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Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2012, Article ID 465853, 11 pages doi:10.1155/2012/465853 Research Article Probabilistic Approach to System Reliability of Mechanism with Correlated Failure Models Xianzhen Huang and Yimin Zhang School of Mechanical Engineering and Automation, Northeastern University, Shenyang 110004, China Correspondence should be addressed to Xianzhen Huang, [email protected] Received 15 December 2011; Revised 22 February 2012; Accepted 6 March 2012 Academic Editor: Xue-Jun Xie Copyright q 2012 X. Huang and Y. Zhang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. In this paper, based on the kinematic accuracy theory and matrix-based system reliability analysis method, a practical method for system reliability analysis of the kinematic performance of planar linkages with correlated failure modes is proposed. The Taylor series expansion is utilized to derive a general expression of the kinematic performance errors caused by random variables. A proper limit state function performance function for reliability analysis of the kinematic performance of planar linkages is established. Through the reliability theory and the linear programming method the upper and lower bounds of the system reliability of planar linkages are provided. In the course of system reliability analysis, the correlation of dierent failure modes is considered. Finally, the practicality, eciency, and accuracy of the proposed method are shown by a numerical example. 1. Introduction Mechanisms are the skeletons of modern mechanical products and devices. The kinematic accuracy of mechanisms greatly influences the performance and reliability of the mechanical products and devices. Traditionally, in mechanism synthesis, a designer often tries to choose proper mechanism configurations and component dimensions to make the designed mecha- nism meet prespecified requirements. However, in the physical realization of any constituent member, primary errors always occur due to technological features of production. Once a theoretical solution is translated into physical reality, a theoretically feasible mechanism might be unable to meet practical requirements because of the eects of uncertain factors e.g. manufacturing tolerances, elastic deformations and joint clearances. Since these uncertain factors are inevitable, it is necessary to build a proper mode to quantify the eects of the uncertain factors on the accuracy of mechanisms and optimally allocate the working ranges of the mechanisms 13. In recent years, with the continual increase of the demands of consumers on the kine- matic and dynamic performance of mechanical products, the theory of mechanical reliability

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Hindawi Publishing CorporationMathematical Problems in EngineeringVolume 2012, Article ID 465853, 11 pagesdoi:10.1155/2012/465853

Research ArticleProbabilistic Approach to System Reliability ofMechanism with Correlated Failure Models

Xianzhen Huang and Yimin Zhang

School of Mechanical Engineering and Automation, Northeastern University, Shenyang 110004, China

Correspondence should be addressed to Xianzhen Huang, [email protected]

Received 15 December 2011; Revised 22 February 2012; Accepted 6 March 2012

Academic Editor: Xue-Jun Xie

Copyright q 2012 X. Huang and Y. Zhang. This is an open access article distributed under theCreative Commons Attribution License, which permits unrestricted use, distribution, andreproduction in any medium, provided the original work is properly cited.

In this paper, based on the kinematic accuracy theory and matrix-based system reliability analysismethod, a practical method for system reliability analysis of the kinematic performance of planarlinkageswith correlated failuremodes is proposed. The Taylor series expansion is utilized to derivea general expression of the kinematic performance errors caused by random variables. A properlimit state function (performance function) for reliability analysis of the kinematic performance ofplanar linkages is established. Through the reliability theory and the linear programming methodthe upper and lower bounds of the system reliability of planar linkages are provided. In the courseof system reliability analysis, the correlation of different failure modes is considered. Finally, thepracticality, efficiency, and accuracy of the proposed method are shown by a numerical example.

1. Introduction

Mechanisms are the skeletons of modern mechanical products and devices. The kinematicaccuracy of mechanisms greatly influences the performance and reliability of the mechanicalproducts and devices. Traditionally, in mechanism synthesis, a designer often tries to chooseproper mechanism configurations and component dimensions to make the designed mecha-nism meet prespecified requirements. However, in the physical realization of any constituentmember, primary errors always occur due to technological features of production. Once atheoretical solution is translated into physical reality, a theoretically feasible mechanismmight be unable to meet practical requirements because of the effects of uncertain factors (e.g.manufacturing tolerances, elastic deformations and joint clearances). Since these uncertainfactors are inevitable, it is necessary to build a proper mode to quantify the effects of theuncertain factors on the accuracy of mechanisms and optimally allocate the working rangesof the mechanisms [1–3].

