隨機差分方程 的英文怎麼說
中文拼音 [suíjīchāfēnfāngchéng]
隨機差分方程
英文
random difference equation- 隨 : Ⅰ動詞1 (跟; 跟隨) follow 2 (順從) comply with; adapt to 3 (任憑; 由著) let (sb do as he li...
- 機 : machineengine
- 差 : 差Ⅰ名詞1 (不相同; 不相合) difference; dissimilarity 2 (差錯) mistake 3 [數學] (差數) differ...
- 分 : 分Ⅰ名詞1. (成分) component 2. (職責和權利的限度) what is within one's duty or rights Ⅱ同 「份」Ⅲ動詞[書面語] (料想) judge
- 方 : Ⅰ名詞1 (方形; 方體) square 2 [數學] (乘方) involution; power 3 (方向) direction 4 (方面) ...
- 程 : 名詞1 (規章; 法式) rule; regulation 2 (進度; 程序) order; procedure 3 (路途; 一段路) journe...
- 隨機 : random stochasticrandom
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At first, this paper analyzes the factors of water - sand influencing water level of yellow river and the feasibility just using the factors of water - sand to study water level, and collects the corresponding data ; secondly, because there are strong nonlinear relation in the corresponding data, by meticulous theory analysis, this paper integrates basic nonlinear analysis method, theory of random analysis, method of least squares and so on. it puts forward a method which can get the high accuracy simulation of the data, perfects the multi - factor analysis of variable ( over three factors ) of the statistic ; thirdly, it applies the method to the approximation of corresponding water level process which belong to the capacity of sand of middle - high and middle - low, and get the high - accuracy simulation about the typical nonlinear relation ; at last, this paper definitudes the main influence mode that the capacity of sand. it mainly unite with other factors to work on the water level in the yellow river lower reaches ; mor eover, this paper analyzes the difficult point and the direction of improvement to realize the accuracy forecasting of the flood level of erodible - bed channel
首先,系統分析了影響黃河水位的水沙因素,及僅用水沙因素有效研究水位的可行性,並按變量對應思想採集它們的相應數據;其次,由於相應水位過程數據中含極強的非線性關系,本論文經細致的理論分析,將基本的非線性分析方法、統計建模方法、隨機分析理論、最小均方誤差原則等等數學理論及方法有機揉合,提出了能有效實現這類數據高精度擬合的分層篩選法,並改進了統計學中多因子(三個以上)方差分析法;再次,將這一方法用於黃河中高及中低含沙類洪水相應水位過程的擬合,實現了這一典型非線性關系的高精度擬合,各年汛期上下游相應洪水位過程的擬合誤差都較小;最後,明確黃河下游含沙量對水位的主要影響方式,即含沙量主要是與其它因素聯合對水位作用;另外分析了要實現變動河床洪水位過程準確預報的困難所在及改進方向。Its main contributions include the following several aspects : firstly, the dissertation constructs the mathematic model of short baseline orientation determination using two geostationary satellites and analyses the applicable conditions of carrier phase interferometry. orientation determination precision is analysed in depth through both the conventional linearized method and monte - carlo computer simulation method, and the mathematical simulation results show that the linearized method has the shortcoming of fairly low elevation error analysis precision in high latitude area so as not to be very appropriate there. by analyzing the definite factors influencing orientation precision, the dissertation develops the concept of orientation dilution of precision, which uncovers the internal cause of exotic error behavior of bi - satellite orientation, and has important guiding significance for practical engineering applications
本文系統地研究了基於「北斗一號」衛星載波相位干涉測量原理實現地球靜止雙星定向的相關技術,主要研究成果包括以下幾方面:首先,建立了利用兩顆地球靜止軌道衛星進行短基線定向的數學模型,分析了載波相位干涉測量的適用條件;採用傳統的線性化解析法及蒙特卡洛隨機模擬法兩種途徑對雙星定向的精度進行了詳細分析,數學模擬結果表明在高緯度地區線性化解析法由於俯仰角誤差分析精度略有下降而不太適合;在分析定向精度確定性影響因素的基礎上,提出了雙星定向精度衰減因子odop的概念,揭示了雙星定向誤差特殊表現的內部機理,對實際工程應用具有重要的指導意義。Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return
