共查询到20条相似文献,搜索用时 842 毫秒
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本文给出并分析了Poisson随机跳测度驱动的带分数Brown运动的随机比例方程半隐式Euler法的数值解,在局部Lipschitz条件下,证明了在均方意义下半隐式Euler数值解收敛到精确解. 相似文献
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本文利用Brown单与Brown单增量的大偏差,得到了Brown单与Brown单增量的局部泛函重对数律. 相似文献
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本文研究了分数Brown运动Lévy连续模的泛函极限.利用分数Brown运动的大偏差与小偏差,得到了分数Brown运动Lévy连续模的一个Liminf.推广了Brown运动的相应结果. 相似文献
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在本文中我们研究 d 维分式 Brown 运动代数和的象集的性质.证明了:若 dimE>(ad)/m,则 X(E)(?)…(?)X(E)(m 项)a.s 具有内点.若 dimE>ad/2,dimF>ad/2则 X(E)-X(F)a.s.具有内点.这些结果推进了 Kahane,Mountford 和 Testard 关于Brown 运动及分式 Brown 运动的研究工作. 相似文献
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本文研究了k-维Brown运动的泛函样本轨道性质.利用了一致范数在高维连续函数空间生成的拓扑下建立大偏差公式的方法,获得了k-维Brown运动的泛函重对数定律. 相似文献
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本文研究了Brown运动在H?lder范数与容度下的泛函极限问题.利用大偏差小偏差方法,获得了Brown运动增量局部泛函极限的收敛速度,推广了文[4]中的结果. 相似文献
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研究Sierpinski网上的Brown运动与超Brown运动.证明了这种分形结构上的超Brown运动具有局部灭绝性,验证了在催化介质中这种局部灭绝性仍然成立,并证明了这种Brown运动的轨道稠密性. 相似文献
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El Karoui在[1]及[2]中给出了半鞅局部时的上穿刻划,这部分地推广了有关Brown运动的Lévy下穿定理。本文用随机积分的控制收效定理直接推出了这一结果,从而大大简化了原证明。 相似文献
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Zhijian Huang 《Numerical Algorithms》1994,6(1):37-62
In this paper, we discuss the semilocal convergence of Martínez's generalization of Brent's and Brown's methods. Through a careful investigation of the algorithm structure, we convert Martínez's generalized method into an approximate Newton method with a special error term. Based on such equivalent variation, we prove the semilocal convergence theorem of Martínez's generalized method. This is a complementary result to the convergence theory of Martínez's generalized method. 相似文献
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In this paper, we study the convergence properties of a Newton-type method for solving generalized equations under a majorant condition. To this end, we use a contraction mapping principle. More precisely, we present semi-local convergence analysis of the method for generalized equations involving a set-valued map, the inverse of which satisfying the Aubin property. Our analysis enables us to obtain convergence results under Lipschitz, Smale and Nesterov-Nemirovski's self-concordant conditions. 相似文献
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De-Ren Wang & Zhi-Jian Huang 《计算数学(英文版)》1994,12(1):1-20
1.IntroductionItiswellknownthattheBrentmethodforsolvingsystemsofnonlinearequati0nsistosolvethefo1lowingsystem:bymaldnguseoftheorthogonaltriangulaxfaCtoriz8tion.SupP0sethatwehaveanaPprokimationx(k)tox*,asoluti0nof(1.1).Thenthek-thiterativeprocedurecanbedescribedasfollows[1]:wherehk/Oisthedifferencestepcorrespondingtotheindexk(wewilldiscussthechoicesofhkinSecti0n4)-Constructanorthogonalmatrix(usuallybytheHouseholdtransf0rmation)Step4.Ifj相似文献
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In this paper, we consider convex composite optimization problems on Riemannian manifolds, and discuss the semi-local convergence of the Gauss-Newton method with quasi-regular initial point and under the majorant condition. As special cases, we also discuss the convergence of the sequence generated by the Gauss-Newton method under Lipschitz-type condition, or under γ-condition. 相似文献
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References: 《高校应用数学学报(英文版)》2007,22(3):353-365
A local convergence theorem and five semi-local convergence theorems of the secant method are listed in this paper.For every convergence theorem,a convergence ball is respectively introduced,where the hypothesis conditions of the corresponding theorem can be satisfied.Since all of these convergence balls have the same center x~*,they can be viewed as a homocentric ball. Convergence theorems are sorted by the different sizes of various radii of this homocentric ball, and the sorted sequence represents the degree of weakness on the conditions of convergence theorems. 相似文献
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The aim of this article is to present the correct version of the main theorem 3.2 given in Guo and Duff (2011), concerning the semi-local convergence analysis of the Newton-HSS (NHSS) method for solving systems of nonlinear equations. Our analysis also includes the corrected upper bound on the initial point. 相似文献
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In this paper, we propose some inversion-free iteration methods for finding the largest positive definite solution of a class of nonlinear matrix equation. Then, we consider the properties of the solution for this nonlinear matrix equation. Also, we establish Newton’s iteration method for finding the largest positive definite solution and prove its quadratic convergence. Furthermore, we derive the semi-local convergence of the Newton’s iteration method. Finally, some numerical examples are presented to illustrate the effectiveness of the theoretical results and the behavior of the considered methods. 相似文献
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We present a new semi-local convergence theorem for the inexact Newton methods in the assumption that the derivative satisfies some kind of weak Lipschitz conditions. As special cases of our main result we re-obtain some well-known convergence theorems for Newton methods. 相似文献
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ON A FAMILY OF CHEBYSHEV-HALLEY TYPE METHODS IN BANACH SPACE UNDER WEAKER SMALE CONDITION 总被引:1,自引:0,他引:1
Huang Zhengda 《高等学校计算数学学报(英文版)》2000,9(1):37-44
In this paper, we discuss local convergence of a family of Chebychev-Halley type methods with a parameter θ∈[0,1] in Banach space using Smale-type δ criterion under 2-th γ-condition. We will see that the properties of the condition used for local convergence is much more different from that used in [6][15] for the semi-local convergence. 相似文献
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Ioannis K. Argyros 《Numerical Functional Analysis & Optimization》2019,40(3):303-318
The convergence set for Newton’s method is small in general using Lipschitz-type conditions. A center-Lipschitz-type condition is used to determine a subset of the convergence set containing the Newton iterates. The rest of the Lipschitz parameters and functions are then defined based on this subset instead of the usual convergence set. This way the resulting parameters and functions are more accurate than in earlier works leading to weaker sufficient semi-local convergence criteria. The novelty of the paper lies in the observation that the new Lipschitz-type functions are special cases of the ones given in earlier works. Therefore, no additional computational effort is required to obtain the new results. The results are applied to solve Hammerstein nonlinear integral equations of Chandrasekhar type in cases not covered by earlier works. 相似文献