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Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

《工程管理前沿（英文）》 2017年 第4卷 第3期   页码 295-303 doi: 10.15302/J-FEM-2017047

摘要： This paper presents a review of methodologies for analyzing stochastic manufacturing and service systems. On the basis of the scale and level of details of operations, we can study stochastic systems using micro-, meso-, and macro-scopic models. Such a classification unifies stochastic modeling theory. For each model type, we highlight the advantages and disadvantages and the applicable situations. Micro-scopic models are based on quasi-birth-and-death process because of the phase-type distributed service times and/or Markov arrival processes. Such models are appropriate for modeling the detailed operations of a manufacturing system with relatively small number of servers (production facilities). By contrast, meso-scopic and macro-scopic models are based on the functional central limit theorem (FCLT) and functional strong law of large numbers (FSLLN), respectively, under heavy-traffic regimes. These high-level models are appropriate for modeling large-scale service systems with many servers, such as call centers or large service networks. This review will help practitioners select the appropriate level of modeling to enhance their understanding of the dynamic behavior of manufacturing or service systems. Enhanced understanding will ensure that optimal policies can be designed to improve system performance. Researchers in operation analytics and optimization of manufacturing and logistics also benefit from such a review.

关键词： stochastic modeling     QBD process     PH distribution     heavy traffic limits     diffusion process    

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Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

《工程管理前沿（英文）》 2022年 第9卷 第2期   页码 214-220 doi: 10.1007/s42524-022-0192-6

摘要： In the majority of the previous works on discrete-event stochastic systems, they have been assumed to have independent input processes. However, in many applications, these input processes can be highly correlated. Furthermore, the performance measures of the systems with correlated inputs can be significantly different from those with independent inputs. In this paper, we provide an overview on some commonly used methods for modeling correlated input processes, and we discuss the difficulties and possible future research topics in the study of discrete-event stochastic systems with correlated inputs.

关键词： discrete-event stochastic system     correlated input     performance evaluation    

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Manufacturing system modeling and performance evaluation based on improved stochastic statechart

ZHANG Guojun, HE Jiabing, ZHU Haiping, CHEN Xuan

《机械工程前沿（英文）》 2007年 第2卷 第4期   页码 453-458 doi: 10.1007/s11465-007-0078-7

摘要： Stochastic statecharts are widely used in modeling systems. Considering that the comparability between different subsystems can streamline the modeling process, a stochastic statechart is improved by using the abstract sub-system and general system chart to express the comparability and integrity of a stochastic statechart respectively. Per formance data can be obtained by using a continuous-time Markov chain, which is transformed from a manufacturing system model described by the improved stochastic statechart. The case study shows that the improved stochastic statechart can effectively simplify the modeling and performance evaluation process and the results are useful to the configuration and optimization of a manufacturing system.

关键词： performance evaluation     different     configuration     improved     continuous-time    

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Multiscale stochastic finite element method on random field modeling of geotechnical problems – a fast

Xi F. XU

《结构与土木工程前沿（英文）》 2015年 第9卷 第2期   页码 107-113 doi: 10.1007/s11709-014-0268-4

摘要： The Green-function-based multiscale stochastic finite element method (MSFEM) has been formulated based on the stochastic variational principle. In this study a fast computing procedure based on the MSFEM is developed to solve random field geotechnical problems with a typical coefficient of variance less than 1. A unique fast computing advantage of the procedure enables computation performed only on those locations of interest, therefore saving a lot of computation. The numerical example on soil settlement shows that the procedure achieves significant computing efficiency compared with Monte Carlo method.

