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Moment Equations of Linear It Stochastic Systems with Applications
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作者 Deng Feiqi Liu Hongwei Feng Zhaoshu & Liu Yongqing(Department of Automatic Control Engineering, South China University of Technology,Guangzhou 510641, P. R. China) 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1998年第2期1-7,共7页
In this paper, with the Kronecker's product and Kronecker's sum of matrices, the 2nd order moment equations of linear Ito stochastic systems are dervided. Based on the moment equations obtained, a necessary an... In this paper, with the Kronecker's product and Kronecker's sum of matrices, the 2nd order moment equations of linear Ito stochastic systems are dervided. Based on the moment equations obtained, a necessary and sufficient condition for the mean-square asymptotic stability of linear Ito stochastic systems is obtained.For the time-invariant stochastic systems,the necessary and sufficient condition is just the same as the Hurwitz property of certain matrices related to the coefficient matrices of the systems. An algorithm STILSS is given for testing the mean-square asymptotic stability of time-invariant linear Ito stochastic systems. 展开更多
关键词 moment equations Mean-square stability Necessary and sufficient condition ALGORITHM
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Stability of a delayed predator prey model in a random environment 被引量:1
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作者 靳艳飞 谢文贤 《Chinese Physics B》 SCIE EI CAS CSCD 2015年第11期140-145,共6页
The stability of the first-order and second-order solution moments for a Harrison-type predator-prey model with parametric Gaussian white noise is analyzed in this paper. The moment equations of the system solution ar... The stability of the first-order and second-order solution moments for a Harrison-type predator-prey model with parametric Gaussian white noise is analyzed in this paper. The moment equations of the system solution are obtained under Ito interpretations. The delay-independent stable condition of the first-order moment is identical to that of the deterministic delayed system, and the delay-independent stable condition of the second-order moment depends on the noise intensities. The corresponding critical time delays are determined once the stabilities of moments lose. Further, when the time delays are greater than the critical time delays, the system solution becomes unstable with the increase of noise intensities. Finally, some numerical simulations are given to verify the theoretical results. 展开更多
关键词 delay-independent stability predator-prey model moment equations environmental noise
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Laplace-Transform Finite Element Solution of Nonlocal and Localized Stochastic Moment Equations of Transport 被引量:1
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作者 Eric Morales-Casique Shlomo P.Neuman 《Communications in Computational Physics》 SCIE 2009年第6期131-161,共31页
Morales-Casique et al.(Adv.Water Res.,29(2006),pp.1238-1255)developed exact first and second nonlocal moment equations for advective-dispersive transport in finite,randomly heterogeneous geologic media.The velocity an... Morales-Casique et al.(Adv.Water Res.,29(2006),pp.1238-1255)developed exact first and second nonlocal moment equations for advective-dispersive transport in finite,randomly heterogeneous geologic media.The velocity and concentration in these equations are generally nonstationary due to trends in heterogeneity,conditioning on site data and the influence of forcing terms.Morales-Casique et al.(Adv.Water Res.,29(2006),pp.1399-1418)solved the Laplace transformed versions of these equations recursively to second order in the standard deviationσY of(natural)log hydraulic conductivity,and iteratively to higher-order,by finite elements followed by numerical inversion of the Laplace transform.They did the same for a space-localized version of the mean transport equation.Here we recount briefly their theory and algorithms;compare the numerical performance of the Laplace-transform finite element scheme with that of a high-accuracy ULTIMATE-QUICKEST algorithm coupled with an alternating split operator approach;and review some computational results due to Morales-Casique et al.(Adv.Water Res.,29(2006),pp.1399-1418)to shed light on the accuracy and computational efficiency of their recursive and iterative solutions in comparison to conditional Monte Carlo simulations in two spatial dimensions. 展开更多
关键词 Geologic media porous media random heterogeneity CONDITIONING stochastic transport moment equations NONLOCALITY localization Laplace transform finite elements ultimatequickest
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RANDOM RESPONSES OF A TWO-DEGREE-OF-FREEDOM STRUCTURE WITH STRONGLY NONLINEAR COUPLING AND PARAMETRIC INTERACTION
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作者 张森文 陈奎孚 赵洪辉 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 1993年第3期240-250,共11页
This paper investigates the random responses of a TDOF structure with strongly nonlinear coupling and parametric vibration. With the nonlinear cou- pling of inertia in the equations of motion of the system being remov... This paper investigates the random responses of a TDOF structure with strongly nonlinear coupling and parametric vibration. With the nonlinear cou- pling of inertia in the equations of motion of the system being removed by successive elimination, the non-Gaussian moment equation method (NGM) is applied and 69 moment equations are integrated with central cumulative truncation technique. The stochastic central difference-cum-statistical linearization method(SCD-SL) and the digital simulation method(DSM) are also used. A comparison of results by different methods are given and the SCD-SL method is the most efficient method. 展开更多
关键词 random response nonlinear system non-Gaussian moment equation method (NGM) stochastic central difference-cum-statistical linearization method (SCD-SL) digital simulation method (DSM) central cummulative truncation technique successive eli
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Friction moment analysis of space gyroscope bearing with ribbon cage under ultra-low oscillatory motion 被引量:5
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作者 Jiang Shaona Chen Xiaoyang +1 位作者 Gu Jiaming Shen Xuejin 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2014年第5期1301-1311,共11页
This paper presents the model of calculating the total friction moment of space gyroscope ball bearings which usually work under ultra-low oscillatory motion and are very sensitive to the friction moment. The aim is t... This paper presents the model of calculating the total friction moment of space gyroscope ball bearings which usually work under ultra-low oscillatory motion and are very sensitive to the friction moment. The aim is to know the proportion of the friction moment caused by each frictional source in the bearing's total friction moment, which is helpful to optimize the bearing design to deduce the friction moment. In the model, the cage dynamic equations considering six degree-of-freedom and the balls dynamic equations considering two degree-of-freedom were solved.The good trends with different loads between the measured friction moments and computational results prove that the model under constant rate was validated. The computational results show that when the speed was set at 5 r/min, the bearing's maximum total friction moment when oscillation occurred was obviously larger than that occurred at a constant rate. At the onset of each oscillatory motion, the proportion of the friction moment caused by cage in the bearing's total friction moment was very high, and it increased with the increasing speed. The analyses of different cage thicknesses and different clearances between cage pocket and ball show that smaller thickness and clearance were preferred. 展开更多
关键词 Ball bearings Cage thicknesses Clearances Dynamic equations Friction moment Frictional sources Oscillatory motion
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