在理論分析時,作者嘗試放鬆指數水平滿足隨機遊走過程的假設,推導出指數水平呈線性趨勢的資產組合選擇模型;此外,作者基於資產不可交易這一假設,提出了b股、 h股和非流通股等情形的資產定價模型,並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。In addition, the computer method is proposed to get the stochastic pile capacity and the random optimum analysis is done in virtue of the genetic algorithm which can easily think over the influence of the randomness of pile capacity on the internal force of capping beam based on the thorough analysis about the primary factors influencing the randomness of pile capacity. an optimization program is worked out for the analysis which can consider the pile - soil - cap interaction and the non - linear character of the foundation soil
此外,本文對影響基樁承載力差異性的主要因素進行了深入分析,提出了基樁承載力隨機生成的計算機方法,並採用遺傳演算法對承臺梁內力進行隨機優化分析,可方便地考慮基樁承載力隨機性對承臺梁內力的影響,並開發出能考慮樁?土?承臺共同工作及地基土非線性特性的樁基承臺梁內力優化分析程序。The equations of the mean value functions and the covariance functions are established for dynamical systems whose inputs are fuzzy stochastic processes. an existence and uniqueness theorem of ito fuzzy stochastic differential equations is proved, some explicit representations of solutions and the equations of statistical characteristics are deduced for linear fuzzy stochastic differential equations, and numerical methods to nonlinear fuzzy stochastic differential equations are proposed, the conditions for stability and observability of fuzzy linear systems are derived. the kalman filter algorithms of linear fuzzy stochastic systems are brought forward
主要成果包括:提出了模糊隨機變量協方差和反向協方差的概念;研究了二階模糊隨機變量的均方收斂性,並在此基礎上得到了均方模糊隨機分析、平穩模糊隨機過程及其譜分解的若干定理;根據均方模糊隨機分析理論,得到了輸入為模糊隨機過程的線性系統的輸出輸入統計特徵關系方程;證明了ito型模糊隨機微分方程解的存在唯一性,並給出了ito型線性模糊隨機微分方程解的表達式,統計特徵方程以及非線性模糊隨機微分方程的數值解法;得到了模糊線性系統的穩定性和可觀性條件、線性模糊隨機系統統計特徵方程和線性模糊隨機系統的kalman濾波演算法;研究了當觀測值是模糊數據時,線性回歸模型的建立。According to these accomplishments, several techniques are expounded emphatically in this paper, including 3d refraction statics, coherent noise suppression by prestack wave field separating ( prestack fx noise attenuation ), 3d prestack multiple domain random noise attenuation, multiples attenuation, nmo of unsymmetrical hyperbola, dynamic replacement of wave equation, surface - inconsistent residual static, super bin stacking, poststack depth migration and prestack depth migration. all the techniques have been applied in seismic processing of 2d, 3d and wide - line profiling and obtained good results
本文根據項目組研究成果,重點閘述了三維折射波靜校正技術,疊前波場分離相干噪音壓制方法(疊前fx去噪) ,疊前三維多域隨機噪音衰減技術,多次波衰減技術,非對稱雙曲線動校正技術,波動方程動態替換技術,非地表一致性的剩餘時差靜校正技術,超面元迭加處理技術,疊后深度偏移處理,疊前深度偏移處理等。It is proved that the investment decision - making process which is described by general backward stochastic differential equations ( bsdes ) can be approached by discrete investment
摘要證明了一般的倒向隨機微分方程所描述的投資決策過程可用離散的投資決策過程進行逼近,並給出了逼近誤差的估計。