The probabilistic life prediction of high temperature components was studied by using the stochastic equation of creep damage and simple second-order theory and method of high temperature components.
通过应用高温构件蠕变损伤的随机方程及一次二阶矩理论和方法，对高温构件的概率寿命预测进行了研究。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此，研究倒向随机微分方程具有重要的理论意义和应用价值。
By using the stochastic dynamical programming principle the dynamical programming equation for minimizing the response of the system is formulated.
利用随机动态规划原理可以为系统响应最小化问题建立动态规划方程。
This paper introduces the problems of some identical equation solved by the numerical characters of the classic probability and stochastic variable.
介绍了用古典概率和随机变量的数字特征来解决数学分析中的一些恒等式问题。
Stochastic sand trajectories in wind-blown sand were obtained by solving the differential equation which describes the vertical fluctuating velocity of sand grains.
通过对描述沙粒垂向运动速度脉动分量的随机微分方程的直接求解，获得了风沙流中沙粒运动的随机轨迹。
First, we get the small noise asymptotic results for stochastic differential equation with jumps.
首先，我们得到了带跳的随机微分方程的小噪音渐近结果。
For the ergodic control problem, a dynamical programming equation is established based on the stochastic dynamical programming principle and solved to yield the optimal control law.
然后基于动态规划原理建立系统的动态规划方程，求解动态规划方程得到系统的最优控制策略。
Based on a theorem due to Hasminskii, a stochastic averaging equation is derived for a general system with one degree of freedom subject to physical white noise excitations.
本文根据的一个数学定理，对受多个物理白噪声激励的极一般的一个自由度系统导出了随机平均方程。
This paper has worked out the vibration equation of cable truss by treating it as a discrete system and solved the vibration frequency and the displacement responses under stochastic wind loading.
本文采用离散理论求得索桁架的振动方程，进一步可求得在随机风荷载作用下索桁架结构的振动频率及其位移响应。
In this paper, the existence and uniqueness theorems of solution of a class Non-monotonic parametric stochastic operator equation with piecewise contraction property is discussed.
本文讨论了一类非单调的具有分段压缩性质的含参数随机算子方程组的解的存在性和唯一性。
Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.
建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
By solving recurrence equation of stochastic finite element, the duration curve of mean value and standard deviation of seismic response can be obtained for every floor of frame shear structure.
通过求解随机有限元的递推方程，得到框剪结构各层的地震动力响应均值和标准差历时曲线。
A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.
对其进行随机化处理，得到控制强度退化过程的随机微分方程。
This paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.
该文探讨和介绍了地下水运动中几类常用的随机微分方程模型与求解方法。
The effects of WOB fluctuation of drill string on the wellbore trajectory are analyzed by using stochastic finite element method and perturbation equation.
借助随机有限元方法和摄动方程初步分析了钻压波动对井眼轨迹的影响。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
Some key concepts in degradated failure of materials is discussed. The stochastic evolution equation of defect clusters is given and the failure probability reliability and failure rate are derived.
本文讨论了材料退化失效的基本概念，给出了微观结构随机演化的动力学方程，统一导出了失效几率，可靠性、失效几率密度、失效率和平均寿命。
In this paper, moment method is used to deal with the first boundary value problem of one dimensional wave equation with stochastic initial and boundary conditions.
本文使用矩方法处理了具有随机初始条件的一维波动方程的第一边值问题。
A method to treat stochastic dynamic equation of complicated structure by means of modal truncation method and to compute response statistics of dynamic system in the time domain is presented.
本文提出了用模态截断法处理复杂结构的随机振动方程、及时域上计算系统随机响应的方法。
The dissertation also presents the ways of estimation and test of co-persistence relationship and compares two type of models by using the ways of stochastic differential equation.
论文还从随机微分方程的角度比较和分析了两类波动模型之间存在的相互关系。
Based on the principle of Brownian motion, the ore drawn stochastic processes are analyzed and the probability density equation of loose bodies is thoroughly discussed and given in this paper.
通过对放矿随机过程的分析，提出了以布朗运动为理论基础的放矿过程散体颗粒移动的概率密度方程。
The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
为了更合理的描述汇流过程，建模时应用随机微分方程替代确定性常微分方程。
In this paper a linear estimation problem for a stochastic process which is viewed as the output signal of a linear second-order vector difference equation driven by a white-noise input is considered.
本文考虑在白噪声输入情况下，二阶向量差分方程随机输出信号的滤波估计问题。
For the stochastic system of the dynamic equation and the kinematic constraint, the upper and lower bounds on its information matrix are given, via eigenvalue analysis.
针对运动约束与运动方程构成的系统，利用特征值分析方法给出了其信息矩阵的上下界限。
To the best of my knowledge, it seems that it is the first time to apply the local discontinuous Galerkin method to the stochastic elliptic equation.
这类不连续数值方案被应用到随机椭圆方程中好像还是第一次。
The boundary condition at bed surface of diffusion equation of nonuniform sediment is derived based on the concept of exchange intensity of stochastic theory by the author.
文中首先给出了由我们建立的床面泥沙交换理论导出的非均匀沙扩散方程的边界条件。
In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.
本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性，并给出其在金融市场中的解释。
Dynamical linear model includes state space model and system equation on the basis of stochastic chain ladder.
动态线性模型在随机链梯法的基础上构建了状态方程和测量方程。
We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.
本文给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。
应用推荐