广义Wick 型随机迁移方程的显式解.pdfVIP

汕 头 大 学 硕 士 学 位 论 文 摘 要 本论文主要研究广义 Wick- 型随机迁移方程的显式解，包括广义 Wick- 型随机迁移方 程解的存在性和相关性质分析，主要结果如下： 1. 第二章是研究广义 Wick- 型随机迁移方程在随机分布空间 (S )−1 上的求解过程及结 果。先给出一些引理和相关定理及其证明；其次求解线性二阶变系数随机常微分方程，得 到用级数表示的显解公式及其解的性质；最后通过泛函分离变量法，把求解方程约化为线 性二阶变系数随机常微分方程，并论证在泛函分离变量解存在情况下，此两方程是等价的； 从而由线性二阶变系数随机常微分方程的显解公式及解的性质得到求解方程的显解公式 及解的性质。 2. 第三章给出了广义 Wick- 型随迁机移方程的泛函分离变量解的四类特例：它们分别 为行波解、正弦型函数解、反正切型函数解和对数函数解。 关键词：泛函分离变量法；广义 Wick- 型随机迁移方程；线性二阶变系数随机常微分 方程；显式解。 I 汕 头 大 学 硕 士 学 位 论 文 Abstract This paper is main research into explicit solutions of the generalized Wick-type stochastic transport equation including its existence and analysis on relevant properties as follows: 1. Chapter 2，we put the equation on the stochastic distributions spaces (S )−1 to solve and show here its results for the solutions. We first give some necessary lemmas and theorems and their proofs which will be used in the following sections ，secondly solve a linear second-order variable coefficient stochastic ordinary differential equation to get the explicit solution with series form and properties for the solution. Finally，by the functional separation of variables, the generalized Wick-type stochastic transport equation was turn into a linear second-order variable coefficient stochastic ordinary differential equation, and then we argue that the two equations are equivalent while there exists a solution from the functional separation of variables. After that ，we can obtain the explicit solutions and its properties of the equation solved by ones of the linear second-order variable coefficient stochastic ordinary differential equation . 2. Chapter 3, we take four classes of special cases