In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-m...In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.展开更多
Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a k...Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a kernel estimate of f(.) under certain regular conditions.展开更多
Various properties of the characteristic functions of random variables in a non-commutative C*-probability space are studied in this paper. It turns out that the distributions of random variables are uniquely determin...Various properties of the characteristic functions of random variables in a non-commutative C*-probability space are studied in this paper. It turns out that the distributions of random variables are uniquely determined by their characteristic functions. By using the properties of characteristic functions, a central limit theorem for a sequence of independent identically distributed random variables in a C*-probability space is established as well.展开更多
We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual lifetime, are derived. E...We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual lifetime, are derived. Expressions are obtained for higher order equilibrium distribution functions under mixtures and convolutions of a counting distribution. Recursive formulas for higher order equilibrium distribution functions of the (a,b,0) -family of distributions are given.展开更多
To analyze the effect of basic variable on failure probability in reliability analysis,a moment-independent importance measure of the basic random variable is proposed,and its properties are analyzed and verified.Base...To analyze the effect of basic variable on failure probability in reliability analysis,a moment-independent importance measure of the basic random variable is proposed,and its properties are analyzed and verified.Based on this work,the importance measure of the basic variable on the failure probability is compared with that on the distribution density of the response.By use of the probability density evolution method,a solution is established to solve two importance measures,which can efficiently avoid the difficulty in solving the importance measures.Some numerical examples and engineering examples are used to demonstrate the proposed importance measure on the failure probability and that on the distribution density of the response.The results show that the proposed importance measure can effectively describe the effect of the basic variable on the failure probability from the distribution density of the basic variable.Additionally,the results show that the established solution on the probability density evolution is efficient for the importance measures.展开更多
An actual ecological predator-prey system often undergoes random environmental mutations owing to the impact of natural disasters and man-made destruction, which may destroy the balance between the species. In this pa...An actual ecological predator-prey system often undergoes random environmental mutations owing to the impact of natural disasters and man-made destruction, which may destroy the balance between the species. In this paper,the stochastic dynamics of the nonlinear predator-prey system considering random environmental mutations is investigated, and a feedback control strategy is proposed to reshape the response of the predator-prey system against random abrupt environmental mutations. A delayed Markov jump system(MJS) is established to model such a predator-prey system. A novel first integral is constructed which leads to better approximation solutions of the ecosystem. Then, by applying the stochastic averaging method based on this novel first integral, the stochastic response of the predator-prey system is investigated, and an analytical feedback control is designed to reshape the response of the ecosystem from the disturbed state back to the undisturbed one.Numerical simulations finally illustrate the accuracy and effectiveness of the proposed procedure.展开更多
The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random ...The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA(2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship’s manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.展开更多
Firstly,the fatigue damages associated with the random loadings were always deemed as highcycle or very-high-cycle fatigue problems,and based on Chebyshev theorem,the number of rainflow cycles in a given time interval...Firstly,the fatigue damages associated with the random loadings were always deemed as highcycle or very-high-cycle fatigue problems,and based on Chebyshev theorem,the number of rainflow cycles in a given time interval could be recognized as a constant by neglecting its randomness.Secondly,the randomness of fatigue damage induced by the distribution of rainflow cycles was analyzed.According to central limit theorem,the fatigue damage could be assumed to follow Gaussian distribution,and the statistical parameters:mean and variance,were derived from Dirlik's solution.Finally,the proposed method was used to a simulate Gaussian random loading and the measured random loading from an aircraft.Comparisons with observed results were carried out extensively.In the first example,the relative errors of the proposed method are 2.29%,3.52%and 1.16%for the mean,standard deviation and variation coefficient of fatigue damage,respectively.In the second example,these relative errors are 11.70%,173.32%and 18.20%,and the larger errors are attributable to non-stationary state of the measured loading to some extent.展开更多
