首次给出求解确定性与随机常系数差分方程及确定性与随机时变系数差分方程的统一方法;
The unified method of solving LDS(linear discrete system) difference equations of determinate and time varying coefficients as well as stochastic and stochastic time varying coefficients is proposed.
将随机输入和观测噪声等维化处理后,建立了结构振动及其控制系统差分方程的统一模式。
The unified differential equation is developed after making the stochastic excitation and observation noise be of equal dimensions.
随机延迟微分方程数值方法中欧拉方法是唯一较为成熟、有效的方法,但欧拉方法的收敛性差,其收敛阶仅为二分之一。
Only the Euler method is popular and efficient among the numerical methods for the stochastic delay differential equations, but its order of convergence is only 1/2.
随机延迟微分方程数值方法中欧拉方法是唯一较为成熟、有效的方法,但欧拉方法的收敛性差,其收敛阶仅为二分之一。
Only the Euler method is popular and efficient among the numerical methods for the stochastic delay differential equations, but its order of convergence is only 1/2.
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