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1.
具有交易成本的证券投资组合选择:一种求解方法   总被引:3,自引:0,他引:3  
本研究一类带交易成本证券投资组合选择的求解,在风险不超过某个阈值的假设下,我们给出一种求解方法,最后本通过实例计算表明该方法是有效的。  相似文献   

2.
本从节能益本比、节能投资、节能目标等几方面综合论证,提出了优选工业技术节能量的方法。应用实例表明,该方法是切实可行的。  相似文献   

3.
拉普拉斯级数收敛性的一种简单证明   总被引:1,自引:0,他引:1  
郭俊义 《工科数学》2000,16(4):108-110
拉普拉有数的收敛性有多种证明方法。本给出了一种非常简单的证明,其中主要只用到了正项级数的一个基本定理,相比之下,本的方法是很容易理解的,在工科的教学中采纳比较合适。  相似文献   

4.
航空公司航线决策的一种系统方法   总被引:5,自引:0,他引:5  
本通过对航空公司基于现有运力选择航线这一决策问题的诸多影响因素的综合分析,根据经验和灵敏度分析的结果,提炼出适于决策的关键因素作为这个多目标决策问题的目标属性,给出了确定各属性值和其权的相应技术和方法,并运用适宜本问题的决策分析方法,完成决策过程,这是作提出的一种较为系统的航线决策概念和方法,也是一种可程序化的方法,借助于计算机并建立相应的数据库,能快速,方便地完成这一决策分析,对如何选择最佳的航线网络,也可类此采用本方法。  相似文献   

5.
本利用精确元法^[1],给出一个十二自由曲边四边形板弯曲单元,该方法不需要变分原理,适用于任意正定和非正定偏微分方程。利用这个方法,单元之间的协调条件很容易满足,仅须位移和内力的单元节点上连续,即可保证所得的解收敛于精确解。利用本方法所获得的解,无论是位移还是内可力同时有二阶收敛精度。末给出数值算例,表明了本所得到的单元有非常好的精度。  相似文献   

6.
本给出了在定数截尾场合下利用三个次序统计量来构造三参数Weibull分布形状参数精确置信区间的方法,另外本还给出了三参数Weibull分布三个参数的联合置信域。章的最后,给出了Monte-Carlo模拟例子并运用本的方法求解了两个实例。  相似文献   

7.
线性不等式组的简单对偶非线性方法   总被引:1,自引:0,他引:1  
将线性不等式组问题转化为一个形式简单的对偶空间非线性极值问题,本提出了一类新的求解线性不等式组的方法-简单对偶非线性方法,它在理论上是多项式算法,并可以从任意点启动,可以应用共轭梯度方法有效地求解大规模线性不等式组问题。本给出了不同的算法实现,数值实验结果表明,简单对偶非线性方法是有效的。  相似文献   

8.
邢铁驎 《工科数学》1997,13(4):170-174
矩阵的初等变换及矩阵的分块是矩阵理论中的两个重要方法,本将初等变换推广到分块矩阵上去,在引进了准初等变换概念后,证明了它的某些性质,本的目的在于简化某些矩阵运算,并希望本建立的概念与结论得到更加广泛的应用。  相似文献   

9.
具有非线性扰动的中立型系统的时滞相关稳定性   总被引:1,自引:0,他引:1  
本研究了具有非线性扰动的中立型系统鲁棒稳定的时滞相关准则。基于LMI方法,并利用S—过程获得了依赖于时滞的鲁棒稳定性准则,所得结果优于已有结论。最后给出一个实例说明本方法的有效性。  相似文献   

10.
基于WKBZ理论的耦合简正波-抛物方程理论   总被引:16,自引:0,他引:16  
研究水平变化海洋环境中声传播的快速数值预报方法.在广义相积分(WKBZ)理论的基础上,提出了一种能够快速、准确地求解简正波本征值的方法,并将此方法应用于耦合简正波-抛物方程(CMPE) 理论.分析了两种典型声速剖面的简正波本征值,并计算了一个楔形海区中的声传播问题(JASA标准问题).计算结果表明本方法是一种快速而精确的数值方法.  相似文献   

11.
讨论了结构与饱和土壤相互作用的固结分析问题.对于结构利用多重子结构分析技术实现向饱和土交界面上的凝聚.从而建立了结构与饱和土壤相互作用的固结控制方程.文中给出了问题求解的一次性算法方案,采取压力主从关系的手段处理边界上的不排水条件.文末给出数值算例.本文工作为大型结构与土体相互作用固结分析研究工作的深入创造了条件.  相似文献   

12.
一种迭代格式的有限元并行算法   总被引:1,自引:0,他引:1  
本文提出了一种求解有限元方程的迭代格式的并行算法.该方法在线性代数方程迭代解法的基础上,引进并行运算步骤;并且运用加权残数方法,通过选择适当的权函数,推导了该并行算法的有限元基本格式.该方法在西安交通大学BLXSI-6400并行计算机上程序实现.计算结果表明它能有效地提高运算速度,减少计算时间,是一种有效的求解大型结构有限元方程的并行算法.  相似文献   

