期刊文献+
共找到74,615篇文章
< 1 2 250 >
每页显示 20 50 100
McKean-Vlasov Backward Stochastic Differential Equations with Weak Monotonicity Coefficients
1
作者 FU Zongkui FEI Dandan GUO Shanshan 《应用数学》 北大核心 2026年第1期98-107,共10页
This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff... This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation. 展开更多
关键词 McKean-Vlasov backward stochastic differential equation Weak monotonicity condition comparison theorem
在线阅读 下载PDF
Probabilistic distribution and stochastic P-bifurcation of a nonlinear energy-regenerative suspension system with time-delayed feedback control
2
作者 Zhao-Bin Zeng Ya-Hui Sun Yang Liu 《Chinese Physics B》 2026年第1期322-330,共9页
Energy-regenerative suspension combined with piezoelectric and electromagnetic transduction has evolved into a core technological pathway in advancing automotive design paradigms.With the aim of improving energy harve... Energy-regenerative suspension combined with piezoelectric and electromagnetic transduction has evolved into a core technological pathway in advancing automotive design paradigms.With the aim of improving energy harvesting performance,time-delayed feedback control is widely used in an energy-regenerative suspension system under different external disturbances in this paper.Meanwhile,limited research has addressed the stochastic dynamics of time-delayed nonlinear energy-regenerative suspension systems.Different from previous studies,this work studies the stochastic response and P-bifurcation of the nonlinear energy-regenerative suspension system with time-delayed feedback control.Firstly,an approximately equivalent dimension reduction system is established by the variable transformation method,and then the stationary probability density function of amplitude is obtained by the stochastic averaging method.Secondly,the precision of the method used in this work is verified by comparing the numerical solutions with the analytical results.Finally,based on the stationary probability density function,the influence of system parameters on stochastic P-bifurcation and the mean output power is discussed. 展开更多
关键词 energy-regenerative suspension stochastic P-bifurcation stochastic resonance time-delayed feedback control
原文传递
A Stochastic Optimal Control for a Class of LTI Systems With a State-Dependent Wiener Process:An Algebraic Approach
3
作者 Kento Fujita Daisuke Tsubakino Shiuji Hara 《IEEE/CAA Journal of Automatica Sinica》 2026年第2期489-491,共3页
Dear Editor,In this letter,we focus on the algebraic relationship between the coefficient matrices and the solution of the stochastic algebraic Riccati equation.It is revealed that,if the coefficient matrices are in a... Dear Editor,In this letter,we focus on the algebraic relationship between the coefficient matrices and the solution of the stochastic algebraic Riccati equation.It is revealed that,if the coefficient matrices are in an algebra,then the solution(and also the control gain in many cases)is also in the same algebra.The main result is verified by a numerical simulation. 展开更多
关键词 stochastic optimal control algebraic relationship algebraic approach state dependent Wiener process coefficient matrices stochastic algebraic Riccati equation numerical simulation stochastic algebraic riccati equationit
在线阅读 下载PDF
Comparison of the Precipitation Measurement Radar Onboard the FY-3G Meteorological Satellite with Ground-based Radars in China
4
作者 Jian SHANG Peng ZHANG +9 位作者 Lei CAO Qiong WU Xiaopeng WANG Xiaowen ZHANG Bosen JIANG Honggang YIN Mei YUAN Da LIU Yubao CHEN Songyan GU 《Advances in Atmospheric Sciences》 2026年第3期645-660,共16页
China launched its first spaceborne Precipitation Measurement Radar(PMR)on the FY-3G satellite in April 2023.To achieve the scientific goal of measuring the three-dimensional precipitation structure,evaluating the qua... China launched its first spaceborne Precipitation Measurement Radar(PMR)on the FY-3G satellite in April 2023.To achieve the scientific goal of measuring the three-dimensional precipitation structure,evaluating the quantitative measurement ability of the PMR is critical.China operates more than 250 weather radars over the mainland.Consistency of the spaceborne radar with ground-based radars will enhance precipitation measurement ability,especially over oceans and mountains where observations are sparse.Additionally,the spaceborne radar can be used to evaluate the spatial and temporal homogeneity of the ground-based radar network.This paper focuses on comparing the PMR onboard the FY-3G satellite with S-band China New Generation Weather Radars(CINRADs).A comparison algorithm between the PMR and CINRADs has been developed,incorporating detailed quality control,attenuation correction,data optimization,spatiotemporal matching,non-uniform beam filling constraint,uniformity constraint,and frequency correction.The matched data in typical months of four seasons were selected to carry out the comparison.The data consistency between the PMR and CINRADs was analyzed.The correlation coefficient is 0.87,the deviation is 0.89 dB,and the standard deviation is 2.50 dB,based on 98226 matching samples.The results show the radar reflectivity of the PMR is quite comparable to that of the CINRADs,demonstrating that the PMR data quality is satisfactory and can be used to verify and correct data consistency among multiple ground-based radars.This work also paves the way for data fusion and joint application of satellite and ground radars in the future. 展开更多
