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随机微分方程数值解在泄洪风险分析中的应用

Numerical Solution of Stochastic Differential Equations with Application to Risk Analysis of Releasing Floodwater

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【作者】 徐敏胡良剑丁永生胡盈周林峰

【Author】 XU Min~2,HU Liang-jian~3,DING Yong-sheng~1HU Ying~3,ZHOU Lin-feng~1(1.College of Information Sciences and Technology,Donghua University,Shanghai 201620,China)(2.Glorious Sun School of Business and Management,Donghua University,Shanghai 200051,China)(3.Department of Applied Marthematics,Donghua University,Shanghai 201620,China)

【机构】 东华大学旭日工商管理学院东华大学应用数学系东华大学信息科学与技术学院东华大学信息科学与技术学院 上海200051上海201620

【摘要】 根据泄洪过程中库水位过程的随机微分方程,利用数值解方法,模拟了随机干扰下的库水位及其波动状况.采用相应公式计算了洪水漫越坝顶事件的概率以及库水位过程在不同时刻的样本均值.并通过比较在同样强度的随机干扰下库水位的高低状况,确定出各种泄洪方案的优劣,从而对防洪工作具有重要的指导意义.

【Abstract】 Based on the process of the water level of a reservoir satisfying stochastic differential equations during the process of releasing floodwater,this paper simulates the water level and its fluctuation under stochastic disturbance of Wiener Process by means of numerical solution of stochastic differential equations.It also calculates the mean value at different time of the process of water level as well as the probability of overflowing with corresponding formula.Furthermore,it compares the water level under stochastic disturbance with the same strength in order to ascertain which one is more effective.As a result,it is helpful for the flood practice.

【基金】 国家自然科学基金(60474037);教育部新世纪优秀人才支持计划(NCET-04-415)
  • 【文献出处】 数学的实践与认识 ,Mathematics in Practice and Theory , 编辑部邮箱 ,2006年09期
  • 【分类号】TV873;O211.63
  • 【被引频次】14
  • 【下载频次】535
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