混沌随机系统的响应预测

利用路径积分法研究非线性动力系统的混沌响应,分别计算了高斯随机激励的混沌系统和l?vy噪声激励的混沌系统的平均概率密度,讨论了高斯噪声和勒维噪声的首尔穿越率.     

具Markov切换和Lévy噪声的中立型随机泛函微分方程p阶矩指数稳定性

研究一类具Markov切换与Lévy噪声的中立型随机泛函微分方程p阶矩指数稳定性.通过使用Razumikhin方法以及随机分析理论,建立该系统解p阶矩指数稳定的充分条件,进而获得具Markov切换与Lévy噪声的中立型随机时滞微分系统解的p阶矩指数稳定性判别定理.     

Lévy过程驱动金融市场中最优资产组合复制策略

用白噪声分析的方法研究了Lévy过程驱动的金融市场.在Gauss白噪声和纯跳Lévy白噪声复合的Lévy白噪声框架下,给出了Clark-Haussmann-Ocone定理.应用此定理,分别在完全信息和部分信息下,用Malliavin导数表示了给定欧式期权的方差最小复制策略的具体形式,进一步用具体函数刻画了市场固有风险.分析结果表明,研究结果更贴近现实中一般的金融市场.     

路径积分法在非线性随机动力中的应用

利用路径积分法研究非线性动力系统的混沌响应,计算了高斯随机激励的混沌系统的瞬时概率密度等概率性质,并讨论高斯噪声对确定性系统混沌运动的影响.研究表明在噪声强度一定的情况下,其随机系统的概率密度的演化可以用来刻画该混沌吸引算子的结构特征.     

Lévy过程驱动的金融混沌模型的稳定性研究

该文主要研究Lévy过程驱动的金融混沌模型的稳定性.通过利用概率测度、转移概率性质、非高斯理论、鞅不等式等相关知识,证明了解的存在唯一性、解的P阶有界性、解的一致H9lder连续性,从而进一步证明了Lévy过程驱动的金融混沌模型的渐近稳定性.     

具有Gauss白噪声和Lévy噪声的似然竞争模型分析

研究了一个带有食饵庇护的随机似然竞争模型,采用Gauss白噪声和Lévy噪声来模拟环境的随机扰动.通过利用比较定理和伊藤公式,得到了随机模型存在全局正解的结论以及种群灭绝、均值稳定、均值强持续生存的阈值条件.研究结果表明无论是Gauss白噪声还是Lévy噪声对于种群的持续生长都是不利的,因此建模时很有必要考虑环境的随机变化.     

随机波动方程的非线性滤波的极限行为

研究一类白噪声驱动的随机波动方程.在获得随机波动方程依分布收敛到其极限系统后，使用指数鞅技术、Kallianpur-Striebel公式和Skorokhod表示定理，证明了随机波动方程和其极限系统在带有Lévy噪声的观测系统中所生成的非线性滤波的收敛行为.     

一类Lévy噪声驱动倒向随机偏微分方程的随机最大值原理

利用凸变分法和对偶技术,研究一类Lévy噪声驱动的倒向随机发展型偏微分方程的最优控制问题,得到了该问题的随机最大值原理.     

有界噪声激励下汽车悬架迟滞非线性系统的响应

研究了具有迟滞非线性特性的单自由度汽车悬架非线性模型在有界噪声激励下的响应.推导了两个有界噪声共同激励下系统的随机梅尔尼科夫(Melnikov)过程,得到系统发生混沌运动的临界条件.然后分析了悬架迟滞参数对混沌运动的影响.运用庞加莱截面(PoincaréSection)、功率谱和最大李雅普诺夫(Lyapunov)指数对系统的混沌运动进行了数值验证.研究结果表明,悬架迟滞非线性系统在两个有界噪声的共同激励下,存在混沌运动,且发现在有界噪声激励幅值较小时,系统不会出现混沌运动,当有界噪声激励幅值较大时,系统才有可能出现混沌运动.     

带Lévy跳的随机互惠模型持久性

针对一类带Lévy跳的随机互惠模型,通过构造Lyapunov函数证明了模型全局正解的存在唯一性;然后,应用It公式与Chebyshev不等式得到该模型随机持久的充分条件;最后,通过数值模拟验证了理论结果的合理性。研究结果表明:较小的Lévy噪声不会破坏种群的持续生存。     

Revisiting Lévy flight search patterns of wandering albatrosses, bumblebees and deer

