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71.
最小风险证券组合的结构分析和迭代算法 总被引:1,自引:0,他引:1
本文分析了最小风险组合证券投资的结构特征,并提出了一种组合证券风险最小化的迭代算法,证明了其收敛性.该算法操作简单,且易于处理不允许卖空情况下的证券组合问题. 相似文献
72.
本文讨论了集值非扩张映象列的Ishikawa迭代过程的收敛性及确保迭代过程收敛到公共不动点的条件.所得结果是单值非扩张映射情形的推广和发展. 相似文献
73.
B. G. M. Vandeginste G. Kateman J. K. Strasters H. A. H. Billiet L. de Galan 《Chromatographia》1987,24(1):127-134
Summary The mathematical resolution of overlapped chromatographic peaks obtained in HPLC with a diode array UV detector has received
considerable attention recently. The purpose of the proposed methods is the quantitation and identification of unknown solutes
in complex mixtures by an efficient use of all available data.
Basically two approaches have been proposed: the first one resolves the concentration profiles and calculates the pure spectra
by applying a minimal number of assumptions, which is denoted self-modeling-curve resolution. The second one is based on a
match of pure spectra available in a spectral library with the measured mixture spectra.
In this paper both approaches are evaluated with respect to their performance to provide the pure spectra and an accurate
quantitation of the concentrations. 相似文献
74.
Meng Zaizhao 《数学学报(英文版)》1996,12(3):262-267
LetG(k) denote the smallest numbers such that every sufficiently large natural number is the sum of, at most,s k-th powers of natural numbers. In this paper, we give new bounds forG(12),G(13) andG(19). 相似文献
75.
A simple and efficient approximate numerical technique is presented to obtain solutions to a wide class of two-point boundary value similarity problems in fluid mechanics. This technique is based on the common finite difference method with central differencing, a tridiagonal matrix manipulation and an iterative procedure. The technique described in this paper has been successfully applied to three different representative similarity problems of fluid mechanics. Each one of these problems is described by a coupled, non-linear system of three ordinary differential equations and has already been solved elsewhere using a different numerical method. So, the obtained numerical results, by our efficient numerical technique, permit a comparative study and show the accuracy and the effectiveness of this technique. 相似文献
76.
光互连中二元计算全息算法的研究 总被引:3,自引:1,他引:2
二元计算全息(BCGH)是光学信息处理中一个重要元件,其在动态光互连中被广泛使用.为了更好地在光互连中应用BCGH,本文设计改进了二元计算全息的选代算法,比较了几种内能函数下的迭代算法所设计的BCGH,对其象质的不同指标进行了分析.结果表明,用迭代搜索算法是光互连应用中设计BCGH的一种较理想算法. 相似文献
77.
Asymmetric variational inequality problems over product sets: Applications and iterative methods 总被引:5,自引:0,他引:5
Jong-Shi Pang 《Mathematical Programming》1985,31(2):206-219
In this paper, we (i) describe how several equilibrium problems can be uniformly modelled by a finite-dimensional asymmetric
variational inequality defined over a Cartesian product of sets, and (ii) investigate the local and global convergence of
various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure,
these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality
subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment
processes.
This research was based on work supported by the National Science Foundation under grant ECS 811–4571. 相似文献
78.
A computationally efficient two-level iterative scheme is proposed for the solution of the interface problems with Lagrange multipliers, where the oscillatory part of the solution is resolved by means off smoothing using a new, efficient preconditioner whereas the smooth component of the solution is captured by the collocation-based problem on the auxilliary grid, that is solved directly using a sparse direct solver. A simple adaptive feature is built into the proposed solution method in order to guarantee convergence for ill-conditioned problems. Nmerical results presented for example problems including that of a Boeing crown panel show that the proposed tww-level solution technique outperfrmsnce the standard, single level iterative and direect solvers. 相似文献
79.
In this paper we present a new version of the ‘modified finite element method’ (MFEM) presented by Gresho, Chan, Lee and Upson.1 The main modification of the original algorithm is the introduction of a cost-effective and memory-saving iterative solver for the discretized Poisson equation for the pressure. The vectorization of the preconditioner has been especially considered. For low Prandtl number problems we also split the advection-diffusion operator of the energy equation into explicit and implicit parts. In that sense the present approach is related to the recent implicitization of the diffusive terms introduced by Gresho and Chan2 and by Gresho.3 The algorithm is applied to the study of buoyancy-driven flow oscillations occuring in a horizontal crucible of molten metal under the action of a horizontal temperature gradient. 相似文献
80.
Mehdi Golafshani 《国际流体数值方法杂志》1988,8(8):897-912
A simple, but powerful iterative technique is presented for the numerical solution of the time-dependent flow of an incompressible viscous fluid with or without a free surface. The usual numerical stability restrictions related to the viscous acceleration terms are avoided using standard implicit differencing techniques. The properties and accuracy of the method are illustrated by several calculational examples. 相似文献