全微分方程与积分因子定义的修正

一个方程是否为全微分方程,或者一个方程是否有积分因子,都与方程的定义区域密切相关.本文纠正了通行教材中全微分方程和积分因子的不严谨的定义,并修正了全微分方程判定定理和方程仅有依赖于单个变量积分因子的判定定理.     

一元函数积分因子的一般求法

我们知道,寻求积分因子往往是求解全微分方程的关键.通常,我们凭经验观察也能找到一些积分因子.然而,这种由观察得之绝非易事.一般地说,求解积分因子的难易取决于积分因子所含变量的形式:若积分因子为二元函数,则涉及到解偏微分方程,而解偏微分方程比解原方程本身还要困难;若积分因子只是含x或y的一元函数时,则由下面所推导的公式极易求出.     

高阶线性积分微分方程边界問題解的逼近决定中的多項式法

<正> 作者最近这几年已做出許多工作,涉及边界問題解法,即或者是对于某些类常微分积分微分方程初值問題解法或者是对于“全导数”問题解法. 最近,完全依賴C.魏尔斯特拉斯关于用多項式逼近連續函数的古典定理,作者已做出对于高阶积分微分方程的积分一种多項式法,在其中从所考虑的問題到等价的积分方程輔助系的变換起着重要作用.     

带干扰的Erlang(2)过程

本篇论文主要讨论带干扰的E rlang(2)过程,首先通过指数分布的可加性来推得生存概率所满足的积分微分方程,进而得到破产概率(由干扰引起和由索赔引起)所满足的积分微分方程,最后得到破产概率的拉氏变换所满足的方程.     

倒向随机Volterra积分方程适应解的表示

倒向随机Volterra积分方程可以看作(确定性)Volterra积分方程和倒向随机微分方程的推广,在随机最优控制理论和数学金融学中有诸多应用.本文利用正倒向随机微分方程适应解表示的思想,得到所研究的一类倒向随机Volterra积分方程适应解的表示.这样的结果对研究适应解的正则性以及数值计算有重要的意义.     

二阶常系数非齐次线性微分方程的特解公式

通过引入行列式符号并定义一种形式积分,给出求解二阶常系数非齐次线性微分方程特解的一个公式,并进一步将该公式推广到三阶方程的情况.     

微分方程基本概念学习的几个误区

指出常微分方程的微分形式定义不够严密,对通解中常数任意性的理解不可绝对化,忽视积分公式绝对值符号可造成方程部分解的遗失,并以实例说明方程各类解之间的区别与转换.     

离散动力系统的稳定性

随着高速数字计算机的出现,对于控制理论家,经济学家以及生物学家来说,差分方程(离散时间系统)已经成为一个重要且有用的数学模型.因此,在文献中,差分方程理论已经得到了迅速地发展.到目前为止,大量的这方面的研究是平行于常微分方程进行的,特别地,对于差分方程稳定性理论的研究也是如此.有关微分方程系统的稳定性理论方面的一些处理方法(例如李雅普诺夫函数法)及重要结果,已被成功地平行地运用到差分方程上来.众所周知,关于由常微分方程所描述的系统的稳定性,自上世纪末,由A.M.     

Volterra积分微分方程大系统的渐近稳定性

一个大系统通常是由若干孤立子系统经过互联而构成的,所以有关大系统的问题,可以通过对每个孤立子系统,以及它们之间的互联关系的分析来解决。由常微分方程所描述的大系统和由差分方程描述的离散大系统平衡态的稳定性问题,已有了许多成果。但对Volterra积分微分方程大系统的讨论还不多见。这里拟采用向量V-泛函及微分不等式方法讨论它的渐近稳定性。     

关于抽象空间中的随机不动点定理

§1 引言、定义与记号 不动点定理在各种类型的方程解的存在性,唯一性和逐次逼近法等问题中都起着非常重要的作用,随着现代科学技术的日益发展,各种类型的随机微分方程、随机积分方程以及更一般的随机算子方程都已提出并加以研究,而随机不动点定理是解上述各种类型的随机方程的一个基本工     

多变时滞Volterra系统零解的稳定性

分析了一类多变时滞Volterra系统.采用Banach不动点定理,并在一定条件下构造适当的压缩映射,得到了系统零解稳定性定理.所得定理改进了已有文献中的结论,并对该定理给出严格证明.最后,通过数值仿真实例验证了结论的有效性.     

