查询词典 stochastic differential equation

By employing the local Lipschitz condition and Picard sequence, the local existence-uniqueness of solutions of stochastic functional differential equations of Ito-type is firstly obtained. Furthermore, a continuation theorem for stochastic functional differential equations of Ito-type is given by using stochastic analysis technique and the quasi-boundedness condition. Finally, by establishing some delay differential inequalities and using properties of H_m-functions, a stochastic version of Wintner theorem and the global existence-uniqueness of solutions of stochastic functional differential equations of Ito-type are given. The results generalize the earlier publications.

首先，利用局部Lipschitz条件和Picard序列，获得了伊藤随机泛函微分方程解的局部存在唯一性；其次，利用随机分析技巧和拟有界条件，建立了伊藤随机泛函微分方程解的延拓定理；最后，通过建立一些时滞微分不等式和利用H_m-函数的特性，得到了Wintner定理的随机版本和伊藤随机泛函微分方程解的全局存在唯一性，推广了已有的一些结果。

In this topic, the dynamic analysis methods for piezoelectric vibrator are studied systematically based on the theoretical model, FEM numerical experimentation and FEM governing equation for given compound-mode vibrator, and some valuable conclusions are obtained. The main work accomplished is summarized as follows: 1.Elaborate the main modeling methods for piezoelectric vibrator and the significance and necessity to study the dynamic characteristics of piezoelectric vibrator which emphasize the urgency of this paper. 2.Take the bending deformation induced by piezoelectric ceramic as example, the energy transfer mechanism of electric energy to mechanical energy are analyzed; the motion and force transfer mechanism are analyzed for the longitudinal-bending vibrator. 3.Based on mode assumption and Hamilton principle, the coupling model of piezoelectric vibrator of linear USM is built; moreover, the equivalent circuit model is obtained and a coupling equation represents the relation between electric parameters and mechanical parameters is derived which provides foundation to match the vibrator and driving circuit. 4.Combine the constitutive equation of piezoelectric ceramic with elastic-dynamical equation, geometric equation in force field and the Maxwell equation in electric field and the corresponding boundary condition equation, the FEM control equation for piezoelectric vibrator of USM to solve dynamic electro-mechanical coupling field is established by employing the principle of virtual displacement. The equation lays the foundation to study the non-linear constitutive equation of piezoelectric ceramic driven by high-power. 5.Define the dynamic indexes of characteristic of vibrator and carry out variable parameters simulation by calculating the model parameters and the electric characteristics of vibrator are simulated according to the equivalent circuit model. By numerical experimentation, the working mode of vibration of vibrator and the shock excitation results of the working frequency band which provides the mode frequency to realize bimodal are analyzed. Detailed calculation of the electro-mechanical coupling field parameters is made by programming the FEM control equation.

本课题从理论模型、有限元数值试验、有限元控制模型等方面以复合振动模式振子为例对超声电机压电振子的动力学特性及其分析方法进行了全面系统地研究，得出了许多有价值的结论，主要概括如下： 1、阐述了目前针对超声电机压电振子的主要建模方法，对压电振子动态特性的研究意义和必要性进行了论述，突出了本文研究内容的迫切性； 2、以压电陶瓷诱发弹性体发生弯曲变形为例，分析了压电陶瓷通过诱发应变来实现机电能量转换的机理；对基于纵弯模式的压电振子的运动及动力传递机理进行了分析； 3、基于模态假定，利用分析动力学的Hamilton原理，建立了面向直线超声电机压电振子的机电耦合动力学模型，并据此建立了压电振子的等效电路模型，导出了电参量与动力学特性参量的耦合方程，为压电振子与驱动电路的匹配提供了依据； 4、从压电陶瓷的本构方程出发，综合力场的弹性动力学方程、几何方程、电场的麦克斯韦方程以及相应的边界条件方程，采用虚位移原理，建立了压电振子动态问题机电耦合场求解的有限元控制方程，为研究其大功率驱动下的非线性本构模型奠定了基础； 5、界定压电振子的动力学特性指标，对压电振子的机电耦合动力学模型参数进行计算及变参数仿真；依据等效电路模型，对压电振子的电学特性进行了仿真分析；通过有限元数值实验，对压电振子工作模态附近的模态振型及工作频率附近的频段进行了激振效果分析，找出了实现模态简并的激振频率；利用有限元控制方程，通过编程计算，对压电振子的力电耦合场参数进行了详细计算，得出了一些有价值的结论。

In order to obtain more general solution of second order linear differential equation with constant coefficients, which is important in theory and practice, on the basis of knowing a special of the second order linear differential equation with constant coefficients and by using the method of variation of constant, the second order linear differential equation with constant coefficients is transferred to the reduced differential equation and a general formula of the second order linear differential equation with constant coefficients is derived.