关键词 precipitation radar comparison VALIDATION FY-3G weather radar
在线阅读 下载PDF
Dynamic balance and reliability of a stochastic ecosystem with Markov switching
5
作者 Ya-Nan Sun Xin-Zhi Liu You-Ming Lei 《Chinese Physics B》 2026年第1期381-390,共10页
A stochastic predator-prey system with Markov switching is explored.We have developed a new chasing technique to efficiently solve the Fokker-Planck-Kolmogorov and backward Kolmogorov equations.Dynamic balance and rel... A stochastic predator-prey system with Markov switching is explored.We have developed a new chasing technique to efficiently solve the Fokker-Planck-Kolmogorov and backward Kolmogorov equations.Dynamic balance and reliability of the switching system are evaluated via stationary probability density function and first-passage failure theory,taking into account factors such as switching frequencies,noise intensities,and initial conditions.Results reveal that Markov switching leads to stochastic P-bifurcation,enhancing dynamic balance and reducing white-noise-induced oscillations.But frequent switching can heighten initial value dependence,harming reliability.Further,the influence of the subsystem on the switching system is not proportional to its action probabilities.Monte Carlo simulations validate the findings,offering an in-depth exploration of these dynamics. 展开更多
关键词 stochastic ecosystem Markov switching first-passage failure RELIABILITY
原文传递
An epidemiological stochastic predator–prey model with prey refuge and harvesting
6
作者 Israr Ali Hui Zhang +2 位作者 Syed Murad Ali Shah Abdulwasea Alkhazzan Yassine Sabbar 《Chinese Physics B》 2026年第2期342-356,共15页
Predator–prey interactions are fundamental to understanding ecosystem stability and biodiversity.In this study,we propose and analyze a stochastic predator–prey model that incorporates two critical ecological factor... Predator–prey interactions are fundamental to understanding ecosystem stability and biodiversity.In this study,we propose and analyze a stochastic predator–prey model that incorporates two critical ecological factors:prey refuge and harvesting.The model also integrates disease transmission within the predator population,adding an important layer of realism.Using rigorous mathematical techniques,we demonstrate the existence and uniqueness of a global positive solution,thereby confirming the model's biological feasibility.We further derive sufficient conditions for two key ecological scenarios:stochastic permanence,which ensures the sustained co-existence of prey and predators over time,and extinction,where one or both populations decline to zero.The interplay between prey refuge and harvesting is thoroughly examined to understand their combined impact on population dynamics.All theoretical results are validated by detailed numerical simulations,highlighting the applicability of the model to real-world ecological systems.From the simulation results,we observed that with an adequate level of prey refuge and predator harvesting,the susceptible predator and prey coexist with extensive oscillations,while the infected predator population was moving towards extinction.In addition,we have investigated the effect of disease transmission on system dynamics.Our results show that,as the transmission rate of disease increases,the susceptible predator approaches extinction,whereas,on the other hand,when it declines,the susceptible predator shows robust oscillations while the infected approaches extinction.In both cases,the prey population demonstrates robust stability due to the prey refuge.Our findings show that the management of harvesting and the prey refuge can be effective ecological tactics for disease control and species protection under stochastic environmental effects. 展开更多
关键词 stochastic predator–prey model HARVESTING prey refuge persistence extinction
原文传递
A minimal model with stochastically broken reciprocity
7
作者 Z C Tu 《Communications in Theoretical Physics》 2026年第2期193-201,共9页