In recent years, with the continual increase of the demands of consumers on the kine-matic and dynamic performance of mechanical products, the theory of mechanical reliability

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2 Mathematical Problems in Engineering

is more andmore widely applied inmechanism analysis and synthesis. Mechanism reliabilitycan simply be defined as the capability that a mechanism performs its prespecifiedmovementaccurately, timely, and coordinately throughout its lifetime. Based on the analysis of thesources of original errors, Sergeyev [4] clarified the main failure modes of mechanisms andpresented an analytical method for reliability analysis of mechanisms preliminarily. Sub-sequently, there have been various attempts to derive the reliability of the kinematic anddynamic accuracy of mechanisms, such as the linear regression method [5], the mean valuefirst-order second-moment method [6], the advanced first-order second-moment method [7],the hybrid dimension reduction method [8], and the Monte-Carlo simulation method [9].

As shown in practical engineering, most performance deficiencies of mechanical pro-ducts are found in the stage of systematic analysis, therefore it’s important to build a propersystem reliability analysis model to evaluate the performance quality of mechanical equip-ments and products. Recently, Zhang et al. [9] studied the method for system reliability anal-ysis of mechanisms without considering the interactions of failure modes. However, to thebest of the authors’ knowledge, system reliability analysis of mechanisms with correlatedfailure modes has not been reported yet. Combining the mechanism theory and system reli-ability analysis method, this paper proposes a general method for system reliability analysisof planar mechanisms with correlated failure modes.

2. Reliability Analysis for Kinematic Performance of Planar Linkages

The kinematic performance function of planar linkages can be expressed as [10]

Q = Q(V,L,U), (2.1)

where Qs×1 is the performance parameter vector. For example, for a function generator, Qs×1may be referred to the positions of the output link, and for a path generator, it may be thecoordinates of a point on the output link. Vm×1 is the input (independent) variable vector,Lp×1 is the effective dimension variable vector, and Un×1 is the output (dependent) variablevector which can be obtained by solving the loop closure equations of planar linkages

F(L,U,V) = 0. (2.2)

The performance errors of the mechanism under consideration can be obtained as

ΔQ =∂Q∂LT

ΔL +∂Q∂UT

ΔU +∂Q∂VT

ΔV, (2.3)

where ∂Q/∂LT , ∂Q/∂UT and ∂Q/∂VT are Jacobian matrices, whose values are got at themean values of the random variables. ΔLp×1, ΔUn×1, and ΔVm×1 are the tolerance vectorsof random design variables. ΔVm×1 and ΔLp×1 are determined by several objective factorssuch as the machining accuracy, the assembly accuracy and the operation precision. From(2.3), ΔUn×1 can be obtained:

ΔU = −[∂F∂UT

]−1( ∂F∂VT

ΔV +∂F∂LT

ΔL). (2.4)

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Mathematical Problems in Engineering 3

A limit state is defined as a condition in which a mechanism becomes unsuitable forits intended motion (i.e., a violation of the serviceability limit state). The corresponding limitstate functions (performance functions) when the mechanism meets the requirements of theupper and lower limits are

gU(X) = ε −ΔQ = ε − JΔX,

gL(X) = ΔQ + ε = JΔX + ε,(2.5)

where

J =

[∂Q∂VT

− ∂Q∂UT

(∂F∂UT

)−1 ∂F∂VT

,∂Q∂LT

− ∂Q∂UT

(∂F∂UT

)−1 ∂F∂LT

]. (2.6)

gU and gL are called the upper and lower limit state functions, X = [V1, . . . , Vm, L1, . . . , Lp]T

is the basic variables, ε is the allowable errors, and ΔX = [ΔV1, . . . ,ΔVm,ΔL1, . . . ,ΔLp]T are

used to represent the random error vector of basic variables.The kinematic reliability of a mechanism is the probability that the mechanism realizes

its required motion within a specified tolerance limit. The lower limit reliability of the kthdependent variable, Qk, is defined as:

R(k)L =

∫g(k)L (X)>0

f(X)dX, (2.7)

where f(X) is the joint probability density function of multidimensional basic randomvariables, X and g

(k)L (X) = ΔQk+εk = JkΔX+εk is the limit state function of the kth dependent

variable, Qk. Note that Jk is the kth row of matrix J.

