蒙特卡洛模拟技术在污水处理项目风险分析中的应用

本文以天津某污水处理厂工程为算例,通过编制计算机程序,将蒙特卡洛模拟技术引入污水处理项目经济评价风险分析的应用中,得出项目可行或不可行的概率,进一步为投资决策提供依据。     

基于蒙特卡洛模拟的住房抵押贷款支持证券定价研究

在分析住房抵押贷款支持证券定价模式以及比较结构化定价模型与简约化定价模型的基础上,构建包含提前偿付因素与违约因素的定价模型。基于C IR利率模型,运用蒙特卡洛模拟的方法生成利率路径及提前偿付与违约路径,为住房抵押贷款支持证券定价,并分析提前偿付与违约对住房抵押贷款支持证券价格的影响。     

Monte Carlo Study Reveals the Parent State of Quantum Phases

<正>Numerical simulations provide the first concrete evidence of 2 D(U1) deconfined matter, an exotic phase whose existence has been pursued by both condensed-matter and high-energy physicists.An international research team, led by Prof. MENG Ziyang from the Institute of Physics(IOP), Chinese Academy of Sciences(CAS) and comprised of Dr. XU Xiaoyan from Hong Kong University of Science and Technology, Associate Prof. QI Yang from Fudan University,     

基于Logit模型和Monte Carlo方法的城市客运站选择行为研究

本文论述了研究的背景和意义,简单介绍基于随机效用理论的Logit模型和用于随机模拟的Monte Carlo方法,然后讨论运用Logit模型生成城市客运站选择概率,利用Monte Carlo方法模拟城市客运站选择行为,并以南京市城市客运站规划为实例,验证Logit模型和Monte Carlo方法的适用性,最后得出基于Logit模型和Monte Carlo方法是在一定程度上反映用户最优,可以与系统最优方法结合使用的结论。     

γ射线在不同物质中衰减规律的蒙特卡罗模拟

本文根据γ射线与物质相互作用机理,建立基于蒙特卡罗方法的粒子输运数学模型。根据窄束γ射线在物质中的衰减规律公式,通过蒙特卡罗方法模拟计算得到不同能量γ射线对于不同材料的衰减系数。并对γ射线在几种物质中的能量衰减变化进行模拟。结果显示用蒙特卡罗方法模拟与理论完全吻合。     

Designing machine operating strategy with simulated annealing and Monte Carlo simulation

This paper describes a simulation-based parameter design (PD) approach for optimizing machine operating strategy under stochastic running conditions. The approach presents a Taguchi-based definition to the PD problem in which control factors include machine operating hours, operating pattern, scheduled shutdowns, maintenance level, and product changeovers. Random factors include machine random variables (RVs) of cycle time (CT), time-between-failure (TBF), time-to-repair (TTR), and defects rate (DR). Machine performance, as a complicated function of control and random factors, is defined in terms of net productivity (NP) based on three key performance indicators: gross throughput (GT), reliability rate (RR), and quality rate (QR). It is noticed that the resulting problem definition presents both modeling and optimization difficulties. Modeling complications result from the sensitivity of machine RVs to different settings of machine operating parameters and the difficulty to estimate machine performance in terms of NP under stochastic running conditions. Optimization complications result from the limited capability of mathematical modeling and experimental design in tackling the resulting large-in-space combinatorial optimization problem. To tackle such difficulties, therefore, the proposed approach presents a combined empirical modeling and Monte Carlo simulation (MCS) method to model the sensitive factors interdependencies and to estimate NP under stochastic running conditions. For combinatorial optimization, the approach utilizes a simulated-annealing (SA) heuristic to solve the defined PD problem and to provide optimal or near optimal settings to machine operating parameters. Approach procedure and potential benefits are illustrated through a case study example.     

