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1.
为提高高维积分的计算速度, 提出一种替换Monte Carlo积分方法. 将积分区域以网格的形式离散化, 再在网格上以相应的密度函数之值为权函数采用离散的Gibbs抽样算法抽样, 对抽样得到的样本作均匀扰动后就可获得所需的新抽样序列,从而得到积分的近似估计值. 模拟表明新算法计算速度较快.  相似文献   

2.
Monte Carlo粒子输运中的源项偏倚抽样方法可以减小方差、提高计算效率。该文通过建立一个多区域分权重数学投篮模型,模拟了输运过程中的源项信息,得到了源项偏倚抽样方差最小时的最佳抽样密度函数解析式。采用随机数值方法对模型进行了计算,验证了函数的正确性,并举一例实际的粒子输运模拟问题,表明最优偏倚抽样方法对减小方差的效果显著。该方法可作为一种普适的减方差技巧应用于Monte Carlo粒子输运中,可用于构造粒子源参数(如位置、发射方向等)的最佳偏倚密度函数,尤其在分层抽样时能给出方差最小的最优各层比例系数。  相似文献   

3.
该文对美军引信抽样验收常用的(3,1)转移规则,应用母函数法推导了其复合特性函数的计算公式,找到了美军引信靶场试验抽样方案组一般不用MIL-STD-105D的原因,进而确立了引信靶场试验抽样方案组的一般设计原则。  相似文献   

4.
为评估具有小失效概率特性的深潜环肋耐压圆柱壳结构的失稳概率,提出了一种新的基于高斯过程分类和重要抽样的自适应分析方法.该方法通过引入马尔科夫链蒙特卡洛法和欧式距离,开发了一种新的考虑预测不确定性和取样均匀性的自适应试验设计策略,以便更高效地构造高斯过程分类器;采用核密度估计构造准最优重要抽样密度函数;基于失效概率估计的稳定性,提出了一种更精确的迭代停止准则.通过某一分段函数验证了所提分析方法的准确性及高效性.应用所提方法得到某深潜环肋耐压圆柱壳结构的失稳概率约为8.242×10-5.  相似文献   

5.
曹朵  卢俊香  张转转 《河南科学》2019,37(9):1519-1526
为了克服传统Black-Scholes定价模型中标的资产收益率需要服从正态分布以及在多维资产期权定价中对复杂微分方程的求解和冗长公式等难题,利用非参数核密度方法和Copula函数对最大和最小值期权进行定价.应用非参数核密度方法确定标的资产的边缘密度函数和分布函数,选择了对数据拟合效果最好的Gumbel函数连接边际分布并构造联合分布函数.通过Matlab对基于Copula函数的两资产最大和最小值期权的非参数定价模型进行积分运算.最后得出两资产的最大和最小值期权价格.  相似文献   

6.
通过分析现有机械结构可靠性抽样方法存在的不足以及影响失效概率估计精度的主要因素,提出了一种基于Kriging模型及自适应抽样方法的机械结构可靠性分析方法.该抽样方法将随机抽样与聚类算法相结合,能够在概率上保证新增样本点落在对失效概率贡献较大的区域,避免对非重要区域的不必要抽样.以大数定律及中心极限定理为基础,推导了所提出的Kriging模型的收敛条件.通过两个算例说明所提出方法的迭代收敛过程、准确性及稳定性,结果表明,该方法能够在较少调用结构功能函数情况下得到失效概率较准确的估计值.  相似文献   

7.
基于自适应算法的电力系统可靠性评估   总被引:3,自引:0,他引:3  
针对电力系统可靠性评估中Monte Carlo方法存在的计算效率低下的问题,提出应用自适应算法对系统状态进行概率分析。该算法采用变分运算分析和区间拟合的方法,实现在最优密度函数下抽样,降低计算方差。应用该方法对IEEE-RTS标准系统的发电部分进行了可靠性评估,并与采用常规抽样方法和重要抽样方法的评估结果做了比较,表明该算法在保证计算精度的前提下分别减少了87%和68%的抽样次数,对大型电力系统可靠性评估具有实用价值。  相似文献   

8.
研究了平移不变子空间中的抽样定理,首先通过Zak变换刻画了抽样空间的一些性质,然后证明了在一个平移不变的抽样空间中,由其中任一个函数的整平移所张成的子空间也是抽样空间,即在平移不变子空间中,抽样性质具有遗传性.最后给出了函数满足抽样定理的一些必要条件.  相似文献   

9.
针对可靠性应用研究中常需要确定寿命分布参数的问题,讨论了在广义逐次截尾数据下具有位置参数和尺度参数的逆高斯分布(inverse Gaussian,IG)的贝叶斯估计问题,给出了两参数的后验密度核。利用逆变换方法,产生遵从后验密度核的随机数,进而研究了估计未知参数的Gibbs抽样策略。Monte-Carlo模拟结果表明:基于广义逐次截尾数据的贝叶斯估计精度接近完全数据下贝叶斯估计。用一个实际例子进一步说明提出方法的可行性。  相似文献   

10.
本文研究了测量误差(包括系统误差和随机误差)对抽样方案抽查特性的影响。它给出了有测量误差时的OC函数表达式。在MV/8000所进行的数值计算表明,测量误差对双侧计量抽样方案抽查特性有显著影响。  相似文献   

11.
Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.  相似文献   

12.
何延凌 《科技信息》2008,(4):258-258
Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women's language from these perspectives: pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women's language, more attention should be paid to language use in social context. What's more, the linguistic phenomena in a speaking community can be understood more thoroughly.  相似文献   

13.
理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。  相似文献   

14.
As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.  相似文献   

15.
正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-  相似文献   

16.
We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-  相似文献   

17.
正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that  相似文献   

18.
<正>"The Journal of Shanghai Normal University:Mathematics"is published by Shanghai Normal University as regular issues of The Journal of Shanghai Normal University each year from 2014 in English.The editors-in-chief of the issues are professors Yuhao Cong and Maoan Han.The Journal of Shanghai Normal University was started in 1958 with  相似文献   

19.
20.
<正>"Journal of Jilin University(Science Edition)"is a comprehensive academic journal in the fields of science sponsored by Jilin University and administrated by the Ministry of Education of the Peoples Republic of China.The journal started publication in 1955.The original name at starting publication was"Journal of Natural Science of Northeast People University",which was changed into"Acta Scientiarum Naturalium Universitatis Jilinensis"in 1958 owing to the name change of the university.The present journal name has  相似文献   

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