The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-P...The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.展开更多
The classical Lotka-Volterra （LV） model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural e...The classical Lotka-Volterra （LV） model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov （FPK） equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo （MC） simulation.展开更多
Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers e...Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers equation with variable coefficients by white noise W（t）=Bt, where Bt is a Brown motion. The auto-Baecklund transformation and stochastic soliton solutions of the Wick-type stochastic Burgers equation are shown by the homogeneous balance and Hermite transform. The generalization of the Wick-type stochastic Burgers equation is also studied.展开更多
基金Project Supported by The National Natural Science Foundation of China
文摘The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.
基金supported by the National Natural Science Foundation of China(10932009,11072212,11272279,and 11321202)
文摘The classical Lotka-Volterra （LV） model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov （FPK） equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo （MC） simulation.
文摘Burgers equation in random environment is studied. In order to give the exact solutions of random Burgers equation, we only consider the Wick-type stochastic Burgers equation which is the perturbation of the Burgers equation with variable coefficients by white noise W（t）=Bt, where Bt is a Brown motion. The auto-Baecklund transformation and stochastic soliton solutions of the Wick-type stochastic Burgers equation are shown by the homogeneous balance and Hermite transform. The generalization of the Wick-type stochastic Burgers equation is also studied.
