In this paper, we prove the existence of random attractors for a stochastic reaction-diffusion equation with distribution derivatives on unbounded domains. The nonlinearity is dissipative for large values of the state...In this paper, we prove the existence of random attractors for a stochastic reaction-diffusion equation with distribution derivatives on unbounded domains. The nonlinearity is dissipative for large values of the state and the stochastic nature of the equation appears spatially distributed temporal white noise. The stochastic reaction-diffusion equation is recast as a continuous random dynamical system and asymptotic compactness for this demonstrated by using uniform estimates far-field values of solutions. The results are new and appear to be optimal.展开更多
In this paper,we prove the existence of martingale solutions of a class of stochastic equations with a monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth.Bot...In this paper,we prove the existence of martingale solutions of a class of stochastic equations with a monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth.Both the nonlinear drift and diffusion terms are not required to be locally Lipschitz continuous.We then apply the abstract result to establish the existence of martingale solutions of the fractional stochastic reaction-diffusion equation with polynomial drift driven by a superlinear noise.The pseudo-monotonicity techniques and the Skorokhod-Jakubowski representation theorem in a topological space are used to pass to the limit of a sequence of approximate solutions defined by the Galerkin method.展开更多
This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–M...This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.展开更多
In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat eq...In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat equation defined on[0,T]×[0,1]driven by double-parameter fractional noise.展开更多
In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x...In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x),(t,x)∈[0,T]×R,where D_(δ)^(α)is a nonlocal fractional differential operator and W is the Gaussian noise which is white in time and behaves as a fractional Brownian motion with Hurst index H satisfying 3-α/4<H<1/2,in the space variable.The weak convergence approach plays an important role.展开更多
The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger e...The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger equation(SSE)has been applied to describe the evolution of heavy quarks,where an external field with random phases is used to simulate the thermal medium.In this work,we study the connection between the SSE and the Boltzmann transport equation(BE)approach in the Keldysh Green’s function formalism.By comparing the Green’s function of the heavy quark from the SSE and the Keldysh Green’s functions leading to the Boltzmann equation,we demonstrate that the SSE is consistent with the Boltzmann equation in the weak coupling limit.We subsequently confirm their consistency through numerical calculations.展开更多
In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both...In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both stochastically C-stable and stochastically B-consistent,is convergent has been proved in a previous paper.In order to analyze the convergence of the split-step theta method(θ∈[1/2,1]),the stochastic C-stability and stochastic B-consistency under the condition of global monotonicity have been researched,and the rate of convergence 1/2 has been explored in this paper.It can be seen that the convergence does not require the drift function should satisfy the linear growth condition whenθ=1/2 Furthermore,the rate of the convergence of the split-step scheme for stochastic differential equations with additive noise has been researched and found to be 1.Finally,an example is given to illustrate the convergence with the theoretical results.展开更多
This paper is concerned with the reflected stochastic Burgers equation driven both by the Brownian motion and by the Poisson random measure.The existence and uniqueness of solutions are established.The penalization me...This paper is concerned with the reflected stochastic Burgers equation driven both by the Brownian motion and by the Poisson random measure.The existence and uniqueness of solutions are established.The penalization method plays an important role.展开更多
In this paper, we consider the existence of pullback random exponential attractor for non-autonomous random reaction-diffusion equation driven by nonlinear colored noise defined onR^(N) . The key steps of the proof ar...In this paper, we consider the existence of pullback random exponential attractor for non-autonomous random reaction-diffusion equation driven by nonlinear colored noise defined onR^(N) . The key steps of the proof are the tails estimate and to demonstrate the Lipschitz continuity and random squeezing property of the solution for the equation defined on R^(N) .展开更多
In this work, we first derive the one-point large deviations principle (LDP) for both the stochastic Cahn–Hilliard equation with small noise and its spatial finite difference method (FDM). Then, we focus on giving th...In this work, we first derive the one-point large deviations principle (LDP) for both the stochastic Cahn–Hilliard equation with small noise and its spatial finite difference method (FDM). Then, we focus on giving the convergence of the one-point large deviations rate function (LDRF) of the spatial FDM, which is about the asymptotical limit of a parametric variational problem. The main idea for proving the convergence of the LDRF of the spatial FDM is via the Γ-convergence of objective functions. This relies on the qualitative analysis of skeleton equations of the original equation and the numerical method. In order to overcome the difficulty that the drift coefficient is not one-sided Lipschitz continuous, we derive the equivalent characterization of the skeleton equation of the spatial FDM and the discrete interpolation inequality to obtain the uniform boundedness of the solution to the underlying skeleton equation. These play important roles in deriving the T-convergence of objective functions.展开更多
This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schröodinger equation with additive noise on a 1D bounded domain.The noise is white in time and smooth in space.We c...This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schröodinger equation with additive noise on a 1D bounded domain.The noise is white in time and smooth in space.We consider both focusing and defocusing nonlinearities,with exponents of the nonlinearityσ∈[0,2)andσ∈[0,∞),and prove the polynomial mixing which implies the uniqueness of the invariant measure by using a coupling method.In the focusing case,our result generalizes the earlier results in[12],whereσ=1.展开更多
Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultip...Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultiple geographic regions in China.Methods:The well-posed theorems were employed to conduct a thorough analysis of the model’s feasible features,including positivity,boundedness equilibria,reproduction number,and parameter sensitivity.Stochastic Euler,Runge Kutta,and EulerMaruyama are some of the numerical techniques used to replicate the behavior of the streptococcus suis infection in the pig population.However,the dynamic qualities of the suggested model cannot be restored using these techniques.Results:For the stochastic delay differential equations of the model,the non-standard finite difference approach in the sense of stochasticity is developed to avoid several problems such as negativity,unboundedness,inconsistency,and instability of the findings.Results from traditional stochastic methods either converge conditionally or diverge over time.The stochastic non-negative step size convergence nonstandard finite difference(NSFD)method unconditionally converges to the model’s true states.Conclusions:This study improves our understanding of the dynamics of streptococcus suis infection using versions of stochastic with delay approaches and opens up new avenues for the study of cognitive processes and neuronal analysis.Theplotted interaction behaviour and new solution comparison profiles.展开更多
For stochastic reaction-diffusion equations with Levy noises and non-Lipschitz reaction terms,we prove that W\H transportation cost inequalities hold for their invariant probability measures and for their process-leve...For stochastic reaction-diffusion equations with Levy noises and non-Lipschitz reaction terms,we prove that W\H transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the path space with respect to the L1-metrie.The proofs are based on the Galerkin approximations.展开更多
Singular limit is investigated for reaction-diffusion equations with an additive noise in a bounded domain of R^2. The solution converges to one of the two stable phases {+1, -1} determined from the reaction term; acc...Singular limit is investigated for reaction-diffusion equations with an additive noise in a bounded domain of R^2. The solution converges to one of the two stable phases {+1, -1} determined from the reaction term; accordingly a phase separation curve is generated in the limit. We shall derive a randomly perturbed motion by curvature for the dynamics of the phase separation curve.展开更多
In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the g...In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the generalized polynomial chaos approach has been employed.Besides,the high order implicit-explicit scheme under the micro-macro decomposition framework and the discontinuous Galerkin method have been employed.We provide several numerical experiments to validate the accuracy and the stochastic asymptotic-preserving property.展开更多
We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution co...We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.展开更多
In this paper,we mainly consider the long-time behavior of stochastic non-autonomous suspension bridge equation by linear multiplicative white noise with small coefficient.First step,the well-posedness for the cocycle...In this paper,we mainly consider the long-time behavior of stochastic non-autonomous suspension bridge equation by linear multiplicative white noise with small coefficient.First step,the well-posedness for the cocycle associated with the considered system is established.Second step,the existence of random attractor for the system is investigated.Third step,the upper semicontinuity of random attractor is also provided when the coefficient of random term approaches zero.Fourth step,we prove the regularity of random attractor in a higher regular space by the“iteration”method.Finally,we give the existence of a random exponential attractor for the considered system,which implies the finiteness of fractal dimension of random attractor.展开更多
Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take ...Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.展开更多
Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers e...Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers equation with variable coefficients by white noise W（t）=Bt, where Bt is a Brown motion. The auto-Baecklund transformation and stochastic soliton solutions of the Wick-type stochastic Burgers equation are shown by the homogeneous balance and Hermite transform. The generalization of the Wick-type stochastic Burgers equation is also studied.展开更多
The nonlinear mixed-effects model with stochastic differential equations （SDEs） is used to model the population pharmacokinetic （PPK） data that are extended from ordinary differential equations （ODEs） by adding ...The nonlinear mixed-effects model with stochastic differential equations （SDEs） is used to model the population pharmacokinetic （PPK） data that are extended from ordinary differential equations （ODEs） by adding a stochastic term to the state equation. Compared with the ODEs, the SDEs can model correlated residuals which are ubiquitous in actual pharmacokinetic problems. The Bayesian estimation is provided for nonlinear mixed-effects models based on stochastic differential equations. Combining the Gibbs and the Metropolis-Hastings algorithms, the population and individual parameter values are given through the parameter posterior predictive distributions. The analysis and simulation results show that the performance of the Bayesian estimation for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for population pharmacokinetic data.展开更多
文摘In this paper, we prove the existence of random attractors for a stochastic reaction-diffusion equation with distribution derivatives on unbounded domains. The nonlinearity is dissipative for large values of the state and the stochastic nature of the equation appears spatially distributed temporal white noise. The stochastic reaction-diffusion equation is recast as a continuous random dynamical system and asymptotic compactness for this demonstrated by using uniform estimates far-field values of solutions. The results are new and appear to be optimal.
