查询词典 stochastic differential equation

For overcome nonlinear terms of any degree in the equation, we made a proper transformation according to the structure of the equation at first, make the equations into ordinary differential equation. Then solve the ordinary differential equation exactly, by auxiliary functions method and undetermined the coefficient method and algebraic computer system Mathematica.

为了克服方程中非线性项的任意次幂，我们采用的方法是首先根据方程的特点，做适当的变换，使原问题转化为常微分方程的问题，其次对该常微分方程再进行各类变换，如辅助函数法以及待定系数法……。

Chapter 5 deals with the solvable theorem of adaptive inverse optimal control problems for a class of stochastic nonlinear systems driven by Wiener noises of unknown covariance. The systems are depicted by It〓 stochastic differential equations. By using an adaptive backstepping algorithm and stochastic control Lyapunov functions, the designing procedure of control laws of global asymptotic stability in probability and adaptive inverse optimal stabilization in probability are presented systematically. Adaptive control laws and parameter update laws can be obtained at the same time by this design scheme.

在第5章中，针对具有方差不确定Wiener噪声扰动和未知定常参数的随机非线性系统（假设方差的F—范数是一个常数或一个缓慢变化的量，对其进行在线辨识），给出并证明了自适应逆最优控制问题可解定理，基于随机Lyapunov定理和It〓微分规则，采用自适应Backstepping设计方法，系统地设计了全局依概率渐近稳定和自适应逆最优控制策略，这种设计方法可同时获得控制策略和自适应律，计算机数值仿真结果表明该控制算法是有效性的。

In the solution of the problems in algebraic equation, differential equation and integral equation, we usually resort the sotution of equation to the fixed point of mapping in metric space. The contraction mapping principle can be used to solve many problems of the existence and uniqueness of equation solution.

在代数方程、微分方程和积分方程的求解问题中，通常把所求的解归结为度量空间中映射的不动点，然后应用压缩映象原理来统一处理许多方程解的存在性和唯一性问题。

Since any n x n doubly stochastic circulant matrix has a unique representation as a polynomial of degree n - 1 in the shift operator wn, the classification problem of primes in the doubly stochastic circulant matrices can be reduced to the solution of an equation over a doubly stochastic circulant matrix.

由于任一n阶双随机循环矩阵都可以唯一地表示为移位的n-1次一元多项式，从而可把双随机循环矩阵中素元的分类问题简化为解双随机循环矩阵上的一个方程。

Since any n×n doubly stochastic circulant matrix has a unique representation as a polynomial of degree n-1 in the shift operatorω_n,the classification problem of primes in the doubly stochastic circulant matrices can be reduced to the solution of an equation over a doubly stochastic circulant matrix.

由于任一n阶双随机循环矩阵都可以唯一地表示为移位的n-1次一元多项式，从而可把双随机循环矩阵中素元的分类问题简化为解双随机循环矩阵上的一个方程。

The other aspect of the finit dimeasional robust adaptive control on a class of stochastic distributed parameter system in this paper was based on the above mentioned ground and researched the class of stochastic distributed parameter system which operator generated a compect self-adjoint semigroup or had point spectral in a stochastic developing equation of one order.

最优炉温参数是由性能指标表示为关于控制类中参数的函数通过优化求得的，而这个函数又是通过在某些已知炉温控制规律下，求钢坯温度分布和性能指标值而获得的。

This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation.

本文利用完全耦合的正倒向随机微分方程，对一类耦合了一个代数方程的二阶拟线性抛物型偏微分方程系统，给出概率表示。

The noise frequency modulation signal was particularly analyzed. The Fokker-Planck equation of noise frequency modulation was presented and the Motion-Group Fourier Transform was used by converting the partial differential equation into the variable coefficient homogenous linear differential equations. Then the solutions were given by using the peano-baker series. So the probability density function of noise frequency modulation in the filter was given. On the basis of the probability density function the stochastic resonance of noise frequency modulation signal is analyzed.

首先建立了噪声调频干扰信号通过脉冲压缩雷达中频滤波器后所满足的福克尔－普朗克方程，然后利用群移傅立叶变换（Motion-Group Fourier Transform，MGFT）将此偏微分方程化成了变系数齐次线性微分方程组，并利用Peano-Baker级数法给出了该方程组的解，最后得到了噪声调频干扰信号通过脉冲压缩雷达中频滤波器后的概率密度函数，在此基础上研究了噪声调频干扰信号造成的随机共振现象。

Moreover, applying the theories of backward stochastic differential equation and partial differential equation, the models have been converted.

并借助于倒向随机微分方程以及偏微分方程的重要理论完成了对模型的转化。

By introducing random factors on differential equation, stochastic differential equation is formed.

微分方程反映了系统中的动态变化情况，在实际生产生活中得到了广泛的应用；微分方程的基础上引入随机因素，便形成了随机微分方程。

The circulation, consumption and reproduction of the trilogy have not only testified to its historical significance and literariness, but also invested it with new meanings.

该三部曲的流通、消费与再生产不仅验证了其历史意义及文学性，而切还赋予它以新的意义。

If he thought that he could buy me off, he would be wrong.

如果他认为他可以收买我，那他就大错特错了。