二阶变系数线性随机微分方程的稳定性

本文给出了变系数线性随机微分方程平凡解几乎片处渐近稳定的充分条件，本文的结果适用于变系数线性常向分方程组。     

一阶中立型微分方程非振动解的渐近性

本文研究了具有分布时滞的一阶中立型微分方程非振动解的渐近性，得到了交为广泛的结果。     

随机温度场的渐近-最大熵分析

针对具有随机参数的稳态温度场分析,利用拉普拉斯多维积分的渐近展开及函数的泰勒级数展开等方法,求得了节点温度响应的原点矩近似解析表达式。在最大熵原理基础上,获得了节点温度响应的概率密度函数。算例将该方法与Monte-Carlo模拟法进行比较,表明该方法具有较好的精度,且在参数变异性较大时也能获得较满意的结果。     

线性随机桁架结构的平稳随机响应分析

研究了随机桁架结构的平稳随机响应问题。同时考虑结构的物理参数、几何尺寸的随机性，从结构平稳随机响应在频域上的表达式出发，利用求解随机变量函数矩的方法，导出了随机桁架结构在平稳随机激励下位移响应均方值的均值、均方差和变异系数的计算表达式。通过算例考察了随机荷载激励下结构物理参数、几何尺寸的随机性对结构随机响应的影响。     

随机损伤过程和依赖于时间的损伤概率分布

本文用马尔柯夫过程描述一般损伤现象,将确定性损伤发展方程随机化为随机微分方程,并得其相应的 Fokker-Planck 方程的封闭解,该解即依赖于时间的损伤概率分布,其包含了某些对可靠性工程有意义的特殊情况。     

线性随机结构的平稳随机响应

对于不仅结构参数具有随机性,而且外载是平稳随机激励的问题,给出了随机响应变异系数的计算方法。应用虚拟激励法先将随机荷载转化为确定性的简谐荷载,使双随机问题得以精确地转化为单随机问题进行分析。求解过程显著简化,而且包含了二种随机因素之间的耦合效应。用数值模拟法对方法的精度作了估计。     

随机结构在随机激励下的二阶摄动随机势能泛函及其应用

利用小参数摄动法,建立了随机结构在随机激励下的二阶振动随机势能泛函。并由此推导了二阶摄动随机变原理,作为应用,建立了随机有限元的计算列式。     

二阶随机参激系统的不变测度与Lyapunov指数

用统一的模型，研究了一类典型的二阶系统在宽带和窄带随机参数激励情形下，系统的不变测度与最大Ｌｙａｐｕｎｏｖ指数，由最大Ｌｙａｐｕｎｏｖ指数给出了系统几乎必然稳定的充分必要条件。     

单层悬索体系在风中的随机稳定性研究

本文建立了单层悬索体系在含有较低紊流成分的自然风中的随机稳定方程，应用Ｓｃｈｕｓｓ随机稳定理论分析，并建立可靠性评判准则，实例分析指出，由于微小紊流成分的随机摄动，致系统产生不稳定运动。     

结构随机动力稳定性的定量分析方法

提出了结构随机动力稳定性的定量分析方法,讨论了经典的随机动力稳定性概念,指出结构动力稳定性不仅与结构参数有关,也与作用在结构上的外部载荷密切相关,据此引入了一种判定结构动力稳定性的新准则,明确了结构随机动力稳定性的基本涵义.在概率守恒原理基础上,推导了概率耗散系统的广义概率密度演化方程.引入结构动力失稳的物理机制作为引起概率耗散的驱动力,利用概率耗散系统概率密度演化方程、可以方便获得结构响应的概率密度演化过程,从而定量求解结构的动力稳定概率.据此,可以定量评价结构系统依概率为1或依给定概率意义上的结构随机动力稳定性.采用本文所建议方法对典型结构动力系统进行了随机动力稳定性分析,并与蒙特卡洛方法计算结果进行对比.数值结果表明了所建议方法的有效性.      

