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71.
We consider the problem of solving the integral form of the radiative transfer equation in an atmosphere with optical thickness τ0?1. We propose two methods transforming this problem to a finite set of the independent problems of the same type set in an atmosphere with optical thickness much less then τ0. The error estimates are derived. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
72.
Simone Alfarano Iván Barreda-Tarrazona Eva Camacho-Cuena 《Central European Journal of Operations Research》2006,14(4):417-433
In this paper, we analyze the behavior of a group of heterogeneously informed investors in an laboratory asset market. Our experimental setting is inspired by Huber et al. (On the benefit of information in markets with heterogeneously informed traders: an experimental study, 2004). However, instead of their system of cumulative and exogenously given information structure, we introduce an information market where the traders can buy an imperfect prediction of the future value of the dividend with a maximum anticipation of four periods. The accuracy of the prediction decreases with the chosen time horizon, whereas its price remains constant. Our results confirm a non-strictly monotonic increasing value of the information. 相似文献
73.
S. Juneja 《Queueing Systems》2007,57(2-3):115-127
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems
in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient
algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such
tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable
bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric
sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key
idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation
then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance
sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates
it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for
the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.
相似文献
74.
双对数模型对模型模拟误差的放缩问题探讨 总被引:1,自引:0,他引:1
对双对数模型lg Y=a0+a1lg X1+a2lg X2+…+anlg Xn与其对应的指数模型y=c0xa11xa22…xann的模拟相对误差的关系进行了探讨,指出双对数模型具有放大和缩小指数模型相对误差的特性.对二者的关系进行了理论推导和实例验证,并给出了二者的定量关系式. 相似文献
75.
In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.
76.
关于由衍射片的背面反射光形成的衍射图样的讨论 总被引:1,自引:0,他引:1
在光的衍射实验中,我们看到的一般是由通过衍射片的直射光形成的衍射图样,但在衍射片的另一面,同样存在着另一个衍射图样,它是由衍射片的背面反射光形成的,两个衍射图样关于衍射片对称.本文给出了这种实验现象,并用巴比涅原理解释了这种现象. 相似文献
77.
78.
The mechanism of the asymmetric hydrogenation of 2-acyl-1-alkylidene-1,2,3,4-tetrahydroisoquinolines, the first reported reaction with the Noyori-Takaya Ru(CH3COO)2(binap) complex, has been investigated by means of deuterium labeling, kinetics, and NMR analysis. A series of experiments has revealed that (1) a monohydride-unsaturated mechanism operates involving the initial formation of RuH followed by reaction with the enamide substrate, (2) the hydride transfer from RuH to the olefinic double bond is endothermic and reversible, and (3) the rate is determined in the hydrogenolysis step. This view is consistent with that of proposed for the BINAP-Ru catalyzed Kagan reaction. 相似文献
79.
Jinyan Fan 《Computational Optimization and Applications》2006,34(2):215-227
In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The
new method preserves the global convergence of the traditional trust region methods in which the trust region radius will
be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition
which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic.
Finally, some numerical results are given.
This work is supported by Chinese NSFC grants 10401023 and 10371076, Research Grants for Young Teachers of Shanghai Jiao Tong
University, and E-Institute of Computational Sciences of Shanghai Universities.
An erratum to this article is available at . 相似文献
80.
The gene encoding a versatile biocatalyst that shows high enantioselectivity for a variety of ketones, SCR (Saccharomyces cerevisiae carbonyl reductase), has been identified, cloned, and expressed in Escherichia coli. Two types of expression systems with high NADPH-regenerating capacities have been constructed. One is the tandem system, where the genes encoding SCR and GDH (glucose dehydrogenase) are located in the same plasmid, and the other is the two-plasmid system, where each of the SCR and GDH genes is located in separate plasmids that can coexist in one E. coli cell. Asymmetric reduction of ketones with the recombinant E. coli cells gave synthetically useful 20 alcohols, 11 of which were enantiomerically pure. The productivity of one of these products was as high as 41 g/L. 相似文献