由Levy过程驱动的倒向随机微分方程在随机单调条件下解的存在唯一性

本文讨论了如下的由Levy过程驱动的倒向随机微分方程适应解的存在唯一性■其中W_s是一Wiener过程,H_s为由Levy过程构成Teugels鞅.我们通过构造函数逼近序列的方法证明了,在漂移系数f关于Y满足随机单调,f关于Z和U满足随机Lipschitz条件下,方程存在唯一适应解.     

随机支付红利的跳-扩散模型的期权定价

假设股票随机支付红利,且红利的大小与支付红利时刻及股票价格有关,并假设股票价格过程服从跳—扩散模型(其中跳跃过程为Poisson过程)的条件下,建立了股票价格行为模型,应用保险精算法给出了欧式看涨和看跌期权的定价公式,推广了Merton关于期权定价的结果。     

A Nine-modes Truncation of the Plane Incompressible Navier-Stokes Equations

In this paper a nine-modes truncation of Navier-Stokes equations for a two-dimensional incompressible fluid on a torus is obtained. The stationary solutions, the existence of attractor and the global stability of the equations are firmly proved. What is more, that the force f acts on the mode ks and k7 respectively produces two systems, which lead to a much richer and varied phenomenon. Numerical simulation is given at last, which shows a stochastic behavior approached through an involved sequence of bifurcations.     

非单特征值的广义分歧定理

讨论了抽象算子方程F(λ,u)=0的局部分歧问题,其中F:R×X→Y是一个C2微分映射,λ是参数,X,Y为Banach空间.利用Lyapunov-Schmidt约化过程及偏导算子Fu(λ*,0)的有界线性广义逆,在dim N(Fu(λ*,0))≥codim R(Fu(λ*,0))=1的条件下,证明了一个广义跨越式分歧定理.当参数空间的维数等于值域余维数时,应用同样的方法又得到了多参数方程的抽象分歧定理.     

独立同分布随机环境中两性Galton-Watson分支过程灭绝概率的渐近行为

本文研究了独立同分布随机环境中的两性Galton-Watson分支过程,在上临界情形下,当k充分大时,qk≤ck<'-α>.     

Micromechanical analysis of the behavior of stiff clay

Cementations formed in geological timescale are observed in various stiff clays.A micromechanical stress strain model is developed for modeling the effect of cementation on the deformation behavior of stiff clay.The proposed approach considers explicitly cementations at intercluster contacts,which is different from conventional model.The concept of inter-cluster bonding is introduced to account for an additional cohesion in shear sliding and a higher yield stress in normal compression.A damage law for inter-cluster bonding is proposed at cluster contacts for the debonding process during mechanical loading.The model is used to simulate numerous stress-path tests on Vallericca stiff clay.The applicability of the present model is evaluated through comparisons between the predicted and the measured results.In order to explain the stress-induced anisotropy arising from externally applied load,the evolution of local stresses and local strains at inter-cluster planes are discussed.     

一种基于混合策略的自适应多输出高斯过程响应面法

针对工程结构数值模拟常常是矢量与函数(矢量函数)混合输出的特点,提出一种基于混合策略的含索引变量的矢量高斯过程响应面法,同时提出一种设计点自适应加密方法进一步提高效率。算例显示:本文方法能够优先拾取预测误差最大的点作为加密点;真实误差全部都落在最大可能误差范围之内,最大误差1.4%~1.6%远小于预设误差限5%,验证了本文方法的有效性。     

波后慢放能过程对钝感炸药爆轰过程的影响

采用唯象反应率模型与慢放能函数相结合方法,研究钝感炸药波后缓慢放能过程对爆轰过程的影响,计算结果与实验对比分析表明,慢放能反应率模型可更好地描述钝感炸药的爆轰物理过程.     

基于无网格Galerkin法的穿甲侵彻数值模拟

将无网格Galerkin法与LS-DYNA软件相结合,建立了穿甲侵彻的分析模型,对三维球形弹体侵彻双层无限大钢靶板进行了数值模拟,解决了该过程中出现的负体积现象,并将结果与空穴膨胀理论和有限元法进行了对比,所得结果证实了无网格Galerkin法在模拟穿甲侵彻时的可行性与优越性.     

磁流体压缩管道热电磁流动特性研究

利用磁流体五波模型对低磁雷诺数下压缩管道中磁流体流动进行数值模拟。该模型由带有电磁作用强制项的Navier-Stokes方程组与电势Poisson方程组成,数值格式分别采用严格保证熵条件的熵条件格式和中心差分格式。数值模拟对不同磁作用数下的不同几何外形管道进行数值模拟研究,结果表明在磁流体压缩管道中,由于发生器模式提取...