期刊文献+
共找到3篇文章
< 1 >
每页显示 20 50 100
Most probable transition paths in eutrophicated lake ecosystem under Gaussian white noise and periodic force
1
作者 Jinlian Jiang Wei Xu +1 位作者 Ping Han Lizhi Niu 《Chinese Physics B》 SCIE EI CAS CSCD 2022年第6期155-162,共8页
The effects of stochastic perturbations and periodic excitations on the eutrophicated lake ecosystem are explored.Unlike the existing work in detecting early warning signals,this paper presents the most probable trans... The effects of stochastic perturbations and periodic excitations on the eutrophicated lake ecosystem are explored.Unlike the existing work in detecting early warning signals,this paper presents the most probable transition paths to characterize the regime shifts.The most probable transition paths are obtained by minimizing the Freidlin-Wentzell(FW)action functional and Onsager-Machlup(OM)action functional,respectively.The most probable path shows the movement trend of the lake eutrophication system under noise excitation,and describes the global transition behavior of the system.Under the excitation of Gaussian noise,the results show that the stability of the eutrophic state and the oligotrophic state has different results from two perspectives of potential well and the most probable transition paths.Under the excitation of Gaussian white noise and periodic force,we find that the transition occurs near the nearest distance between the stable periodic solution and the unstable periodic solution. 展开更多
关键词 eutrophicated lake ecosystem Freidlin-Wentzell action functional Onsager-Machlup action functional most probable transition path
原文传递
MULTI-DIMENSIONAL GEOMETRIC BROWNIANMOTIONS, ONSAGER-MACHLUP FUNCTIONS, AND APPLICATIONS TO MATHEMATICAL FINANCE
2
作者 胡耀忠 《Acta Mathematica Scientia》 SCIE CSCD 2000年第3期341-358,共18页
The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independe... The solutions of the following bilinear stochastic differential equation are studied [GRAPHICS] where A(t)(k), B-t are (deterministic) continuous matrix-valued functions of t and w(1) (t),..., w(m) (t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem. 展开更多
关键词 multi-dimensional geometric Brownian motions Onsager-Machlup functions most probable path POSITIVITY most likely interest rate
在线阅读 下载PDF
Accuracy analysis of PPDF-based method to parameterize aerosol scattering effect 被引量:3
3
作者 ZOU MingMin CHEN LiangFu +4 位作者 TAO JinHua SU Lin FAN Meng ZHANG Ying HAN Dong 《Science China Earth Sciences》 SCIE EI CAS 2014年第8期1807-1815,共9页
We introduce the path length probability density function(PPDF) method, which is based on an equivalence theorem and parameterizes the aerosol scattering effect by adding four factors to the atmospheric transmittance ... We introduce the path length probability density function(PPDF) method, which is based on an equivalence theorem and parameterizes the aerosol scattering effect by adding four factors to the atmospheric transmittance model. Using simulated observations in the O2-A band, we examined the utility of the PPDF-based method to account for the aerosol scattering effect. First, observations were simulated using a forward model under different aerosol conditions; PPDF factors were then retrieved using an optimal estimation method; PPDF factors were used to reconstruct the observations; and finally, simulated true observations and reconstructions were compared. Analysis of the difference between the true observations and reconstructions confirmed the utility of the PPDF-based method. Additionally, the O2 band was demonstrated to be an efficient observing band for assisting the remote sensing of atmospheric trace gases in the near-infrared band. 展开更多
关键词 path length probability density function O2-A band AEROSOL RETRIEVAL
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部