关键词： multiscale     finite element     settlement     perturbation     random field     geotechnical    

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Special Column on Multiscale Stochastic Finite Element Method

《结构与土木工程前沿（英文）》 2015年 第9卷 第2期   页码 105-106 doi: 10.1007/s11709-015-0297-7

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Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

《结构与土木工程前沿（英文）》 2015年 第9卷 第2期   页码 141-153 doi: 10.1007/s11709-014-0286-2

摘要： This paper discusses a multiscale stochastic analysis of a laminated composite plate consisting of unidirectional fiber reinforced composite laminae. In particular, influence of a microscopic random variation of the elastic properties of component materials on mechanical properties of the laminated plate is investigated. Laminated composites are widely used in civil engineering, and therefore multiscale stochastic analysis of laminated composites should be performed for reliability evaluation of a composite civil structure. This study deals with the stochastic response of a laminated composite plate against the microscopic random variation in addition to a random variation of fiber orientation in each lamina, and stochastic properties of the mechanical responses of the laminated plate is investigated. Halpin-Tsai formula and the homogenization theory-based finite element analysis are employed for estimation of effective elastic properties of lamina, and the classical laminate theory is employed for analysis of a laminated plate. The Monte-Carlo simulation and the first-order second moment method with sensitivity analysis are employed for the stochastic analysis. From the numerical results, importance of the multiscale stochastic analysis for reliability evaluation of a laminated composite structure and applicability of the sensitivity-based approach are discussed.

关键词： stochastic homogenization     multiscale stochastic analysis     microscopic random variation     laminated composite plate    

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Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

《结构与土木工程前沿（英文）》 2012年 第6卷 第4期   页码 379-384 doi: 10.1007/s11709-012-0180-8

摘要： An isolated structure often possesses distinct non-proportional damping characteristics. However, traditional seismic calculation theory and methods are derived based on the assumption that damping is proportional. Based on this drawback, a new, more efficient stochastic calculation method, an improvement on the pseudo-excitation method, is introduced. This method is then applied to the seismic analysis of an isolated structure. By comparing it with the forced decoupling, matrix inversion and iteration methods, it is shown that the presented method can produce accurate results while increasing the efficiency of the stochastic analysis. Moreover, the calculation process of the seismic response of an isolated structure is convergent. Based on the results of the example presented in this paper, the given method is applicable to the seismic analysis of an isolated structure and can be utilized in practice.

关键词： isolated structure     stochastic response     non-proportional damping     efficient     accurate     pseudo-excitation method    

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自恢复容错系统的建模与分析

郭成昊,刘凤玉

《中国工程科学》 2007年 第9卷 第10期   页码 75-79

摘要：

容错系统不仅会产生硬件故障，由于连续长时间的运行，系统的性能也会逐渐下降或失效，即老化现象。综合考虑容错系统中的硬件故障和老化现象，提出了将传统的冗余技术和软件抗衰技术相结合的策略，并给出了该系统的非马尔可夫随机Petri网模型，随之对基于该模型的系统进行了定量分析。

关键词： 容错系统     软件抗衰     软件老化     冗余策略     非马尔可夫随机Petri网    

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Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

《结构与土木工程前沿（英文）》 2022年 第16卷 第4期   页码 434-447 doi: 10.1007/s11709-022-0820-6

摘要： This paper uses the spectral stochastic finite element method (SSFEM) for analyzing reinforced concrete (RC) beam/slab problems. In doing so, it presents a new framework to study how the correlation length of a random field (RF) with uncertain parameters will affect modeling uncertainties and reliability evaluations. It considers: 1) different correlation lengths for uncertainty parameters, and 2) dead and live loads as well as the elasticity moduli of concrete and steel as a multi-dimensional RF in concrete structures. To show the SSFEM’s efficiency in the study of concrete structures and to evaluate the sensitivity of the correlation length effects in evaluating the reliability, two examples of RC beams and slabs have been investigated. According to the results, the RF correlation length is effective in modeling uncertainties and evaluating reliabilities; the longer the correlation length, the greater the dispersion range of the structure response and the higher the failure probability.

关键词： uncertainty     spectral stochastic finite element method     correlation length     reliability assessment     reinforced concrete beam/slab    

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Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

《能源前沿（英文）》 2017年 第11卷 第2期   页码 197-209 doi: 10.1007/s11708-017-0457-7

摘要： This paper presents various approaches used by researchers for handling the uncertainties involved in renewable energy sources, load demands, etc. It gives an idea about stochastic programming (SP) and discusses the formulations given by different researchers for objective functions such as cost, loss, generation expansion, and voltage/V control with various conventional and advanced methods. Besides, it gives a brief idea about SP and its applications and discusses different variants of SP such as recourse model, chance constrained programming, sample average approximation, and risk aversion. Moreover, it includes the application of these variants in various power systems. Furthermore, it also includes the general mathematical form of expression for these variants and discusses the mathematical description of the problem and modeling of the system. This review of different optimization techniques will be helpful for smart grid development including renewable energy resources (RERs).

