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1.
直线上随机环境中可逗留的随机游动的若干性质   总被引:1,自引:0,他引:1  
胡学平  李会葆 《数学研究》2006,39(2):198-203
主要研究直线上随机环境中可逗留的随机游动的常返性与极限性质,在独立随机环境下,通过强大数定律给出了常返与暂留的一个充分条件;在一般随机环境下,通过数列的有界性给出了常返与零常返的充分条件并讨论了在独立随机环境下非常返性中的大数定律,从而推广了Solomon的研究框架.  相似文献   

2.
朱位秋 《中国科学A辑》1995,38(10):1091-1100
为拟Hamilton系统(小阻尼与弱随机激励作用下的Hamilton系统)提出了随机平均法,并就可积与不可积、共振与非共振情形进行了讨论.指出,现有的标准随机平均法与能量包线随机平均法为提出的拟Hamilton系统随机平均法的特殊情形.数例结果表明本方法是有效的.  相似文献   

3.
研究了右扩展序、TTT序、单调增凸序和单调增凹序分别关于随机最大与随机最小的反向封闭性质, 并讨论了相关年龄概念关于随机最大与随机最小的反向封闭性质.  相似文献   

4.
基于概率测度理论基础,研究了随机赋范空间中算子随机范数,得到了线性算子空间与线性泛函的若干随机化结果与随机化的Hahn-Banach延拓定理.结果可能成为随机泛函分析与概率论及应用的理论工具.  相似文献   

5.
《数理统计与管理》2014,(3):416-422
给出了随机排列的主要性质及证明。构造了随机排列检验方差变点的统计量。以GARCH(1,1)过程为例,模拟比较了随机排列方法与近似极限分布方法关于方差变点检验的临界值。应用随机排列方法检测人民币兑美元汇率的变点,并与惩罚对比函数方法作比较。模拟与实证结果均表明随机排列方法检验方差变点是灵活有效的。  相似文献   

6.
杨洪福  张启敏 《数学杂志》2016,36(5):1083-1090
本文研究了一类与年龄相关的随机分数阶种群动态系统.利用不动点定理、随机分析和算子半群理论,讨论了与年龄相关的随机分数阶种群系统温和解的存在性、唯一性.本文是随机整数阶种群系统的推广.  相似文献   

7.
为了刻画复杂随机系统的理性决策,提出了复杂随机系统的生存性及不变性的概念,给出并证明了复杂随机系统的生存性定理及不变性定理.并提出了均方相依锥,生存域与不变域的概念.得到了与文献中的一致的结论.  相似文献   

8.
本文依据参照依赖偏好模型提出了基于随机参照点的风险度量方法,进而构建了均值-风险模型,并讨论了该决策方法与随机占优之间的一致性。研究发现,该决策方法不仅与一级随机占优是一致的而且与二级随机占优也是一致的。由于二级随机占优与期望效用理论的一致性,因而所构建的均值-风险模型与期望效用理论也是一致的。  相似文献   

9.
给出了随机事元的拓展概率以及随机事元可拓集的概念.运用可拓集合、可拓变换与可拓推理等可拓学的理论与方法,对随机事件发生的概率与随机变量概率分布的变化作了初步的拓展研究.  相似文献   

10.
多复变数随机幂级数   总被引:1,自引:0,他引:1  
本文讨论了多复变数的随机幂级数,得到了若干与单复变数随机幂级数类似的结果,但证明方法与单复变数的情形是完全不同的.  相似文献   

11.
In this paper, combining stochastic processes with shift-invariant spaces, we introduce shift-invariant stochastic processes. It is a general case of the classical band-limited stochastic processes and a kind of non-band-limited stochastic processes. Two sampling theorems are obtained for the shift-invariant stochastic processes. The results for band-limited stochastic processes and shift-invariant spaces are generalized by our new results.  相似文献   

12.
A new stochastic model for the point kinetics equations with I-delayed neutron precursor groups is presented. In this stochastic model, the point kinetics equations are separated into three terms: prompt neutrons, delayed neutrons and external neutrons source. The matrix form of the efficient stochastic model is solved by a semi-analytical method. The semi-analytical method is based on the exponential function of the coefficient matrix. The eigenvalues of the coefficient matrix and Gaussian elimination are used to calculate this exponential function. The mean and standard deviation of neutron and precursor populations of the efficient stochastic model with step, ramp, and sinusoidal reactivities are computed. The results of the efficient stochastic model are compared with the results of Allen's stochastic model for the point kinetics equations. This comparison confirms that the efficient stochastic model is an accurate model compared with the deterministic point kinetics equations. This stochastic model is efficient to study the natural behavior of neutron and precursor populations in the nuclear reactor dynamics.  相似文献   

