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81.
82.
Fractional Brownian Motion and Sheet as White Noise Functionals 总被引:1,自引:0,他引:1
Zhi Yuan HUANG Chu Jin LI Jian Ping WAN Ying WU 《数学学报(英文版)》2006,22(4):1183-1188
In this short note, we show that it is more natural to look the fractional Brownian motion as functionals of the standard white noises, and the fractional white noise calculus developed by Hu and Фksendal follows directly from the classical white noise functional calculus. As examples we prove that the fractional Girsanov formula, the Ito type integrals and the fractional Black-Scholes formula are easy consequences of their classical counterparts. An extension to the fractional Brownian sheet is also briefly discussed. 相似文献
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甘春标 《Acta Mechanica Sinica》2004,20(5):558-566
A new procedure is developed to study the stochastic Hopf bifurcation in quasiintegrable-Hamiltonian systems under the Gaussian white noise excitation. Firstly, the singular boundaries of the first-class and their asymptotic stable conditions in probability are given for the averaged Ito differential equations about all the sub-system‘s energy levels with respect to the stochastic averaging method. Secondly, the stochastic Hopf bifurcation for the coupled sub-systems are discussed by defining a suitable bounded torus region in the space of the energy levels and employing the theory of the torus region when the singular boundaries turn into the unstable ones. Lastly, a quasi-integrable-Hamiltonian system with two degrees of freedom is studied in detail to illustrate the above procedure.Moreover, simulations by the Monte-Carlo method are performed for the illustrative example to verify the proposed procedure. It is shown that the attenuation motions and the stochastic Hopf bifurcation of two oscillators and the stochastic Hopf bifurcation of a single oscillator may occur in the system for some system‘s parameters. Therefore, one can see that the numerical results are consistent with the theoretical predictions. 相似文献
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研究了一类小容量污染环境中脉冲输入毒素对具有阶段结构的单种群生存问题,分别找到了种群生存与灭绝的阈值,利用不等式放缩技巧,得到了种群灭绝和持久生存的充分条件.利用MATLAB数值仿真,验证了理论结果的正确性,分析了毒素输入量,毒素输入周期及种群成长时间对种群生存的影响. 相似文献
88.
《数学的实践与认识》2017,(23)
城市交通污染是我国城市化发展进程中亟待解决的问题,问题涉及变量多且结构复杂,很难用数学模型进行全面描述.为了综合考虑城市交通污染气体排放的影响因素及其相关关系,从系统的角度出发应用系统动力学原理在充分考虑交通拥堵对污染气体排放影响的基础上建立了城市交通污染气体排放模型.并以上海市为例运用Vensim PLE软件对模型进行仿真,发现交通拥堵对城市交通污染的影响非常显著,当交通负荷大于1.62时,污染物的排放量呈指数增长.最后针对上海市的交通政策对污染气体排放的影响进行仿真分析,提出控制交通污染的合理化建议. 相似文献
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NUMERICAL SIMULATION WITH A COMPREHENSIVE CHEMICAL TRANSPORT MODEL OF NITRATE, SULFATE, AND AMMONIUM AEROSOL DISTRIBUTIONS OVER EAST ASIA 总被引:3,自引:0,他引:3
Meigen Zhang 《中国颗粒学报》2005,3(5):255-259
The transport and chemical production processes of nitrate, sulfate, and ammonium aerosols over East Asia were investigated by use of the Models-3 Community Multi-scale Air Quality (CMAQ) modeling system coupled with the Regional Atmospheric Modeling System (RAMS). For the evaluation of the model's ability in depicting their 3-dimensional concentration distributions and temporal variations, modeled concentrations of nitrate, sulfate, and ammonium aerosols are compared with the observations obtained at a ground station in Japan in March 2001 and onboard of an aircraft DC-8 on 18 and 21 March 2001 during the Transport and Chemical Evolution over the Pacific (TRACE-P) field campaign. Comparison shows that simulated values of nitrate, sulfate, and ammonium aerosols are generally in good agreement with their observed data, and the model captures most important observed features, and reproduces temporal and spatial variations of nitrate, sulfate, and ammonium aerosol concentrations reasonably well, e.g., the timing and locations of the concentration spikes of nitrate, sulfate, and ammonium aerosols are well reproduced, but large discrepancies between observed and simulated values are also clearly seen at some points and some times due to the coarse grid resolution and uncertainties of the emissions used in this study. This comparison results indicate that CMAQ is able to simulate the distributions of nitrate, sulfate, and ammonium aerosols and their related species in the troposphere over East Asia reasonably well. 相似文献
90.
研究高功率激光装置光传输管道内部洁净度变化规律,分析其对内部重要光学元件光学性能的影响规律,提出污染控制措施。对光传输管道内部的气溶胶进行采样,并利用空气品质分析仪及扫描电镜对其进行分析,得到光传输管道内部洁净度变化规律和污染源;采用内部放置透射膜元件的方法,研究洁净度等级水平对透射膜的微观结构和透射率的影响,并利用"1-on-1"的测试方式进行透射膜元件的损伤阈值测试。研究结果表明:光传输管道内部的洁净度在激光辐照后迅速上升至万级水平,透射膜元件在此环境下其透过率严重下降,下降幅度为2.5%,且表面微观形貌发生变化。光学透射薄膜表面损伤阈值随表面污染水平呈现线性下降规律,最大下降幅度约为10%。污染监测和成分分析结果表明管道内部灰尘及杂散光或者鬼光束辐照金属产生的等离子体是管道内污染的主要源头,在此基础上提出了正压密封保持的技术手段确保内部光学表面洁净度水平,延长使用寿命。 相似文献