A RANDOM TRANSPORT-DIFFUSION EQUATION

In this paper we study the integral curve in a random vector field perturbed by white noise. It is related to a stochastic transport-diffusion equation. Under some conditions on the covariance function of the vector field, the solution of this stochastic partial differential equation is proved to have moments. The exact p-th moment is represented through integrals with respect to Brownian motions. The basic tool is Girsanov formula.

p元m序列与其采样序列的互相关性

设p是奇素数,e为奇数,n=2e,且d=(pe+1)2/2(pk+1),其中k|e.研究周期为pn-1的p元m序列{st}与其采样序列{sdt+l}(0≤l≤gcd(d,pn-1)-1)之间的相关性,确定了相关函数Cd(τ)的所有可能取值.

大跨屋盖结构非高斯风场的快速模拟算法研究

针对屋盖结构风压场的非高斯特性,本文提出一种多变量平稳非高斯风压场模拟的新方法。文中首次采用四参数指数函数表达风压过程和高斯过程之间的转换关系,推导出关于指数函数所含参数的非线性方程组,利用双变量联合高斯分布的特性获得相关函数的转换关系。通过上述方法,将非高斯风压场表达为虚拟高斯过程的函数,从而采用谐波合成法生成风压时间序列。工程实例表明,本文算法计算效率和模拟精度高,适合实际工程应用。