查询词典 stochastic differential equation

It is generally difficult to get analytical solutions of the stochastic differential equation's water quality model. What is more, as to the issue like the initial boundary result of a convection-dispersion equation, it is even more difficult to change the random factors into the uncertainty.

NSFEM法是把Neumann展开式引入以解决矩阵求逆的效率问题，如果对每一次随机抽样，只需形成刚度矩阵，进行前代、回代以及矩阵乘和矩阵加减，而无需矩阵分解，则可大大减少工作量。

We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.

文中给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。

The solution of a backward stochastic differential equation is a pair of process satisfyingwhere g is the generator, and ξ is the terminal condition.

倒向随机微分方程的解是一对过程满足其中g是生成子，ζ是终端条件。

Key words: biomathematics; optimal harvesting problem; stochastic differential equation; mutualism model; harvesting cost

关键 词：生物数学；最优捕获问题；随机微分方程；互惠模型；捕获费用

In part 1, we explore some properties of solution y of a backward stochastic differential equation, such as comparison theorem, reverse comparison theorem and uniqueness theorem of generator.

第一部分研究了倒向随机微分方程的解中y的性质，其中包括解的比较定理，逆比较定理，生成元的唯一性定理。

Under the most elementary conditions for backward stochastic differential equation introduced by Peng S., we put forward and prove a general converse comparison theorem.

在由彭实戈引入的倒向随机微分方程的最基本的条件下，提出并证明了一个一般的反比较定理。

Stochastic control system ; limited control ; exact controllability ; backward stochastic differential equation

本文组织如下，第二节引入主要定义，介绍倒向随机微分方程及彭有关随机精确能控性

In 1978, Bismut first introduced a linear backward stochastic differential equation when he studied the stochastic optimal control.

1978年，法国数学家Bismut在研究随机最优控制时首次提出了线性倒向随机微分方程。

There are two ways to describe uncertainty: one is by way of the stochastic differential equation, another is using the differential inclusion.

描述不确定性的方法主要有两种：一种是利用随机微分方程来描述；另一种是利用微分包含来描述。

The system with the Bouc-Wen hysteretic force is converted into an equivalent non-hysteretic nonlinear stochastic control system. Then an It stochastic differential equation for total energy is derived by using the stochastic averaging method.

先将该系统变换成等价的非迟滞的非线性随机控制系统，再运用随机平均法导出关於能量的It随机微分方程。

The absorption and distribution of chromium were studied in ryeusing nutrient culture technique and pot experiment.

采用不同浓度K2CrO4(0，0.4，0.8和1.2 mmol/L)的Hoagland营养液处理黑麦幼苗，测定铬在黑麦体内的亚细胞分布、铬化学形态及不同部位的积累。

By analyzing theory foundation of mathematical morphology in the digital image processing, researching morphology arithmetic of the binary Image, discussing two basic forms for the least structure element: dilation and erosion.

通过分析数学形态学在图像中的理论基础，研究二值图像的形态分析算法，探讨最小结构元素的两种基本形态：膨胀和腐蚀；分析了数学形态学复杂算法的基本原理，把数学形态学的部分并行处理理念引入到家实际应用中。