文摘In this paper,we prove the existence of martingale solutions of a class of stochastic equations with a monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth.Both the nonlinear drift and diffusion terms are not required to be locally Lipschitz continuous.We then apply the abstract result to establish the existence of martingale solutions of the fractional stochastic reaction-diffusion equation with polynomial drift driven by a superlinear noise.The pseudo-monotonicity techniques and the Skorokhod-Jakubowski representation theorem in a topological space are used to pass to the limit of a sequence of approximate solutions defined by the Galerkin method.
基金supported by the PhD Research Startup Foundation of Hubei University of Economics(Grand No.XJ23BS42).
文摘This paper studies the Smoluchowski–Kramers approximation for a discrete-time dynamical system modeled as the motion of a particle in a force field.We show that the approximation holds for the drift-implicit Euler–Maruyama discretization and derive its convergence rate.In particular,the solution of the discretized system converges to the solution of the first-order limit equation in the mean-square sense,and this convergence is independent of the order in which the mass parameterμand the step size h tend to zero.
基金Partially supported by Postgraduate Research and Practice Innovation Program of Jiangsu Province(Nos.KYCX22-2211,KYCX22-2205)。
文摘In this paper,we prove the transportation cost-information inequalities on the space of continuous paths with respect to the L~2-metric and the uniform metric for the law of the mild solution to the stochastic heat equation defined on[0,T]×[0,1]driven by double-parameter fractional noise.
基金Partially supported by NSFC(No.11701304)the K.C.Wong Education Foundation。
文摘In this paper we study the Freidlin-Wentzell's large deviation principle for the following nonlinear fractional stochastic heat equation driven by Gaussian noise∂/∂tu^(ε)=D_(δ)^(α)(t,x)+√εσ(u^(ε)(t,x))W(t,x),(t,x)∈[0,T]×R,where D_(δ)^(α)is a nonlocal fractional differential operator and W is the Gaussian noise which is white in time and behaves as a fractional Brownian motion with Hurst index H satisfying 3-α/4<H<1/2,in the space variable.The weak convergence approach plays an important role.
文摘The heavy quarks present in the quark-gluon plasma(QGP)can act as a probe of relativistic heavy ion collisions as they retain the memory of their interaction history.In a previous study,a stochastic Schrödinger equation(SSE)has been applied to describe the evolution of heavy quarks,where an external field with random phases is used to simulate the thermal medium.In this work,we study the connection between the SSE and the Boltzmann transport equation(BE)approach in the Keldysh Green’s function formalism.By comparing the Green’s function of the heavy quark from the SSE and the Keldysh Green’s functions leading to the Boltzmann equation,we demonstrate that the SSE is consistent with the Boltzmann equation in the weak coupling limit.We subsequently confirm their consistency through numerical calculations.