13.
We consider different methods for the derivation of the stochastic Boltzmann hierarchy corresponding to the stochastic dynamics that is the Boltzmann-Grad limit of the Hamiltonian dynamics of hard spheres. Solutions of the stochastic Boltzmann hierarchy are the Boltzmann-Grad limit of solutions of the BBGKY hierarchy of hard spheres in the entire phase space. A new concept of reduced distribution functions corresponding to the stochastic dynamics are introduced. They take into account the contribution of the hyperplanes of lower dimension where stochastic point particles interact with one another. The solutions of the Boltzmann equation coincide with one-particle distribution functions of the stochastic Boltzmann hierarchy and are represented by integrals over the hyperplanes where the stochastic point particles interact with one another.  相似文献   

14.
Stability in distribution of stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching have been studied by several authors and this kind of stability is an important property for stochastic systems. There are several papers which study this stability for stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching technically. In our paper, we are concerned with the general neutral stochastic functional differential equations with Markovian switching and we derive the sufficient conditions for stability in distribution. At the end of our paper, one example is established to illustrate the theory of our work.  相似文献   

15.
We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization solution procedure. The solvability, differentiability and convexity of the two-stage stochastic programming and the convergence of its sample average approximation are established. Examples of this model are given, including the optimality conditions for stochastic programs, a Walras equilibrium problem and Wardrop flow equilibrium. We also formulate stochastic traffic assignments on arcs flow as a two-stage stochastic variational inequality based on Wardrop flow equilibrium and present numerical results of the Douglas–Rachford splitting method for the corresponding two-stage stochastic programming with recourse.  相似文献   

16.
In this paper we discuss two-stage diagonally implicit stochastic Runge-Kutta methods with strong order 1.0 for strong solutions of Stratonovich stochastic differential equations. Five stochastic Runge-Kutta methods are presented in this paper. They are an explicit method with a large MS-stability region, a semi-implicit method with minimum principal error coefficients, a semi-implicit method with a large MS-stability region, an implicit method with minimum principal error coefficients and another implicit method. We also consider composite stochastic Runge-Kutta methods which are the combination of semi-implicit Runge-Kutta methods and implicit Runge-Kutta methods. Two composite methods are presented in this paper. Numerical results are reported to compare the convergence properties and stability properties of these stochastic Runge-Kutta methods.  相似文献   

17.
We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces. Instead of dividing the rough surface into slices, we use stochastic mapping to transform the original deterministic equations in a random domain into stochastic equations in the corresponding deterministic domain. A finite element discretization with the help of AFEPack is applied to the physical space, and the equations obtained are solved by the approximate Newton iterative method. Comparison of the three stochastic methods through numerical experiment on different PN junctions are given. The numerical results show that, for such a complicated nonlinear problem, the stochastic Galerkin method has no obvious advantages on efficiency except accuracy over the other two methods, and the stochastic collocation method combines the accuracy of the stochastic Galerkin method and the easy implementation of the Monte Carlo method.  相似文献   

18.
提出了随机脉冲随机微分方程模型,其中所谓的随机脉冲是指脉冲幅度由随机变量序列驱动,并且脉冲发生的时间也是一个随机变量序列.因此,随机脉冲随机微分方程是对带跳的随机微分方程模型的推广.利用Gronwall不等式、Lipschtiz条件和随机分析技巧,得到了随机脉冲随机微分方程的解的存在唯一性条件.  相似文献   

19.
本文研究带跳的倒向重随机系统的随机控制问题的最优性条件。在控制域为凸且控制变量进入所有系数条件下,分别以局部形式和全局形式给出必要性最优条件和充分性最优条件。把上述最大值原理应用于重随机线性二次最优控制问题,得到唯一的最优控制,并且给出应用的例子。  相似文献   

20.
The present work investigates the responses of stochastic type temperature distribution applied at the boundary of an elastic medium in the context of thermoelasticity without energy dissipation. We consider an one dimensional problem of half space and assume that the bounding surface of the half space is traction free and is subjected to two types of time dependent temperature distributions which are of stochastic types. In order to compare the results predicted by stochastic temperature distributions with the results of deterministic type temperature distribution, the stochastic type temperature distributions applied at the boundary are taken in such a way that they reduce to the cases of deterministic types as special cases. Integral transform technique along with stochastic calculus is used to solve the problem. The approximated solutions for physical fields like, stress, temperature, displacement etc. are derived for very small values of time where stochastic type boundary conditions are taken to be of white noise type. The problem is further illustrated with graphical representation of numerical solutions of the problem for a particular case. A detailed comparison of the results of stochastic temperature, displacement and stress distributions inside the half space with the corresponding results of deterministic distributions is presented and special features of the effects of stochastic type boundary conditions are highlighted.  相似文献   

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