论文标题
在流形上明确约束随机微分方程
Explicitly Constrained Stochastic Differential Equations on Manifolds
论文作者
论文摘要
在此手稿中，我们考虑了歧管上的固有随机微分方程，并将其限制为平滑函数的水平集。这种类型的约束称为显式代数约束。差分方程和代数约束的系统结合使用，称为随机差分代数方程（SDAE）。我们将这些方程式视为流形的流形和当前方法，用于计算歧管上的SDAE解决方案。
In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as explicit algebraic constraints. The system of differential equation and the algebraic constraints is, in combination, called the Stochastic Differential Algebraic Equations (SDAEs). We consider these equations on manifolds and present methods for computing the solution of SDAEs on manifolds.
