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随机微分方程的动力学与由彩色噪声驱动的记忆
1School of Mathematics and Statistics, Xuzhou University of Technology, Jiangsu 221008, People's Republic of China.
Chaos (Woodbury, N.Y.)
|October 3, 2024
概括
这项研究分析了具有长记忆力的随机局部微分方程. 我们介绍了两种方法来研究它们的动态,克服现有的随机吸引力理论的局限性.
科学领域:
- 随机分析分析 随机分析
- 部分微分方程部分微分方程.
- 动态系统理论 动态系统理论
背景情况:
- 具有长时间记忆的随机局部微分方程 (SPDEs) 对标准随机动态系统理论提出了挑战.
- 一般随机吸引子理论的不适用性需要新的分析方法.
研究的目的:
- 开发和介绍两种不同的方法来分析具有长时间记忆的SPDEs的动态.
- 解决这些特定的SPDEs中不生成随机动态系统所带来的局限性.
主要方法:
- 通过使用彩色噪声替换的随机方程对原始SPDE进行近似.
- 使用解决方案运算符的平均随机动态系统的定义.
主要成果:
- 大致的随机方程生成了一个随机动态系统,随机吸引因子取决于噪声共变量.
- 存在和独特的弱回撤意味着随机吸引器被证明是一个更一般的白噪声驱动的案例.
结论:
- 拟议的近似方法为研究标准理论失败的SPDEs提供了一条可行的途径.
- 开发的平均随机动态系统框架为分析具有长内存的复杂随机系统提供了强大的工具.
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