有杆泵抽油装置使用可靠性数字仿真

利用可修系统可靠性分析理论，提出在役有杆泵抽油系统工作可靠性数字仿真模型。在对现场数据收集、整理的基础上，推断各子系统寿命和维修时间的统计模型，运用Monte Carlo法通过抽样模拟对系统可靠性和维修性进行数字仿真．实现对系统工作可靠性的定量评价。     

线性预测模型的分布估计

本文讨论把线性预测模型修改成势分析预测模型,并用数值模拟方法给出预测值分布的方法。     

机动目标自适应高斯模型与跟踪算法

提出了一种描述机动目标运动状态的自适应高斯模型，在这种模型中，机动目标的加速度被认为是具有非零均值、时间相关的随机过程，并假定其概率密度函数服从高斯分布。指出了机动目标运动模型的均值和方差与目标机动加速度最佳当前估计值之间的关系，在此基础上，提出了相应的自适应卡尔曼滤波算法。仿真结果表明，该算法对机动目标在不同机动方式下的位置、速度和加速度均有良好的跟踪效果，且所需计算量小。     

仿真技术在物流配送中的实际应用

为了使物流配送成本降低到最少,现利用仿真技术（extendsim6.0版）来实现物流配送作业中资源的合理利用和优化,从而降低作业成本。通过建立仿真模型,并多次的运行后输出数据,如：平均队长（Ave length）、平均等待时间（AveWait）以及每个资源的有效利用率（Utilization）。对以上数据进行分析和研究进而设计出最优的资源利用及合理分配的方案。     

三波形梁钢护栏连接过渡段的有限元仿真模拟试验

文章从高速公路交通事故的统计资料分析了现有半刚性与刚性护栏连接过渡段存在的问题，利用有限元方法对汽车高速碰撞护栏连接过渡段进行仿真模拟试验，提出全新的护栏过渡段设计方法。     

Technology search investments: evolutionary,option reasoning,and option pricing approaches

How do firms allocate limited search resources among substituting technologies with uncertain prospects? This paper contrasts three different approaches. The first follows evolutionary theorists' portrayals of decision‐making processes under bounded rationality. The second approach—real option reasoning—fosters flexibility by investing in more than one technology and postponing the decision to specialize. Following the third approach—real option pricing—firms base their search investments on forward‐looking calculations of technology option prices. We lay out the contrasting theoretical assumptions behind each of these three approaches and construct a simulation model to compare their implications. Copyright © 2004 John Wiley & Sons, Ltd.     

The performance of US equity mutual funds

The paper examines the performance of US no-load equity mutual funds. Fund performance is derived using stochastic frontier analysis for a flexible functional form. This analysis allows us to derive parametric estimates of efficiency scores for each fund in our sample for the first time in the literature. Our results indicate that US no-load equity funds display varying levels of efficiency over time but also depending on size and on investment style. Robustness analysis reaffirm the efficiency scores remain consistent across different selections of inputs and outputs as well as the underlying distribution of the return. Having estimated each fund’s efficiency in the sample we unveil their underlying dynamics, also with respect to risk and operational characteristics such as flows, assets, and Morningstar star ratings. Panel-VAR estimations reveal that the response of funds’ efficiency to a shock in risk is positive and substantial. Some evidence of reverse causality is also observed. Finally, we extend our analysis to investigate the relationship between funds performance and key covariates across subgroups defined by size.     

Perennial crops under stochastic water supply

Perennial crops require substantial initial investment in groundwork and planting, as well as a multiyear gestation period without commercial yield. Therefore, a crop's cycle (from planting to felling) should be long enough in order to cover the fixed cost and become profitable. The problem becomes involved when the cycle's duration is stochastic due to occurrence of uncertain event that terminates the cycle prematurely. Studying orchard management under stochastic drought events, we show that to each perennial crop that is profitable without drought hazard, there exists a critical drought hazard above which the crop turns loss making. We refer to this critical drought hazard as the crop's drought vulnerability index and show that it increases with the length of the gestation period, the ratio of fixed cost to average annual profit and the interest rate, and decreases with the natural (uninterrupted) cycle length. We then investigate the economic value of a stable water source, such as recycled water, that stabilizes the water supply and diminishes the drought hazard. An empirical application in northern Israel reveals that the stabilization value of recycled water due to its role in eliminating the drought hazard far exceeds its supply cost.