The study of animal foraging behaviour is of practical ecological importance, and exemplifies the wider scientific problem of optimizing search strategies. Lévy flights are random walks, the step lengths of which come from probability distributions with heavy power-law tails, such that clusters of short steps are connected by rare long steps. Lévy flights display fractal properties, have no typical scale, and occur in physical and chemical systems. An attempt to demonstrate their existence in a natural biological system presented evidence that wandering albatrosses perform Lévy flights when searching for prey on the ocean surface. This well known finding was followed by similar inferences about the search strategies of deer and bumblebees. These pioneering studies have triggered much theoretical work in physics (for example, refs 11, 12), as well as empirical ecological analyses regarding reindeer, microzooplankton, grey seals, spider monkeys and fishing boats. Here we analyse a new, high-resolution data set of wandering albatross flights, and find no evidence for Lévy flight behaviour. Instead we find that flight times are gamma distributed, with an exponential decay for the longest flights. We re-analyse the original albatross data using additional information, and conclude that the extremely long flights, essential for demonstrating Lévy flight behaviour, were spurious. Furthermore, we propose a widely applicable method to test for power-law distributions using likelihood and Akaike weights. We apply this to the four original deer and bumblebee data sets, finding that none exhibits evidence of Lévy flights, and that the original graphical approach is insufficient. Such a graphical approach has been adopted to conclude Lévy flight movement for other organisms, and to propose Lévy flight analysis as a potential real-time ecosystem monitoring tool. Our results question the strength of the empirical evidence for biological Lévy flights.     

Fractal Analysis: revisiting Pollock's drip paintings

We investigate the contentions that Jackson Pollock's drip paintings are fractals produced by the artist's Lévy distributed motion and that fractal analysis may be used to authenticate works of uncertain provenance. We find that the paintings exhibit fractal characteristics over too small a range to be usefully considered as fractal; their limited fractal characteristics are easily generated without Lévy motion, both by freehand drawing and gaussian random motion. Several problems must therefore be addressed before fractal analysis can be used to authenticate paintings.     

Lévy噪声驱动下具有非单调发生率的随机SIQR传染病模型

基于Lyapunov方法和随机微分方程相关理论, 证明一类Lévy噪声驱动的具有非单调发生率的随机SIQR传染病模型正解的全局存在唯一性, 并研究该模型分别在相应确定型模型的无病平衡点以及地方病平衡点附近解的渐近行为, 分析得出随机噪声对模型动力学行为的影响.     

二维混沌哈密顿体系的逃逸率

研究二维混沌哈密顿体系的逃逸率在逃逸阈值附近的规律.对Hénon-Heiles系统添加一个势垒,通过改变势垒的位置、宽度、高度等参数可以产生一系列混沌体系.对这些体系的逃逸率随体系能量变化的解析公式和数值计算提取的结果一致,并可以用参数化公示表达.在阈值附近,这些体系的逃逸率随能量的增加总是呈现线性关系.结果提供了进一步的证据,证明有光滑开口的二维保守混沌体系的逃逸率随能量线性增加可能是普适结论.     

混沌加密系统的保密性能

从混沌同步对参数失配敏感性的特点出发,探讨了基于自然混沌系统同步分解的混沌保密通信系统的保密性能,指出基于低维混沌系统的通信系统不具有高保密性,容易受自适应同步控制的攻击,针对这一缺陷,对一类基于离散时间混沌噪声发生器的混沌加密方法进行了研究,其加密器与解密器之间对参数匹配误差敏感性的特点能防止自适应同步控制的攻击,且实现简单,加密性能易于控制,均优于基于低维混沌系统同步分解的加密方法。     

噪声对杜芬振子的混沌性质的影响

本文对一经典杜芬振子在周期激励及白噪声同时作用下的混沌性质进行分析，文中首先用分段线性模型逼近原型，并采用分段积分理论得到Ｆ－Ｐ方程的封闭解，对概率密度函数及均值相轨线，功率谱及庞加来图的分析，指出系统在有限时间内呈类似“混沌随机”性质，并通过随机稳定性讨论对所揭示的物理现象作了分析。     

Scaling laws of marine predator search behaviour

Many free-ranging predators have to make foraging decisions with little, if any, knowledge of present resource distribution and availability. The optimal search strategy they should use to maximize encounter rates with prey in heterogeneous natural environments remains a largely unresolved issue in ecology. Lévy walks are specialized random walks giving rise to fractal movement trajectories that may represent an optimal solution for searching complex landscapes. However, the adaptive significance of this putative strategy in response to natural prey distributions remains untested. Here we analyse over a million movement displacements recorded from animal-attached electronic tags to show that diverse marine predators-sharks, bony fishes, sea turtles and penguins-exhibit Lévy-walk-like behaviour close to a theoretical optimum. Prey density distributions also display Lévy-like fractal patterns, suggesting response movements by predators to prey distributions. Simulations show that predators have higher encounter rates when adopting Lévy-type foraging in natural-like prey fields compared with purely random landscapes. This is consistent with the hypothesis that observed search patterns are adapted to observed statistical patterns of the landscape. This may explain why Lévy-like behaviour seems to be widespread among diverse organisms, from microbes to humans, as a 'rule' that evolved in response to patchy resource distributions.