We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity(i.e.random violation of Newton's third law)and then investigate its statistical behaviors,including fluctuations ... We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity(i.e.random violation of Newton's third law)and then investigate its statistical behaviors,including fluctuations of velocity and position,time evolution of probability distribution functions,energy gain,and entropy production.The effective temperature of this two-body system immersed in a thermal bath is also derived.Furthermore,we heuristically present an extremely minimal model where the relative motion adheres to the same rules as in classical mechanics,while the effect of stochastically broken reciprocity only manifests in the fluctuating motion of the center of mass. 展开更多
关键词 stochastically broken reciprocity probability distribution function energy gain entropy production
原文传递
A stochastic predator-prey model with additional food for predator incorporating fear effect and a prey refuge
8
作者 XUE Ren-xiu SHAO Yuan-fu CUI Min-juan 《Applied Mathematics(A Journal of Chinese Universities)》 2026年第1期78-98,共21页
In this paper,we study a predator-prey model with additional food for predator.By using white noise to perturb the natural growth rates and introduce a jump process,we model the corresponding stochastic differential e... In this paper,we study a predator-prey model with additional food for predator.By using white noise to perturb the natural growth rates and introduce a jump process,we model the corresponding stochastic differential equations.The effect of fear and prey refuge on population dynamics is also considered.First,we use Itô's formula to prove the existence and uniqueness of a global positive solution and its boundedness.Next,sufficient conditions for the extinction and persistence of both species have been given.Then the stochastic permanence of our system is investigated under some conditions.Our main results demonstrate that sufficiently large white noise could drive both species to extinction.However,Lévy noise enhances the survival of both prey and predator species.Our analytical derivations are justified through numerical simulations which show the reliability of the model from the ecological point of view.In addition,we have investigated the impact of fear effect,prey refuge and the additional food biomass on this model by numerical simulation. 展开更多
关键词 fear effect prey refuge additional food Lévy noise stochastic permanence
在线阅读 下载PDF
Enhanced Resilience and Efficiency in Multi-energy Systems via Stochastic Gradient-driven Robust Optimization
9
作者 Jing Yan Jun Zhang +4 位作者 Luxi Zhang Changhong Deng Jinyu Zhang Xin Wang Tianlu Gao 《Protection and Control of Modern Power Systems》 2026年第1期141-156,共16页
This paper develops an advanced framework for the operational optimization of integrated multi-energy systems that encompass electricity,gas,and heating networks.Introducing a cutting-edge stochastic gradient-enhanced... This paper develops an advanced framework for the operational optimization of integrated multi-energy systems that encompass electricity,gas,and heating networks.Introducing a cutting-edge stochastic gradient-enhanced distributionally robust optimization approach,this study integrates deep learning models,especially generative adversarial networks,to adeptly handle the inherent variability and uncertainties of renewable energy and fluctuating consumer demands.The effectiveness of this framework is rigorously tested through detailed simulations mirroring real-world urban energy consumption,renewable energy production,and market price fluctuations over an annual period.The results reveal substantial improvements in the resilience and efficiency of the grid,achieving a reduction in power distribution losses by 15%and enhancing voltage stability by 20%,markedly outperforming conventional systems.Additionally,the framework facilitates up to 25%in cost reductions during peak demand periods,significantly lowering operational costs.The adoption of stochastic gradients further refines the framework’s ability to continually adjust to real-time changes in environmental and market conditions,ensuring stable grid operations and fostering active consumer engagement in demand-side management.This strategy not only aligns with contem-porary sustainable energy practices but also provides scalable and robust solutions to pressing challenges in modern power network management. 展开更多
关键词 Adaptive systems demand response energy management integrated multi-energy systems renewable energy robust optimization stochastic opti-mization
在线阅读 下载PDF
An improved stochastic finite-fault simulation method and its application to large magnitude thrust earthquakes
10
作者 Ma Wanjun Xie Zhinan 《Earthquake Engineering and Engineering Vibration》 2026年第1期41-53,共13页
