共查询到20条相似文献,搜索用时 15 毫秒
1.
We consider a Cauchy problem in a random fuzzy setting. Under the condition of Lipschitzean right-hand side the existence and uniqueness of the solution is proven, also the continuous dependence on the right-hand side and initial condition is shown. Some kind of boundedness of the solution is established. 相似文献
2.
We study the effect of the forcing term to the solution of a fuzzy differential equation. 相似文献
3.
In this paper, we interpret a fuzzy differential equation by using the strongly generalized differentiability concept. Utilizing the Generalized Characterization Theorem, we investigate the problem of finding a numerical approximation of solutions. Then we show that any suitable numerical method for ODEs can be applied to solve numerically fuzzy differential equations under generalized differentiability. The generalized Euler approximation method is implemented and its error analysis, which guarantees pointwise convergence, is given. The method’s applicability is illustrated by solving a linear first-order fuzzy differential equation. 相似文献
4.
This paper investigates an economic order quantity (EOQ) problem with imperfect quality items, where the percentage of imperfect
quality items in each lot is characterized as a random fuzzy variable while the setup cost per lot, the holding cost of each
unit item per day, and the inspection cost of each unit item are characterized as fuzzy variables, respectively. In order
to maximize the expected long-run average profit, a random fuzzy EOQ model is constructed. Since it is almost impossible to
find an analytic method to solve the proposed model, a particle swarm optimization (PSO) algorithm based on the random fuzzy
simulation is designed. Finally, the effectiveness of the designed algorithm is illustrated by a numerical example. 相似文献
5.
Rosana Rodríguez-Lpez 《Fuzzy Sets and Systems》2008,159(11):1384-1409
The peculiarity of the Hukuhara derivative makes it impossible to find periodic solutions for fuzzy differential equations with the exception of very restrictive situations. In this work, we consider a boundary value problem associated with an impulsive fuzzy differential equation and approximate the extremal solutions in a fuzzy functional interval using the monotone method. Fuzzy comparison results are useful in our procedure and the expression of the solution for some impulsive periodic ‘linear’ differential problems is also provided. 相似文献
6.
This paper deals with the solutions of fuzzy Volterra integral equations with separable kernel by using fuzzy differential transform method (FDTM). If the equation considered has a solution in terms of the series expansion of known functions, this powerful method catches the exact solution. To this end, we have obtained several new results to solve mentioned problem when FDTM has been applied. In order to show this capability and robustness, some fuzzy Volterra integral equations are solved in detail as numerical examples. 相似文献
7.
动态模糊随机信息处理的数学方法 总被引:1,自引:1,他引:0
本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。 相似文献
8.
Lanying Hu Yong Ren 《Applied mathematics and computation》2011,218(8):4325-4332
In this note, we prove the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations (RBSDEs in short) related to the subdifferential operator of a lower semi-continuous convex function, driven by Teugels martingales associated with a Lévy process. Some known results are generalized and improved. 相似文献
9.
Bernhard Schmelzer 《International Journal of Approximate Reasoning》2010,51(9):1159-1171
We consider ordinary stochastic differential equations whose coefficients depend on parameters. After giving conditions under which the solution processes continuously depend on the parameters random compact sets are used to model the parameter uncertainty. This leads to continuous set-valued stochastic processes whose properties are investigated. Furthermore, we define analogues of first entrance times for set-valued processes called first entrance and inclusion times. The theoretical concept is applied to a simple example from mechanics. 相似文献
10.
Random Hermite differential equations: Mean square power series solutions and statistical properties
This paper deals with the construction of random power series solution of second order linear differential equations of Hermite containing uncertainty through its coefficients and initial conditions. Under appropriate hypotheses on the data, we establish that the constructed random power series solution is mean square convergent. We provide conditions in order to obtain random polynomial solutions and, as a consequence, random Hermite polynomial are introduced. Also, the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given. Finally, we apply the proposed technique to several illustrative examples comparing the numerical results with respect to those provided by other available approaches including Monte Carlo simulation. 相似文献
11.
