In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria...In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.展开更多
This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations in...This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations into a system of algebraic equations.Meanwhile,the error analysis is proven.Finally,the effectiveness of the approach is verified by two numerical examples.展开更多
This study is concerned with the problem to solve the continuous coupled Riccati matrix equations in It?Markov jump systems.A new iterative algorithm is developed by using the latest estimation information and introdu...This study is concerned with the problem to solve the continuous coupled Riccati matrix equations in It?Markov jump systems.A new iterative algorithm is developed by using the latest estimation information and introducing a tuning parameter.The iterative solution obtained by the proposed algorithm with zero initial conditions converges to the unique positive definite solution of the considered equations.The convergence rate of the algorithm is dependent on the adjustable parameter.Furthermore,a numerical example is provided to show the effectiveness of the presented algorithms.展开更多
Fractional stochastic kinetics equations have proven to be valuable tools for the point reactor kinetics model, where the nuclear reactions are not fully described by deterministic relations. A fractional stochastic m...Fractional stochastic kinetics equations have proven to be valuable tools for the point reactor kinetics model, where the nuclear reactions are not fully described by deterministic relations. A fractional stochastic model for the point kinetics system with multi-group of precursors,including the effect of temperature feedback, has been developed and analyzed. A major mathematical and inflexible scheme to the point kinetics model is obtained by merging the fractional and stochastic technique. A novel split-step method including mathematical tools of the Laplace transforms, Mittage–Leffler function, eigenvalues of the coefficient matrix, and its corresponding eigenvectors have been used for the fractional stochastic matrix differential equation. The validity of the proposed technique has been demonstrated via calculations of the mean and standard deviation of neutrons and precursor populations for various reactivities: step, ramp, sinusoidal, and temperature reactivity feedback. The results of the proposed method agree well with the conventional one of the deterministic point kinetics equations.展开更多
In this paper, we apply Littlewood-Paley theory and Ito integral to get the global existence of stochastic Navier-Stokes equations with Coriolis force in Fourier-Besov spaces. As a comparison, we also give correspondi...In this paper, we apply Littlewood-Paley theory and Ito integral to get the global existence of stochastic Navier-Stokes equations with Coriolis force in Fourier-Besov spaces. As a comparison, we also give corresponding results of the deterministic Navier-Stokes equations with Coriolis force.展开更多
基金This work was supported by the National Natural Science Foundation of China (Grant No. 10171009) Tianyuan Young Fund of China (Grant No. 10226009).
文摘In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.
基金Supported by the NSF of Hubei Province(2022CFD042)。
文摘This paper proposes a method combining blue the Haar wavelet and the least square to solve the multi-dimensional stochastic Ito-Volterra integral equation.This approach is to transform stochastic integral equations into a system of algebraic equations.Meanwhile,the error analysis is proven.Finally,the effectiveness of the approach is verified by two numerical examples.
基金supported by the Shenzhen Municipal Basic Research Project for Discipline Layout(Grant No.JCYJ20170811160715620)the National Natural Science Foundation of China for Excellent Young Scholars(Grant No.61822305)+1 种基金the Shenzhen Municipal Project for International Cooperation(Grant No.GJHZ20180420180849805)the Guangdong Natural Science Foundation(Grant No.2017A030313340)。
文摘This study is concerned with the problem to solve the continuous coupled Riccati matrix equations in It?Markov jump systems.A new iterative algorithm is developed by using the latest estimation information and introducing a tuning parameter.The iterative solution obtained by the proposed algorithm with zero initial conditions converges to the unique positive definite solution of the considered equations.The convergence rate of the algorithm is dependent on the adjustable parameter.Furthermore,a numerical example is provided to show the effectiveness of the presented algorithms.
文摘Fractional stochastic kinetics equations have proven to be valuable tools for the point reactor kinetics model, where the nuclear reactions are not fully described by deterministic relations. A fractional stochastic model for the point kinetics system with multi-group of precursors,including the effect of temperature feedback, has been developed and analyzed. A major mathematical and inflexible scheme to the point kinetics model is obtained by merging the fractional and stochastic technique. A novel split-step method including mathematical tools of the Laplace transforms, Mittage–Leffler function, eigenvalues of the coefficient matrix, and its corresponding eigenvectors have been used for the fractional stochastic matrix differential equation. The validity of the proposed technique has been demonstrated via calculations of the mean and standard deviation of neutrons and precursor populations for various reactivities: step, ramp, sinusoidal, and temperature reactivity feedback. The results of the proposed method agree well with the conventional one of the deterministic point kinetics equations.
基金supported by NSFC(Grant Nos.11471309 and 11771423)NSFC of Fujian(Grant No.2017J01564)+1 种基金Teaching Reform Project in Putian University(Grant No.JG201524)supported partly by NSFC(Grant No.11771423)
文摘In this paper, we apply Littlewood-Paley theory and Ito integral to get the global existence of stochastic Navier-Stokes equations with Coriolis force in Fourier-Besov spaces. As a comparison, we also give corresponding results of the deterministic Navier-Stokes equations with Coriolis force.
