随机微分方程中受随机效应影响的噪声行为综合分析

Q1 Mathematics
Maryam Kousar , Adil Jhangeer , Muhammad Muddassar
{"title":"随机微分方程中受随机效应影响的噪声行为综合分析","authors":"Maryam Kousar ,&nbsp;Adil Jhangeer ,&nbsp;Muhammad Muddassar","doi":"10.1016/j.padiff.2024.100997","DOIUrl":null,"url":null,"abstract":"<div><div>Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. Qualitative and quantitative analyses of a specific observed model are possible with the help of a thorough discrimination framework of such systems. The effectiveness of the method is supported by exact results derived from the model using necessary constraint conditions. This study looks at how model parameters influence solution behavior with two and three dimensions. In addition, numerical studies are conducted to validate the theoretical findings and determine the stability of the system under different circumstances. Therefore, when the model is reformulated as a dynamical system, we get the Hamiltonian and topological characteristics, bifurcation theory, Lyapunov coefficients, quasiperiodic, and chaos. The analysis of the sustained chaotic behavior by outer forms of control offers greater insight into the dynamics of the proposed model. The findings further indicate possible uses of this model in areas such as climatology where stochastic disturbances play a major role in system behavior. Hence, the current study shares enough methodological improvement for analytical problems in engineering, physics, and mathematics, especially the non-linearities solved with stochastic models.</div></div>","PeriodicalId":34531,"journal":{"name":"Partial Differential Equations in Applied Mathematics","volume":"12 ","pages":"Article 100997"},"PeriodicalIF":0.0000,"publicationDate":"2024-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations\",\"authors\":\"Maryam Kousar ,&nbsp;Adil Jhangeer ,&nbsp;Muhammad Muddassar\",\"doi\":\"10.1016/j.padiff.2024.100997\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. Qualitative and quantitative analyses of a specific observed model are possible with the help of a thorough discrimination framework of such systems. The effectiveness of the method is supported by exact results derived from the model using necessary constraint conditions. This study looks at how model parameters influence solution behavior with two and three dimensions. In addition, numerical studies are conducted to validate the theoretical findings and determine the stability of the system under different circumstances. Therefore, when the model is reformulated as a dynamical system, we get the Hamiltonian and topological characteristics, bifurcation theory, Lyapunov coefficients, quasiperiodic, and chaos. The analysis of the sustained chaotic behavior by outer forms of control offers greater insight into the dynamics of the proposed model. The findings further indicate possible uses of this model in areas such as climatology where stochastic disturbances play a major role in system behavior. Hence, the current study shares enough methodological improvement for analytical problems in engineering, physics, and mathematics, especially the non-linearities solved with stochastic models.</div></div>\",\"PeriodicalId\":34531,\"journal\":{\"name\":\"Partial Differential Equations in Applied Mathematics\",\"volume\":\"12 \",\"pages\":\"Article 100997\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-11-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Partial Differential Equations in Applied Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S2666818124003838\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Partial Differential Equations in Applied Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2666818124003838","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

摘要

随机微分方程是模拟系统的实用工具,在这些系统中,随机效应占主导地位,有别于确定性模型。借助对此类系统的全面判别框架,可以对特定观测模型进行定性和定量分析。利用必要的约束条件从模型中得出的精确结果支持了该方法的有效性。本研究探讨了模型参数如何影响二维和三维的求解行为。此外,还进行了数值研究,以验证理论结论,并确定系统在不同情况下的稳定性。因此,当模型被重新表述为一个动力学系统时,我们得到了哈密顿和拓扑特征、分岔理论、Lyapunov 系数、准周期和混沌。通过对外部控制形式的持续混沌行为的分析,我们对所提模型的动力学有了更深入的了解。研究结果进一步表明,该模型可用于气候学等领域,因为随机干扰在系统行为中发挥着重要作用。因此,当前的研究为工程、物理和数学领域的分析问题,尤其是用随机模型求解的非线性问题,提供了足够的方法改进。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations
Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. Qualitative and quantitative analyses of a specific observed model are possible with the help of a thorough discrimination framework of such systems. The effectiveness of the method is supported by exact results derived from the model using necessary constraint conditions. This study looks at how model parameters influence solution behavior with two and three dimensions. In addition, numerical studies are conducted to validate the theoretical findings and determine the stability of the system under different circumstances. Therefore, when the model is reformulated as a dynamical system, we get the Hamiltonian and topological characteristics, bifurcation theory, Lyapunov coefficients, quasiperiodic, and chaos. The analysis of the sustained chaotic behavior by outer forms of control offers greater insight into the dynamics of the proposed model. The findings further indicate possible uses of this model in areas such as climatology where stochastic disturbances play a major role in system behavior. Hence, the current study shares enough methodological improvement for analytical problems in engineering, physics, and mathematics, especially the non-linearities solved with stochastic models.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
6.20
自引率
0.00%
发文量
138
审稿时长
14 weeks
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信