能源价格系统在随机干扰作用下的分岔研究

采用Khasminskii极限定理,随机平均法和FPK方程,研究了能源价格系统在随机干扰作用下的Hopf分岔特性,得到了分岔参数,并讨论了分岔参数对系统性态的影响.进而得出能源经济系统的相关结论.     

随机能源Logistic反馈控制系统的分岔研究

建立了非线性随机动力模型—带噪声的能源Logistic反馈控制模型,应用随机平均法对随机动力模型进行了简化,得到了一个二维的扩散过程.二维过程满足Ito型随机微分方程,应用不变测度理论研究了该模型的随机分岔.最后,给出了数值实验验证了相应的结论.     

带有双噪声的随机SI传染病模型的稳定性与分岔

建立一个带有双噪声的随机SI传染病模型,运用随机平均法及非线性动力学理论对模型进行化简．通过Lyapunov指数和奇异边界理论,得到模型的局部随机稳定性和全局随机稳定性的条件．根据不变测度的Lyapunov指数和平稳概率密度,分析模型的随机分岔．结果表明,系统在随机因素作用下变得更敏感、更不稳定.     

具有单边约束的基本分岔问题的新分岔模式

含约束分岔是非线性动力系统周期解分岔研究中遇到的普遍问题,然而现有的奇异性理论关于此类问题的结果还很少。作为探讨和补充,给出余维数不大于3的10种基本分岔在约束情况下的转迁集和摄动保持分岔图的计算结果。可为约束分岔问题的研究提供直接利用的结果。     

加性二值噪声激励下Duffing系统的随机分岔

研究了Duffing系统在加性二值噪声作用下的随机分岔现象.首先,根据二值噪声的统计特性,推导得到二值噪声状态间的跃迁概率,据此对二值噪声进行了数值模拟.其次,利用四阶Runge-Kutta(龙格-库塔)数值算法得到该系统位移和速率的稳态联合概率密度及位移的稳态概率密度.然后,通过对位移稳态概率密度单双峰结构变化的研究,发现加性二值噪声的状态和强度能够诱导系统产生随机分岔现象.最后,观察到随着系统非对称参数的逐渐变化,系统同样产生了随机分岔现象.     

约束含参分岔问题的分类

约束边界与分岔参数有关的约束分岔问题,称为约束含参分岔问题．通过引入适当的变换,将约束含参分岔问题转化为新变量的非约束分岔问题,推导出了约束含参分岔问题转迁集的一般形式,结果表明只有约束分岔集受约束含参的影响,其它转迁集与不含参约束分岔的转迁集相同．以含参约束树枝分岔为例分析了此类问题的分岔分类,讨论了约束含参对分岔分类的影响．     

弹性约束浅拱的非线性动力响应与分岔分析

浅拱采用竖向、转动方向弹性约束时,自振频率和模态与理想的铰支/固结边界存在差异,不同约束刚度将改变外激励下的非线性响应及各种分岔产生的参数域．由浅拱基本假定建立无量纲动力学方程, 采用在频率和模态中考虑约束刚度大小的方法,通过Galerkin全离散和多尺度摄动分析导出极坐标、直角坐标形式的平均方程, 其中方程系数与约束刚度一一对应．用数值方法分析了周期激励下竖向弹性约束系统最低两阶模态之间1∶2内共振时的动力行为, 所得结果与有限元的对比以及平均方程系数的收敛性证明了所采用方法是可行的．随着激励幅值、频率的变化存在若干分岔点,分岔发生时的参数分布与约束刚度值有关,在由分岔点连接的不稳定区或共振区附近,存在一系列稳态解、周期解、准周期解和混沌解窗口,且随参数的变化可观测到倍周期分岔．     

Duffing方程的静态与动态分岔特性研究

对于Duffing方程的静态和全局动态分岔,通过研究平均方程的全局行为得到了出现各种分岔的条件,揭示了Duffing方程周期解的变化过程及其具有的非线性动力学性质。     

含约束非线性动力系统的分岔分类

讨论含约束非线性动力系统分岔的分类.研究表明,约束分岔的转迁集,除分岔集、滞后集和双极限点集外,还有三种转迁集是它特有的.在此基础上提出了一种约束分岔问题的奇异性分类方法.     

Gauss白噪声激励下的永磁同步电动机模型的分岔分析北大核心CSCD

针对永磁同步电动机(PMSM)模型引入Gauss白噪声,根据极坐标变换和随机平均法得到系统It8随机微分方程,并计算出系统概率密度函数,通过数值模拟揭示了系统P-分岔的机理.此外,探讨了系统在双参数空间中的复杂动力学,仿真结果表明在参数空间中出现了大量的“鱼”形周期区域,并且这些“鱼”形周期区域不可避免地受到噪声的影响变得紊乱.值得注意的是,从数值模拟结果中发现了一个新的现象,一定的噪声强度下,可以诱导系统在周期振荡区域内的收敛行为,这也表明了噪声对系统影响的双面性.     

