随机KdV方程的白色泛函解

利用一个辅助性方程和埃米尔特变换研究一类非线性随机偏微分方程的精确解.此外,还获得了方程的随机雅克比椭圆函数类波解,随机类孤子解和随机三角函数波解.     

广义随机KP方程的椭圆周期解

利用Hermite变换和Jacobi椭圆函数展开法研究(2+1)-维广义随机Kadomtsev-Petviashvili方程,并给出了它的随机椭圆周期解及随机孤立波解.     

应用F展开法求KdV方程的周期波解

提出了求非线性数学物理演化方程周期波解的F展开法,该方法可看作最近提出的扩展的Jacobi椭圆函数展开方法的浓缩.直接利用F展开法而不计算Jacobi椭圆函数,我们可同时得到著名的KdV方程的多个用Jacobi椭圆函数表示的周期波解.当模数m→1 时,可得到双曲函数解(包括孤立波解).     

含变系数或强迫项的KdV方程的新解

Jacobi椭圆函数展开法被推广并用于求解另一种形式的KdV方程的新的精确解,所求解的这类KdV方程包括一种典型的变系数的KdV方程和具有强迫项（随机项）的KdV方程．用这种方法得到的新的类周期解在极限条件下可以退化为类孤立波解或类冲击波解．     

(3+1)-维广义随机KP方程的精确解

利用统一方式构造非线性偏微分方程行波解的广义Jacobi椭圆函数展开法和Hermite变换来研究(3+1)-维广义随机KP方程,给出了它的随机对偶周期和多孤子解.     

完整Coriolis力作用下带有外源强迫的非线性KdV方程

利用摄动方法,从描写既有Coriolis力垂直分量又含有水平分量的位涡方程出发,给出了近赤道非线性Rossby波所满足的具有外源强迫的非线性KdV方程,并利用Jacobi椭圆函数展开法,求解了改进后的非线性KdV方程的行波解及孤立波解.通过分析KdV方程的行波解,指出Coriolis力的水平分量和外源对Rossby波动的影响.     

含奇异线的广义KdV方程的行波解

研究了一个广义KdV方程的行波解,在行波变换下,该方程转化成含奇异线的平面系统,通过平衡点分析定性地得到不同参数条件下系统解的特性.特别的,由于相平面上的奇异线的存在,系统具有一些特殊结构的解,例如compactons、kink-compactons、anti-kink-compactons,给出了这些解的积分表达式,并且由椭圆函数积分求出了精确解.     

推广的F -展开法及变系数KdV和mKdV的精确解

该文首先推广了新近提出的F -展开法,利用该方法导出了变系数KdV和mKdV方程 的类椭圆函数解;并在极限的情况下,得到变系数KdV和 mKdV方程变波速和变波长的类孤子解以及其他形式解.     

Wick类型的随机广义KdV的精确解

利用埃尔米特变换求出了W ick-类型的随机广义K dV方程的精确解.这种方法的基本思想是通过埃尔米特变换把W ick类型的随机广义K dV方程变成广义变系数K dV方程,利用齐次平衡法求出方程的精确解,然后通过埃尔米特的逆变换求出方程的随机解.     

Wick型随机广义Burgers方程的确切解

借助白噪声分析、Hermite变换和扩展的双曲函数法,研究了Wick型随机广义Burgers'方程,求出了一些精确的Wick型孤立波解和周期波解.由于Wick型函数难以赋值,为此,我们得到一些特殊情形下的Wick型随机广义Burgers'方程的非Wick型解.     

Stochastic inertial manifold

A nonlinear stochastic evolution equation in Hilbert space with generalized additive white noise is considered. A concept of stochastic mertial manifold is introduced, defined as a random manifold depending on time, which is finite dimensional, invariant for the dynamic, and attracts exponentially fast all the trajectories as t → ∞. Under the classical spectral gap condition of the deterministic theory, the existence of a stochastic inertial manifold is proved. It is obtained as the solution of a stochastic partial differential equation of degenerate parabolic type, studied by a variant of Bernstein method. A result of existence and uniqueness of a stationary inertial manifold is also proved; the stationary inertial manifold contains the random attractor, introduced in previous works.     

