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31.
尹传存 《数学物理学报(A辑)》1997,17(2):145-151
设中的角域.该文绘出了A上正调和函数的Martin表示,讨论了极小调和函数与条件Brown运动的一个0—1律之间的关系,并给出了A上极小调和函数的表现形式, 相似文献
32.
In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h2).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author. 相似文献
33.
34.
In this paper, nonlinear systems having multiple equilibrium points and low order dynamics are investigated. Roll motions of ships are studied by means of modern nonlinear techniques to exemplify the behavior of such nonlinear systems in the case when they are under the influence of external sinusoidal disturbances with unknown amplitudes. The main objective is to analyze the performance of this system at different operating conditions, including those giving rise to chaos, and to design a controller with an overparameterized structure to stabilize the system at the origin. A nonlinear recursive backstepping controller is proposed and the transient performance is investigated. Lyapunov-based techniques are used to force systematic following of a reference model while introducing a nonlinear parameter estimator to guarantee adaptivity. Robustness problems as well as ways to tune the controller parameters are examined. Simulation results are submitted for the uncontrolled and controlled cases, verifying the effectiveness of the proposed controller. Finally, a discussion and conclusions are given with possible future extensions. 相似文献
35.
36.
阻尼落体运动的分析力学研究 总被引:1,自引:1,他引:0
应用分析力学理论和方法,研究了两种情况下的阻尼落体运动:1)阻力大小与速度成正比;2)阻力大小与速度平方成正比.对两种运动分别给出了等效的Lagrange函数和Hamilton函数,并应用第一积分法、点变换法、正则变换法和Ham-ilton-Jacobi方程法等不同的求解方法进行了求解. 相似文献
37.
用变加速动力学的急动度(加加速度)概念,分析了车辆、电梯的乘座舒适性与高层钢结构建筑的风振舒适性问题. 相似文献
38.
Given a constant of motion for the one-dimensional harmonic oscillator with linear dissipation in the velocity, the problem to get the Hamiltonian for this system is pointed out, and the quantization up to second order in the perturbation approach is used to determine the modification on the eigenvalues when dissipation is taken into consideration. This quantization is realized using the constant of motion instead of the Hamiltonian.
PACS: 03.20.+i, 03.30.+p, 03.65.−w,03.65.Ca 相似文献
39.
王晓瑛 《纯粹数学与应用数学》2002,18(4):367-370
构造了一类新的分数布朗运动模型,它不同于Mandelbrot,Barton及Decreusefond等人所定义的分数布朗运动模型。 相似文献
40.
本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况. 相似文献