为了更多地得到理论上和应用上占有重要地位的二阶常系数线性非齐次微分方程的通解，这里使用常数变易法，在先求得二阶常系数线性齐次微分方程一个特解的情况下，将二阶常系数线性非齐次微分方程转化为可降阶的微分方程，从而给出了一种运算量较小的二阶常系数线性非齐次微分方程通解的一般公式，并且将通解公式进行了推广，实例证明该方法是可行的。

Our analysis framework relies on the reflected Backward Stochastic Differential equation approach.We characterize the value functions of the noncallable bonds in terms of the reflected Backward Stochastic Differential equation,Then the relationship between the value function of convertible bonds and reflected backward stochastic differential equations with single reflect is built at the same time,and provide the optimal conversion strategy for bondholders.2:We get the value of non-callable convertible bonds by numerical methods.

探讨了可转换债券的最优停时价值与带反射边界倒向随机微分方程解的关系，在市场完备，公司价值只包括股权和可转债这两种权益等各种假定下，给出不可赎回可转换债券的价值函数，证明了不可赎回可转换债券的最优停时问题的解是存在的，同时给出了其最优的转换策略。2：通过数值方法求解不可赎回可转换债券的价值。

Differential equation model is classified as ordinary differential equation, partial differential equation and stochastic differential equation.

微分方程模型的形式包括常微分方程，偏微分方程和随机微分方程。

This paper is mainly the dynamic input-output model that the time lag is one, which is base on the above models. After studying, we consider stochastic factor step by step in it, namely when consumption coefficient matrix is stochastic (when investment matrix is stochastic, it is almost same. So we dont research it), and they are both stochastic, then we research the stable increase solution. We utilize the means of the modern stochastic analysis and Markov process, that the stochastic dynamic input-output model don not exist the stable solution is proved. Namely, economic system must is adjusted constantly. The probability that the collapse time of the economic system is o is one.

本文对在上述基础上构造的一类时滞为1的动态投入产出模型，进行了深入研究，将随机因素逐步考虑进去，即对投入产出消耗系数矩阵为随机的情况(投资系数矩阵为随机的情况与投入产出消耗系数矩阵为随机的情况大致相同，这里就不再证明)，以及二者同时为随机矩阵时所得到的动态投入产出模型的稳定增长解问题，利用现代概率分析及马氏过程的工具，证明了不存在随机动态投入产出模型的稳定增长解；即投入产出模型反映的经济系统必须经常进行调整，其崩溃时间为无穷大的概率为零。

Quasi Hamiltonian system; nonlinear stochastic optimal control; robustness; robust control; parametric uncertainty; uncertain disturbance; Bouc-Wen hysteretic system; Preisach hysteretic system; minimax optimal control; stochastic stabilization; stochastic averaging method; stochastic dynamical programming principle; stochastic differential game; maximal Lyapunov exponent

国家自然科学基金；拟Hamilton系统；非线性随机最优控制；鲁棒性；鲁棒控制；参数不确定性；不确定扰动； Bouc-Wen滞迟系统； Preisach滞迟系统；极小极大最优控制；随机稳定化；随机平均法；随机动态规划原理；随机微分对策；最大Lyapunov指数

The analysis in theory proves that cellular automaton is equal with a stochastic process that described by stochastic difference equations. The primary differential equation is expectation of this stochastic process. And its variance function is controllable. These results show that cellular automata are in agreement with primary differential equation in the statistical sense.

理论分析证明：该方法设计的细胞自动机等价于一个可用随机差分方程描述的随机过程，该随机过程以原微分方程为期望函数，并且，其方差函数是可控的，表明细胞自动机和原微分方程在统计意义上是一致的。

First of all,we have given some of the basic concepts of differential equations, described the constant coefficient linear ordinary differential equation solution, for a class of second-order variable coefficient linear ordinary differential equation initial value problem, an approximate solution, the method is first unknown function of a definition for N sub-interval, and then in between each district within a constant coefficient ordinary differential equations similar to the replacement, the solution has been the problem as similar to the original analytical solution, and then gives a detailed second-order change order coefficient of linear homogeneous ordinary differential equation solution examples, the examples of the approximate method proposed in this paper is valid.

首先给出了微分方程的一些基本概念，讲述了常系数线性常微分方程的解法，针对一类二阶变系数线性常微分方程初值问题，提出了一个近似解法，本方法是先对未知函数的一个定义区间作N等分，然后在每一个小区间内用一个常系数常微分方程近似替换，所得到的解作为原问题的近似解析解，随后详细给出了一个求二阶变系数齐次线性常微分方程的解的实例，该实例说明本文提出的近似方法是有效的。

Content: By learning this course, students should grasp the elementary solution of first order differential equation, the structure theory of linear differential equation or system of linear differential equations and the solution of constant coefficient differential equation or system of constant coefficient differential equations.

主要内容：通过对本课程学习，使学生掌握一阶微分方程的初等解法、线性微分方程的结构理论和常系数方程的解法，对微分方程初值问题的一些基础理论有一定的了解，对

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