求解非线性方程的一种线化和校正方法

提出了一种拟摄动理论——线化和校正方法。在该理论中,不象传统的摄动方法假设其近似解可表示成小参数的级数形式,而是先把方程线性化,再求其线化方程的解,然后再校正线化方程的解。这样得到的近似解不受方程中的“参数”的影响。     

δ-摄动方法的一点注释

研究了最近发展起来的一种新的δ-摄动方法。在这种方法里把非线性项转化为含人工参数δ的形式(如u3转化为v),然后把人工参数作为摄动参数。指出了这种方法有好多优点,但也有很多局限性。该文认为何吉欢提出的线化摄动方法可以很好地克服其存在的局限性。     

Stability analysis of a stochastic delayed SIR epidemic model with general incidence rate

In this paper, a stochastic delayed epidemic model with a generalized incidence rate is proposed and discussed. The positivity of solutions is established. A linearized form of the model is given and the stability conditions of the endemic equilibrium are obtained by using the technique of Lyapunov functionals.     

Dual method for continuous-time Markowitz's problems with nonlinear wealth equations

Continuous-time mean-variance portfolio selection model with nonlinear wealth equations and bankruptcy prohibition is investigated by the dual method. A necessary and sufficient condition which the optimal terminal wealth satisfies is obtained through a terminal perturbation technique. It is also shown that the optimal wealth and portfolio is the solution of a forward-backward stochastic differential equation with constraints.     

Complex dynamics in a stochastic internal HIV model

In this paper, we analyze a stochastic model representing HIV internal virus dynamics. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modeling. By analyzing the Lyapunov exponent, singular boundary and probability density, some new criteria ensuring stochastic stability, D-bifurcation and P-bifurcation for stochastic internal HIV model are obtained, respectively. Numerical simulation results are given to support the theoretical predictions.     

Stochastic stability and bifurcation for the chronic state in Marchuk’s model with noise

A stochastic differential equation modelling a Marchuk’s model is investigated. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modelling. Firstly, the stochastic Marchuk’s model has been simplified by applying stochastic center manifold and stochastic average theory. Secondly, by using Lyapunov exponent and singular boundary theory, we analyze the local stochastic stability and global stochastic stability for stochastic Marchuk’s model, respectively. Thirdly, we explore the stochastic bifurcation of the stochastic Marchuk’s model according to invariant measure and stationary probability density. Some new criteria ensuring stochastic pitchfork bifurcation and P-bifurcation for stochastic Marchuk’s model are obtained, respectively.     

离散时滞奇异摄动控制系统的稳定性分析

对含不确定性结构的奇异摄动时滞离散控制系统进行稳定性研究.通过设计一种新的Lyapunov Krasovskii泛函, 基于Lyapunov稳定性理论,在时滞依赖情形下, 采取交叉项界定技术、 线性矩阵分析方法并运用引理, 推出在零到奇异摄动上界的整个区间范围内系统渐近稳定,给出充分性的稳定性判据.之后,再对其进行理论加深和推广, 得到更加简洁性的推论, 可以借助于MATLAB工具箱进行求解.最后,用算例证明本文所得方法的优越性和可行性.     

Stochastic perturbation approach to the wavelet‐based analysis

The wavelet‐based decomposition of random variables and fields is proposed here in the context of application of the stochastic second order perturbation technique. A general methodology is employed for the first two probabilistic moments of a linear algebraic equations system solution, which are obtained instead of a single solution projection in the deterministic case. The perturbation approach application allows determination of the closed formulas for a wavelet decomposition of random fields. Next, these formulas are tested by symbolic projection of some elementary random field. Copyright © 2004 John Wiley & Sons, Ltd.     

A generalized probabilistic edge-based smoothed finite element method for elastostatic analysis of Reissner–Mindlin plates

Probabilistic analysis is becoming more important in mechanical science and real-world engineering applications. In this work, a novel generalized stochastic edge-based smoothed finite element method is proposed for Reissner–Mindlin plate problems. The edge-based smoothing technique is applied in the standard FEM to soften the over-stiff behavior of Reissner–Mindlin plate system, aiming to improve the accuracy of predictions for deterministic response. Then, the generalized nth order stochastic perturbation technique is incorporated with the edge-based S-FEM to formulate a generalized probabilistic ES-FEM framework (GP_ES-FEM). Based upon a general order Taylor expansion with random variables of input, it is able to determine higher order probabilistic moments and characteristics of the response of Reissner–Mindlin plates. The significant feature of the proposed approach is that it not only improves the numerical accuracy of deterministic output quantities with respect to a given random variable, but also overcomes the inherent drawbacks of conventional second-order perturbation approach, which is satisfactory only for small coefficients of variation of the stochastic input field. Two numerical examples for static analysis of Reissner–Mindlin plates are presented and verified by Monte Carlo simulations to demonstrate the effectiveness of the present method.     

Dynamical model of a single-species system in a polluted environment

The effect of toxicants on ecological systems is an important issue from mathematical and experimental points of view. Here we have studied dynamical model of a single-species population-toxicant system. Two cases are studied: constant exogeneous input of toxicant and rapidly fluctuating random exogeneous input of toxicant into the environment. The dynamical behaviour of the system is analyzed by using deterministic linearized technique, Lyapunov method and stochastic linearization on the assumption that exogeneous input of toxicant into the environment behaves like ‘Coloured noise’.     

