal trajectory planning based on Hamiltonian function of a spherical mobile robot

Designed for planetary exploration, a spherical mobile robot BHQ-1 was briefly introduced. The motion model of BHQ-1 was established and quasi-velocities were introduced to simplify some dynamic quantities. Based on the model, the time- and energy-based optimal trajectory of BHQ-1 was planned with Hamiltonian function. The effects of three key coefficients on the shape and direction of the planned trajectory were discussed by simulations. Experimental result of the robot ability in avoiding an obstacle was presented to validate the trajectory planning method.     

On-Chip Multi-Giga Bit Cycle-to-Cycle Jitter Measurement Circuit

This paper presents an on-chip measurement circuit to measure multi-giga bit cycle-to-cycle jitter based on the vernier oscillator (VO), which is inherited from the famous vernier delay line. The calibration method is also given. The circuit adopts a differential digital controlled delay element, which makes the circuit flexible in adjusting the measurement resolution, and a highly sensitive phase capturer, which makes the circuit able to measure jitters in pico-second range. The parallel structure makes it possible to measure consecutive cycle-to-cycle jitters. The performance of the circuit was verified via simulation with SMIC 0.18 μm process. During simulation under the clock with the period of 750 ps, the error between the measured RMS jitter and the theoretical RMS jitter was just 2.79 ps. Monte Carlo analysis was also conducted. With more advanced technology, the circuit can work better. This new structure can be implemented in chips as a built-in self-test IP core for testing jitter of PLL or other clocks.     

A statistical method for genetic mapping of sterility genes that exhibit epistasis in remote hybridization of plants using molecular markers in an F2 population

Estimation of the position and effect of sterility genes is an important problem to be solved to understand the sterility mechanism in remote hybridization in plants.In this study,a maximum likelihood (ML) method was used for estimation of the position and effect of sterility genes that exhibit epistasis in an F 2 population using the distorted segregation of markers.The ML solutions for recombination fraction and viability were obtained via an expectation-maximization algorithm.The results of Monte Carlo simulations showed that the estimates of recombination fraction and viability were consistent with their true values.The bias and standard deviation of parameters indicated that a larger sample size,closer linkage and lower viability of sterile genes led to better estimates of the parameters involved.A subset of marker data of the F 2 population derived from a single cross between the rice japonica cultivar Nipponbare and the indica cultivar Kasalath was analyzed using this method.Eight sterility genes were identified on chromosomes 1,3,6,8 and 10,and significant epistasis was detected among four pairs of sterility genes.     

Scattering-Absorbing Method for the Detection of 16.7MeV High-Energy Pulse Gamma

Based on theoretical calculation and Monte Carlo simulation,this paper proposes a new method for the diagnosing of 16.7 MeV high-energy pulse gamma,named ＂scattering absorption method＂. The ratio of the sensitivity of high-energy gamma to that of the low-energy background gamma can reach 106 to 108 by this new method. The sensitivity of 16.7 MeV high-energy gamma ranges from 10-21 to 10-16 C·cm^2. It＇s better than the traditional method which is based on the magnetic analyzer and Cherenkov detector on some aspects.     

Metamorphic strategy based on dynamic meta-modules for a self-reconfigurable robot

For a self-reconfigurable robot, how to metamorphose to adapt itself to environment is a difficult problem. To solve this problem, a new relative orientation model which describes modules and their surrounding grids was given, a module motion rules database which enables the robot to avoid obstacles was established, and finally a three-layer planner based on dynamic meta-modules was developed. The firstlayer planner designates the category of each module in robot by evaluation functions and picks out the modules in dynamic meta-modules. The second-layer planner plans the dynamic meta-module path according to output parameters of the first-layer planner. The third-layer planner plans the motion of the modules in dynamic meta-module using topology variation oriented methods. To validate the efficiency of the three-layer planner, two simulations were given. One is the simulation of a single dynamic meta-module, the other is the simulation of planning with an initial configuration composed of 8 modules in complicated environment. Results show that the methods can make robot with any initial configuration move through metamorphosis in complicated environment efficiently.     