The mean value, μ(k)L , and variance, (σ(k)

L )2, of the limit state function, g(k)

L (X), can beexpressed as

μ(k)L = E

[g(k)L (X)

]= JkE(ΔX) + εk,

(σ(k)L

)2= Var

[g(k)L (X)

]= J[2]k cs(Cov(ΔX)),

(2.8)

where E(ΔX) and Cov(ΔX) are the mean value vector and covariance matrix of primaryerrors, respectively, Jk is the kth row of matrix J, (·)[2] = (·)⊗(·) is the second-order Kroneckerpower of (·), and ⊗ represents Kronecker product [11]

Ap×q ⊗ Bs×t =

⎡⎢⎢⎢⎢⎢⎢⎣

a11B a12B . . . a1qB

a21B a22B . . . a2qB

......

. . ....

ap1B ap2B . . . apqB

⎤⎥⎥⎥⎥⎥⎥⎦

ps×qt

, (2.9)

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4 Mathematical Problems in Engineering

cs(·) is the column string of (·), the column sequence

cs(Ap×q

)=

q∑j=1

(ejq×1 ⊗ Ip×p

)Ap×qe

j

q×1, (2.10)

where Ip×p is identity matrix with p × p dimensions, and ejq×1 is the jth elementary vectorwith q × 1 dimensions, all zeros except 1 in the jth position.

In the mechanism literature, the distribution of the random variables is alwaysassumed independent normal [4–8]. The distance from the “minimum” tangent plane to thefailure surface may be used to approximate the actual failure surface, and the reliability indexof the ith output variable is defined as:

β(k)L =

μ(k)L

σ(k)L

, (2.11)

which can be used to reflect the position (the distance from the original point) and dispersiondegree of the safety margin. When the primary errors are normally and independentlydistributed, the unary estimator of the kinematic performance reliability of planar linkages isrepresented as follows:

R(k)L = Φ

(β(k)L

), (2.12)

where Φ(·) is the standard normal distribution function.The correlation coefficient between performance functions g(k)

L and g(t)L is

Cov(g(k)L , g

(t)L

)= E

[(g(k)L − g

(k)L

)(g(t)L − g

(t)L

)]=

m+l∑i=1

m+l∑j=1

∂g(k)L

∂Xi

∂g(t)L

∂XjCov

(Xi,Xj

). (2.13)

The correlation coefficient between performance functions g(k)L and g

(t)L is

ρ(k,t)L =

Cov(g(k)L , g

(t)L

)√Var

(g(k)L

)Var

(g(t)L

) . (2.14)

Then the joint reliability of g(k)L and g

(t)L can be estimated by the joint normal distribution

function:

R(k,t)L = 1 −

∫∫0

−∞fkt

(g(k)L , g

(t)L

)dg

(k)L dg

(t)L = 1 −

∫−βtL

−∞

∫−βkL

−∞φ(k,t)L (u, v)dudv

= 1 −∫−βtL

−∞Φ

⎡⎢⎢⎣

−βkL − ρ(k,t)L v√

1 −(ρ(k,t)L

)2

⎤⎥⎥⎦φ(v)dv,

(2.15)

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Mathematical Problems in Engineering 5

where

fkt(g(k)L , g

(t)L

)=

1

2πσ(k)L σ

(t)L

√[1 −

(ρ(k,t)L

)2]

× exp

⎧⎪⎪⎨⎪⎪⎩− 1

2[1 −

(ρ(k,t)L

)2]⎡⎢⎣

(g(k)L − μ

(k)L

)2

Var(g(k)L

) − 2ρ(k,t)L

(g(k)L − μ

(k)L

)(g(t)L − μ

(t)L

)

σ(k)L σ

(t)L

+

(g(t)L − μ

(t)L

)2

Var(g(t)L

)⎤⎥⎦⎫⎪⎪⎬⎪⎪⎭

(2.16)

is the joint PDF of g(k)L and g

(t)L .

