A survey of numerical methods for stochastic differential equations

The development of numerical methods for stochastic differential equations has intensified over the past decade. The earliest methods were usually heuristic adaptations of deterministic methods, but were found to have limited accuracy regardless of the order of the original scheme. A stochastic counterpart of the Taylor formula now provides a framework for the systematic investigation of numerical methods for stochastic differential equations. It suggests numerical schemes, which involve multiple stochastic integrals, of higher order of convergence. We shall survey the literature on these and on the earlier schemes in this paper. Our discussion will focus on diffusion processes, but we shall also indicate the extensions needed to handle processes with jump components. In particular, we shall classify the schemes according to strong or weak convergence criteria, depending on whether the approximation of the sample paths or of the probability distribution is of main interest.     

Bed material texture in low order streams on the Queen Charlotte Islands,British Columbia

Low order channels comprise a large proportion of the links of every drainage basin, and are often at the centre of land management concerns. They exhibit hydrological and geomorphological characteristics atypical of higher order links. This paper examines the nature and causes of variations in the bed material texture of two streams on the Queen Charlotte Islands, British Columbia. The extant, functional exponential model is found to be inadequate for explaining observed changes in grain size parameters with distance downstream. Recurrent disruption of sediment transport by large organic debris jams, and the sporadic contamination of the fluvial sediment population by colluvial inputs, preclude the development of longitudinal structure. Rather, grain size varies erratically over short distances. A stochastic model best describes the observed variations, and should be adopted as an alternative to the exponential model in low order links. Characteristic variances are controlled by the degree of hillslope-channel coupling, and the extent and characteristics of non-alluvial storage mechanisms.     

Study on coupling between deep and shallow structures of Xingtai area and some significant questions

IntroductionIn order to gain a clear idea of the deep tectonic environment of Xingtai earthquake area,three wide-angle deep seismic renectionlrefraction profiles have been conducted through the are4they are Yuanshi--Ji'nan profile, Renxian--Wuqing profile and Tat' an--LongyaM inzhou profi I e.The Yuanshi--Ji'nan profile passes through the epicenter of the Ms=7.2 main shock andTat' ~ongyaO--X inzhou profi ie passes through the ep icenter of the Ms=6. 8 earthquake. Duringthe "Eighth Five-…     

深水连续刚构桥地震响应分析

本文探讨连续刚构桥在深水中地震响应的特性.首先建立了地震作用下深水桥梁的运动方程,简要阐述了该运动方程的求解方法,应用该运动方程,对一座桥墩淹没水深168m的连续刚构桥进行了地震响应分析,考察了在纵向、横向激励作用下桥墩的内力响应和位移响应特征,探讨了矩形空心截面桥墩内域水、外域水对桥墩地震响应的影响,结果表明,由于墩-水相互作用,桥墩的位移和内力响应均有明显增大,对于矩形空心墩,内域水和外域水的影响应同时计入.     

基于小波神经网络耦合模型对云南星云湖富营养化气象驱动因子的分析

气象因子是影响湖泊富营养化的重要因素,而湖泊富营养化对人群健康、生态系统和社会经济等均有负面影响.本文基于统计资料及遥感数据,结合Morlet小波分析和BP多层前馈神经网络(BP神经网络)构建了不同时间尺度下的小波神经网络耦合模型,分析了19862011年云南星云湖水华强度变化与月降雨量、月平均气温、月平均风速、月日照...     

钢板混凝土联肢剪力墙抗震性能试验研究

以轴压比和钢连梁弯剪比为主要参数,设计并制作了3个1/4缩尺的钢板混凝土联肢剪力墙子结构,对试件施加恒定轴压力和水平往复加载.观察了各试件破坏特征,对比了顶层水平荷载-侧移曲线和骨架曲线以及延性系数和等效黏滞阻尼系数等抗震性能指标.结果表明:高轴压比会使整个试件的延性变差;弯剪比越大试件耗能能力越好,弯剪比越小试件刚度...     

多次透射公式的一种稳定实现措施

基于对双曲偏微分议程数值解稳定性的GKS（Gustafsson,Kreiss and Sundstrom）准则的物理解释，本文提出了在波动模拟中多次透射公式飘移失稳的一个简单措施，并用波源问题和散射问题的数值试验检验了建议的稳定措施的有效性。     

磁层系统的能量输入、输出与日地耦合

用１９７８年和１９８２年３６个磁暴期间的太阳风、行星际磁场（ＩＭＦ）和地磁资料，分析和检验已有的两类太阳风－磁层能量耦合函数．结果表明：Ａｋａｓｏｆｕ提出的耦合函数ε能大致地预报亚暴和磁暴的发生。ε开始起重要作用时即出现亚暴；电离层能耗达到饱和值是发生磁暴的标志。ε与磁层体系能耗之间有接近于对数量的线性关系．用１９７８－１９８６年的资料，分析环电流和极光区电离层能耗在１２１个太阳自转周内的分布表明，日面上可能存在相对持久的活动区域     

地震面波与重力联合成像分析苏拉威西周缘壳幔热-流变学结构

苏拉威西岛位于苏拉威西海、班达海之间, 是研究海陆耦合、俯冲后撤等地球动力学问题的重要地区.本文利用这一地区24台宽频带地震台站记录的地震面波和背景噪声数据中提取出的面波频散数据和来自卫星的重力异常数据, 开展了地震面波与重力联合层析成像反演, 获得了苏拉威西周缘地区深至240 km深度的三维V_S速度模型.基于三维波速模型, 本文利用热-流变学方法, 计算了该区岩石圈底界的热流变学边界层厚度、黏性变化特征, 结果表明: (1) 苏拉威西岛岩石圈流变边界层东南厚、西北薄, 这可能导致新生代苏拉威西岛在陆壳碎块位移与重组过程中, 岛东支的东部北向速率最大, 岛北支西部北向速率次之; (2) 北苏拉威西海沟俯冲后撤板片上覆地壳对应S波波速低值异常区, 可能代表了富含流体的软弱板片, 推测苏拉威西俯冲带是一个慢速俯冲带, 且后撤过程不连续.

     

Recent Climate Warming: Surface Air Temperature Series and Geothermal Evidence

Long-term (1961 – 1996) meteorological air temperature series together with the reconstructed ground surface temperature histories, obtained by inverting borehole temperature-depth profiles, were used to project regional patterns of the recent (climate) warming rate on the territory of the Czech Republic. The characteristic magnitude of the warming rate of 0.02 –0.03 K/yr was confirmed by the results of several years of monitoring the temperature in two experimental boreholes. The monitoring of shallow temperatures at depths of about 30 –40 m, i.e. below the reach of the seasonal surface temperature variations, can serve as an alternative tool of direct quantitative assessment of the present warming rate. The data also seem to sustain a potential man-made component contributing to the more pronounced recent warming rate observed in the areas of large agglomeration.