多因素影响下毁伤目标时间的分布与特征

文章研究搜索型随机格斗中，在射弹飞行时间、携弹数量有限因素影响下如何导出毁伤目标时间的分布与特征的问题，推导出在这些因素共同影响下，毁伤时间密度函数与特征函数的表达式。     

Invariant Measures and Asymptotic Gaussian Bounds for Normal Forms of Stochastic Climate Model

The systematic development of reduced low-dimensional stochastic climate models from observations or comprehensive high dimensional climate models is an important topic for atmospheric low-frequency variability, climate sensitivity, and improved extended range forecasting. Recently, techniques from applied mathematics have been utilized to systematically derive normal forms for reduced stochastic climate models for low-frequency variables. It was shown that dyad and multiplicative triad interactions combine with the climatological linear operator interactions to produce a normal form with both strong nonlinear cubic dissipation and Correlated Additive and Multiplicative (CAM) stochastic noise. The probability distribution functions (PDFs) of low frequency climate variables exhibit small but significant departure from Gaussianity but have asymptotic tails which decay at most like a Gaussian. Here, rigorous upper bounds with Gaussian decay are proved for the invariant measure of general normal form stochastic models. Asymptotic Gaussian lower bounds are also established under suitable hypotheses.     

需多发命中时毁伤时间的分布与特征

本研究带有搜索系统并且毁伤目标需要多发命中的格斗模型,并利用更新方程导出了毁伤目标所需时间的分布密度与特征函数。最后,章用实例说明了计算过程。     

整批间隔进货的存储量控制模型与随机局部弹性

利用作者于文[1，2]引入的随机弹性理论，研究了整批间隔进货并不允许缺货的随机存储模型中，一个采购周期内的总费用对最高存储量的弹性．给出了总费用弹性概率密度函数的一般表达式．进一步给出了存在多种需求物资的随机存储模型中总费用对单个物资采购量的弹性分布函数和概率密度函数，讨论了随着采购量的随机变化，总费用的弹性变化规律和变化范围．通过实例研究了当最高库存量的分布特性已知且采购量服从某一分布时，总费用的弹性变化范围及在该变化范围的可信度．     

带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的依概率收敛

本文在局部Lipschitz条件和一些附加条件下得到了方程的全局解, 而未使用线性增长条件. 另外, 对带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的收敛性进行了研究, 取代了以往的均方收敛方式, 改为依概率收敛. 从而对现有的一些结果进行了改进.     

The Minimax Estimator of Stochastic Regression Coefficients and Parameters in the Class of All Estimators

In this paper, the authors address the problem of the minimax estimator of linear combinations of stochastic regression coefficients and parameters in the general normal linear model with random effects. Under a quadratic loss function, the minimax property of linear estimators is investigated. In the class of all estimators, the minimax estimator of estimable functions, which is unique with probability 1, is obtained under a multivariate normal distribution.     

Birnbaum‐Saunders distribution: A review of models,analysis, and applications

Birnbaum and Saunders introduced a two‐parameter lifetime distribution to model the fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on this model providing different interpretations, constructions, generalizations, inferential methods, and extensions to bivariate, multivariate, and matrix‐variate cases. More than 200 papers and one research monograph have already appeared describing all these aspects and developments. In this paper, we provide a detailed review of all these developments and, at the same time, indicate several open problems that could be considered for further research.     

Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns

Financial instruments traded in the market are usually subject to mutually dependent default risks, and a default does not always make a zero return for the concerned risky asset. This paper revisits the portfolio selection problem with assets exposed to dependent default risks. To better model the default mechanism, we generalize the threshold default model and the independence default model due to Cheung and Yang (2004) by introducing a smaller nonzero realizable return for a default risky asset. By utilizing stochastic arrangement increasing techniques, we develop sufficient conditions to enable actuaries to order the amount allocated to each asset in the two generalized models. Also, some examples of dependence structures fulfilling the sufficient conditions are presented as illustrations.     

Random creation and dispersion of mass

Consider evolution of density of a mass or a population, geographically situated in a compact region of space, assuming random creation-annihilation and migration, or dispersion of mass, so the evolution is a random measure. When the creation-annihilation and dispersion are diffusions the situation is described formally by a stochastic partial differential equation; ignoring dispersion make approximations to the initial density by atomic measures and if the corresponding discrete random measures converge “in law” to a unique random measure call it a solution. To account for dispersion Trotter's product formula is applied to semiflows corresponding to dispersion and creation-annihilation. Existence of solutions has been a conjecture for several years despite a claim in ([2], J. Multivariate Anal. 5, 1–52). We show that solutions exist and that non-deterministic solutions are “smeared” continuous-state branching diffusions.