In the same way, the reliability corresponding to each failure modes and the joint reli-ability between each two failure modes while the mechanism satisfies the upper limits couldbe obtained. Then the reliability corresponding to each failure model and the joint reliabilitybetween two failure models while the mechanism meets the upper and lower limits can bederived as

Rk = R(k)L + R

(k)U − 1,

R(k,t) = R(k,t)L + R

(k,t)U − 1.

(2.17)

3. System Reliability of Linkage Performance

For convenience system reliability analysis of structures with multi-failure modes is oftenperformed by consuming that the failure modes are independent between each other. Inmost cases, however, the failure modes of a mechanism (e.g., the position and pose ofa rigid-body guidance mechanism) are correlated. Consequently, it is of great meaningto propose an accurate and efficient system reliability analysis method to evaluate theworking state of the mechanism. Ditlevsen [12] presented the well-known “narrow boundstheory” for computing system reliability. The correlation between each of the two failuremodes is considered in Ditlevsen’s method, making it more physically reasonable. And thenthe bounds method in which the system reliability is estimated by computing the boundvalues developed continuously and received wide acceptance [13–15]. In this section, apractical method for system reliability analysis of mechanisms is proposed by using the linearprogramming.

Linear programming solves the problem of minimizing or maximizing a linear func-tion, whose variables are subject to linear equality and inequality constraints. And the linearprogramming for solving the possible bounds on the system reliability of linkages can be pre-sented as follows:

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6 Mathematical Problems in Engineering

min(max) cTps.t. a1p = b1

a2p ≥ b2,

(3.1)

where p is the design variable vector of the linear programming, c is a vector of coefficients,cTp is the linear objective function, and a1, a2, b1, and b2 are the coefficient matrices andvectors that represent the equality and inequality constraints, respectively.

In the proposed system reliability analysis method, the kinematic failure space of amechanism can be divided into 2n mutually exclusive and collectively exhaustive (MECE)events according to the number of failure modes, n. Typically, for a system with threefailure modes, the performance sample space can be depicted as Figure 1 by definingkinematic safety of the mechanism as event S and defining the performance Qi meets therequirement of performance quality as event Ei. The space S is divided into 8 MECE events,{e1 = E1E2E3, e2 = E1E2E3, e3 = E1E2E3, e4 = E1E2E3, e5 = E1E2E3, e6 = E1E2E3, e7 =E1E2E3, and e8 = E1E2E3}. Let pi = P(ei), i = 1, 2, . . . , 8 denotes the probability of the ith basicMECE event. These probabilities serve as the design variables in the linear programmingproblem to be formulated. According to the basic definition of probability,

8∑i=1

pi = 1, (3.2)

pi ≥ 0, i = (1, 2, . . . , 8). (3.3)

The constraint (3.2) is analogous to the equality constraints in linear programming (3.1)witha1 being a row vector of 1′s and b1 = 1, whereas (3.3) is analogous to the inequality constraintswith a2 being an 8 × 8 identity matrix and b2 a 8 × 1 vector of 0′s.

As can be seen from Figure 1,

P(Ei) = Pi =∑

r:er⊆Ei

pr , (3.4)

P(EiEj

)= Pij =

∑r:er⊆EiEj

pr , (3.5)

scilicet,

P(E1) = P1 = p1 + p3 + p4 + p7,

P(E2) = P2 = p1 + p2 + p4 + p6,

P(E3) = P3 = p1 + p2 + p3 + p5,

P(E1E2) = P12 = p1 + p4,

P(E1E3) = P13 = p1 + p3,

P(E2E3) = P23 = p1 + p2.

(3.6)

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Mathematical Problems in Engineering 7

E1

e3e4

e5e6e2

e1

e7

e8

E2

E3

S

Figure 1: Sample space for the linkage.