基金Supported by the National Natural Science Foundation of China (Grant No. 12301521)the Natural Science Foundation of Shanxi Province (Grant No. 20210302124081)。
文摘In this paper,the convergence of the split-step theta method for stochastic differential equations is analyzed using stochastic C-stability and stochastic B-consistency.The fact that the numerical scheme,which is both stochastically C-stable and stochastically B-consistent,is convergent has been proved in a previous paper.In order to analyze the convergence of the split-step theta method(θ∈[1/2,1]),the stochastic C-stability and stochastic B-consistency under the condition of global monotonicity have been researched,and the rate of convergence 1/2 has been explored in this paper.It can be seen that the convergence does not require the drift function should satisfy the linear growth condition whenθ=1/2 Furthermore,the rate of the convergence of the split-step scheme for stochastic differential equations with additive noise has been researched and found to be 1.Finally,an example is given to illustrate the convergence with the theoretical results.
文摘This paper is concerned with the reflected stochastic Burgers equation driven both by the Brownian motion and by the Poisson random measure.The existence and uniqueness of solutions are established.The penalization method plays an important role.
基金supported by the NSFC(12271141)supported by the Fundamental Research Funds for the Central Universities(B240205026)the Postgraduate Research and Practice Innovation Program of Jiangsu Province(KYCX24_0821).
文摘In this paper, we consider the existence of pullback random exponential attractor for non-autonomous random reaction-diffusion equation driven by nonlinear colored noise defined onR^(N) . The key steps of the proof are the tails estimate and to demonstrate the Lipschitz continuity and random squeezing property of the solution for the equation defined on R^(N) .
基金supported by the National Natural Science Foundation of China(12201228,12171047)the Fundamental Research Funds for the Central Universities(3034011102)supported by National Key R&D Program of China(2020YFA0713701).
文摘In this work, we first derive the one-point large deviations principle (LDP) for both the stochastic Cahn–Hilliard equation with small noise and its spatial finite difference method (FDM). Then, we focus on giving the convergence of the one-point large deviations rate function (LDRF) of the spatial FDM, which is about the asymptotical limit of a parametric variational problem. The main idea for proving the convergence of the LDRF of the spatial FDM is via the Γ-convergence of objective functions. This relies on the qualitative analysis of skeleton equations of the original equation and the numerical method. In order to overcome the difficulty that the drift coefficient is not one-sided Lipschitz continuous, we derive the equivalent characterization of the skeleton equation of the spatial FDM and the discrete interpolation inequality to obtain the uniform boundedness of the solution to the underlying skeleton equation. These play important roles in deriving the T-convergence of objective functions.
基金supported by the National Key R&D Program of China(2023YFA1009200)the NSFC(11925102)the Liaoning Revitalization Talents Program(XLYC2202042)。
文摘This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schröodinger equation with additive noise on a 1D bounded domain.The noise is white in time and smooth in space.We consider both focusing and defocusing nonlinearities,with exponents of the nonlinearityσ∈[0,2)andσ∈[0,∞),and prove the polynomial mixing which implies the uniqueness of the invariant measure by using a coupling method.In the focusing case,our result generalizes the earlier results in[12],whereσ=1.
基金supported by the Deanship of Scientific Research,Vice Presidency for Graduate Studies and Scientific Research,King Faisal University,Saudi Arabia[KFU250259].
文摘Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultiple geographic regions in China.Methods:The well-posed theorems were employed to conduct a thorough analysis of the model’s feasible features,including positivity,boundedness equilibria,reproduction number,and parameter sensitivity.Stochastic Euler,Runge Kutta,and EulerMaruyama are some of the numerical techniques used to replicate the behavior of the streptococcus suis infection in the pig population.However,the dynamic qualities of the suggested model cannot be restored using these techniques.Results:For the stochastic delay differential equations of the model,the non-standard finite difference approach in the sense of stochasticity is developed to avoid several problems such as negativity,unboundedness,inconsistency,and instability of the findings.Results from traditional stochastic methods either converge conditionally or diverge over time.The stochastic non-negative step size convergence nonstandard finite difference(NSFD)method unconditionally converges to the model’s true states.Conclusions:This study improves our understanding of the dynamics of streptococcus suis infection using versions of stochastic with delay approaches and opens up new avenues for the study of cognitive processes and neuronal analysis.Theplotted interaction behaviour and new solution comparison profiles.
基金supported by National Natural Science Foundation of China(Grant Nos.11571043,11431014 and 11871008)supported by National Natural Science Foundation of China(Grant Nos.11871382 and 11671076)
文摘For stochastic reaction-diffusion equations with Levy noises and non-Lipschitz reaction terms,we prove that W\H transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the path space with respect to the L1-metrie.The proofs are based on the Galerkin approximations.