Traditional Global Sensitivity Analysis（GSA） focuses on ranking inputs according to their contributions to the output uncertainty.However,information about how the specific regions inside an input affect the output ...Traditional Global Sensitivity Analysis（GSA） focuses on ranking inputs according to their contributions to the output uncertainty.However,information about how the specific regions inside an input affect the output is beyond the traditional GSA techniques.To fully address this issue,in this work,two regional moment-independent importance measures,Regional Importance Measure based on Probability Density Function（RIMPDF） and Regional Importance Measure based on Cumulative Distribution Function（RIMCDF）,are introduced to find out the contributions of specific regions of an input to the whole output distribution.The two regional importance measures prove to be reasonable supplements of the traditional GSA techniques.The ideas of RIMPDF and RIMCDF are applied in two engineering examples to demonstrate that the regional moment-independent importance analysis can add more information concerning the contributions of model inputs.展开更多
A second order oscillator with nonlinear restoring force and nonlinear damping is considered: it is subject to both external and internal (parametric) excitations of Gaussian white noise type. The nonlinearities are c...A second order oscillator with nonlinear restoring force and nonlinear damping is considered: it is subject to both external and internal (parametric) excitations of Gaussian white noise type. The nonlinearities are chosen in such a way that the associated Fokker-Planck-Kolmogorov equation is solvable in the steady state. Different choices of some system parameters give rise to different and interesting shapes of the joint probability density function of the response, which in some cases appears to be multimodal. The problem of the determination of the power spectral density of the response is also addressed by using the true statistical linearization method.展开更多
通过大涡模拟(Large Eddy Simulation,LES)湍流求解方法和概率密度函数输运方程(Transported Probability Density Function,TPDF)湍流燃烧求解方法结合,对煤油燃料双旋流燃烧室(Gas Turbine Model Combustor,GTMC)进行了模拟,并利用经...通过大涡模拟(Large Eddy Simulation,LES)湍流求解方法和概率密度函数输运方程(Transported Probability Density Function,TPDF)湍流燃烧求解方法结合,对煤油燃料双旋流燃烧室(Gas Turbine Model Combustor,GTMC)进行了模拟,并利用经验模态分解(Empirical Mode Decomposition,EMD)和快速傅里叶变换(Fast Fourier Transform,FFT)等方法分析了GTMC的温度和速度非定常特性,获得了脉动主频的空间分布。结果显示:空间坐标为(2 cm,0 cm,3 cm)的特征点的温度主频为47和761 Hz;对本征模态函数(Intrinsic Mode Function,IMF)进行显著性分析,能量密度最高的IMF的主频即原始数据的主频;温度脉动主要受湍流流动影响;根据瑞利数场,热-压力激发与抑制区域总是交替出现。展开更多
随机振动台根据功率谱密度(PSD,Power Spectral Density)生成的信号为高斯信号,而实际振动环境有时是非高斯的,因此随机振动实验常常无法准确模拟产品在真实振动环境下的失效情况.通过两个案例分别对均方根值(RMS,Root Mean Square)不...随机振动台根据功率谱密度(PSD,Power Spectral Density)生成的信号为高斯信号,而实际振动环境有时是非高斯的,因此随机振动实验常常无法准确模拟产品在真实振动环境下的失效情况.通过两个案例分别对均方根值(RMS,Root Mean Square)不随时间变化和随时间变化的非高斯随机振动进行了模拟方法研究.案例1利用Hermite多项式法对高斯信号进行了转换,在保证功率谱密度不变的同时得到了具有指定峭度的RMS不随时间变化的非高斯信号,但该方法对于输入的峭度有限制,当输入峭度大于10时,误差达到了20%.案例2利用一种新方法对实测的RMS随时间变化的非高斯振动进行了模拟,模拟后得到的非高斯信号和实测信号具有相同的功率谱密度、峭度以及概率分布,验证了新方法的准确性.展开更多
基金supported by Natural Science Foun■ion of Henan P■visial Commission of Bdusation
文摘In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.
文摘Let {Xn, n≥1} be a strictly stationary sequence of random variables, which are either associated or negatively associated, f(.) be their common density. In this paper, the author shows a central limit theorem for a kernel estimate of f(.) under certain regular conditions.
基金the Shanghai Science and Technology Commission, No. 01ZA14003.
文摘Various properties of the characteristic functions of random variables in a non-commutative C*-probability space are studied in this paper. It turns out that the distributions of random variables are uniquely determined by their characteristic functions. By using the properties of characteristic functions, a central limit theorem for a sequence of independent identically distributed random variables in a C*-probability space is established as well.
文摘We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual lifetime, are derived. Expressions are obtained for higher order equilibrium distribution functions under mixtures and convolutions of a counting distribution. Recursive formulas for higher order equilibrium distribution functions of the (a,b,0) -family of distributions are given.
基金supported by the National Natural Science Foundation of China (Grant Nos NSFC1057211, 50875213)New Century Excellent Talents in University of China (Grant No NCET-05-0868)+2 种基金Aviation Science Foundation of China (Grant No 2007ZA53012)National High Technology Research and Development Program of China (Grant No 2007AA04Z401)the Important National Science & Technology Specific Projects (Grant No 2009ZX04014-015-03)
文摘To analyze the effect of basic variable on failure probability in reliability analysis,a moment-independent importance measure of the basic random variable is proposed,and its properties are analyzed and verified.Based on this work,the importance measure of the basic variable on the failure probability is compared with that on the distribution density of the response.By use of the probability density evolution method,a solution is established to solve two importance measures,which can efficiently avoid the difficulty in solving the importance measures.Some numerical examples and engineering examples are used to demonstrate the proposed importance measure on the failure probability and that on the distribution density of the response.The results show that the proposed importance measure can effectively describe the effect of the basic variable on the failure probability from the distribution density of the basic variable.Additionally,the results show that the established solution on the probability density evolution is efficient for the importance measures.
