Optimization in simulation experiments using response surface methodology

Decision makers are increasingly using simulation in their analyses. The thrust of such simulation analysis frequently is to determine the optimum combination of factors and/or to investigate the relationship between the response and the factors. These objectives coincide with the goal of the optimum-seeking techniques of response surface methodology (RMS). However, despite many efforts to encourage the application of RMS to simulation including Brightman[10], Burdick & Thomas[11], Meier[33], Montgomery & Evans[35] and Naylor[38], RMS has yet to receive much attention and respect from practitioners and academicians. This paper is an attempt to stimulate a greater awareness of RMS and its associated experimental designs as they relate to simulation. Our objective is accomplished through the use of two tree diagrams, which help the experimenter choose an appropriate design, and an example which demonstrates the benefits and problems associated with RMS and simulation.     

元胞自动机交通流NS模型相图研究

基于开放边界条件下元胞自动机交通流NS模型,模拟入口概率[α]、出口概率[β]、车辆最大速度[Vmax]以及随机慢化概率[ρ]对系统流量[J]的影响,根据不同流相中流量[J]的变化规律,建立NS模型的相图。结果表明,车辆最大速度在一定范围内的增加能提高系统流量,车辆的随机慢化概率在小于临界随机慢化概率[ρc]时,不会对系统流量造成影响,而超过[ρc]时,随机慢化概率越大,对系统流量的反作用越明显。[Vmax]和[ρ]决定系统相图。当[Vmax=5],[ρ<ρc]时,系统相图只由自由流相和堵塞流相构成,自由流相和堵塞流相被一条曲线分开;[ρ>ρc]时,最大流相出现,最大流相区域随着[ρ]增大而增加。     

J-SYSTEM RECONSTRUCT/ABILITY: A FORMALIZED STUDY

TheJ-system satisfies either J =P([,4], [.B], [C]); or J = [A], [B] [C]) or J = [A]O₁, [B] O₂ [C] Therefore, J-system reconstructability (I) is in motion, in accordance with the formalized law AOB?C; (ii) is in development and evolution, in accordance wiih f(A,B,C)→F(lA,m£,nC); and (iii) has qualitative change, in accordance with (δ₁A)O₇(δ ₂B)O₈ ( δ ₈C) = KδP. This paper discusses these laws in detail.     

Behavioural change phases of different stakeholders involved in the implementation process of ergonomics measures in bricklaying

The objective of this qualitative study was to assess whether a hypothesised sequential order of behavioural change phases would be fulfilled in different groups of stakeholders involved at the start of a process to implement ergonomic [corrected] measures in bricklaying teams. The measures include trestles, bricklaying scaffolds, mast climbing work platforms [corrected] and cranes. The behavioural change phases were: (1) being aware of measures, (2) understanding measures, (3) wanting measures, (4) intention to buy or hire measures, (5) ability to use measures, (6) using measures (experience), and (7) continuing to use measures. Structured interviews were conducted to examine the change phases in two groups of stakeholders (employers/work planners (n=11) [corrected] and foremen/bricklayers (n=9) [corrected] from nine companies) thought to be relevant in the decision to adopt and use the ergonomic [corrected] measures. The results show that the fulfilled behavioural change phases differ between individual stakeholders, groups of stakeholders, companies and also between ergonomic measures. The hypothesised order of fulfilled consecutive behavioural change phases for individual stakeholders has not been confirmed by this study. The relationship between [corrected] fulfilled and unfulfilled change phases by each stakeholder (group) and actual use of each ergonomic measure requires further study, so as to improve the selection of suitable implementation strategies [corrected]     

Combining Local and Global Model Checking

The verification process of reactive systems in local model checking [1,7] and in explicit state model checking is[13,15] on-the-fly. Therefore only those states of a system have to be traversed that are necessary to prove a property. In addition, if the property does not hold, than often only a small subset of the state space has to be traversed to produce a counterexample. Global model checking [6,23] and, in particular, symbolic model checking [4,22] can utilize compact representations of the state space, e.g. BDDs [3], to handle much larger designs than what is possible with local and explicit model checking. We present a new model checking algorithm for LTL that combines both approaches. In essence, it is a generalization of the tableau construction of [1] that enables the use of BDDs but still is on-the-fly.     

Capturing blast waves in granular flow

In this paper we continue the analysis of compressible Euler equations for inelastic granular gases described by a granular equation of state due to Goldshtein and Shapiro [Goldshtein A, Shapiro M. Mechanics of collisional motion of granular materials. Part 1: General hydrodynamic equations. J Fluid Mech 1995;282:75-114], and an energy loss term accounting for inelastic collisions. We study the hydrodynamics of blast waves in granular gases by means of a fifth-order accurate scheme that resolves the evolution under different restitution coefficients. We have observed and analyzed the formation of a cluster region near the contact wave using the one-dimensional and two-dimensional versions of our code.     

