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1.
技术创新结构模型   总被引:1,自引:0,他引:1  
本文运用系统观点研究技术创新过程,建立技术创新结构模型,讨论应用开发、中间试验及扩散阶段的有关问题,指出传染模型的不足,分析技术创新动力机制,特别是计划推动机制;提出技术创新具有外向推动和自身完善功能的观点。  相似文献   

2.
一类跳跃扩散型股价过程组欧式未定权益定价   总被引:5,自引:0,他引:5  
本文仅讨论一种类型的证券市场模型,其d种股票的价格过程满足一特殊的跳跃扩散型随机微分方程组,即市场风险源的个数与市场风险证券的个数相同,文章给出了这一模型下相应的跳跃扩散型倒向随机微分方程组适应解的存在唯一性定理及联系于我股票价格过程欧式未定权益(简记ECC)定价的基本公式,最后在常系数条件下导出了一种特殊形式欧式未定权益定价的Black-Scholes公式。  相似文献   

3.
建立了一个基于平均场动力学的微分方程组和反应—扩散模型的双层耦合网络模型,用来分析、预测及评价地球生物与环境的健康问题。在双层耦合网络模型中,根据地球地理和气候分布,将全球划分为九块区域,并以此作为全球网络的节点;同时,七个具有代表性的反映地球健康状况的元素,如人口密度、森林、空气质量、生物多样性等,被挑选出作为元素网络的节点。再通过平均场动力学微分方程,建立并描述了各个元素间的联系与相互作用;利用数据确定模型参数,从而完善模型,最后,以此模型完成寻找临界点、灵敏度分析、网络结构分析、引入不确定性等工作。  相似文献   

4.
本文力图放宽模型的假设,考虑创新技术市场间的非独立性、扩散过程中潜在采用-等待采用-已采用三阶段中时间延迟性,建立多元技术创新扩散的系统动力学模型,并用Vensim进行模拟仿真研究.仿真结果表明该模型比较符合实际,可为多元技术创新扩散的理论研究和实际实施提供理论指导.  相似文献   

5.
以PM2.5扩散、衰减模式为研究对象,分析探究了PM2.5的扩散规律、危机治理及其后5年的治理问题.首先通过主成分分析法,建立了PM2.5与其它污染物之间的多元非线性对数模型.同时引入相对湿度的影响因素对模型进行再度优化,提高了模型的拟合优度.运用统计学原理,得出采集点之间的PM2.5具有较高的协同性.另外分析了静态下PM2.5污染物颗粒的受力和漂移模式和从点源、面源两方面分析了PM2.5动态扩散模式,建立了PM2.5的扩散偏微分方程模型.根据建立的扩散模型,对突变的污染物浓度确定安全区域的范围.最后建立综合费用和专项费用的多目标优化模型,利用贝叶斯支持向量机方法对PM2.5进行宏观预测,并运用系统动力学理论对目标值进一步优化,并对不同治理模式进行对比分析.  相似文献   

6.
本文对N个同型部件冷贮备的可靠性模型首次提出了一类扩散估计的近似算法理论,利用这个近似算法,首先给出了系统的一个基本循回过程的向前扩散偏微分方程,然后得到了这个偏微分方程在格占 上的近似瞬态解和稳太上的近似瞬态解和稳态解,最后给出了系统稳态可靠性指标的上下估计界,算便表明这个近似算法简便易行,对大系统的可靠性研究是有效的。  相似文献   

7.
考虑次分数跳一扩散过程下交换期权的定价问题.首先,将次分数Ito公式推广到次分数跳-扩散的情形.其次,利用次分数跳一扩散Ito公式,给出了次分数跳一扩散环境下的Black-Scholes偏微分方程.最后,通过求解偏微分方程,得到了次分数跳-扩散过程下交换期权的定价公式.  相似文献   

8.
考虑了基于近似对冲跳跃风险的美式看跌期权定价问题。首先,运用近似对冲跳跃风险、广义It公式及无套利原理,得到了跳-扩散过程下的期权定价模型及期权价格所满足的偏微分方程。然后建立了美式看跌期权定价模型的隐式差分近似格式,并且证明了该差分格式具有的相容性、适定性、稳定性和收敛性。最后,数值实验表明,用本文方法为跳-扩散模型中的美式期权定价是可行的和有效的。  相似文献   

9.
本文研究上的扩散过程,它是上退化扩散过程的小随机扰动,其中满足随机微分方程满足随机微分方程通过构造辅助系统,估计了的Freidlin-Wentzell型的跑出分布.  相似文献   

