کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8898575 | 1631491 | 2018 | 47 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
ترجمه فارسی عنوان
تقریب های دقیق برای سیستم های نفوذ سوئیچینگ غیر خطی در افق های متناهی و بی نهایت
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
چکیده انگلیسی
Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffusion systems modulated by a Markov chain. Different kinds of easily implementable explicit schemes have been proposed to approximate the dynamical behaviors of switching diffusion systems with locally Lipschitz continuous drift and diffusion coefficients in both finite and infinite intervals. Without additional restriction conditions except those which guarantee the exact solutions possess their dynamical properties, the numerical solutions converge strongly to the exact solutions in finite horizon, moreover, realize the approximation of long-time dynamical properties including the moment boundedness, stability and ergodicity. Some simulations and examples are provided to support the theoretical results and demonstrate the validity of the approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Differential Equations - Volume 265, Issue 7, 5 October 2018, Pages 2921-2967
Journal: Journal of Differential Equations - Volume 265, Issue 7, 5 October 2018, Pages 2921-2967
نویسندگان
Hongfu Yang, Xiaoyue Li,