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951.
952.
《偏微分方程通讯》2013,38(7-8):1659-1680
ABSTRACT In this article we give a lower bound for paradifferential operators whose symbol have a low regularity in space variables and satisfy an hypothesis of type trace plus introduced by Melin in the pseudodifferential case. We also give an application to hypoellipticity for non-linear equations when the linearised symbol satisfies such a condition. 相似文献
953.
Hassan Allouba 《随机分析与应用》2013,31(2):367-380
Abstract A peculiar feature of Itô's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative of semimartingales with respect to Brownian motion that leads to a differentiation theory counterpart to Itô's integral calculus? From Itô's definition of his integral, such a derivative must be based on the quadratic variation process. We give such a derivative in this note and we show that it leads to a fundamental theorem of stochastic calculus, a generalized stochastic chain rule that includes the case of convex functions acting on continuous semimartingales, and the stochastic mean value and Rolle's theorems. In addition, it interacts with basic algebraic operations on semimartingales similarly to the way the deterministic derivative does on deterministic functions, making it natural for computations. Such a differentiation theory leads to many interesting applications, some of which we address in an upcoming article. 相似文献
954.
Abstract A Wick-Itô formula for Gaussian processes is obtained. This is a change of variables formula, which is to Wick-Itô integrals what the usual Itô formula is to Itô integrals. The conditions are weak enough to allow processes with infinite quadratic variation. They are satisfied by fractional Brownian motion with parameter 1/4 < H < 1. 相似文献
955.
G. O. S. Ekhaguere 《随机分析与应用》2013,31(5):961-993
Abstract A general approach is introduced to studying the properties of solutions of an arbitrary noncommutative stochastic differential equation (NSDE) in several interesting locally convex operator topologies, grouped into two main sets comprising the strong/λ?-topologies and the weak topologies. Results concerning the existence and uniqueness of solutions in these topologies are established. The approach is based on two reformulations of the NSDE, corresponding to the two sets of topologies, and is well-suited for characterizing, both analytically and numerically, various topological features of the solutions of an NSDE. 相似文献
956.
957.
首先对全国部分地区大学生物理竞赛中力学试题所占的比例进行统计,然后分析力学试题中各知识点的分布情况,最后就两个典型的力学试题进行剖析。 相似文献
958.
《Communications in Nonlinear Science & Numerical Simulation》2014,19(7):2513-2527
In this paper, electrical analogous models of fractional hereditary materials are introduced. Based on recent works by the authors, mechanical models of materials viscoelasticity behavior are firstly approached by using fractional mathematical operators. Viscoelastic models have elastic and viscous components which are obtained by combining springs and dashpots. Various arrangements of these elements can be used, and all of these viscoelastic models can be equivalently modeled as electrical circuits, where the spring and dashpot are analogous to the capacitance and resistance, respectively. The proposed models are validated by using modal analysis. Moreover, a comparison with numerical experiments based on finite difference time domain method shows that, for long time simulations, the correct time behavior can be obtained only with modal analysis. The use of electrical analogous in viscoelasticity can better reveal the real behavior of fractional hereditary materials. 相似文献
959.
960.
《Communications in Nonlinear Science & Numerical Simulation》2014,19(9):2919-2927
Chaotic systems without equilibrium points represent an almost unexplored field of research, since they can have neither homoclinic nor heteroclinic orbits and the Shilnikov method cannot be used to demonstrate the presence of chaos. In this paper a new fractional-order chaotic system with no equilibrium points is presented. The proposed system can be considered “elegant” in the sense given by Sprott, since the corresponding system equations contain very few terms and the system parameters have a minimum of digits. When the system order is as low as 2.94, the dynamic behavior is analyzed using the predictor–corrector algorithm and the presence of chaos in the absence of equilibria is validated by applying three different methods. Finally, an example of observer-based synchronization applied to the proposed chaotic fractional-order system is illustrated. 相似文献