The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies... The stochastic extended finite-fault simulation method(EXSIM)is a widely used tool in seismological research,with applications in ground motion prediction and simulation,seismic hazard analysis,and engineering studies.However,recent studies have revealed a significant limitation:EXSIM tends to overpredict ground motions in the low-to-intermediate frequency range,particularly for large thrust earthquakes that are often characterized by a double-corner-frequency source model.To address this issue and enhance simulation accuracy,this study introduces two key improvements:(1)a novel asperity-distributed stress-drop composite fault model and(2)a hybrid application of EXSIM with the composite fault model.The proposed method is validated through its application to the 2013 M_(w)6.7 Lushan earthquake that occurred in China and six thrust earthquakes with an M_(w)≥6.5 in Japan.By comparing the simulated ground motions with recorded data,the results demonstrate that the improved method achieves consistent accuracy across the high-and low-frequency spectrum(combined goodness-of-fit:CGOF<0.35).This study significantly broadens the applicability of stochastic finite-fault simulations,enabling more reliable predictions for a wider range of seismic scenarios,including complex thrust faulting events. 展开更多
关键词 stochastic finite-fault simulation method double-corner-frequency source model large-thrust earthquakes asperity-like distributed stress-drop compound faults hybrid application of EXSIM
在线阅读 下载PDF
A Deterministic and Stochastic Fractional-Order Model for Computer Virus Propagation with Caputo-Fabrizio Derivative:Analysis,Numerics,and Dynamics
11
作者 Najat Almutairi Mohammed Messaoudi +1 位作者 Faisal Muteb K.Almalki Sayed Saber 《Computer Modeling in Engineering & Sciences》 2026年第3期806-843,共38页
This paper introduces a novel fractional-order model based on the Caputo-Fabrizio(CF)derivative for analyzing computer virus propagation in networked environments.The model partitions the computer population into four... This paper introduces a novel fractional-order model based on the Caputo-Fabrizio(CF)derivative for analyzing computer virus propagation in networked environments.The model partitions the computer population into four compartments:susceptible,latently infected,breaking-out,and antivirus-capable systems.By employing the CF derivative—which uses a nonsingular exponential kernel—the framework effectively captures memory-dependent and nonlocal characteristics intrinsic to cyber systems,aspects inadequately represented by traditional integer-order models.Under Lipschitz continuity and boundedness assumptions,the existence and uniqueness of solutions are rigorously established via fixed-point theory.We develop a tailored two-step Adams-Bashforth numerical scheme for the CF framework and prove its second-order accuracy.Extensive numerical simulations across various fractional orders reveal that memory effects significantly influence virus transmission and control dynamics;smaller fractional orders produce more pronounced memory effects,delaying both infection spread and antivirus activation.Further theoretical analysis,including Hyers-Ulam stability and sensitivity assessments,reinforces the model’s robustness and identifies key parameters governing virus dynamics.The study also extends the framework to incorporate stochastic effects through a stochastic CF formulation.These results underscore fractional-order modeling as a powerful analytical tool for developing robust and effective cybersecurity strategies. 展开更多
关键词 Caputo-Fabrizio derivative fractional-order computer virus model stochastic fractional dynamics Adams-Bashforth scheme Hyers-Ulam stability sensitivity analysis cyber-epidemiology memory effects nonsingular kernel
在线阅读 下载PDF
Stochastic Differential Equation-Based Dynamic Imperfect Maintenance Strategy for Wind Turbine Systems
12
作者 Hongsheng Su Zhensheng Teng Zihan Zhou 《Energy Engineering》 2026年第2期229-258,共30页
Addressing the limitations of inadequate stochastic disturbance characterization during wind turbine degradation processes that result in constrained modeling accuracy,replacement-based maintenance practices that devi... Addressing the limitations of inadequate stochastic disturbance characterization during wind turbine degradation processes that result in constrained modeling accuracy,replacement-based maintenance practices that deviate from actual operational conditions,and static maintenance strategies that fail to adapt to accelerated deterioration trends leading to suboptimal remaining useful life utilization,this study proposes a Time-Based Incomplete Maintenance(TBIM)strategy incorporating reliability constraints through stochastic differential equations(SDE).By quantifying stochastic interference via Brownian motion terms and characterizing nonlinear degradation features through state influence rate functions,a high-precision SDE degradation model is constructed,achieving 16%residual reduction compared to conventional ordinary differential equation(ODE)methods.The introduction of age reduction factors and failure rate growth factors establishes an incomplete maintenance mechanism that transcends traditional“as-good-as-new”assumptions,with the TBIM model demonstrating an additional 8.5%residual reduction relative to baseline SDE approaches.A dynamic maintenance interval optimization model driven by dual parameters—preventive maintenance threshold R_(p) and replacement threshold R_(r)—is designed to achieve synergistic optimization of equipment reliability and maintenance economics.Experimental validation demonstrates that the optimized TBIM extends equipment lifespan by 4.4%and reducesmaintenance costs by 4.16%at R_(p)=0.80,while achieving 17.2%lifespan enhancement and 14.6%cost reduction at R_(p)=0.90.This methodology provides a solution for wind turbine preventive maintenance that integrates condition sensitivity with strategic foresight. 展开更多