Equations (3.4) and (3.5) provide linear equality constraints on the design variable pwith a1 amatrix having elements of 0 or 1 and b1 a vector listing the known reliability.With the increaseof the known or computed reliability, such as the uni-, bi-, and sometimes trimode reliability,the upper and lower bounds of the system reliability obtained by the linear programmingbecome increasingly accuracy. However, there is always a tradeoff between complexity andaccuracy, and with the increase of the constraints, the convergence of the linear programmingbecomes more and more difficult.

By now, the coefficient matrices and vectors of the constraint functions of linearprogramming (3.1) to obtain the upper and lower bounds of the system reliability of themechanism are completely established, which are

a1 =

⎡⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎣

1 1 1 1 1 1 1 1

1 0 1 1 0 0 1 0

1 1 0 1 0 1 0 0

1 1 1 0 1 0 0 0

1 0 0 1 0 0 0 0

1 0 1 0 0 0 0 0

1 1 0 0 0 0 0 0

⎤⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎦

,

b1 =[1 P1 P2 P3 P12 P13 P23

]T,

a2 = I8 × 8,

b2 =[0 0 0 0 0 0 0 0

]T,

(3.7)

where I8 × 8 is identity matrix with 8 × 8 dimensions.

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8 Mathematical Problems in Engineering

Table 1: Coefficients of the object functions cTp.

c1 c2 c3 c4 c5 c6 c7 c8

E1 ∪ E2 ∪ E3 1 1 1 1 1 1 1 0E1 ∩ E2 ∩ E3 1 0 0 0 0 0 0 0E1 ∩ E2 ∪ E3 1 1 1 1 1 0 0 0(E1∪E2)∩(E2∪E3) 1 1 1 0 0 0 1 0

A

B

C

DE

F

My

x

α2

α3

α4α6

α7

r1

r2

r3

r4

r5

r6

r7

α9

r8

r9

G

Figure 2: Double-rocker four-bar linkage with driving crank.

According to the relationship between failure modes (series or parallel), there arefour different kinds of systems. As shown in Table 1, the coefficient ci (i = 1, 2, . . . , 8) ofthe object functions of linear programming (3.1) for each kind of system can be determined,respectively. So far, the linear programming to derive the lower and upper bounds of thesystem reliability of a mechanism with random parameters is completely established.

4. Numerical Examples

Consider the vector loop as shown in Figure 2, the nominal geometry characteristics of thedouble-rocker four-bar linkage with driving crank are shown as: r1 = 2.36 cm, r2 = 1.33 cm,r3 = 5.08 cm, r4 = 3.94 cm, r5 = 1.00 cm, r6 = 0.45 cm, r7 = 1.50 cm, r8 = 1.00 cm, r9 = 6.00 cm,and α9 = 30◦. Among them, r1, r2, r3, and r4 are random variables, which are normally andindependently distributed, and the variation coefficient of the random variables are supposedto be c = 0.001. All other variables are deterministic parameters. According to the workingcondition, the maximum allowable values of the kinematic performance errors vector are

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Mathematical Problems in Engineering 9

ε = [0.015 rad, 0.8mm, 0.6mm]T . The double-rocker four-bar linkage can work normally,only if all the kinematic performance quality requirements are satisfied (i.e., the linkagesystem is series). It is required to solve the system reliability of the double-rocker four-barlinkage in its working range (α6 = 150◦ ∼270◦).

As shown in Figure 1, in the double-rocker four-bar linkage with driving crank,the effective dimension variable vector is L = [r1, r2, r3, r4, r5, r6, r7, r8, r9, α9]

T , theinput (independent) and output (dependent) variable vectors are V = [α6] and U =[α2, α3, α4, α7]

T , respectively, the performance parameter vector is Q = [α3, Mx, My]T ,

then the closure equations of the planar linkage are

F =

⎡⎢⎢⎢⎢⎢⎣

r6 cosα6 + r7 cosα7 − r8 cosα2 − r5

r6 sinα6 + r7 sinα7 − r8 sinα2

r2 cosα2 + r3 cosα3 − r4 cosα4 − r1

r2 sinα2 + r3 sinα3 − r4 sinα4

⎤⎥⎥⎥⎥⎥⎦. (4.1)