二自由度耦合线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法和Fokker-Planck算子及其伴随算子的特征函数展开法,讨论了两个模态都处于临介状态的耦合二自由度振动系统,在小强度的非高斯噪声参数激励下系统运动的稳定性,获得了系统扩散过程的稳态概率密度的渐近表达式,建立了系统最大Lyapunov指数的渐近表达式,由此获得了系统运动模态几乎必然稳定的充分必要条件。     

Long Asymptotic Correlation Time for Non-Linear Autonomous Itô's Stochastic Differential Equation

Itô's stochastic differential equations theory is a common approach to analysis of stochastic phenomena in various systems. In many applications, an important feature of the systems is the flicker effect. It is well known that it cannot be described with linear autonomous scalar equations of the above kind. The reason is that the flicker effect is usually associated with a correlation time which is much greater than the correlation time in the linear case. In the present work, we discuss modelling of the long correlation time with the help of non-linear autonomous scalar Itô's stochastic differential equation which includes non-linear drift. The expression for the asymptotic correlation time as time separation tends to zero is derived in terms of the equation. We formulate the condition for this time to be long in the above sense. It is pointed out that this condition can hold if the nonlinear damping is reduced compared to the linear case. These results are illustrated with an example of the equation with non-linear drift of a specific form.     

LINEAR QUADRATIC NONZERO-SUM DIFFERENTIAL GAMES WITH RANDOM JUMPS

IntroductionFully coupled forward-backward stochastic differential equations with Brownian motioncan be encountered in the optimization problem when we apply stochastic maximum principleand in mathematics finance when we consider large investor in securit…     

二自由度耦合非线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法讨论了一类耦合二自由度非线性系统，在小强度白噪声参数激励下系统运动模态的稳定性，获得了系统扩散过程的稳态概率密度的渐近表达式，由此获得了系统运动模态几乎必然稳定的充分必要条件。     

Existence,Uniqueness and Asymptotic Stability of Traveling Wavefronts in A Non-Local Delayed Diffusion Equation

In this paper, we study the existence, uniqueness, and global asymptotic stability of traveling wave fronts in a non-local reaction–diffusion model for a single species population with two age classes and a fixed maturation period living in a spatially unbounded environment. Under realistic assumptions on the birth function, we construct various pairs of super and sub solutions and utilize the comparison and squeezing technique to prove that the equation has exactly one non-decreasing traveling wavefront (up to a translation) which is monotonically increasing and globally asymptotic stable with phase shift.      

Asymptotic and oscillation of the solutions for a class of the first order neutral differential equations

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Ergodic Properties of Weak Asymptotic Pseudotrajectories for Semiflows

It is known that various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes can be analyzed by relating them to an appropriately chosen semiflow. Here, we introduce the notion of a stochastic process X being a weak asymptotic pseudotrajectory for a semiflow and are interested in the limiting behavior of the empirical measures of X. The main results are as follows: (1) the weak* limit points of the empirical measures for X axe almost surely -invariant measures; (2) given any semiflow , there exists a weak asymptotic pseudotrajectory X of such that the set of weak* limit points of its empirical measures almost surely equal the set of all ergodic measures for ; and (3) if X is an asymptotic pseudotrajectory for a semiflow , then conditions on that ensure convergence of the empirical measures are derived.     

Almost sure stability condition of weakly coupled linear nonautonomous random systems

In this study, the sufficient condition of almost sure stability of twodimensional oscillating systems under parametric excitations is investigated. The systems considered are assumed to be composed of two weakly coupled subsystems. The driving actions are considered to be stationary stochastic processes satisfying ergodic properties. The properties of quadratic forms are used in conjunction with the bounds for the eigenvalues to obtain, in a closed form, the sufficient condition for the almost sure stability of the systems.     

A boundary layer theory for the buckling of thin cylindrical shells under external pressure

Based on the boundary layer theory for the buckling of thin elastic shells suggested in ref. [14]. the buckling and postbuckling behavior of clamped circular cylindrical shells under lateral or hydrostatic pressure is studied applying singular perturbation method by taking deflection as perturbation parameter. The effects of initial geometric imperfection are also considered. Some numerical results for perfect and imperfect cylindrical shells are given. The analytical results obtained are compared with some experimental data in detail, which shows that both are rather coincident.     

The Effect of Freezing and Discretization to the Asymptotic Stability of Relative Equilibria

In this paper we prove nonlinear stability results for the numerical approximation of relative equilibria of equivariant parabolic partial differential equations in one space dimension. Relative equilibria are solutions which are equilibria in an appropriately comoving frame and occur frequently in systems with underlying symmetry. By transforming the PDE into a corresponding PDAE via a freezing ansatz [2] the relative equilibrium can be analyzed as a stationary solution of the PDAE. The main result is the fact that nonlinear stability properties are inherited by the numerical approximation with finite differences on a finite equidistant grid with appropriate boundary conditions. This is a generalization of the results in [14] and is illustrated by numerical computations for the quintic complex Ginzburg Landau equation.