关键词： renewable energy sources     stochastic optimization     smart grid     uncertainty     optimal power flow (OPF)    

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An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

《结构与土木工程前沿（英文）》 2017年 第11卷 第4期   页码 470-479 doi: 10.1007/s11709-017-0440-8

摘要： Since a lot of engineering problems are along with uncertain parameters, stochastic methods are of great importance for incorporating random nature of a system property or random nature of a system input. In this study, the stochastic dynamic analysis of soil mass is performed by finite element method in the frequency domain. Two methods are used for stochastic analysis of soil media which are spectral decomposition and Monte Carlo methods. Shear modulus of soil is considered as a random field and the seismic excitation is also imposed as a random process. In this research, artificial neural network is proposed and added to Monte Carlo method for sake of reducing computational effort of the random analysis. Then, the effects of the proposed artificial neural network are illustrated on decreasing computational time of Monte Carlo simulations in comparison with standard Monte Carlo and spectral decomposition methods. Numerical verifications are provided to indicate capabilities, accuracy and efficiency of the proposed strategy compared to the other techniques.

关键词： stochastic analysis     random seismic excitation     finite element method     artificial neural network     frequency domain analysis     Monte Carlo simulation    

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Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

《工程管理前沿（英文）》 2017年 第4卷 第4期   页码 408-417 doi: 10.15302/J-FEM-2017042

摘要： Train speed trajectory optimization is a significant issue in railway traffic systems, and it plays a key role in determining energy consumption and travel time of trains. Due to the complexity of real-world operational environments, a variety of factors can lead to the uncertainty in energy-consumption. To appropriately characterize the uncertainties and generate a robust speed trajectory, this study specifically proposes distance-speed networks over the inter-station and treats the uncertainty with respect to energy consumption as discrete sample-based random variables with correlation. The problem of interest is formulated as a stochastic constrained shortest path problem with travel time threshold constraints in which the expected total energy consumption is treated as the evaluation index. To generate an approximate optimal solution, a Lagrangian relaxation algorithm combined with dynamic programming algorithm is proposed to solve the optimal solutions. Numerical examples are implemented and analyzed to demonstrate the performance of proposed approaches.

关键词： train speed trajectory optimization     railway operation     stochastic programming    

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Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

《机械工程前沿（英文）》 2014年 第9卷 第4期   页码 380-389 doi: 10.1007/s11465-014-0315-9

摘要：

Stochastic dynamic job shop scheduling problem with consideration of sequence-dependent setup times are among the most difficult classes of scheduling problems. This paper assesses the performance of nine dispatching rules in such shop from makespan, mean flow time, maximum flow time, mean tardiness, maximum tardiness, number of tardy jobs, total setups and mean setup time performance measures viewpoint. A discrete event simulation model of a stochastic dynamic job shop manufacturing system is developed for investigation purpose. Nine dispatching rules identified from literature are incorporated in the simulation model. The simulation experiments are conducted under due date tightness factor of 3, shop utilization percentage of 90 % and setup times less than processing times. Results indicate that shortest setup time (SIMSET) rule provides the best performance for mean flow time and number of tardy jobs measures. The job with similar setup and modified earliest due date (JMEDD) rule provides the best performance for makespan, maximum flow time, mean tardiness, maximum tardiness, total setups and mean setup time measures.