A sufficient condition of viability for fractional differential equations with the Caputo derivative
Ewa Girejko Ma?gorzata Wyrwas 《Journal of Mathematical Analysis and Applications》2011,381(1):146-231
In this paper viability results for nonlinear fractional differential equations with the Caputo derivative are proved. We give the sufficient condition that guarantees fractional viability of a locally closed set with respect to nonlinear function. As an example we discuss positivity of solutions, particularly in linear case. 相似文献
12.
《Stochastic Processes and their Applications》2020,130(8):4746-4765
We prove the existence and uniqueness of solutions of backward stochastic differential equations (BSDEs) with generalized reflection at time dependent càdlàg barriers. The reflection model we consider includes, as special cases, the standard reflection as well as the mirror reflection studied earlier in the theory of forward stochastic differential equations. We also show that the solution of BSDEs with generalized reflection corresponds to the value of an optimal stopping problem. 相似文献
13.
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify these as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases. We then use the argument of the relative compactness of Wiener-Sobolev spaces in C0([0,T],L2(Ω)) and generalized Schauder?s fixed point theorem to prove the existence of a solution of the coupled stochastic forward-backward infinite horizon integral equations. The condition on F is then further weakened by applying the coupling method of forward and backward Gronwall inequalities. The results are also valid for stationary solutions as a special case when the period τ can be an arbitrary number. 相似文献
14.
In this paper we study numerical methods for addressing hybrid fuzzy differential equations by an application of the Runge–Kutta method for fuzzy differential equations using the Seikkala derivative. We state a convergence result and give a numerical example to illustrate the theory. 相似文献
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17.
The solutions of linear fuzzy stochastic differential systems 总被引:2,自引:0,他引:2
As a completion of previous work of Feng (Fuzzy Sets and Systems 115 (2000) 351) on the general theory of fuzzy stochastic differential systems, the solutions of linear fuzzy stochastic differential systems for general coefficient matrix are discussed. 相似文献
18.
Forward-backward stochastic differential equations with Brownian motion and poisson process 总被引:6,自引:0,他引:6
吴臻 《应用数学学报(英文版)》1999,15(4):433-443
1.IntroductionLet(n,Y,{S}tZo,P)beastochasticbasissuchthatAscontainsallp-nullelementsofFand5 =nR .=h,t2o.Wesupposethatthefiltration{R}tZoisgeneratede>0bythefollowingtwOmutuallyindependentProcesses:(i)Ad-dbonsionalstandardBroedanmotion{Bt}tZo;(h)APoissonrandommeasureNonR xZ,whereZCFIisanonemptyopensetequippedwithitsBorelheldB(Z),withcompensatorN(dz,dt)=A(dz)dt,suchthatN(Ax[0,t])=(N--N)(Ax10,t])tZoisamartingaleforallAEB(Z)satisfyingA(A)相似文献
19.
M. Zhle 《Mathematische Nachrichten》2005,278(9):1097-1106
Stochastic differential equations in ?n with random coefficients are considered where one continuous driving process admits a generalized quadratic variation process. The latter and the other driving processes are assumed to possess sample paths in the fractional Sobolev space Wβ2 for some β > 1/2. The stochastic integrals are determined as anticipating forward integrals. A pathwise solution procedure is developed which combines the stochastic Itô calculus with fractional calculus via norm estimates of associated integral operators in Wα 2 for 0 < α < 1. Linear equations are considered as a special case. This approach leads to fast computer algorithms basing on Picard's iteration method. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
20.
XU XiaoMing School of Mathematical Sciences Nanjing Normal University Nanjing China 《中国科学 数学(英文版)》2011,(2)
Anticipated backward stochastic differential equations, studied the first time in 2007, are equations of the following type:{-dY t = f(t1, Y t1 , Z t1 , Y t+δ(t) , Z t+ζ(t) )dt Z t dB t1 , t ∈ [0, T ], Y t = ξ t1 , t ∈ [T, T + K], Z t = η t1 , t ∈ [T, T + K].In this paper, we give a necessary and sufficient condition under which the comparison theorem holds for multidimensional anticipated backward stochastic differential equations with generators independent of the anticipated term of Z. 相似文献