文摘Singular limit is investigated for reaction-diffusion equations with an additive noise in a bounded domain of R^2. The solution converges to one of the two stable phases {+1, -1} determined from the reaction term; accordingly a phase separation curve is generated in the limit. We shall derive a randomly perturbed motion by curvature for the dynamics of the phase separation curve.
基金supported by the Simons Foundation:Collaboration Grantssupported by the AFOSR grant FA9550-18-1-0383.
文摘In this paper,we consider the high order method for solving the linear transport equations under diffusive scaling and with random inputs.To tackle the randomness in the problem,the stochastic Galerkin method of the generalized polynomial chaos approach has been employed.Besides,the high order implicit-explicit scheme under the micro-macro decomposition framework and the discontinuous Galerkin method have been employed.We provide several numerical experiments to validate the accuracy and the stochastic asymptotic-preserving property.
基金Supported by the Science and Technology Research Projects of Hubei Provincial Department of Education(B2022077)。
文摘We study the distribution limit of a class of stochastic evolution equation driven by an additive-stable Non-Gaussian process in the case of α∈(1,2).We prove that,under suitable conditions,the law of the solution converges weakly to the law of a stochastic evolution equation with an additive Gaussian process.
基金Supported by the National Natural Science Foundation of China(Grant Nos.1196105912101502)the University Innovation Project of Gansu Province(Grant No.2023B-062)。
文摘In this paper,we mainly consider the long-time behavior of stochastic non-autonomous suspension bridge equation by linear multiplicative white noise with small coefficient.First step,the well-posedness for the cocycle associated with the considered system is established.Second step,the existence of random attractor for the system is investigated.Third step,the upper semicontinuity of random attractor is also provided when the coefficient of random term approaches zero.Fourth step,we prove the regularity of random attractor in a higher regular space by the“iteration”method.Finally,we give the existence of a random exponential attractor for the considered system,which implies the finiteness of fractal dimension of random attractor.
基金supported by Basic Science Research Program through the National Natural Science Foundation of China(Grant No.61867003)Key Project of Science and Technology Research and Development Plan of China Railway Co.,Ltd.(N2022X009).
文摘Time based maintenance(TBM)and condition based maintenance(CBM)are widely applied in many large wind farms to optimize the maintenance issues of wind turbine gearboxes,however,these maintenance strategies do not take into account environmental benefits during full life cycle such as carbon emissions issues.Hence,this article proposes a carbon emissions computing model for preventive maintenance activities of wind turbine gearboxes to solve the issue.Based on the change of the gearbox state during operation and the influence of external random factors on the gearbox state,a stochastic differential equation model(SDE)and corresponding carbon emission model are established,wherein SDE is applied to model the evolution of the device state,whereas carbon emission is used to implement carbon emissions computing.The simulation results indicate that the proposed preventive maintenance cannot ensure reliable operation of wind turbine gearboxes but reduce carbon emissions during their lifespan.Compared with TBM,CBM minimizes unit carbon emissions without influencing reliable operation,making it an effective maintenance method.
文摘Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers equation with variable coefficients by white noise W（t）=Bt, where Bt is a Brown motion. The auto-Baecklund transformation and stochastic soliton solutions of the Wick-type stochastic Burgers equation are shown by the homogeneous balance and Hermite transform. The generalization of the Wick-type stochastic Burgers equation is also studied.
基金The National Natural Science Foundation of China(No.11171065,81130068)the Natural Science Foundation of Jiangsu Province(No.BK2011058)the Fundamental Research Funds for the Central Universities(No.JKPZ2013015)
文摘The nonlinear mixed-effects model with stochastic differential equations （SDEs） is used to model the population pharmacokinetic （PPK） data that are extended from ordinary differential equations （ODEs） by adding a stochastic term to the state equation. Compared with the ODEs, the SDEs can model correlated residuals which are ubiquitous in actual pharmacokinetic problems. The Bayesian estimation is provided for nonlinear mixed-effects models based on stochastic differential equations. Combining the Gibbs and the Metropolis-Hastings algorithms, the population and individual parameter values are given through the parameter posterior predictive distributions. The analysis and simulation results show that the performance of the Bayesian estimation for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for population pharmacokinetic data.
