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Lyapunov function as potential function: A dynamical equivalence
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作者 袁若石 马易安 +1 位作者 苑波 敖平 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第1期136-141,共6页
For a physical system, regardless of time reversal symmetry, a potential function serves also as a Lyapunov function, providing convergence and stability information. In this paper, the converse is constructively prov... For a physical system, regardless of time reversal symmetry, a potential function serves also as a Lyapunov function, providing convergence and stability information. In this paper, the converse is constructively proved that any dynamics with a Lyapunov function has a corresponding physical realization: a friction force, a Lorentz force, and a potential function. Such construction establishes a set of equations with physical meaning for Lyapunov function and suggests new approaches on the significant unsolved problem namely to construct Lyapunov functions for general nonlinear systems. In addition, a connection is found that the Lyapunov equation is a reduced form of a generalized Einstein relation for linear systems, revealing further insights of the construction. 展开更多
关键词 Lyapunov function potential function stochastic process generalized Einstein relation
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随机动力学:内源与外源噪声的数学模型及其应用
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作者 马易安 钱紘 叶晓峰 《中国科学:数学》 CSCD 北大核心 2017年第12期1693-1702,共10页
复杂系统与过程的数学建模需要用随机动力学(stochastic dynamics)的思想和方法.随机动力学的理论有着两种不同的数学表述:随机过程(stochastic processes)和随机动力系统(random dynamical systems).后者是比前者更为精细的数学模型,... 复杂系统与过程的数学建模需要用随机动力学(stochastic dynamics)的思想和方法.随机动力学的理论有着两种不同的数学表述:随机过程(stochastic processes)和随机动力系统(random dynamical systems).后者是比前者更为精细的数学模型,它不但给出对应于每一个初值的随机过程,还全面地描述不同初值的多条随机轨道如何同时随时间变化.前者恰恰表述了有内在随机性的个体的运动,而后者则反映了多个相同的确定性个体同时经历同一个随机环境.本文称这两种情形为内源噪声和外源噪声.两者都在化学和生物学中有广泛的应用.近年来兴起的以图G(V,E)为基础的概率布尔网络正是一类以{0,1}~V为状态空间的随机动力系统(RDS).本文介绍有关离散时间离散空间的RDS,同时也给出一个它在统计推断隐Markov模型的收敛速率估算中的应用. 展开更多
关键词 MARKOV链 随机映射 随机矩阵 概率布尔网络 随机梯度下降法 数学生物学
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