🍁🥬🕒摘要🕒🥬🍁
马尔科夫链蒙特卡洛方法(Markov Chain Monte Carlo),简称MCMC,产生于20世纪50年代早期,是在贝叶斯理论框架下,通过计算机进行模拟的蒙特卡洛方法(Monte Carlo)。该方法将马尔科夫(Markov)过程引入到Monte Carlo模拟中,实现抽样分布随模拟的进行而改变的动态模拟,弥补了传统的蒙特卡罗积分只能静态模拟的缺陷。MCMC是一种简单有效的计算方法,在很多领域得到广泛的应用,如统计物、贝叶斯(Bayes)问题、计算机问题等。
✨🔎⚡运行结果⚡🔎✨
💂♨️👨🎓Matlab代码👨🎓♨️💂
%this code simulates the true state %used in the article simulations. It models the vehicle trajectories %using the algorithm 2 in the article close all clear all %set true state deltaT=2/3600; vmax=77; rhomax=[180*5,170*4,160*5]; wf=16; vmaxForMesh=80; deltaX=deltaT*vmaxForMesh; domainLengthInmiles=2; numCells=domainLengthInmiles/deltaX; timeSteps=500 vInitial=77*ones(numCells,1); %% plot boundary conditions figure vUpstream=62*ones(timeSteps+1,1); vUpstream(50:end-300)=45; vDownstream=15*ones(timeSteps+1,1); vDownstream(1:40)=58; vDownstream(220:400)=58; timeDisc=(0:deltaT:timeSteps*deltaT); plot(timeDisc*60,vUpstream,'k -') hold on plot(timeDisc*60,vDownstream,'k --') ylabel('\it v') xlabel('\it t') %legend('upstream','downstream') set(gca,'Ylim',[0 70]) set(gcf, 'PaperUnits', 'inches'); papersize=[3 3]; set(gcf, 'PaperSize',papersize); width=2.5; height=2.5; left=(papersize(1)-width)/2; bottom=(papersize(2)-height)/2; myfiguresize = [left,bottom,width,height]; set(gcf, 'PaperPosition', myfiguresize); print('-dpsc2','figs/trueBoundaryConditions.eps') system('epstopdf figs/trueBoundaryConditions.eps') %axis tight %% simulate v-field with CFL=0.5 numLanes=1*ones(size(vInitial)); numLanes(15:25)=1; numLanes=[numLanes(1);numLanes;numLanes(end)]; dropLocation=(15:25); rhoMaxVec=zeros(numCells,1); rhoMaxVec(dropLocation)=rhomax(2); rhoMaxVec(1:dropLocation(1)-1)=rhomax(1); rhoMaxVec(dropLocation(end)+1:end)=rhomax(3); rhoMaxVec=[rhoMaxVec(1);rhoMaxVec;rhoMaxVec(end)]; rhoCritVec=rhoMaxVec.*(wf/vmax); vupdated=updatevHalfCFL(vInitial,deltaX,deltaT,timeSteps,vDownstream,vUpstream,rhoCritVec,vmax,wf*ones(numCells+2,1),rhoMaxVec,numLanes);
📜📢🌈参考文献🌈📢📜
[1]刘贞. 基于MCMC算法的回归变点模型的贝叶斯分析[D].新疆师范大学,2021.DOI:10.27432/d.cnki.gxsfu.2021.000412.