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1.
吴盼玉 《数学进展》2012,(3):276-284
本文给出了当终端时间趋于无穷时一类有限时间区间上的倒向随机微分方程的解的收敛性,并且证明了这类解平方收敛到特定的无穷时间区间上的倒向随机微分方程的解.本文主要研究了由倒向随机微分方程生成的非线性期望及其鞅的性质,证明了当生成元g是超线性时的g-上鞅Riesz分解定理.并且指出经典鞅论中的Riesz分解定理和下期望(又称最小期望)对应的上鞅Riesz分解定理是g-上鞅Riesz分解定理的两种特殊情况.  相似文献   

2.
首先,针对一类线性倒向随机微分方程,给出了g-鞅同鞅之间相互联系所满足的充分条件.通过该条件得到了经典的Black-Scholes模型下未定权益的公平价格过程以及最优增长投资策略的价格过程.其次,引入了带惩罚的非线性倒向随机微分方程,并通过惩罚比率的不同取值来讨论相关的经济学意义.  相似文献   

3.
一类具偏差变元非线性偏微分方程解的振动性   总被引:1,自引:0,他引:1  
研究了一类具有偏差变元的非线性偏微分方程解的振动性,获得了方程所有解振动的充分条件。  相似文献   

4.
利用李群理论中的伸缩变换群,将二阶非线性偏微分方程-Burgers方程化为一类Riccati方程和三类二阶非线性常微分方程,从而Riccati方程和这三类二阶非线性常微分方程给出了Burgers方程的自相似解的表现形式.  相似文献   

5.
非线性中立型偏微分方程解的振动性   总被引:3,自引:0,他引:3  
本文考虑了一类非线性中立型偏微分方程,获得了方程的所有解振动的充分条件,同时也给出了实际应用例子。  相似文献   

6.
本文利用分析方法研究了一类取值于K维空间凸区域的非线性随机偏微分方程的反射问题.证明了一类广义解的存在性,采用的主要方法是求取一列被惩罚的随机偏微分方程的极限.  相似文献   

7.
非线性中立抛物型时滞偏微分方程解的振动性质   总被引:6,自引:0,他引:6  
讨论一类多滞量非线性中立抛物型时滞偏微分方程解的振动性质 ,获得了其一切解振动的充分条件 ;指出了与普通抛物型偏微分方程质的差异 .  相似文献   

8.
本文针对一类非线性偏微分方程,把区域分裂法与异步混合算法结合起来,产生了一种异步混合单调算法,证明了收敛性定理。我们已经用区域分裂技术建立了一类求解偏微分方程的异步并行算法。这类方法成功地用于带有线性或非线性边界条件的线性或拟线性方程的定解问题,那么怎样处理较一般的非线性问题呢?  相似文献   

9.
非线性中立双曲型泛函微分方程解的振动判据   总被引:5,自引:0,他引:5  
讨论一类多滞量非线性中立双曲型泛函微分方程解的振动性质,获得了其一切解振动的充分条件;指出了与普通双曲型偏微分方程质的差异。  相似文献   

10.
非线性抛物型时滞微分方程解振动的充要条件   总被引:14,自引:0,他引:14  
讨论了一类多滞量非线性抛物型时滞微分方程解的振动性质,获得了其一切解振动的充要条件;指出了其与普通抛物型偏微分方程解的质的差异。  相似文献   

11.
The stability in the first approximation of the rotation of a satellite about a centre of mass is investigated. In the unperturbed motion the satellite performs, in absolute space, three rotations around the normal to the orbital plane in a time equal to two periods of rotation of its centre of mass in the orbit (Mercury-type rotation). Three cases of such rotations are considered: the rotations of a dynamically symmetrical satellite and a satellite, the central ellipsoid of inertia of which is close to a sphere, in an elliptic orbit of arbitrary eccentricity, and the rotation of a satellite with three different principal central moments of inertia in a circular orbit.  相似文献   

12.
Let A be a UFD of characteristic p > 0, let 𝒵 be a set of some eigenvectors of a derivation of A. We prove, under some additional assumptions, a necessary and sufficient condition for 𝒵 to be a p-basis of the minimal ring of constants containing 𝒵. The main preparatory result is the unique decomposition theorem with respect to a factor from a given subalgebra containing Ap.  相似文献   

13.
A method is given for obtaining integral growth lemmas for solutions of boundary problems for a large class of quasilinear evolution equations. As a possible application a sharp estimate is obtained of the dependence of the support of a solution of a mixed problem and a Cauchy problem for a quasilinear divergent parabolic equation on time.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 10, pp. 1451–1456, October, 1992.  相似文献   

14.
The following theorem is proved: The product of any variety of two-step solvable groups and a variety having a finite basis of identity relations has a finite basis of identity relations.Translated from Matematicheskie Zametki, Vol. 5, No. 1, pp. 137–144, January, 1969.  相似文献   

15.
Linear elastic systems with a finite number of degrees of freedom, the initial equations of motion of which are constructed using the finite element method or other discretization methods, are considered. Since, in applied dynamics problems, the motions are usually investigated in a frequency range with an upper bound, the degrees of freedom of the initial system of equations are split into dynamic and quasi-dynamic degrees. Finally, the initial system of equations is split into a small number of differential equations for the dynamic degrees of freedom and into a system of algebraic equations for determining the quasi-static displacements, represented in the form of a matrix series. The number of terms of the series taken into account depends on the accuracy required.  相似文献   

16.
We prove a theorem on the decomposition of the algebra of bounded operators into a direct sum of a subalgebra of diagonal operators and a subspace of nondiagonal operators.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 7, pp. 867–873, July, 1990.  相似文献   

17.
A mathematical model of space motion of a mechanical system that consists of a load and a parachute is presented. With the help of the apparatus of the Lyapunov functions, a particular case of the model is studied when the load can be considered as a mass point that does not have resistance. A sufficient condition of stability is obtained. The results can be applied to the model/ing and construction of parachute systems.Translated from Dinamicheskie Sistemy, No. 9, pp. 99–102, 1990.  相似文献   

18.
The method of direct cutting-out consists of modeling of a finite body, in particular, with thin heterogeneities, using a much simpler problem for a bounded or a partially bounded body with thin heterogeneities located in the same manner and the presence of additional cracks or absolutely rigid inclusions of fairy large length, which are modeled by the boundary conditions of a bounded body. The method is tested on the problems of antiplane deformation of a symmetrically loaded crack in a wedge with free faces and an absolutely rigid inclusion placed with some tension in a wedge with restrained faces. For an elastic inclusion, we construct generalized conditions of interaction, which enable us to unify the procedure of giving different boundary conditions in the case of using the method of direct cutting-out.  相似文献   

19.
有资格限制的指派问题的求解方法   总被引:3,自引:0,他引:3  
在实际的指派工作中,常会遇到某个人有没有资格去承担某项工作的问题,因此,本建立了有资格限制的指派问题的数学模型。在此数学模型中,将效益矩阵转化为判定矩阵,由此给出了判定此种指派问题是否有解的方法;在有解的情况下,进一步将效益矩阵转化为求解矩阵,从而将有资格限制的指派问题化为传统的指派问题来求解。最后给出了一个数值例子来说明这样的处理方法是有效的。  相似文献   

20.
An approach to the definition of adhesion and cohesion stresses that appear in a piston ring after chroming and its mounting on the piston, its performance in a motor, and corresponding conditions of the critical thicknesses of the covering on the basis of a representation of the ring as a two-layer beam is described.Translated from Dinamicheskie Sistemy, No. 9, pp. 72–76, 1990.  相似文献   

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