Based on the theory of stochastic finite element, the structural parameters of frame - shear structure including stiffness and mass and damping are simulated to be stochastic variables. by solving recurrence equation of stochastic finite element, the duration curve of mean value and standard deviation of seismic response can be obtained for every floor of frame - shear structure. an analysis is thus given to the effects of independent variation and simultaneous variation of structural parameters on the seismic dynamic response of frame - shear structure. as shown by the results, with regard to frame - shear structure, the effect of variation of strucural parameters on the change of mean value are chiefly the increase of standard deviation of response. variation of stiffness will cause the response of frame - shear structure to variate greatly ; variation of mass shows less effect ; and variation of damping shows insignificant effect. the effects of simultaneous variation of various structral parametres on seismic response are only slightly greater than the effect of stiffness variation alone
以隨機有限元理論為基礎,將框剪結構的剛度、質量、阻尼等結構參數為隨機變量.通過求解隨機有限元的遞推方程,得到框剪結構各層的地震動力響應均值和標準差歷時曲線.分析結構參數單獨變異,以及同時變異對框剪結構地震響應的影響.研究結果表明,對框剪結構而言,結構參數的變異對響應的均值變化影響都不大,主要是增大響應的標準差.剛度的變異性將引起框剪結構的響應發生大幅度變異,質量的變異性影響稍小,阻尼的變異性影響不顯著.結構各參數的同時變異,對框剪結構地震響應的影響,僅比剛度單獨變異的影響稍大Then, we use a simulation method to create a large number of radar measurement values, produce a quantity of random numbers using computer software and add them to the radar measurement values, we use kallman filtering method to calculate the location, velocity and trajectory coefficient of the target at the moment of the final tracking point, and use the numerical solving method of differential equation to calculate the trajectory, the location of the hostile artillery or the impact point of its own projectiles, finally, we calculate statistically the random error of the tracking system and analyze the location accuracy
然後採用模擬模擬方法獲得大量的雷達測量值,由計算機軟體產生大量的隨機數,加入雷達測量值中,用卡爾曼濾波法計算出最後跟蹤點時刻的目標位置、速度和彈道系數,再用微分方程數值解法計算出整個彈道軌跡、計算出敵方炮位的位置或己方炮彈的落點,最後統計出跟蹤系統的隨機誤差,分析定位精度。In the 3rd section we introduce how to use mathematical model to study financial problems, whose assets running on mixed jump - diffusion process, first we get the famous non - linear feynman - kac formula by fbsde, then let the solution of the bsde be a investor ' s utility function, and it ' s the so - called recurse utility function. second, we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above, and we get the comparison theory. third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
第三章介紹了利用金融資產價格運行基於復合跳躍? ?擴散過程的數理模型來研究金融經濟問題,通過結合運用正倒向隨機微分方程,推導得到著名的非線性feynman - - kac公式,並且將相應的倒向隨機微分方程的解記為投資者的值函數,這也就是通常所說的效用值函數;接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解,並且得到了比較原則;這些結果可以應用到金融領域用於消費投資組合的選擇或是美式期權的估值。It has shown by the uncertainty of the data of fatigue experimentation and the size deviation of machine accessory and structure component and the original defect of materials that all of the stress and intensity and the factors that affect them are stochastic variables, so we should deal with the problem of fatigue by the method of probability and statistics to making the engineering life deduced by fatigue intensity to be the reliable life under a certain probability
疲勞試驗數據的離散性,零件和構件加工允許的尺寸偏差,材料中分佈的原始缺陷,以及受載零件危險部位應力響應的分佈特性等,都說明應力和強度以及影響它們的因素都是隨機變量,它們有各自的分佈形式,應該用概率統計理論和方法來處理,才能使疲勞強度在工程中所確定的壽命,成為保證某一概率下的可靠壽命。The unified differential equation is developed after making the stochastic excitation and observation noise be of equal dimensions
將隨機輸入和觀測噪聲等維化處理后,建立了結構振動及其控制系統差分方程的統一模式。Only the euler method is popular and efficient among the numerical methods for the stochastic delay differential equations, but its order of convergence is only 1 / 2