关键词： scheduling     stochastic dynamic job shop     sequence-dependent setup times     dispatching rule     simulation    

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Two-stage stochastic programming with robust constraints for the logistics network post-disruption response

《工程管理前沿（英文）》   页码 67-81 doi: 10.1007/s42524-022-0240-2

摘要： Logistics networks (LNs) are essential for the transportation and distribution of goods or services from suppliers to consumers. However, LNs with complex structures are more vulnerable to disruptions due to natural disasters and accidents. To address the LN post-disruption response strategy optimization problem, this study proposes a novel two-stage stochastic programming model with robust delivery time constraints. The proposed model jointly optimizes the new-line-opening and rerouting decisions in the face of uncertain transport demands and transportation times. To enhance the robustness of the response strategy obtained, the conditional value at risk (CVaR) criterion is utilized to reduce the operational risk, and robust constraints based on the scenario-based uncertainty sets are proposed to guarantee the delivery time requirement. An equivalent tractable mixed-integer linear programming reformulation is further derived by linearizing the CVaR objective function and dualizing the infinite number of robust constraints into finite ones. A case study based on the practical operations of the JD LN is conducted to validate the practical significance of the proposed model. A comparison with the rerouting strategy and two benchmark models demonstrates the superiority of the proposed model in terms of operational cost, delivery time, and loading rate.

关键词： logistics network design     post-disruption response strategy     two-stage stochastic programming     conditional value at risk     robust constraint    

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线性人脸对象类模型的匹配提升技术

付昀,郑南宁

《中国工程科学》 2005年 第7卷 第2期   页码 47-56

摘要：

针对真实感人脸模型匹配的细节控制和稳健创建问题，提出了线性人脸对象类模型的匹配提升技术。基于非统一抽样(NUS)的动态高斯金字塔分析(DGPA)方法，结合不等概率抽样和整群抽样策略，自适应地动态调整每级高斯金字塔图像的抽样分布，利用最优化算法由粗到精的计算全局近似最优解，获得精确的模型匹配。动态调节整群区域边界并利用再抽样率调节抽样密度，可以有效控制人像模型的细节表达效果，提高模型创建的稳健性。随机梯度下降的线性相关性扰动(CD-SGD)和学习率自适应(ALR)技术，提高了模型匹配的准确性和收敛速度。以MPI和AI&R人像库为测试样本，主观与客观评价的实验结果验证了该模型匹配提升技术的有效性。

关键词： 人脸建模     模型匹配     随机梯度下降     非统一抽样     多分辨率分析    

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标题 作者 时间 类型 操作

Hierarchical modeling of stochastic manufacturing and service systems

Zhe George ZHANG, Xiaoling YIN

期刊论文

Discrete-event stochastic systems with correlated inputs: Modeling and performance evaluation

期刊论文

Manufacturing system modeling and performance evaluation based on improved stochastic statechart

ZHANG Guojun, HE Jiabing, ZHU Haiping, CHEN Xuan

期刊论文

Multiscale stochastic finite element method on random field modeling of geotechnical problems – a fast

Xi F. XU

期刊论文

Special Column on Multiscale Stochastic Finite Element Method

期刊论文

Stochastic analysis of laminated composite plate considering stochastic homogenization problem

S. SAKATA,K. OKUDA,K. IKEDA

期刊论文

Application of an efficient stochastic calculation method on the seismic analysis of an isolated structure

Wei GUO, Zhiwu YU

期刊论文

自恢复容错系统的建模与分析

郭成昊,刘凤玉

期刊论文

Applying the spectral stochastic finite element method in multiple-random field RC structures

Abbas YAZDANI

期刊论文

Review of stochastic optimization methods for smart grid

S. Surender REDDY, Vuddanti SANDEEP, Chan-Mook JUNG

期刊论文

An efficient stochastic dynamic analysis of soil media using radial basis function artificial neural

P. ZAKIAN

期刊论文

Robust train speed trajectory optimization: A stochastic constrained shortest path approach

Li WANG, Lixing YANG, Ziyou GAO, Yeran HUANG

期刊论文

Analysis of dispatching rules in a stochastic dynamic job shop manufacturing system with sequence-dependent

Pankaj SHARMA,Ajai JAIN

期刊论文

Two-stage stochastic programming with robust constraints for the logistics network post-disruption response

期刊论文

线性人脸对象类模型的匹配提升技术

付昀,郑南宁

期刊论文