基金the National Natural Science Foundation of China(Nos.11772293 and12072312)Zhejiang Science and Technology Project(No.2019C03129)。
文摘An actual ecological predator-prey system often undergoes random environmental mutations owing to the impact of natural disasters and man-made destruction, which may destroy the balance between the species. In this paper,the stochastic dynamics of the nonlinear predator-prey system considering random environmental mutations is investigated, and a feedback control strategy is proposed to reshape the response of the predator-prey system against random abrupt environmental mutations. A delayed Markov jump system(MJS) is established to model such a predator-prey system. A novel first integral is constructed which leads to better approximation solutions of the ecosystem. Then, by applying the stochastic averaging method based on this novel first integral, the stochastic response of the predator-prey system is investigated, and an analytical feedback control is designed to reshape the response of the ecosystem from the disturbed state back to the undisturbed one.Numerical simulations finally illustrate the accuracy and effectiveness of the proposed procedure.
基金financially supported by the Project of"Nonlinear Wave Excitation and Response of Surface Vehicle"(Grant No.B2420132001)the Natural Science Foundation of Tianjin(Grant No.15JCQNJC07700)
文摘The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA(2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship’s manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.
文摘Firstly,the fatigue damages associated with the random loadings were always deemed as highcycle or very-high-cycle fatigue problems,and based on Chebyshev theorem,the number of rainflow cycles in a given time interval could be recognized as a constant by neglecting its randomness.Secondly,the randomness of fatigue damage induced by the distribution of rainflow cycles was analyzed.According to central limit theorem,the fatigue damage could be assumed to follow Gaussian distribution,and the statistical parameters:mean and variance,were derived from Dirlik's solution.Finally,the proposed method was used to a simulate Gaussian random loading and the measured random loading from an aircraft.Comparisons with observed results were carried out extensively.In the first example,the relative errors of the proposed method are 2.29%,3.52%and 1.16%for the mean,standard deviation and variation coefficient of fatigue damage,respectively.In the second example,these relative errors are 11.70%,173.32%and 18.20%,and the larger errors are attributable to non-stationary state of the measured loading to some extent.
基金supported by the National Natural Science Foundation of China(No.NSFC51608446)the Fundamental Research Fund for Central Universities of China(No.3102016ZY015)
文摘Traditional Global Sensitivity Analysis（GSA） focuses on ranking inputs according to their contributions to the output uncertainty.However,information about how the specific regions inside an input affect the output is beyond the traditional GSA techniques.To fully address this issue,in this work,two regional moment-independent importance measures,Regional Importance Measure based on Probability Density Function（RIMPDF） and Regional Importance Measure based on Cumulative Distribution Function（RIMCDF）,are introduced to find out the contributions of specific regions of an input to the whole output distribution.The two regional importance measures prove to be reasonable supplements of the traditional GSA techniques.The ideas of RIMPDF and RIMCDF are applied in two engineering examples to demonstrate that the regional moment-independent importance analysis can add more information concerning the contributions of model inputs.
文摘A second order oscillator with nonlinear restoring force and nonlinear damping is considered: it is subject to both external and internal (parametric) excitations of Gaussian white noise type. The nonlinearities are chosen in such a way that the associated Fokker-Planck-Kolmogorov equation is solvable in the steady state. Different choices of some system parameters give rise to different and interesting shapes of the joint probability density function of the response, which in some cases appears to be multimodal. The problem of the determination of the power spectral density of the response is also addressed by using the true statistical linearization method.
文摘随机振动台根据功率谱密度(PSD,Power Spectral Density)生成的信号为高斯信号,而实际振动环境有时是非高斯的,因此随机振动实验常常无法准确模拟产品在真实振动环境下的失效情况.通过两个案例分别对均方根值(RMS,Root Mean Square)不随时间变化和随时间变化的非高斯随机振动进行了模拟方法研究.案例1利用Hermite多项式法对高斯信号进行了转换,在保证功率谱密度不变的同时得到了具有指定峭度的RMS不随时间变化的非高斯信号,但该方法对于输入的峭度有限制,当输入峭度大于10时,误差达到了20%.案例2利用一种新方法对实测的RMS随时间变化的非高斯振动进行了模拟,模拟后得到的非高斯信号和实测信号具有相同的功率谱密度、峭度以及概率分布,验证了新方法的准确性.