Wick型随机Kadomtsev-Petviashvili方程的精确解

利用Hermite变换和Tanh函数法,研究了Wick型随机Kadomtsev-Petviashvili(KP)方程,得到其三种类型不同的随机精确解.     

Wick型随机KG方程的精确解

利用白噪声分析、Hermite变换和双曲正切法来研究随机偏微分KleinGordon方程,并在Kondratiev分布空间(S)-1-上分别获得了变系数Klein-Gordon方程和Wick型随机Klein-Gordon方程的精确解和白噪声泛函解.     

具有随机加速度的随机运动的存在性

讨论了随机加速度为位移的给定函数的随机运动的存在性(即R上的随机微分方程弱解的存在性),给出并证明了具有随机加速度的随机运动存在的几个充分性条件.     

流形上随机流的渐近平坦性

本文的目的是讨论流形上由随机微分方程确定的扩散过程的体积零化性质。令X_t(x)是描述流形M上的微分同胚流x→X_t(x)的扩散过程,K是M中具有正有限Hausdorff测度的紧致曲面,我们给出X_t(K)的面积在t→∞时几乎必然趋于零的条件,特别地,随机流X_t(·)的渐近零化定向可求长弧r:[0,1]→M的弧长。     

含有随机波动的非线性的最优投资和消费模型

在连续时间模型假设下,研究风险资产价格服从一个带有随机波动的几何布朗运动的最优消费和投资问题．首先建立了最优消费和投资同题随机最优控制数学模型;然后运用随机最优控制理论,得到了最优投资和消费随机最优控制问题的值函数所满足的线性抛物线偏微分方程和非线性抛物线偏微分方程．     

Large Deviations for Stochastic Volterra Equations in the Plane

We prove a Large Deviation Principle for the family of solutions of Volterra equations in the plane obtained by perturbation of the driving white noise. One of the motivations for the study of such class of equations is provided by non-linear hyperbolic stochastic partial differential equations appearing in the construction of some path-valued processes on manifolds. The proof uses the method developped by Azencott for diffusion processes. The main ingredients are exponential inequalities for different classes of two-parameter stochastic integrals; these integrals are related to the representation of the stochastic term in the differential equation as a representable semimatringale.     

A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control

Using the decomposition of solution of SDE, we consider the stochastic optimal control problem with anticipative controls as a family of deterministic control problems parametrized by the paths of the driving Wiener process and of a newly introduced Lagrange multiplier stochastic process (nonanticipativity equality constraint). It is shown that the value function of these problems is the unique global solution of a robust equation (random partial differential equation) associated to a linear backward Hamilton-Jacobi-Bellman stochastic partial differential equation (HJB SPDE). This appears as limiting SPDE for a sequence of random HJB PDE's when linear interpolation approximation of the Wiener process is used. Our approach extends the Wong-Zakai type results [20] from SDE to the stochastic dynamic programming equation by showing how this arises as average of the limit of a sequence of deterministic dynamic programming equations. The stochastic characteristics method of Kunita [13] is used to represent the value function. By choosing the Lagrange multiplier equal to its nonanticipative constraint value the usual stochastic (nonanticipative) optimal control and optimal cost are recovered. This suggests a method for solving the anticipative control problems by almost sure deterministic optimal control. We obtain a PDE for the “cost of perfect information” the difference between the cost function of the nonanticipative control problem and the cost of the anticipative problem which satisfies a nonlinear backward HJB SPDE. Poisson bracket conditions are found ensuring this has a global solution. The cost of perfect information is shown to be zero when a Lagrangian submanifold is invariant for the stochastic characteristics. The LQG problem and a nonlinear anticipative control problem are considered as examples in this framework