关键词 stochastic differential equations(SDE) imperfect maintenance condition-based maintenance(CBM) time-based maintenance(TBM) reliability constraint wind turbine
在线阅读 下载PDF
Single-Dimensional Encryption Against Stealthy Attacks on Stochastic Event-Based Estimation
13
作者 Jun Shang Di Zhao +1 位作者 Hanwen Zhang Dawei Shi 《IEEE/CAA Journal of Automatica Sinica》 2026年第1期233-235,共3页
Dear Editor,This letter studies the problem of stealthy attacks targeting stochastic event-based estimation,alongside proposing measures for their mitigation.A general attack framework is introduced,and the correspond... Dear Editor,This letter studies the problem of stealthy attacks targeting stochastic event-based estimation,alongside proposing measures for their mitigation.A general attack framework is introduced,and the corresponding stealthiness condition is analyzed.To enhance system security,we advocate for a single-dimensional encryption method,showing that securing a singular data element is sufficient to shield the system from the perils of stealthy attacks. 展开更多
关键词 enhance system securitywe securing singular data element single dimensional encryption stochastic event based estimation stealthiness condition security mitigation attack framework stealthy attacks
在线阅读 下载PDF
Stochastic discrete event simulation for government assisted owner driven participatory housing recovery modeling:Application to 2015 Gorkha earthquake sequence,Nepal
14
作者 Dipendra Gautam Sajan KC Olafur Petur Palsson 《Resilient Cities and Structures》 2026年第1期45-59,共15页
We develop and implement a Stochastic Discrete Event Simulation(SDES)algorithm to model the housing re-covery trajectory after an extreme event.The algorithm models discrete events and their underlying uncertainties i... We develop and implement a Stochastic Discrete Event Simulation(SDES)algorithm to model the housing re-covery trajectory after an extreme event.The algorithm models discrete events and their underlying uncertainties in each construction phase.Specifically,the algorithm is developed for the Government Assisted Owner Driven(GAOD)reconstruction system to simulate long-term recovery trajectory.SDES,as a flexible modeling approach,can simulate any housing recovery scenario that follows phased reconstruction.The 2015 M 7.8 Gorkha earthquake sequence in Nepal is considered the extreme event,with 796,245 buildings requiring reconstruction.We present some recovery trajectories from severely hit,crisis hit,and earthquake hit parishes,comparing them with the actual reconstruction progress.We also assess quality and improvement of reconstructed buildings using seismic fragility functions,compared to pre-earthquake constructions.Housing recovery uncertainties are dissected in relation to reconstruction pace.We conclude that the vast majority of the reconstructed buildings followed the Build Back Better(BBB)approach and missed the opportunity to pursue the Build Back Resilient(BBR)approach due to multifaceted challenges ranging from unclear policies to economic constraints.We critically assess the GAOD vs Owner Driven(OD)recovery framework and conclude that insurance-supported and technically assisted OD approach could be the most suitable model for post extreme event housing recovery. 展开更多
关键词 stochastic modeling Discrete event simulation Participatory reconstruction Housing recovery Community resilience Earthquake damage Reinforced concrete Stone masonry Brick masonry Seismic vulnerability Gorkha earthquake sequence
在线阅读 下载PDF
Leader-Follower Formation Control of Quadrotor UAVs With Stochastic Impulsive Deception Attacks
15
作者 Wenhao Song Chang Liu +1 位作者 Xiuping Han Xiaodi Li 《IEEE/CAA Journal of Automatica Sinica》 2026年第2期483-485,共3页
Dear Editor,This letter presents some control strategies for quadrotor unmanned aerial vehicle(UAV)leader-follower formation model,where the stochastic impulsive deception attacks are fully considered.Based on Lyapuno... Dear Editor,This letter presents some control strategies for quadrotor unmanned aerial vehicle(UAV)leader-follower formation model,where the stochastic impulsive deception attacks are fully considered.Based on Lyapunov method,the outer loop and the inner loop controllers of quadrotor UAV are designed,respectively.Moreover,a relationship between continuous control laws,stochastic impulsive sequences,and impulsive intensity is established in this letter. 展开更多
