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A case study on sample average approximation method for stochastic supply chain network design problem

Yuan WANG, Ruyan SHOU, Loo Hay LEE, Ek Peng CHEW

《工程管理前沿(英文)》 2017年 第4卷 第3期   页码 338-347 doi: 10.15302/J-FEM-2017032

摘要: This study aims to solve a typical long-term strategic decision problem on supply chain network design with consideration to uncertain demands. Existing methods for these problems are either deterministic or limited in scale. We analyze the impact of uncertainty on demand based on actual large data from industrial companies. Deterministic equivalent model with nonanticipativity constraints, branch-and-fix coordination, sample average approximation (SAA) with Bayesian bootstrap, and Latin hypercube sampling were adopted to analyze stochastic demands. A computational study of supply chain network with front-ends in Europe and back-ends in Asia is presented to highlight the importance of stochastic factors in these problems and the efficiency of our proposed solution approach.

关键词: supply chain network     stochastic demand     sampling average approximation     Bayesian bootstrap     Latin hypercube sampling    

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

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    

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    

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    

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    

Optimal locations of monitoring stations in water distribution systems under multiple demand patterns: a flaw of demand coverage method and modification

Shuming LIU, Wenjun LIU, Jinduan CHEN, Qi WANG

《环境科学与工程前沿(英文)》 2012年 第6卷 第2期   页码 204-212 doi: 10.1007/s11783-011-0364-9

摘要: A flaw of demand coverage method in solving optimal monitoring stations problem under multiple demand patterns was identified in this paper. In the demand coverage method, the demand coverage of each set of monitoring stations is calculated by accumulating their demand coverage under each demand pattern, and the impact of temporal distribution between different time periods or demand patterns is ignored. This could lead to miscalculation of the optimal locations of the monitoring stations. To overcome this flaw, this paper presents a Demand Coverage Index (DCI) based method. The optimization considers extended period unsteady hydraulics due to the change of nodal demands with time. The method is cast in a genetic algorithm framework for integration with Environmental Protection Agency Net (EPANET) and is demonstrated through example applications. Results show that the set of optimal locations of monitoring stations obtained using the DCI method can represent the water quality of water distribution systems under multiple demand patterns better than the one obtained using previous methods.

关键词: demand coverage     monitoring     optimization     water distribution network     water quality    

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    

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    

Electricity demand, GDP and employment: evidence from Italy

Cosimo MAGAZZINO

《能源前沿(英文)》 2014年 第8卷 第1期   页码 31-40 doi: 10.1007/s11708-014-0296-8

摘要: This paper applies time series methodologies to examine the causal relationship among electricity demand, real per capita GDP and total labor force for Italy from 1970 to 2009. After a brief introduction, a survey of the economic literature on this issue is reported, before discussing the data and introducing the econometric techniques used. The results of estimation indicate that one cointegrating relationship exists among these variables. This equilibrium relation implies that, in the long-run, GDP and labor force are correlated negatively, as well as GDP and electricity. Moreover, there is a bi-directional Granger causality flow between real per capita GDP and electricity demand; while labor force does not Granger-cause neither real per capita GDP nor electricity demand. This implies that electricity demand and economic growth are jointly determined at the same time for the Italian case. The forecast error variance decomposition shows that forecast errors in real per capita GDP are mainly caused by the uncertainty in GDP itself, while forecast errors in labor force are mainly resulted from the labor force itself, although aggregate income and electricity are important, too.

关键词: energy policies     electricity demand     GDP     labor force     stationarity     structural breaks     cointegration     causality     Italy    

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)    

Understanding the demand predictability of bike share systems: A station-level analysis

《工程管理前沿(英文)》 2023年 第10卷 第4期   页码 551-565 doi: 10.1007/s42524-023-0279-8

摘要: Predicting demand for bike share systems (BSSs) is critical for both the management of an existing BSS and the planning for a new BSS. While researchers have mainly focused on improving prediction accuracy and analysing demand-influencing factors, there are few studies examining the inherent randomness of stations’ observed demands and to what degree the demands at individual stations are predictable. Using Divvy bike-share one-year data from Chicago, USA, we measured demand entropy and quantified the station-level predictability. Additionally, to verify that these predictability measures could represent the performance of prediction models, we implemented two commonly used demand prediction models to compare the empirical prediction accuracy with the calculated entropy and predictability. Furthermore, we explored how city- and system-specific temporally-constant features would impact entropy and predictability to inform estimating these measures when historical demand data are unavailable. Our results show that entropy of demands across stations is polarized as some stations exhibit high uncertainty (a low entropy of 0.65) and others have almost no check-out demand uncertainty (a high entropy of around 1.0). We also validated that the entropy and predictability are a priori model-free indicators for prediction error, given a sequence of bike usage demands. Lastly, we identified that key factors contributing to station-level entropy and predictability include per capita income, spatial eccentricity, and the number of parking lots near the station. Findings from this study provide more fundamental understanding of BSS demand prediction, which can help decision makers and system operators anticipate diverse station-level prediction errors from their prediction models both for existing stations and for new ones.

关键词: bike share systems     demand prediction     prediction errors     machine learning     entropy    

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    

Scenario analysis of the energy demand and CO

Jihong ZHANG, Jian ZHOU, Guangping HU, Tianhou ZHANG

《能源前沿(英文)》 2010年 第4卷 第4期   页码 459-468 doi: 10.1007/s11708-010-0119-5

摘要: An assessment of the energy demand and the potential for sector-based emission reductions will provide necessary background information for policy makers. In this paper, Beijing was selected as a special case for analysis in order to assess the energy demand and potential of CO abatement in the urban transport system of China. A mathematical model was developed to generate three scenarios for the urban transport system of Beijing from 2010 to 2030. The best pattern was identified by comparing the three different scenarios and assessing their urban traffic patterns through cost information. Results show that in the high motorization-oriented pattern scenario, total energy demand is about 13.94% higher, and the average CO abatement per year is 3.38 million tons less than in the reference scenario. On the other hand, in the bus and rail transit-oriented scenario, total energy demand is about 11.57% less, and the average CO abatement is 2.8 million tons more than in the reference scenario. Thus, Beijing cannot and should not follow the American pattern of high motorization-oriented transport system but learn from the experience of developed cities of Europe and East Asia.

关键词: scenario analysis     urban traffic pattern     energy demand     reduction potential    

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    

标题 作者 时间 类型 操作

A case study on sample average approximation method for stochastic supply chain network design problem

Yuan WANG, Ruyan SHOU, Loo Hay LEE, Ek Peng CHEW

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

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

Optimal locations of monitoring stations in water distribution systems under multiple demand patterns: a flaw of demand coverage method and modification

Shuming LIU, Wenjun LIU, Jinduan CHEN, Qi WANG

期刊论文

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

P. ZAKIAN

期刊论文

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

Abbas YAZDANI

期刊论文

Electricity demand, GDP and employment: evidence from Italy

Cosimo MAGAZZINO

期刊论文

Review of stochastic optimization methods for smart grid

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

期刊论文

Understanding the demand predictability of bike share systems: A station-level analysis

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

Scenario analysis of the energy demand and CO

Jihong ZHANG, Jian ZHOU, Guangping HU, Tianhou ZHANG

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