Speed-Ups by changing the order in which sets are enumerated

The purpose of this paper is to show that there are sets for which really large improvements in enumeration times can only be achieved by programs which change the order in which the sets are enumerated and not by programs which merely speed up the enumeration times without changing the order in which the sets are enumerated. We do this by proving, in a suitably general context, the following analogue of the Blum speedup theorem: There are some infinite sets which are so difficult to enumerate that, given any order for enumerating the set, there is some other order and someone method of enumerating the set in this second order which is much faster thanany method of enumerating the set in the first ordering. The proof itself is one of the first nontrivial applications of priority methods to questions of computational complexity. (See also [8], [6], and [3] for more such applications.)Supported by NSF Research Grant No. GP 6120 and GJ—27127. Preliminary version presented at the First Annual ACM Symposium on the Theory of Computing, May, 1969.     

A subquadratic algorithm for approximate limited expression matching

In this paper we present an efficient subquadratic-time algorithm for matching strings and limited expressions in large texts. Limited expressions are a subset of regular expressions that appear often in practice. The generalization from simple strings to limited expressions has a negligible affect on the speed of our algorithm, yet allows much more flexibility. Our algorithm is similar in spirit to that of Masek and Paterson [MP], but it is much faster in practice. Our experiments show a factor of four to five speedup against the algorithms of Sellers [Se] and Ukkonen [Uk1] independent of the sizes of the input strings. Experiments also reveal our algorithm to be faster, in most cases, than a recent improvement by Chang and Lampe [CL2], especially for small alphabet sizes for which it is two to three times faster.The research of U. Manber was supported in part by a Presidential Young Investigator Award DCR-8451397, with matching funds from AT&T, and by NSF Grant CCR-9001619. G. Myers research was supported in part by NIH Grant LM04960, NSF Grant CCR-9001619, and the Aspen Center for Physics.     

Distinguishing attacks on stream ciphers based on arrays of pseudo-random words

In numerous modern stream ciphers, the internal state consists of a large array of pseudo-random words, while the output key-stream is a relatively simple function of the state. It has been heuristically shown in several situations [3], [8], [9], [10], [11] and [14] that this structure may lead to distinguishing attacks on the cipher. In this note we present a more rigorous treatment of this structural attack. First, we present a rigorous proof of the main probabilistic claim behind it in the basic cases. We then apply it concretely to the cipher sn3 [12], and demonstrate that the heuristic assumptions of the attack are remarkably precise in more complicated cases.     

On the stability structure for lattice Boltzmann schemes

The stability structure for lattice Boltzmann schemes has been introduced in Banda et al. (2006) [16], Junk and Yong (2007) [14] to analyze the stability of numerical algorithms. The first purpose of this paper is to discuss the stability structure from the perspective of matrix analysis. Its second goal is to illustrate and apply the results to different classes of lattice Boltzmann collision operators. In particular we formulate an equivalence condition–just recently also reported in Yong (2008) [18]–that guarantees the existence of a pre-stability structure. It is then illustrated by several examples, how this equivalence condition can be effectively employed for the systematic verification and construction of stable collision operators. Finally, we point out some shortcomings of the stability structure approach arising in certain cases.     

极大限制边连通网络的充分条件

限制边连通度是度量网络可靠性的重要参数。设[G]是一个边集为[E]的连通网络。称一个边集合[S?E]是一个限制边割,如果[G-S]是不连通的且每个分支至少有两个顶点。网络[G]的限制边连通度,记为[λ'],定义为[G]的最小限制边割的基数。设[d(v)]表示顶点[v]的度,[ξ=min{d(u)+d(v)-2:uv∈E}]表示[G]的最小边度。称网络[G]是极大限制边连通的,如果[λ'=ξ]。给出了网络是极大限制边连通的一些充分条件。     

A model for synchronous switching circuits and its theory of correctness

Following Bryant [2], an algorithm is given for translating a switching circuit design into a program that simulates its dynamic behavior. A theory of assertions based on Dijkstra [5] and UNITY [4] is then developed to formalize specifications of hardware circuit designs and to establish their correctness. Both combinational and sequential circuits are taken into account both in N-mos and C-mos; the latter turns out to be much simpler.Chaochen Zhou in on leave from the Software Institute, Academia Sinica     