关键词 quadrotor uav quadrotor unmanned aerial vehicle uav leader follower stochastic impulsive deception attacks continuous control lawsstochastic impulsive sequencesand leader follower formation lyapunov methodthe outer loop control strategies
在线阅读 下载PDF
MULTI-DIMENSIONAL REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THE COMPARISON THEOREM 被引量:5
16
作者 吴臻 消华 《Acta Mathematica Scientia》 SCIE CSCD 2010年第5期1819-1836,共18页
In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument... In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth. 展开更多
关键词 backward stochastic differential equations comparison theorem local time
在线阅读 下载PDF
A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations 被引量:1
17
作者 郭子君College of Science Donghua University +5 位作者 Shanghai Science College South China Agriculture University Guangzhou associate professor 吴让泉 《Journal of Donghua University(English Edition)》 EI CAS 2004年第4期156-158,共3页
The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same str... The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same structure. 展开更多
关键词 The fully coupled backward stochastic differential equations comparison theorem Stopping time
在线阅读 下载PDF
Comparison between staggered grid finite difference method and stochastic method in simulating strong ground motions
18
作者 王满生 姜慧 胡聿贤 《Acta Seismologica Sinica(English Edition)》 EI CSCD 2005年第5期88-95,132,共9页
Strong ground motion of an earthquake is simulated by using both staggered grid finite difference method (FDM) and stochastic method, respectively. The acceleration time histories obtained from the both ways and their... Strong ground motion of an earthquake is simulated by using both staggered grid finite difference method (FDM) and stochastic method, respectively. The acceleration time histories obtained from the both ways and their response spectra are compared. The result demonstrates that the former is adequate to simulate the low-frequency seismic wave; the latter is adequate to simulate the high-frequency seismic wave. Moreover, the result obtained from FDM can better reflect basin effects. 展开更多
关键词 staggered grid finite difference stochastic simulating seismic wave
在线阅读 下载PDF
A General Converse Comparison Theorem for Backward Stochastic Differential Equation with Non-lipschitz Coefficient
19
作者 LU Min WANG Zeng-wu 《Chinese Quarterly Journal of Mathematics》 CSCD 2009年第4期568-573,共6页
In this article, we first introduce g-expectation via the solution of backward stochastic differential equation(BSDE in short) with non-Lipschitz coefficient, and give the properties of g-expectation, then we establ... In this article, we first introduce g-expectation via the solution of backward stochastic differential equation(BSDE in short) with non-Lipschitz coefficient, and give the properties of g-expectation, then we establish a general converse comparison theorem for backward stochastic differential equation with non-Lipschitz coefficient. 展开更多
关键词 backward stochastic differential equation with non-Lipschitz coefficient GENERATOR G-EXPECTATION converse comparison theorem.
在线阅读 下载PDF
Comparison of deterministic and stochastic approaches to crosshole seismic travel-time inversions
20
作者 YanZhe Zhao YanBin Wang 《Earth and Planetary Physics》 CSCD 2019年第6期547-559,共13页
The Bayesian inversion method is a stochastic approach based on the Bayesian theory.With the development of sampling algorithms and computer technologies,the Bayesian inversion method has been widely used in geophysic... The Bayesian inversion method is a stochastic approach based on the Bayesian theory.With the development of sampling algorithms and computer technologies,the Bayesian inversion method has been widely used in geophysical inversion problems.In this study,we conduct inversion experiments using crosshole seismic travel-time data to examine the characteristics and performance of the stochastic Bayesian inversion based on the Markov chain Monte Carlo sampling scheme and the traditional deterministic inversion with Tikhonov regularization.Velocity structures with two different spatial variations are considered,one with a chessboard pattern and the other with an interface mimicking the Mohorovicicdiscontinuity(Moho).Inversions are carried out with different scenarios of model discretization and source–receiver configurations.Results show that the Bayesian method yields more robust single-model estimations than the deterministic method,with smaller model errors.In addition,the Bayesian method provides the posterior probabilistic distribution function of the model space,which can help us evaluate the quality of the inversion result. 展开更多
关键词 stochastic APPROACH DETERMINISTIC APPROACH Bayesian inversion MARKOV Chain MONTE Carlo Tikhonov REGULARIZATION
在线阅读 下载PDF
上一页 1 2 250 下一页 到第
使用帮助 返回顶部