13.
The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. The finite difference equations at all interior grid points form a large‐sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.  相似文献   

14.
分析了Rd,d=2,3维不可压缩流Stokes问题低次元稳定有限体积方法,它主要利用局部压力投影方法对两种流行但不满足inf-sup条件的有限元配对(P_1-P_0和P_1-P_1)在有限体积方法的框架下进行稳定;利用有限元与有限体积方法的等价性进行有限体积方法理论分析.结果表明不可压缩流Stokes问题在f∈Hd,d=2,3维不可压缩流Stokes问题低次元稳定有限体积方法,它主要利用局部压力投影方法对两种流行但不满足inf-sup条件的有限元配对(P_1-P_0和P_1-P_1)在有限体积方法的框架下进行稳定;利用有限元与有限体积方法的等价性进行有限体积方法理论分析.结果表明不可压缩流Stokes问题在f∈H1情况下,本文方法得到的解与稳定有限元方法解之间具有O(h1情况下,本文方法得到的解与稳定有限元方法解之间具有O(h2)阶超收敛阶结果,且稳定有限体积方法取得了与稳定有限元方法相同的收敛速度,与稳定有限元方法比较,稳定有限体积方法计算简单高效,同时保持物理守恒,因此在实际应用中具有很好的潜力。  相似文献   

15.
张纯禹  陈恭  王一正  王烨 《计算数学》2017,39(4):431-444
基于求解偏微分方程的高保真数值模拟已经广泛应用于科学研究和工程设计.然而,即使借助超级计算机的并行计算能力,经典的有限元方法和其它数值方法在面对需要多次求解或需要快速甚至实时求解的问题时仍然面临效率的挑战.针对可用参数化微分方程表示的问题,缩减基有限元方法利用少数代表性的经典有限元解构造基函数,同时通过仿射分解使得系统矩阵和载荷向量的组装变为简单的代数叠加,因此该方法可以大幅度地提高这类问题的求解效率.本文介绍了这种方法的原理,并以固体热传导和中子扩散的快速求解为例,展示了这种方法的优良特性.结果表明,在线阶段的求解效率可以实现两到三个数量级的提升.基于高保真模拟的缩减基模型是将高性能计算应用于工程优化设计、应急指挥以及复杂问题的反分析等工作的有效手段.  相似文献   

16.
In this study, we investigate the effect of space dimensions on the equilibrium solutions of the Cahn-Hilliard (CH) and conservative Allen-Cahn (CAC) equations in one, two, and three dimensions. The CH and CAC equations are fourth-order parabolic partial and second-order integro-partial differential equations, respectively. The former is used to model phase separation in binary mixtures, and the latter is used to model mean curvature flow with conserved mass. Both equations have been used for modeling various interface problems. To study the space-dimension effect on both the equations, we consider the equilibrium solution profiles for symmetric, radially symmetric, and spherically symmetric drop shapes. We highlight the different dynamics obtained from the CH and CAC equations. In particular, we find that there is a large difference between the solutions obtained from these equations in three-dimensional space.  相似文献   

17.
The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.  相似文献   

18.
Heat transfer in a rectangular region with non-uniform conditions on the walls is considered. The temperature is given on both vertical walls and a part of the upper wall. The remainder of the upper wall and the lower horizontal wall are perfectly insulated. This boundary value problem is reduced to dual Fourier series equations. Those equations are simplified under the assumption that the height of the region is greater than the length or comparable to it. An exact solution of the simplified equations is constructed by using the Schwinger transformation, which has been used successfully in analyzing the electro-dynamics of wave guides. Numerical solutions also are found using a commercial finite element solver and a finite difference solver written in FORTRAN. Results for the average temperature and the temperature distribution in the region for a variety of high temperature boundary locations are in very good agreement among the three solution techniques.  相似文献   

19.
In this article, the homotopy analysis method has been applied to solve nonlinear differential equations of fractional order. The validity of this method has successfully been accomplished by applying it to find the solution of two nonlinear fractional equations. The results obtained by homotopy analysis method have been compared with those exact solutions. The results show that the solution of homotopy analysis method is good agreement with the exact solution.  相似文献   

20.
A moving collocation method has been shown to be very efficient for the adaptive solution of second- and fourth-order time-dependent partial differential equations and forms the basis for the two robust codes MOVCOL and MOVCOL4.In this paper,the relations between the method and the traditional collocation and finite volume methods are investigated.It is shown that the moving collocation method inherits desirable properties of both methods: the ease of implementation and high-order convergence of the traditional collocation method and the mass conservation of the finite volume method.Convergence of the method in the maximum norm is proven for general linear two-point boundary value problems.Numerical results are given to demonstrate the convergence order of the method.  相似文献   

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