隨機微分法 的英文怎麼說

中文拼音 [suíjīwéifēnfǎ]
隨機微分法 英文
stochastic differentiation
  • 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
  • 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
  • 法 : Ⅰ名詞1 （由國家制定或認可的行為規則的總稱） law 2 （方法; 方式） way; method; mode; means 3 （標...
  • 隨機 : random stochasticrandom
  1. The basic principle and method of 3d stochastic modeling of sedimentary microfacies are discussed according to geological and acoustic impedance data of well - logging constrained seismic inversion, and a case study according to stochastic modeling of fluvial facies reservoir of the minghuazhen formation of neocene in a certain block of bohai bay basin is used to show the general process of this research

    摘要探討了綜合應用地質及測井約束地震反演信息進行三維沈積微相隨機建模的基本原理、思路與方法， ?以渤海灣盆地某區塊新近系明化鎮組河流相儲層?例，說明這一研究過程的基本步驟，包括井眼沉積微相解釋、測井約束地震反演、波阻抗與地質相的概率關系分析、隨機模擬方法選擇、地質統計特徵分析、三維隨機建模、隨機模擬預測的多解性評價。
  2. 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。
  3. Abstract : a strong ilmit theorem for the weighted sum of discrete random sequences is gotten by the method of net differentiability

    文摘:利用網微分法，給出了離散型隨機變量序列加權和的一個極限定理。
  4. The bouc - wen differential equation model is used in modeling the hysteretic characteristics of these components. the pem ( pseudo excitation method ) combined with the elm ( equivalent linearization method ) is used to analyze the non - linear random vibration of such structures

    採用bouc - wen等提出的微分方程模型描述進入非線性構件的滯變特性，運用虛擬激勵法結合等效線性化進行結構非線性隨機振動分析。
  5. Based on the general mathematical models of multibody system dynamics such as the kinematics models of multibody dynamical systems, the ordinary differential equation models and the differential algebraic equation models of dynamics, general forms of the sensitivity equations of the systems are deduced by using direct differentiation method and adjoint variable method

    基於通用的多體機械繫統運動學數學模型，常微分方程形式的動力學數學模型、微分/代數方程形式的動力學數學模型分別採用直接微分方法、伴隨變量方法推導出了系統的狀態靈敏度方程的通用形式。對于微分/代數形式的數學模型
  6. But, the eeg signal that we can acquired is very weak and is badly contaminated by strong background noise, such as electrooculogram ( eog ), electrocardiogram ( ecg ), and line noise ( 50hz or 60 hz power frequency interference ), etc. eeg is a typical non - stationary random signal with a certain extent of non - gaussian and non - linear character

    但是我們能夠獲得的腦電信號一般非常微弱、並伴有很強的背景噪聲，是一類典型的非平穩的隨機信號，且存在一定的非高斯性和非線性。傳統的分析處理方法一般將腦電信號近似認為是線性的準平穩的高斯分佈隨機信號，這使得分析結果往往不能令人滿意、實用性差。
  7. First, this paper gives an introduction of some methods of unequal probability sampling, their estimators and variance estimators, including sampling with pps with replacement, methods of sampling without replacement suggested by brewer, durbin, sampford, des raj, murthy, rao - hartley - cochran. then, at the basis of rao and bayless ' s study, we consider that population can be splited two random subpopulations, which are respectively drawn from different infinite super - populations, and compare the stabilities of estimators of the methods that given above. we find that the minor difference between two super - populations has great effect on the efficiency of the estimators for the population with moderately large coefficient of variation ( c. v. )

    本文首先從理論上介紹了若干種不等概率抽樣方法，它們的估計量、估計量的方差及其估計，其中包括有放回ppz及pps抽樣，不放回不等概率抽樣中的brewer 、 durbin 、 sampford 、 desraj ， murthy 、 rao - hartley - cochran等人的方法；其次，在rao和bayless兩人就樣本單元數n = 2的情形對上述抽樣方法進行比較的基礎上，將總體隨機地分成兩個子總體，視每個子總體取自不同的線性超總體，在文中，我們利用計算機實現隨機分組，並通過畫圖比較各方法估計量的穩定性，結果表明，對變異系數c . v . （ x ）較大的總體而言，兩個超總體之間的微小差異將對估計量的穩定性產生很大的影響，從而說明rao和bayless的比較結果還不夠完善。
  8. By using conditional moment generating functions and differentiation of measures on a net, some limit theorems and a class of deviation theorems of multivariate function sequences of arbitrary random variables ralated to the conditional expectations are obtained

