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探索非线性混乱系统的应用在随机过程中.
H G Abdelwahed1,2, Islam M Elbaz3,4, M A Sohaly5
1Department of Physics, College of Science and Humanities, Prince Sattam bin Abdulaziz University, Al-Kharj, 11942, Saudi Arabia.
这项研究使用利亚普诺夫函数分析了随机系统的稳定性. 它建立了各种稳定性类型的标准,并将其应用于艾滋病毒/艾滋病的动态和财务模型.
科学领域:
- 随机分析 随机分析
- 动态系统理论 动态系统理论
- 数学生物学 数学生物学
- 金融数学 金融数学
背景情况:
- 随机微分方程 (SDEs) 对于模拟具有固有的随机性系统至关重要.
- 了解这些系统中平衡点的稳定性对于预测长期行为至关重要.
- 现有的方法经常与表现出随机系数和外部噪声 (如布朗运动) 的系统相斗争.
研究的目的:
- 为具有随机变量系数的随机模型开发一个全面的稳定性理论.
- 建立对非对称平均平方稳定性,概率稳定性和随机全球指数稳定性的标准.
- 将这些稳定性概念应用于流行病学和金融领域的现实问题.
主要方法:
- 针对随机系统量身定制的一般化Lyapunov函数的构造.
- 为不同类型的稳定性推导必要条件和充分条件.
- 分析特定模型,包括艾滋病毒/艾滋病的持续性和金融市场动态.
- 数字模拟和稳定区域分析以验证理论结果.
主要成果:
- 根据利亚普诺夫函数的特性确定了不同的稳定性条件.
- 建立了对非对称平均平方稳定性,概率稳定性和随机全球指数稳定性的标准.
- 证明了对艾滋病毒/艾滋病模型的应用,证实了当基本生殖数超过1时,特有平衡的随机全球指数稳定性.
- 在随机市场和奥恩斯坦-乌伦贝克模型中推导出足够的稳定条件.
结论:
- 开发的稳定性理论为分析复杂的随机系统提供了一个强大的框架.
- 这些发现为疾病持续性动态和金融市场稳定提供了关键的见解.
- 数字示例和模拟验证了理论上的进步及其实际应用.
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