The kinematic performance functions of the linkage are

Q =

⎡⎢⎢⎣

α3 + α9

r2 cosα2 + r9 cos(α3 + α9)

r2 sinα2 + r9 sin(α3 + α9)

⎤⎥⎥⎦, (4.2)

Suppose that X = [r1, r2, r3, r4]T is the random variable vector, then the Jacobian matrices are

derived as:

∂F

∂XT=

⎡⎢⎢⎢⎢⎢⎣

0 0 0 0

0 0 0 0

−1 cosα2 cosα3 − cosα4

0 sinα2 sinα3 − sinα4

⎤⎥⎥⎥⎥⎥⎦,

∂F

∂UT=

⎡⎢⎢⎢⎢⎢⎣

r8 sinα2 0 0 −r7 sinα7

−r8 cosα2 0 0 r7 cosα7

−r2 sinα2 −r3 sinα3 r4 sinα4 0

r2 cosα2 r3 cosα3 −r4 cosα4 0

⎤⎥⎥⎥⎥⎥⎦,

∂Q

∂XT=

⎡⎢⎢⎣0 0 0 0

0 cosα2 0 0

0 sinα2 0 0

⎤⎥⎥⎦,

∂Q

∂UT=

⎡⎢⎢⎣

0 1 0 0

−r2 sinα2 −r9 sin(α3 + α9) 0 0

r2 cosα2 −r9 cos(α3 + α9) 0 0

⎤⎥⎥⎦.

(4.3)

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10 Mathematical Problems in Engineering

0.9999

0.9998

0.9997

0.9996

0.9995

0.9994140 150 160 170 180 190 200 210 220 230 240 250 260 270 280

α6 (deg)

Upper boundsLower boundsMonte-carlo

1

Rs

Figure 3: System reliability of the double-rocker four-bar linkage with driving crank.

By substituting (4.3) into (2.3), the kinematic performance error vector, ΔQ, of the linkagecan be obtained. Then (2.12) can be used to obtain the reliability corresponding to each failuremode. The covariance matrix of the limit sate functions of the planar linkage can be derivedfrom (3.5), and then the joint reliability between each two failure modes can also be derivedfrom (2.15).

The upper and lower bounds of the system reliability of the double-rocker four-barlinkage can be obtained by solving the linear program (3.1), and the results are, respectively,shown as the pan dash line and triangle dash dot line in Figure 3. Besides the systemreliability of the manipulator using Monte-Carlo simulation with 106 samples is shown asthe point solid line. What needs to be specially notified is that, in order to demonstrate theproposed mechanism system reliability analysis method, the truncation errors caused by thefirst-order Taylor expansion are omitted in the Monte-Carlo simulation. Comparing with theresults of numerical simulation, the kinematic performance system reliability of the double-rocker four-bar linkage obtained by the proposed method is of high accuracy.

5. Conclusions

Using the mechanism accuracy theory and (system) reliability analysis method, this paperproposes a general method for system reliability analysis of planar linkages with correlatedfailure modes. The proposed method is applicable to any system defined as a logicalexpression of kinematic failure modes of planar linkages. This includes series and parallelsystems, as well as general systems. Utilization of the first-order Taylor expansion techniquein error estimation of kinematic performance of mechanisms must result in a certain degreeof truncation errors. And these errors will increase with the increase of sensitivity ofperformance functions to design parameters. The accuracy of system reliability analysis canbe improved by increasing of the order of Taylor expansion. However, in this process, the

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Mathematical Problems in Engineering 11

complexity of calculation will greatly increase. Further studies are needed to provide a moreprecise and robust method for reliability analysis of kinematic accuracy of mechanisms.

Acknowledgments

The authors gratefully acknowledge the support of National Natural Science Foundation ofChina (51105062 & 51135003). Moreover, the authors would like to give their thanks to theanonymous referees and the editor for their valuable comments and suggestions leading toan improvement of the paper.

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