期刊文献+

带Poisson跳随机Navier-Stokes方程解的指数稳定性分析

An Analysis about the Exponential Stability of Solutions to the Stochastic Navier- Stokes Equations with Poisson Jump
下载PDF
导出
摘要 对随机Navier-Stokes方程的讨论,通常没有考虑Poisson跳对系统影响.在假设随机的外界环境对系统产生影响的条件下,给出了带Poisson跳的随机Navier-Stokes方程,利用连续鞅的性质,通过公式,Gronwall引理及广义的Gronwall扩展引理讨论了其解的指数稳定性,并给出了指数稳定性的充分条件。 The influence of the Poisson jumps upon the stochastic Navier - Stokes equations has never been consid ered. This paper discusses the Poisson jumps, on the condition tion of solution to the stochastic formula, GronwaU lished. This result exponential stability of solutions to the stochastic Navier - Stokes equations with that the system is perturbed by random external environment introducing the defini Navier Stokes equations and using continuous martingale property, By using ho^ lemma and extended Gronwall lemma, a sufficient condition of exponential stability is estab- is an improvement and extension of existing results.
作者 卢琴 张启敏
出处 《榆林学院学报》 2013年第6期43-49,共7页 Journal of Yulin University
基金 教育部重点基金资助(208160) 宁夏自然科学基金资助项目
关键词 POISSON跳 随机NAVIER-STOKES方程 公式 指数稳定性 Poisson jumps the stochastic Navier - Stokes equations Ito^ formula Exponential stability.
  • 相关文献

参考文献10

  • 1Zhang Qi - min, Liu Wen - an, Nie Zan - kan. Existence, uniqueness and exponential stability for stochastic age - dependent population[ J ]. Applied Mathmatics and Computation ,2004. 154 : 183 - 201.
  • 2D. J. Higham, P. E. Kloeden. Numerical Methods for Nonlinear Stochastic Differential Equations with Jumps [J]. Numerische Mathematic ,2005,101 ( 1 ) :101 - 109.
  • 3Nonlinear Analysis: Marek Capinski, Szymon Peszat. On the existence of solution to the stochastic Navior - Stokes equations[J]. 44(2001) ,141 - 177.
  • 4D. J. Higham, P. E. Kloeden. Convergence and stability of implicit methods for jump - diffusion systems[ J]. In- ternational Journal of Numerical Analysis and Modeling,2006,3 (2) : 125 - 140.
  • 5Nonlinear Analysis:Hannelore Lisei. Existence of optimal and - optimal controls for the stochastic Navior - Stokes equations [ J ]. 51 (2002) ,95 - 118.
  • 6J. Appl. Math. Stoch. Anal:H. Breckner( Lisei). Galerkin approximation and the strong solution of the stochastic Navior - Stokes equations [ J ]. 13 (2002) ,239 - 259.
  • 7Zhang Qi - min, Zhao Han- chong. Numerical analysis for srochastic age - dependent population equations [ J ]. Applied Mathmatics and Computation,2005,176 ; 210 - 223.
  • 8Wang Li - juan, He Pei - jie. Secong - order optimality conditions for optimal control problems governed by 3 - dimensional Navior - Stokes equations [ J ].. Acta Mathematica Scientia, 2006,26 (4) : 729 - 734.
  • 9王丽娟,何培杰.SECOND-ORDER OPTIMALITY CONDITIONS FOR OPTIMAL CONTROL PROBLEMS GOVERNED BY 3-DIMENSIONAL NEVIER-STOKES EQUATIONS[J].Acta Mathematica Scientia,2006,26(4):729-734. 被引量:5
  • 10陈建斌,王拉省.带Poisson跳随机微分方程解的存在与唯一性[J].渭南师范学院学报,2007,22(5):3-8. 被引量:2

二级参考文献8

  • 1Barbu V. Optimal control of Navier-Stokes equations with periodic inputs. Nonlinear Analysis, 1998, 31: 15-31
  • 2Casas E, Mateos M, Fernandez L. Second order optimality conditions for semilinear elliptic control problems with constraints on the gradient of the state. Control Cybernetics, 1999, 28:463-479
  • 3Casas E, Troltzsch F. Second-order necessary and sufficient conditions for optimization problems and applications to control theory. SIAM J Optim, 2002, 13:406-431
  • 4Casas E, Mateos M. Second-order optimality conditions for semilinear elliptic control problems with finitely many state constraints. SIAM J Control Optim, 2002, 40:1431-1454
  • 5Fursikov A V. Optimal control problems for Navier-Stokes system with distributed control function. In: Optimal Control of Viscous Flow Ⅵ. Philadelphia: SIAM, 1998:109-150
  • 6Wang G S. Optimal controls of 3-dimensional Navier-Stokes equations with state constraints. SIAM J Control Optim, 2002, 41:583-606
  • 7Wang G S, Wang L J. Maximum principle of state-constrained optimal control governed by fluid dynamic system. Nonlinear Analysis, 2003, 52:1911-1931
  • 8Desmond J. Higham,Peter.E. Kloeden. Numerical methods for nonlinear stochastic differential equations with jumps[J] 2005,Numerische Mathematik(1):101~119

共引文献5

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部