泛逻辑学中UB代数系统的fuzzy滤子

文献[2]给出了理想状态下泛逻辑学的形式演绎系统!,证明了此系统是可靠的。文献[3]提出了在理想状态(h=k=0.5)下泛逻辑学对应的代数系统-UB代数。文献[5]研究了泛逻辑学中UB代数系统的若干性质。在文献[3,5]的基础上,进一步讨论了UB代数fuzzy滤子与商代数。     

k元船方体网络的可靠性

[k]元[n]方体[Qkn]是设计大规模多处理机系统时最常用的互连网络拓扑结构之一。对于[1≤m≤n-1],设[F]是[Qkn]中的一个由非空点集[VF]和非空边集[EF]构成的故障集,满足[Qkn-F]中不存在[Qkn-m]且[VF]破坏的[Qkn-m]的集合与[EF]破坏的[Qkn-m]的集合互不包含。设[f＊（n,m）]是破坏[Qkn]中的所有子立方[Qkn-m]所需要的故障集[F]的最小基数。证明了对于奇数[k≥3],[fk（n,1）]为[k＋1],[fk（n,n-1）]为[kn-1-1＋n],[f＊（n,m）]的上下界分别为[Cm-1n-1km＋Cm-1n-2km-1]和[km]。举例说明了上界[Cm-1n-1km＋Cm-1n-2km-1]是最优的。     

The use of concerns theory in inservice training for computer education

The introduction of computers in the schools represents a dramatic change. Bentzen [1], Goodlad [2], and Hall [3] have documented the important role of the individual in the change process. Our research focused on the personal dimensions of the change process, and on teacher concerns about using microcomputers in the classroom. Eighteen teachers at the senior high school level volunteered to complete the Stages of Concern Questionnaire that reliably yields data on seven distinct stages of concerns (Hall et al. [4]). Based on their SoCQ profiles, three “users” and three “non-users” were interviewed to determine the present and projected uses of computers in teaching. This data base was used to design a set of inservice activities that over a three day period for 15 hours, produced a significant change in teachers' concerns towards microcomputers. A change model assuming a person-level orientation to an innovation is a promising approach to be used in inservicing.     

基于改进搜索策略的Live-Wire医学图像分割算法

Live-Wire 分割算法提供了一种精确的、可再现的交互式医学图像分割方法。Live-Wire算法中最优路径的搜索通常采用Dijkstra算法,其时间复杂度为O[n2]。提出从两个方面对Live-Wire医学图像分割算法的搜索策略进行改进以提高Live-Wire算法的实时性：（1）在最短路径的搜索过程中应用二叉堆排序,使算法的时间复杂度从原来的O[n2]降为O[n ln n];（2）在最短路径搜索中加入到达目标节点即停止的限制条件,可明显减少搜索节点数,使算法的时间复杂度远小于O[n ln n]。经算法分析及实验表明,搜索策略的改进可显著提高Live-Wire算法的运行效率。     

Randomness, Stochasticity, and Approximations

Polynomial time unsafe approximations for intractable sets were introduced by Meyer and Paterson [9] and Yesha [19], respectively. The question of which sets have optimal unsafe approximations has been investigated extensively; see, e.g., [1], [5], [15], and [17]. Recently, Wang [15], [17] showed that polynomial time random sets are neither optimally unsafe approximable nor Δ -levelable. In this paper we show that: (1) There exists a polynomial time stochastic set in the exponential time complexity class which has an optimal unsafe approximation. (2) There exists a polynomial time stochastic set in the exponential time complexity class which is Δ -levelable. The above two results answer a question asked by Ambos-Spies and Lutz [2]: What kind of natural complexity property can be characterized by p -randomness but not by p -stochasticity? Our above results also extend Ville's [13] historical result. The proof of our first result shows that, for Ville's stochastic sequence, we can find an optimal prediction function f such that we will never lose our own money betting according to f (except the money we have earned), that is to say, if at the beginning we have only $1 and we always bet $1 that the next selected bit is 1 , then we always have enough money to bet on the next bit. Our second result shows that there is a stochastic sequence for which there is a betting strategy f such that we will never lose our own money betting according to f (except the money we have earned), but there is no such optimal betting strategy. That is to say, for any such betting strategy, we can find another betting strategy which could be used to make money more quickly. Received May 1997, and in final form September 1998.     

Solving the Beck and Wieland model with optimal experimentation in DualPC

Currently, there is a renewed interest in the use of optimal experimentation (adaptive control) in economics. Example are found in [Amman and Kendrick, 1999], [Amman and Kendrick, 2003], [Cosimano, in?press], [Cosimano and Gapen, 2005b], [Cosimano and Gapen, 2005a], [Cosimano and Gapen, 2006], [Tesfaselassie et?al., 2007], [Tucci, 1997], [Wieland, 2000a] and [Wieland, 2000b]. In this paper we present the Beck & Wieland model [Beck, G., & Wieland, V. (2002). Learning and control in a changing economic environment. Journal of Economic Dynamics and Control, 26, 1359-1378] and the methodology to solve this model with time-varying parameters using the various control methods described in [Kendrick, 1981] and [Kendrick, 2002]. Furthermore, we also provide numerical results using the DualPC software [Amman, H. M., & Kendrick, D. A. (1999). The DualI/DualPC software for optimal control models: User’s guide. Working paper, Austin, TX 78712, USA: Center for Applied Research in Economics, University of Texas] and show first evidence that optimal experimentation or Dual Control may produce better results than Expected Optimal Feedback.