| 加性和乘性噪声对随机偏微分方程的激励性（英文） |
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| 引用本文： | 郭仲凯,程水林,王维峰.加性和乘性噪声对随机偏微分方程的激励性（英文）[J].应用数学,2019,32(3):659-663. |
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| 作者姓名： | 郭仲凯 程水林 王维峰 |
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| 作者单位： | 中南民族大学数学与统计学学院;中南财经政法大学数学与统计学院 |
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| 基金项目： | Supported by the NSFs of China(11526196,11801575);the Fundamental Research Funds for the Central Universities(SCUEC:CZQ17005;CZP17018) |
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| 摘 要： | 本文研究加性噪声和乘性噪声对一类随机偏微分方程激励性问题.利用Ito公式和能量估计方法方法,得出在两种不同噪声下,相对应的随机偏微分方程噪声激励指标不同.从而从这个角度来看,加性噪声与乘性噪声对随机偏微分方程的影响是不一样的.
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| 关 键 词： | ITO公式 随机偏微分方程 能量估计方法 噪声激励 |
| 收稿时间： | 2018/8/18 0:00:00 |
Additive and Multiplicative Noise Excitability of Stochastic Partial Differential Equations |
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| GUO Zhongkai,CHENG Shuilin,WANG Weifeng.Additive and Multiplicative Noise Excitability of Stochastic Partial Differential Equations[J].Mathematica Applicata,2019,32(3):659-663. |
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| Authors: | GUO Zhongkai CHENG Shuilin WANG Weifeng |
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| Institution: | (School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China;School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China) |
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| Abstract: | In this paper, noise excitability of energy solution to stochastic partial differential equation with additive and multiplicative cases are considered. By using Ito's formula and energy estimate method, we obtain excitation indices of u at different cases with different results. Thus, from this point of view, the effects of additive noise and multiplicative noise on the system are different. |
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| Keywords: | Ito's formula Stochastic partial differential equation Energy estimate method Noise excitability |
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