套管厚度对探测器探测效率影响的MC研究

本文利用蒙特卡罗MCNP5程序分别模拟研究厚度为3mm探管对测井仪探测效率的影响和探管厚度变化对测井仪探测效率的影响,得出如下主要结论:对3mm探管,随着能量的增加绝对探测效率先增加后慢慢降低。探管厚度越大,1.46MeV的伽马射线被慢化到低能端的相对计数就越多,相应全能峰的相对总计数会慢慢减少,绝对峰探测效率随着探管厚度的增加逐渐降低。     

溴化镧探测器在伽马测井应用中的MC研究

本文利用蒙特卡罗方法模拟实际测井过程,模拟地层中1.76MeV伽马射线经过几种不同材料探管以及不同尺寸溴化镧晶体的能谱。通过分析峰总比可以看出,用铍、镁铝合金作为溴化镧探测器探管并不能够有效地提高全能峰计数率,增大溴化镧晶体体积,能够有效提高峰总比。     

基于Monte Carlo熵权决策的云计算数据预取算法

云计算数据预取算法设计是实现云平台环境下通信链路优化和任务调度均衡分配的基础技术。在传统的云计算据查询模式下,当由于缓存空间不足而导致新的缓存数据无法进入缓存时,导致数据预取拥堵,性能不好。提出一种基于Monte Carlo熵权决策的云计算数据预取算法,构建云计算数据查询模板模型,进行Hybrid缓存置换数据预取前置处理,采用Monte Carlo熵权决策方法,把云计算预取信号从缓存域变换到波束域,构建置换函数,实现了对算法的改进。仿真实验研究得出,该算法通过熵权特征提取,进行云计算数据预取决策,提高了云计算数据预取性能,大数据访问延迟率降低,云计算数据存取和调度效率提高,保真率较好。     

高分子与偶联表面活性剂分子混合体系的形态模拟

用计算机技术模拟了偶联表面活性荆分子与高分子的混合溶液体系性质,并考查了模拟体系的形态结构。模拟结果表明,与一般高分子体系类似,体系中存在着临界聚集浓度和临界胶束浓度,且浓度数量级更小;随着偶联表面活性剂分子浓度的增大,体系中有更多偶联表面活性剂胶柬被吸附在高分子链上,形成表面活性剂／高分子聚集体。     

保护中小股东的奇异认沽权证蒙特卡罗模拟方案设计

针对经济活动(如股改、定向增发、兼并收购、重组、整体上市和非常广泛的股权合作)中有可能存在的控股股东对中小股东利益的侵害,引入认沽权证产品,在协商的基础上设计一种多执行时机、执行价格按一定利率随时间线性增长的奇异认沽权证方案,利用蒙特卡罗模拟最小二乘法编程计算权证的模拟值,在保护中小股东利益的基础上,有助于合作中控股股东战略意图(如股改、定向增发、兼并收购、重组、整体上市等)的实施和顺利促进最广泛的双方股权合作。     

空间科学卫星工程项目进度及风险分析——基于蒙特卡洛模拟仿真

通过Crystal Ball软件对空间科学卫星工程项目进度进行蒙特卡洛模拟仿真模拟,预测工程项目完成的时间,并进行敏感度分析,识别出整个研制项目过程中的风险主要存在的阶段.研究表明,蒙特卡洛模拟仿真方法是一种适用于空间卫星工程项目进度管理以及风险识别分析的便捷方法;要注重加强对空间科学卫星工程项目立项论证阶段以及正样研制阶段的风险管理.此方法对空间科学卫星工程项目的进度以及风险管理具有一定的决策依据.     

基于蒙特卡洛模拟和挣值分析的项目完工预测优化

基于挣值分析和风险管理，通过蒙特卡洛模拟获取项目数据，使用二次判别分析、随机森林和支持向量机进行模型学习和完工预测是项目控制的有效方法之一。在现有研究基础上，考虑项目执行过程中的剩余工作时间、剩余工作费用和风险，分别应用现有研究方法、梯度提升树和人工神经网络进行模型学习，利用嵌套交叉验证进行模型选择和模型评估。研究结果表明，优化后的方法显著提升项目完工预测的准确率。     

载人空间站载荷元器件供应商评价——基于蒙特卡罗数据包络分析法

载人空间站是高端装备典型代表,载荷设备具有技术复杂、可靠性要求高和时间节点计划性强等特点。载人空间站的研制按照"装备—分系统—设备—元器件"的结构开展,元器件质量、交付、价格的不确定性直接影响装备研制成果,因此对元器件供应商提出了更高的不确定性控制要求。针对载人空间站的工程需求,采用结合蒙特卡罗模拟和博弈交叉效率数据包络分析(DEA)模型的蒙特卡罗DEA法,研究在部分投入产出项的分布函数已知情况下决策单元效率值的分布函数,以期提供更全面可信的评价结果。并通过在某载人空间站承研单位的应用,进一步论证蒙特卡罗DEA法的有效性。     

基于蒙特卡罗模拟权证投资中VAR的应用分析

针对目前风险价值研究的不足和缺陷,选用蒙特卡罗模拟方法,在原有的理论和基础上进行推导改进,得出资产价值在不确定下的风险值计算,并在实例中进行分析验证,使其度量方法更符合实际情况.     