Stochastic piecewise affine control with application to pitch control of helicopter

In this paper, at first the stability condition which gives an upper stochastic bound for a class of Stochastic Hybrid Systems (SHS) with deterministic jumps is derived. Here, additive noise signals are considered that do not vanish at equilibrium points. The presented theorem gives an upper bound for the second stochastic moment or variance of the system trajectories. Then, the linear case of SHS is investigated to show the application of the theorem. For the linear case of such stochastic hybrid systems, the stability criterion is obtained in terms of Linear Matrix Inequality (LMI) and an upper bound on state covariance is obtained for them. Then utilizing the stability theorem, an output feedback controller design procedure is proposed which requires the Bilinear Matrix Inequalities (BMI) to be solved. Next, the pitch dynamics of a helicopter is approximated with a set of linear stochastic systems, and the proposed controller is designed for the approximated model and implemented on the main nonlinear system to demonstrate the effectiveness of the proposed theorem and the control design method.     

一类平面微分系统极限环的存在唯一性

研究一类平面微分系统的极限环,利用Hopf分支理论得到了该系统极限环存在性的若干充分条件,利用Л.А.Чеpкас和Л..Иилевьтч的唯一性定理得到了极限环唯一性与稳定性的若干充分条件.     

Stability in first approximation of stochastic systems with after effect : PMM vol. 40, n 6, 1976, pp. 1116–1121

The theorem on existence of the Liapunov functionals and the theorem on stability in first approximation for a stochastic differential equation with aftereffect are proved.The suggestion of the replacement of Liapunov functions by functionals [1] in the investigation of the stability of ordinary differential equations with lag, has been widely utilized in dealing with determinate systems, as well as in the case of linear and nonlinear stochastic systems (see e. g. [2 – 11]). Results concerning the stability in the first approximation were obtained for stochastic systems in [12 – 18] and others. Use of Liapunov functionals for the differential equations with aftereffect was first encountered in [1, 19, 20] where the inversion theorems were proved and conditions for the stability in first approximation were obtained.Below a stochastic differential equation with aftereffect is investigated where the random perturbations represent an arbitrary process with independent increments.     

On delay-dependent stability for a class of nonlinear stochastic systems with multiple state delays

Global asymptotic stability conditions for nonlinear stochastic systems with multiple state delays are obtained based on the convergence theorem for semimartingale inequalities, without assuming the Lipschitz conditions for nonlinear drift functions. The Lyapunov–Krasovskii and degenerate functionals techniques are used. The derived stability conditions are directly expressed in terms of the system coefficients. Nontrivial examples of nonlinear systems satisfying the obtained stability conditions are given.     

On the existence,uniqueness and stability of periodic solutions of large scale systems with unbounded delay

In this paper, we consider the periodic solution problems for the systems with unbounded delay, and the existence, uniqueness and stability of the periodic solution are dealt with unitedly. First we establish the suitable delay-differential inequality, then study seperately the problems of periodic solution for the systems with bounded delay, with unbounded delay and the Volterra integral-differential systems with infinite delay by using the character of matrix measure and the asymptotic fixed point theorem of poincaré's periodic operator in the dfferent phase spaces. A series of simple criteria for the existence, uniqueness and stability of these systems are obtained.     

On stability and Bohl exponent of linear singular systems of difference equations with variable coefficients

In this paper we investigate the stability of linear singular systems of difference equations with variable coefficients by the projector-based approach. We study the preservation of uniform/exponential stability when the system coefficients are subject to allowable perturbations. A Bohl–Perron type theorem is obtained which provides a necessary and sufficient condition for the boundedness of solutions of nonhomogenous systems. The notion of Bohl exponent is introduced and we characterize the relation between the exponential stability and the Bohl exponent. Finally, robustness of the Bohl exponent with respect to allowable perturbations is investigated.     

T-S模糊系统的脉冲稳定性

针对模糊控制系统提出了一种新的稳定性设计方法.该方法在传统T-S模型的局部子系统中引入脉冲控制项,构造了具有脉冲影响的模糊控制系统.然后,通过去模糊化技术,把具有脉冲影响的模糊系统转化为脉冲微分系统.这样,借助脉冲微分方程的比较原理和线性矩阵不等式技术,给出了模糊系统的脉冲稳定的充分条件.从而建立了模糊系统的简单脉冲控制策略.     

一类具无穷时滞中立型积分微分方程周期解

考虑如下周期系统x′(t)=A(t)x(t)+t∫-∞C(t,s)x(s)ds+t∫-∞D(t,s)x′(s)ds+b(t)的周期解存在性与稳定性问题,给出其周期解存在的充分条件.     

Stability of Implicit Difference Schemes with Space and Time-Dependent Coefficients

A stability theorem is derived for implicit difference schemes approximating multidimensional initial-value problems for linear hyperbolic systems with variable coefficients, and lots of widely used difference schemes are proved to be stable under the conditions similar to those for the cases of constant coefficients. This theorem is an extension of the stability theorem due to Lax-Nirenberg. The proof is quite simple.