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arXiv 2212.08366math.OCmath.PR
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随机微分变分不等式及其应用

Stochastic differential variational inequalities with applications

Yao-Jia Zhang, Tao Chen, Nan-jing Huang, Xue-song Li

摘要:

本文引入并研究了由一个随机微分方程和一个随机变分不等式组成的随机微分变分不等式。利用迭代法和Gronwall不等式得到了SDVI方程解的存在唯一性。此外,我们证明了欧拉格式求解SDVI在一些温和的条件下的收敛性。最后,我们将所得结果应用于随机环境中的二极管电路和桥的崩溃问题。

英文摘要:

In this paper, we introduce and study a stochastic differential variational inequality (SDVI) which consists of a stochastic differential equation and a stochastic variational inequality. We obtain the existence and uniqueness of the solutions for SDVI by using the iteration method and Gronwall's inequality. Moreover, we show the convergence of Euler scheme for solving SDVI under some mild conditions. Finally, we apply the obtained results to solve the electrical circuits with diodes and the collapse of the bridge problems in stochastic environment.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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