Method evaluation of an enzymatic method for serum creatinine

Selecting the correct method for routine analysis by ‘method evaluation’ is an important component of quality assurance. It is a step-wise procedure that evaluates various analytical parameters like accuracy, precision etc of the given method. Finally reference intervals are established for selected population. We evaluated an enzymatic method for serum creatinine. The results show that it is an acceptable method based on the above mentioned criteria.     

Escherichia coli expressing endoglucanase gene from Thai higher termite bacteria for enzymatic and microbial hydrolysis of cellulosic materials

BackgroundEndoglucanase plays a major role in initiating cellulose hydrolysis. Various wild-type strains were searched to produce this enzyme, but mostly low extracellular enzyme activities were obtained. To improve extracellular enzyme production for potential industrial applications, the endoglucanase gene of Bacillus subtilis M015, isolated from Thai higher termite, was expressed in a periplasmic-leaky Escherichia coli. Then, the crude recombinant endoglucanase (EglS) along with a commercial cellulase (Cel) was used for hydrolyzing celluloses and microbial hydrolysis using whole bacterial cells.ResultsE. coli Glu5 expressing endoglucanase at high levels was successfully constructed. It produced EglS (55 kDa) with extracellular activity of 18.56 U/mg total protein at optimal hydrolytic conditions (pH 4.8 and 50°C). EglS was highly stable (over 80% activity retained) at 40–50°C after 100 h. The addition of EglS significantly improved the initial sugar production rates of Cel on the hydrolysis of carboxymethyl cellulose (CMC), microcrystalline cellulose, and corncob about 5.2-, 1.7-, and 4.0-folds, respectively, compared to those with Cel alone. E. coli Glu5 could secrete EglS with high activity in the presence of glucose (1% w/v) and Tween 80 (5% w/v) with low glucose consumption. Microbial hydrolysis of CMC using E. coli Glu5 yielded 26 mg reducing sugar/g CMC at pH 7.0 and 37°C after 48 h.ConclusionsThe recombinant endoglucanase activity improved by 17 times compared with that of the native strain and could greatly enhance the enzymatic hydrolysis of all studied celluloses when combined with a commercial cellulase.     

Highly efficient enzymatic preparation of isomalto-oligosaccharides from starch using an enzyme cocktail

BackgroundCurrent commercial production of isomalto-oligosaccharides (IMOs) commonly involves a lengthy multistage process with low yields.ResultsTo improve the process efficiency for production of IMOs, we developed a simple and efficient method by using enzyme cocktails composed of the recombinant Bacillus naganoensis pullulanase produced by Bacillus licheniformis, α-amylase from Bacillus amyloliquefaciens, barley bran β-amylase, and α-transglucosidase from Aspergillus niger to perform simultaneous saccharification and transglycosylation to process the liquefied starch. After 13 h of reacting time, 49.09% IMOs (calculated from the total amount of isomaltose, isomaltotriose, and panose) were produced.ConclusionsOur method of using an enzyme cocktail for the efficient production of IMOs offers an attractive alternative to the process presently in use.     

用ZMNL方法实现地面杂波的建模与仿真

应用零记忆非线性变换法(ZMNL),对幅度分布特性为瑞利分布、对数正态分布和韦伯分布,功率谱特性为高斯谱和平方谱的地杂波进行建模和仿真.实现了实时动态地模拟实际采集的雷达地杂波,而且可按给定的功率谱模型产生满足非高斯分布的随机数据序列.仿真结果和理想模型的吻合,证明了ZMNL是有效的地杂波仿真方法.最后研究了ZMNL方法产生误差的原因,以及ZMNL方法的适用范围.