摘要隨機延遲微分方程數值方法中歐拉方法是唯一較為成熟、有效的方法,但歐拉方法的收斂性差,其收斂階僅為二分之一。Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk
主要研究工作為:第一章,回顧和展望金融衍生市場的發展歷史、現狀和未來,綜述國內外關于風險投資的理論與方法,論述建立和發展我國金融衍生市場的必要性及重要意義;第二章,建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優;第三章,均值方差模型協方差矩陣的靈敏度分析與模糊分析;第四章,回顧了期權的概念、期權的價格關系和black - scholes期權定價公式,提出了歐式看漲期權價格的折現值所滿足的微分方程;第五章,回顧了金融衍生品風險的概念及其分類,總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。In chapter one of this thesis, using the method appearing in ref. [ 7 ], author calculates the extinction probabilities for the single birth chain in a random environment with a reflection barrier, and obtains the vector difference equations about them
本文在第一章中借鑒此方法,研究了狀態空間為{ 0 , 1 , … , m }具有反射壁的隨機環境中單生鏈的滅絕概率,得到了關于滅絕概率的差分方程。Its brings forward data processing means, discusses estimate means and spread rule of random error and system error, presents error equation, validates adequately by theory analysis combining practice, obtains a great deal experiment data, finds change rule of vehicle plane error
提出了數據處理的方法,討論了隨機誤差和系統誤差的估計方法和傳播規律,給出各單項誤差的方程,把理論分析與實踐相互結合,進行充分驗證,獲得大量實驗數據,得到車載平臺誤差的變化規律,通過模擬驗證了數學模型的正確性。The term structures of both credit spreads and default probability for defaultable bond are discussed, and are also analyzed with numerical examples
利用隨機分析和偏微分方程的方法,討論了違約債券的信用價差和違約概率的期限結構,並應用數值算例分析了期限結構的變動規律。We use a finite difference method to solve pb equation and incorporate the solution into sd simulation, which is called as fdsd simulation procedure and developed by our group before. the solvent is considered as a continuum in fdsd simulation procedure, which gained success in simulation of smaller proteins
本課題組以前已把用有限差分方法求解pb方程的方法與隨機動力學相結合,得到fdsd模擬程序, fdsd模擬方法在動力學模擬過程中把大量的水分子代之以連續介質。For power control of listening users, forward power control method are introduced based on full, multichannel, filtered report, and collision method etc. the full report method has redundancy report information, and its real - time performance is bad, multichannel report is introduced to improve the real - time performance, and filtered report is introduced to eliminate the redundancy information, finally the collision method introduced can not only get higher real - time performance but also diminish the redundancy information ; 2. in order to meet the requirements of making the dynamic simulation of trunking group system, the ms ’ s random move equation is brought forward, the simulation of ms ’ s distribution is done and the integrated channel model are presented ; 3. the smart predicative model of power control is introduced to overcome the delay and track the change of the complicated network, with this model, the power control ‘ s performance is greatly improved
全匯報方法存在冗餘的匯報信息,而且實時性較差,為了改善實時性提出了多通道的匯報方式,為了改善冗餘匯報而提出了篩選法,最後介紹的碰撞法在減少冗餘信息的同時又提高了實時性;二、為了集群功率控制動態模擬的需要,提出了移動臺的隨機運動方程,進行了有關移動臺的分佈模擬,建立了綜合的通道模型;三、希望克服延時和跟蹤復雜網路環境變化,提出了功率控制的智能預測模型,通過智能預測模型可以改善功率控制的性能,著重介紹了採用神經網路的方法實現智能預測的通用模型,從而跟蹤復雜多變的無線環境,諸如慢衰落及快衰落(包括多徑衰落、多普勒效應所引起的衰落)等網路特徵,達到預測功率需求;四、採用二級正交碼和智能天線(空分多址)的方法進行組內用戶的識別,改進功率控制效果;五、話權用戶的前向和反向功率控制方法;六、對引入gota的cdma系統提出了復合容量表示方法,並作容量分析,探討有關gota系統的qos問題。Secondly, we discuss the convergence of a sort of discrete bsdes and simulate its solutions. finally, we discuss stabilities of dbsdes and drbsdes in numerical calculations
最後,討論了近似誤差在反射型倒向隨機微分方程離散解的計算過程中的傳播穩定性。分享友人