    本論文利用條件矩母函數和網微分法，得到任意隨機變量多元函數序列相對于條件期望的偏差定理和極限定理。
  9. In chapter two, under non - lipschitz condition, the existence and uniqueness of the solution of the second kind of bsde is researched, based on it, the stability of the solution is proved ; in chapter three, under non - lipschitz condition, the comparison theorem of the solution of the second kind of bsde is proved and using the monotone iterative technique, the existence of minimal and maximal solution is constructively proved ; in chapter four, on the base of above results, we get some results of the second kind of bsde which partly decouple with sde ( fbsde ), which include that the solution of the bsde is continuous in the initial value of sde and the application to optimal control and dynamic programming. at the end of this section, the character of the corresponding utility function has been discussed, e. g monotonicity, concavity and risk aversion ; in chapter 5, for the first land of bsde, using the monotone iterative technique, the existence of minimal and maximal solution is proved and other characters and applications to utility function are studied

    首先，第二章在非lipschitz條件下，研究了第二類方程的解的存在唯一性問題，在此基礎上，又證明了解的穩定性；第三章在非lipschitz條件下，證明了第二類bsde解的比較定理，並在此基礎上，利用單調迭代的方法，構造性證明了最大、最小解的存在性；第四章在以上的一些理論基礎之上，得到了相應的與第二類倒向隨機微分方程耦合的正倒向隨機微分方程系統的一些結果，主要包括倒向隨機微分方程的解關于正向隨機微分方程的初值是具有連續性的，得到了最優控制和動態規劃的一些結果，在這一章的最後還討論了相應的效用函數的性質，如，效用函數的單調性、凹性以及風險規避性等;第五章，針對第一類倒向隨機微分方程，運用單調迭代方法，證明了最大和最小解的存在性，並研究了解的其它性質及在效用函數上的應用。
  10. Based on the study of strength degradation of material in the fatigue process, a strength degradation model is proposed. a stochastic differential equation, which controls strength degradation, is obtained from the model randomized by markov process. by using the theory of stochastic, the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained. under a few suitable hypotheses, inverse gaussian distribution of fatigue life is derived, and verified by means of experimental data. the result shows that the model and the method are reasonable

    在研究疲勞過程中材料強度退化規律的基礎上，建立了一個強度退化模型.對其進行隨機化處理，得到控制強度退化過程的隨機微分方程.在一定假設條件下，獲得了剩餘強度概率密度函數的封閉解，並推導出疲勞壽命的反高斯分佈形式.給出一種考慮損傷狀態對隨機漲落影響的近似處理方法.與試驗數據的比較結果表明，本文的模型和方法是合理的
  11. The well - posedness of time - delayed forward - backward stochastic differential equations is studied. by the method of continuation, the existence and uniqueness of such equations are proved under some monotonicity conditions

    摘要研究了帶時滯正倒向隨機微分方程的適定性問題。應用連續性方法，在一定單調性條件下證明了帶時滯正倒向隨機微分方程解的存在唯一性。
  12. Are uncertain and should be regarded as random variables, therefore the reinforced concrete frame is stochastic structure inherently, and then its motive equations converted to combined random differential equations for the uncertain parameters and external random excitation. these equations were solved by order - orthogonal expansion method with pseudo - excitation method, and then the statistic stochastic responses of random structure were obtained. at last, based on the stochastic cumulative damage model with double parameters developed by park, formulas were formulated for calculating structural earthquake damage probability using the structural reliability theory ( mainly jc algorithm ) in extensive random space

    首先對受地震激勵的剪切型鋼筋混凝土結構進行建模，用隨機等效線性化方法將二階非線性微分方程組化成一階線性微分方程組（或稱之為狀態方程） ；再考慮材料等參數的隨機性，則狀態方程成為復合隨機微分方程組，將擴階系統方法和虛擬激勵方法推廣並應用於這個復合隨機微分方程組，求出結構的隨機響應量的統計參數；最後採用隨機累積損傷破壞準則，在廣義隨機空間內，用jc演算法求解失效概率，進而求出結構的抗震可靠度。
  13. Therefore, basic methodologies for stochastic seismic and filtering responses of nonlinear structure are studied, the approximate solution methodologies and their practical applications are investigated in the dissertation employing equivalent linearization and moment equations method based on fpk equations and ito stochastic differential equations