Near-surface buckling in stability of a system consisting of a moderately rigid substrate, a viscoelastic bond layer, and an elastic covering layer

Within the frame work of the three-dimensional linearized theory of stability of deformable bodies (TLTSDB), the near-surface buckling instability of a system consisting of a half-plane (substrate), a viscoelastic bond layer, and an elastic covering layer is suggested. The equations of the TLTSDB are obtained from the three-dimensional geometrically non linear equations of viscoelasticity theory by using the boundary-form perturbation technique. By employing the Laplace transform, a method for solving the problem is developed. It is supposed that the covering layer has an insignificant initial imperfection. The stability of the system is considered lost if the imperfection starts to increase and grows indefinitely. Numerical results for the critical compressive force and the critical time are presented. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 4, pp. 517–530, July–August, 2006.     

Adaptive Q–S synchronization between coupled chaotic systems with stochastic perturbation and delay

This work investigates the adaptive Q–S synchronization of coupled chaotic (or hyper-chaotic) systems with stochastic perturbation, delay and unknown parameters. The sufficient conditions for achieving Q–S synchronization of two stochastic chaotic systems are derived based on the invariance principle of stochastic differential equation. By the adaptive control technique, the control laws and the corresponding parameter update laws are proposed such that the stochastic Q–S synchronization of non-identical chaotic (or hyper-chaotic) systems is to be obtained. Finally, two illustrative numerical simulations are also given to demonstrate the effectiveness of the proposed scheme.     

Chaos prediction and control of Goodwin’s nonlinear accelerator model

Chaos prediction and its control of the Goodwin model under the deterministic or stochastic excitation are studied theoretically and numerically. Applying the Melnikov technique, the threshold conditions for the occurrence of chaos are obtained theoretically. The stable and unstable manifolds of saddle are computed to verify the effectiveness of the analytical prediction in the deterministic case. Also, the safe basins are introduced to show how the externally stochastic perturbation affects the safety of the economic system as the noise amplitude increases. Finally, the analytical criterion of controlling chaos is derived via the delayed feedback control method. Numerical investigations including the top Lyapunov exponent, Poincare section, and phase portraits are carried out to demonstrate the validity and effectiveness of the theoretical results.     

A Legendre–Galerkin Chebyshev collocation method for the Burgers equation with a random perturbation on boundary condition

In the paper, we apply the generalized polynomial chaos expansion and spectral methods to the Burgers equation with a random perturbation on its left boundary condition. Firstly, the stochastic Galerkin method combined with the Legendre–Galerkin Chebyshev collocation scheme is adopted, which means that the original equation is transformed to the deterministic nonlinear equations by the stochastic Galerkin method and the Legendre–Galerkin Chebyshev collocation scheme is used to deal with the resulting nonlinear equations. Secondly, the stochastic Legendre–Galerkin Chebyshev collocation scheme is developed for solving the stochastic Burgers equation; that is, the stochastic Legendre–Galerkin method is used to discrete the random variable meanwhile the nonlinear term is interpolated through the Chebyshev–Gauss points. Then a set of deterministic linear equations can be obtained, which is in contrast to the other existing methods for the stochastic Burgers equation. The mean square convergence of the former method is analyzed. Numerical experiments are performed to show the effectiveness of our two methods. Both methods provide alternative approaches to deal with the stochastic differential equations with nonlinear terms.     

Stochastic Pareto local search: Pareto neighbourhood exploration and perturbation strategies

Pareto local search (PLS) methods are local search algorithms for multi-objective combinatorial optimization problems based on the Pareto dominance criterion. PLS explores the Pareto neighbourhood of a set of non-dominated solutions until it reaches a local optimal Pareto front. In this paper, we discuss and analyse three different Pareto neighbourhood exploration strategies: best, first, and neutral improvement. Furthermore, we introduce a deactivation mechanism that restarts PLS from an archive of solutions rather than from a single solution in order to avoid the exploration of already explored regions. To escape from a local optimal solution set we apply stochastic perturbation strategies, leading to stochastic Pareto local search algorithms (SPLS). We consider two perturbation strategies: mutation and path-guided mutation. While the former is unbiased, the latter is biased towards preserving common substructures between 2 solutions. We apply SPLS on a set of large, correlated bi-objective quadratic assignment problems (bQAPs) and observe that SPLS significantly outperforms multi-start PLS. We investigate the reason of this performance gain by studying the fitness landscape structure of the bQAPs using random walks. The best performing method uses the stochastic perturbation algorithms, the first improvement Pareto neigborhood exploration and the deactivation technique.     

具有非线性扰动的不确定随机时变时滞系统的鲁棒镇定

本文研究了具有非线性扰动的不确定随机时变时滞系统的鲁棒镇定的问题.构造了适当的Lyapunov-Krasovskii泛函并利用自由权矩阵方法,借助于线性矩阵不等式(LMI)技术,设计了一个无记忆状态反馈控制器,并获得了不确定随机时变时滞系统的时滞依赖鲁棒镇定判据.数值例子及其仿真曲线表明所提出的理论结果是有效的.     

圆薄板非对称大变形弯曲问题

本文首先导出圆薄板非轴对称大变形问题的位移基本方程及边界条件.利用变换和摄动法将非线性位移方程线性化,得到了近似边值问题.作为算例,文中研究了圆薄板在较复杂载荷作用下的非线性弯曲问题.     

一类过程摄动系统的无阻塞鲁棒性

使用参数Dioid模块网络法,把含大量摄动参数的在普通极大代数意义下非线性状态空间模型在参数Dioid意义下线性化,在此基础上研究一类过程摄动系统的无阻塞鲁棒性.给出了有限缓冲串行生产系统在没有缓冲器下无阻塞的充要条件和充分条件.     

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.     

一类多自由度随机振动分析的摄动法

本文给出了一类多自由度非线性随机振动分析的摄动法,并在平衡随机过程荷载下导出了结构响应的统计特征表达式。