Global Mission Sensitivity Study for Phased MissionSystem with Analysis of Variance Method

A comprehensive mission sensitivity analysis index based on Sobol＇s index called global mission sensitivity（ GMS） was proposed in this paper which focused on analyzing the mission sensitivity of components of phased mission systems（ PMS）. The simulation strategy of GMS based on a Petri net and Monte Carlo method was presented which had broad applicability. Finally,the GMS and Birnbaum＇s sensitivity of components in a PMS example were compared. The GMS of component is demonstrated to be more adaptable to reflect the component mission sensitivity when the rated reliability parameters of components cannot be obtained, and components have state dependency or the system is subjected to common cause failure.     

Off-Line Programming of a Robot for Laser Re-Manufacturing

Off-line programming provides an essential link for CAD/CAM. This paper introduced the principle of developing off-line programming system for laser re-manufacturing. Task and information flow of off-line programming for laser re-manufacturing robot was analyzed and the software structure of off-line programming based on commercial CAD software was constructed. The off-line programming system developed in this study includes 3-D solid model design, direct slicing for obtaining path data, graphical simulation of the robot and its workcell, kinematic model of the robot, motion planning, and creation of the control program for manufacturing process. The CAD software was used to design models of robot, workpiece, coaxial nozzle, and workspace. Through the application programming interface provided by the CAD software, the VC++ and ATL were chosen to develop such modules as direct slicing for obtaining path data, path planning, process specification, and control program automatic generation. The FANUC Roboguide software was used to realize graphical simulation. By direct slicing, the position and orientation data of robot end-effector was determined. The results show that the proposed system can be applied in laser re-manufacturing robot for manufacturing operations.     

基于蒙特卡罗法的机械可靠性仿真

机电设备的高可靠性，是确保工业企业安全生产的前提．为了提高机电设备的可靠性，提出了一种实现机械可靠性仿真的新方法．新方法的基本思想是：在样本数据有限时，应用蒙特卡罗法补克若干随机数据，从而可以确定机械零部件的可靠度及其置信水平．文中将这一新方法应用到一个实例——工程机械轮胎可靠性仿真，所得可靠度与实际作业的统计数据甚为接近．     

基于蒙特卡洛法的战时装备维修工作量分布规律研究

为了准确预测战时维修保障需求,提出一种利用蒙特卡洛法进行战时装备维修工作量仿真的方法,利用数理统计的方法对仿真结果分析,确定战时装备维修工作量的分布规律和平均维修工作量。     

一种串联机器人的随机误差分析方法

利用旋量理论,通过定义关节处的误差运动旋量,建立了包含结构参数误差的串联机器人误差模型. 在此基础上,提出了一种将Monte Carlo方法与串联机器人误差模型相结合的随机误差分析方法,用于揭示机器人末端位姿误差的概率特性. 并以直角坐标装配机器人为例,在Matlab软件环境中进行了仿真,得到了机器人末端随机位置误差在工作空间内的分布规律. 仿真结果表明,该方法正确、有效,仿真得到的随机误差特性对标定精度的提高以及最优工作空间的选择具有重要意义.      

蒙特卡洛方法和拟蒙特卡洛方法在期权定价中应用的比较研究

在期权的交易中,最关键的问题是期权定价。蒙特卡洛模拟作为期权定价的有效的数值方法之一,近年来发展迅速。然而蒙特卡洛方法产生的随机数为伪随机数有收敛速度慢、计算量大等缺陷。拟蒙特卡洛模拟是采用拟随机数序列代替伪随机数序列的蒙特卡洛模拟。通过考察线性同余发生器;Halton序列、Sobol序列等拟随机数序列的特点,以欧式看涨期权为对象研究了蒙特卡洛方法和拟蒙特卡洛方法的有效性。对比实验显示了拟蒙特卡洛模拟明显优于蒙特卡洛模拟。     