10.
§1.引言在[1]、[2]及[3]中考虑了可以用偏微分方程方法处理的一类具有连续轨道的扩散过程的最优控制问题.近来[4]研究了具有跳跃的扩散过程的最优控制问题,证明了 reward函数满足 Bellman 方程.  相似文献   

11.
We consider a global reaction-diffusion population model with infinite distributed delay which includes models of Nicholson's blowflies and hematopoiesis derived by Gurney, Mackey and Glass, respectively. The existence of monotone wavefronts is derived by using the abstract settings of functional differential equations and Schauder fixed point theory.  相似文献   

12.
This paper investigates the nonlinear time-space fractional reaction-diffusion equations with nonlocal initial conditions. Based on the operator semigroup theory, we transform the time-space fractional reaction-diffusion equation into an abstract evolution equation. The existence and uniqueness of mild solution to the reaction-diffusion equation are obtained by solving the abstract evolution equation. Finally, we verify the Mittag-Leffler-Ulam stabilities of the nonlinear time-space fractional reaction-diffusion equations with nonlocal initial conditions. The results in this paper improve and extend some related conclusions to this topic.  相似文献   

13.
This letter derives the transform relationship between differential equations to difference equations and vice-versa, applied to computer control systems. The key is to obtain the rational fraction transfer function model of a time-invariant linear differential equation system, using the Laplace transform, and to obtain the impulse transfer function model of a time-invariant linear difference equation, using the shift operator. Finally, we find the discrete-time models of the first-order, second-order and third-order systems from their continuous-time models and vice-versa and find the mapping relationship between the coefficients of discrete-time models and the continuous-time models using the bilinear transform. An example is provided to demonstrate the proposed model transform methods.  相似文献   

14.
本文利用拟线性常微分方程解的非存在性定理得到了一类拟线性反应扩散方程(非牛顿渗流方程)爆破界的估计,从而推广了半线性反应扩散方程(牛顿渗流方程)相应结果.  相似文献   

15.
Fractional Brusselator reaction-diffusion system (BRDS) is used for modeling of specific chemical reaction-diffusion processes. It may be noted that numerous models in nonlinear science are defined by fractional differential equations (FDEs) in which an unknown function appears under the operation of a fractional-order derivative. Even though many researchers have studied the applicability and practicality of this model, the analytical approach of this model is rarely found in the literature. In this investigation, a novel semi-analytical technique called fractional reduced differential transform method (FRDTM) has been applied to solve the present model, which is characterized by the time-fractional derivative (FD). Obtained outcomes are compared with the solution of other existing methods for a particular case. Also, the convergence analysis of this model has been studied here.  相似文献   

16.
Two differential equation models of excitable media (threshold and recovery kinetics) with solutions that exhibit unidirectional propagation are presented. It is shown that unidirectional propagation in heterogeneous excitable media with non-oscillatory kinetics can be initiated from homogeneous initial data. Simulations on a reaction-diffusion model with FitzHugh-Nagumo kinetics and spatially heterogeneous parameters yields a rotating wave on a one-dimensional circular spatial domain. An ordinary differential equation model with four semi-coupled excitable cells and heterogeneous parameters is analyzed to determine a critical parameter region over which unidirectional propagation may occur.  相似文献   

17.
In this work several models of fungal disease propagation are considered. They consist of reaction-diffusion systems coupled with ordinary differential equations with or without time delay as well as integro-differential system of equations. We derive some conditions that ensure the existence and uniqueness of travelling wave solutions for these various models. Our proof is based on a suitable re-formulation in the form of a nonlinear integral equation with measure kernel convolutions.  相似文献   

18.
19.
In this paper, we develop an accurate and efficient Haar wavelet solution of Fisher’s equation, a prototypical reaction-diffusion equation. The solutions of Fisher’s equation are characterized by propagating fronts that can be very steep for large values of the reaction rate coefficient. There is an ongoing effort to better adapt Haar wavelet methods to the solution of differential equations with solutions that resemble shock waves or fronts typical of hyperbolic partial differential equations. Moreover the use of Haar wavelets is found to be accurate, simple, fast, flexible, convenient, small computation costs and computationally attractive.  相似文献   

20.
The well-posedness of a large class of singular partial differential equations of neutral type is discussed. Here the term singularity means that the difference operator of such equations is nonatomic at zero. This fact offers many difficulties in applying the usual methods of perturbation theory and Laplace transform technique and thus makes the study interesting. Our approach is new and it is based on functional analysis of semigroup of operators in an essential way, and allows us to introduce a new concept of solutions for such equations. Finally, we study the well-posedness of a singular reaction-diffusion equation of neutral type in weighted Lebesgue's spaces.  相似文献   

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