    因此，本文基於fpk方程和伊藤隨機微分方程，研究了滯后結構物的隨機地震反應和隨機濾波問題的基本方法，並利用等效線性化法和矩方程法，研究了非線性結構隨機地震反應分析和隨機濾波分析的近似解法及它們的工程應用。
  14. Abstract : based on the study of strength degradation of material in the fatigue process, a strength degradation model is proposed. a stochastic differential equation, which controls strength degradation, is obtained from the model randomized by markov process. by using the theory of stochastic, the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained. under a few suitable hypotheses, inverse gaussian distribution of fatigue life is derived, and verified by means of experimental data. the result shows that the model and the method are reasonable

    文摘:在研究疲勞過程中材料強度退化規律的基礎上，建立了一個強度退化模型.對其進行隨機化處理，得到控制強度退化過程的隨機微分方程.在一定假設條件下，獲得了剩餘強度概率密度函數的封閉解，並推導出疲勞壽命的反高斯分佈形式.給出一種考慮損傷狀態對隨機漲落影響的近似處理方法.與試驗數據的比較結果表明，本文的模型和方法是合理的
  15. A strong deviation theorem of multivariate function sequences of arbitrary random variables is obtained by using moment generating functions and differentiation of measures on a net. and a strong deviation theorem of discrete information sources is obtained

    本論文利用母函數和網微分法得到任意隨機變量多元函數序列的強偏差定理；及一個對離散信源普遍成立的強偏差定理。
  16. The author uses black - scholes, cox, ross, rubinstein, trapezoidal fuzzy numbers, probability and stochastic calculus etc. real option provides a new thought - way and probability of venture capital value appraisal

    其中運用到了black ? scholes期權定價模型， cox 、 ross和rubinstein二項式模型，模糊數學中梯形模糊數字集合、概率論以及隨機微分過程等方法。
  17. It is not trivial generalization for the usual theory of the stochastic optimal control to study the stochastic optimal control problems. the above problems motivated the author to : ( 1 ) conquer the lack of the indirect computing methods for the uncertain linear programming to seek the direct computing method ; ( 2 ) conquer the singularity of stochastic or fuzzy factor in the usual uncertain programming models to give the hybrid programming models which contains stochastic and fuzzy parameters ; ( 3 ) further strengthen the applications of bsde in the stochastic optimal control to extend the related theories of the usual stochastic optimal control, and to enlarge the applied field

    以上問題和想法促使作者進行以下研究： （ 1 ）克服不確定線性規劃的計算需要轉化成等價的確定性（或清晰）數學規劃進行計算的不足，尋求直接計算的方法； （ 2 ）克服傳統不確定規劃模型中不確定因素的單一性，提出隨機和模糊混合的不確定規劃模型； （ 3 ）進一步強化倒向隨機微分方程在隨機不確定系統最優控制問題中的應用，實質性地推廣傳統的隨機最優控制相關理論，擴大隨機最優控制的應用領域，特別是在金融工作中的廣泛應用。
  18. In the case of white noise, we research the system stochastic differential equation and fokker - planck ( fpk ) equation detailedly. the mechanism of sr is re - explained by system response speed and a new method is introduced, i. e., psr theory and method. it is shown that the output signal - to - noise ratio ( snr ) obtained by adjusting systems parameters can exceed that by turning noise intensity, especially when the input noise intensity has already been beyond the resonance region or point

    在白噪聲假設下，以系統隨機微分方程和其概率密度滿足的fpk方程為基礎，本文詳細地探討了非線性雙穩態信號處理系統輸出的數字特徵，引入了系統響應速度，重新解釋了隨機共振現象產生的機理；通過系統參數調節，而不是調諧噪聲來產生隨機共振現象，提出了參數調節隨機共振理論和方法。
  19. So here a numerical method to solve this class of bsdes is developed

    從這個角度出發，給出了一類倒向隨機微分方程的數值解法。
  20. This method is based on ito stochastic differential equation which provides the statistical characteristic of the state variables

    此研究方法是以伊藤隨機微分方程式為主。
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