共查询到20条相似文献,搜索用时 78 毫秒
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针对非线性Black-Scholes方程,基于quasi-Shannon小波函数给出了一种求解非线性偏微分方程的自适应多尺度小波精细积分法.该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性Black-Scholes方程自适应离散为非线性常微分方程组;然后将用于求解常微分方程组的精细积分法和小波变换的动态过程相结合,并利用非线性处理技术(如同伦分析技术)可有效求解非线性Black-Scholes方程.数值结果表明了该方法在数值精度和计算效率方面的优越性. 相似文献
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给出一类具有广义插值的正交多尺度函数的构造方法, 并给出对应多小波的显示构造公式. 证明了该文构造的多小波拥有与多尺度函数相同的广义基插值性.从而建立了多小波子空间上的采样定理. 最后基于该文提供的算法构造出若干具有广义基插值的正交多尺度函数和多小波. 相似文献
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带小波函数的Cauchy主值积分的数值计算 总被引:4,自引:1,他引:3
1 引言 众所周知,小波方法在信号处理和图像处理方面发挥了举世瞩目的成就。近年来人们研究小波方法在数值分析方面的应用。期望在数值求解微分方程和积分方程方面发挥良好的作用。本文研究带有小波函数的Cauchy主值积分 的数值计算方法,其中Φ(x)是紧支撑的尺度函数。这是数值求解积分方程的核心问题之一。 1.l 多分辩分析 空间L~2(R)中的一个多分辩分析是这样的闭子空间列{V_j},它满足下列条件 1) 2) 3) 4)存在尺度函数,使构成V_o的Riesz基,从而也存在序列使满足双尺度方程 相似文献
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以Poisson方程的混合变分形式为基础,采用移动最小二乘方法建立插值形函数空间,给出了Poisson方程的混合无网格方法,理论上证明了Poisson方程混合无网格解的存在唯一性,并给出了误差估计.本质边界条件的处理采用Lagrange乘子法.数值算例表明,在应用相同阶次的基函数条件下,利用混合无网格方法求解Poisson方程所得的解的梯度值优于传统的无网格方法及有限元法. 相似文献
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小波在微分方程数值解上的应用 总被引:2,自引:0,他引:2
求解微分方程常见的方法包括有限差分、有限元等.近年来,小波理论迅速发展,用小波方法数值解求解微分方程已越来越引起人们的注意.本文引入小波的基本理论,通过将函数及其各阶导数在小波基上的展开,求解微分方程的数值解. 相似文献
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小波的紧支性,正交性和二阶以上的Daubechies尺度函数及小波函数的可微性,很适合作为Galerkin方法的基函数。加上快速小波变换,这已成为数值求解偏微分方程的有力工具,本文利用微分算子的小波表示。对一维线性波动方程的小波数值解法进行了讨论。最后用实例说明了波波方法的有效性和快速性。 相似文献
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周小林 《数学年刊A辑(中文版)》2015,36(3):257-264
用小波伽辽金方法求解多维区域上椭圆型方程齐次Dirichlet问题,构造了近似解空间的两个等价的勒让德多小波基,使得快速求解离散后的线性方程组的多层扩充算法得以实现.数值算例表明该算法是有效的. 相似文献
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A. P. Ushakova 《Journal of Mathematical Sciences》1998,89(5):1582-1589
An estimate of stability of characterization of distribution types is obtained for the case of additive types. Under some
conditions, the estimate has the order ε1/3L(ε), where L(ε) is a slowly varying function.
Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I. 相似文献
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本文研究了完全正则半群簇的子簇格[V+∩PV,V+∩PV]的某些格运算性质,我们证明了簇V+∩PV可分解为V与V+∩PV的并;对任意完全正则半群簇W,有W∩(V∨V+∩PV)=(W∩V)∨(W∩V+∩PV).特别地,我们得到了等式V+∩PV=V成立的若干条件. 相似文献
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Mathematical Notes - We study the initial boundary-value problem for three-dimensional systems of equations of pseudoparabolic type. The system is similar to the Oskolkov system, but differs from... 相似文献
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Yu. N. Lin'kov 《Journal of Mathematical Sciences》1991,53(4):409-415
We give a characterization of the types of asymptotic discernibility of families of hypotheses in the case of hypothetical measures that are not, in general, mutually absolutely continuous. The case when the logarithm of the likelihood ratio admits an asymptotic expansion of the type of an expansion with local asymptotic normality is examined in detail. Examples are studied.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 64–71, 1987. 相似文献
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S. V. Kerov 《Journal of Mathematical Sciences》1988,41(2):995-999
The asymptotic distribution of tensors of degree N in symmetry types is studied in this paper.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 155, pp. 181–186, 1986. 相似文献
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S. V. Solov' ev 《Journal of Mathematical Sciences》1982,20(4):2370-2376
In this paper we consider derivations in the (&, )-fragment of the intuitionistic propositional calculus. As is known, replacement of any occurrence of a formula [F] in a sequent S by an occurrence of the formula [p], where p is a new propositional variable, with the simultaneous addition to the antecedent of the formula F p or p F depending on the sign of the occurrence of F in S, leaves the derivability unchanged. We give a proof of the fact that the natural extension of this transformation to derivations preserves the relation of equivalence of derivations, i.e., transformed derivations are equivalent if and only if the originals are equivalent. (Derivations are considered equivalent if certain of their normal forms coincide, or, what is the same, if their deductive terms coincide.) It is proved that by the iteration of this transformation, each derivation of an arbitrary sequent S can be transformed into a derivation of a sequent S, depending only on S, whose succedent is a variable, and in the antecedent there occur only formulas of the form a,a & b, a b,,(a b) c, a & b c, a (b & c), wherea, b, c are variables. Here if S is balanced, then S is also balanced. (A sequent is called balanced if each variable occurs in it no more than twice.) The familiar correspondence between certain concepts of the theory of categories and concepts of the theory of proofs allows one to assert that there has been constructed a univalent functor, mapping a free Cartesian closed category into itself.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 88, pp. 197–207, 1979. 相似文献
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B. P. Osilenker 《Mathematical Notes》1969,6(3):621-627
Sufficient conditions are obtained in terms of matrix elements for the boundedness of Lebesgue functions of linear methods of summation of expansions in orthogonal systems of polynomial type.Translated from Matematicheskie Zametki, Vol. 6, No. 3, pp. 277–286, September, 1969. 相似文献