基于递归均值调整非平稳波动率资产价格泡沫检验量分布与实证研究

为提高非平稳波动率资产价格泡沫检验量的功效,首先使用递归均值调整方法构建PWY检验量,并讨论在特定数据生成过程下的检验量分布; 其次利用Wild Bootstrap方法构建联合检验量; 最后进行蒙特卡罗模拟研究和实证研究.理论研究表明:检验量在大样本下均收敛于维纳过程的泛函,含有非平稳波动率信息,且与已有检验量分布不同.模拟研究显示:递归均值调整PWY检验量功效在弱激增数据生成过程中优势明显,经典PWY检验量功效在中度激增数据生成过程中有微弱优势,联合PWY检验量功效位于2者之间.实证研究显示:递归均值调整PWY检验量的结论更符合实际.     

冰区海洋平台静态冰载荷概率特性分析

基于Monte Carlo法 ,对冰区海洋平台静态冰载荷的概率特性进行了分析。在平台设计评估载荷的计算中引入广义冰载荷“当量冰力”的概念 ,并用此概念对冰厚和冰强度的联合作用进行了评估。以渤海辽东湾 4个典型台站为例 ,分析了静态冰载荷主要影响因素的概率特性 ,给出了这几个台站附近海域当量冰力的概率分布参数 ,并定量分析了冰厚和气温对当量冰力的影响。模拟结果表明 ,应用Weibull分布描述概率当量冰力是可行的。此外 ,采用多年一遇的极值条件下冰参数组合求得的当量冰力值比Monte Carlo模拟结果保守得多 ,在工程应用中 ,可采用当量冰力作为平台设计载荷的基础。     

折叠双臂式机器人的运动学与工作空间分析

针对薄煤层勘探与灾后搜救机器人的需求,结合其特殊的工作环境,提出一种新型井下移动机器人;该机器人两侧装载了七自由度冗余机械臂,兼具狭小空间通过能力强与工作范围大两个特点。使用SOLIDWORKS软件建立了机器人的整体三维模型;通过D-H(Denavit-Hartenberg)法,建立了机械臂的运动学模型;并求出了其运动学正解。采用二次计算法,求出了机械臂的运动学逆解;使用基于蒙特卡洛法的仿真方法,进行了机器人的工作空间分析,仿真结果表明,该折叠双臂式井下勘探搜救机器人在双臂折叠状态下体积较小,狭小空间通过能力强;在双臂伸展状态下具有相当大的整体工作范围与协调工作空间,拥有较强的大范围灵活操作的能力,可满足较为复杂的任务需求。     

全级配混凝土极小子样统计方法的研究

为了在可靠度工程中解决极小子样问题（ｎ＜６），提出将同类母体变换为同一母体的工程统计方法，用蒙特卡罗法或贝叶斯理论模拟扩大，在此扩大子样基础上用自助法进行参数估计，其分布的拟合优度检验采用新方法Ａｎｄｅｒｓｏｎ－Ｄａｒｌｉｎｇ法，并配以Ｋｏｍｏｇｏｒｏｖ－Ｓｍｉｒｎｏｖ法进行检验得到满意效果。     

磨矿破裂过程的蒙特卡洛仿真方法研究

研究了磨矿破裂过程的蒙特卡洛仿真方法.蒙特卡洛仿真的误差反比于其计算区域内颗粒数量,导致该方法存在计算精度和计算代价难以协调的矛盾.主要研究目标是在不降低精度的条件下提高仿真速度.首先给出了事件驱动的磨矿过程蒙特卡洛仿真的主要步骤.通过提出一种新的包络函数改进仿真抽样效率.设计了批次磨矿的仿真实验.仿真结果表明:所提出的改进算法能够显著降低无效抽样,提高仿真速度,而且保持仿真精度符合要求.     

两因子期权定价模型的条件蒙特卡罗加速方法

对一类随机波动率模型下的欧式期权定价问题,首先推导出条件蒙特卡罗方法的计算框架,然后基于鞅表示定理构造了一类有效的控制变量.数值实验结果表明:结合鞅控制变量的条件蒙特卡罗方法有效地减小蒙特卡罗模拟误差,对模型参数的依赖性小.