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91.
92.
Zhangxin Chen 《Numerical Methods for Partial Differential Equations》2002,18(2):203-217
In this article we prove uniform convergence estimates for the recently developed Galerkin‐multigrid methods for nonconforming finite elements for second‐order problems with less than full elliptic regularity. These multigrid methods are defined in terms of the “Galerkin approach,” where quadratic forms over coarse grids are constructed using the quadratic form on the finest grid and iterated coarse‐to‐fine intergrid transfer operators. Previously, uniform estimates were obtained for problems with full elliptic regularity, whereas these estimates are derived with less than full elliptic regularity here. Applications to the nonconforming P1, rotated Q1, and Wilson finite elements are analyzed. The result applies to the mixed method based on finite elements that are equivalent to these nonconforming elements. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 203–217, 2002; DOI 10.1002/num.10004 相似文献
93.
94.
标的股价服从混合过程的期权定价公式及有限元算法 总被引:2,自引:0,他引:2
本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。 相似文献
95.
本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况. 相似文献
96.
We investigate the viability of f(R) theories in the framework of the Palatini approach as solutions to the problem of the observed accelerated expansion of the universe. Two physically motivated popular choices for f(R) are considered,: power law, f(R) = β R
n
, and logarithmic, f(R) = α ln R. Under the Palatini approach, both Lagrangians give rise to cosmological models comprising only standard matter and undergoing a present phase of accelerated expansion. We use the Hubble diagram of type Ia Supernovae and the data on the gas mass fraction in relaxed galaxy clusters to see whether these models are able to reproduce what is observed and to constrain their parameters. It turns out that they are indeed able to fit the data with values of the Hubble constant and of the matter density parameter in agreement with some model independent estimates, but the today deceleration parameter is higher than what is measured in the concordance ΛCDM model. 相似文献
97.
Two extensions of the univariate Gini index are considered:RD, based on expected distance between two independent vectors from the same distribution with finite meanμ
d; andRV, related to the expected volume of the simplex formed fromd+1 independent such vectors. A new characterization ofRDas proportional to a univariate Gini index for a particular linear combination of attributes relates it to the Lorenz zonoid. TheLorenz zonoidwas suggested as a multivariate generalization of the Lorenz curve.RVis, up to scaling, the volume of the Lorenz zonoid plus a unit cube of full dimension. Whend=1, bothRDandRVequal twice the area between the usual Lorenz curve and the line of zero disparity. Whend>1, they are different, but inherit properties of the univariate Gini index and are related via the Lorenz zonoid:RDis proportional to the average of the areas of some two-dimensioned projections of the lift zonoid, whileRVis the average of the volumes of projections of the Lorenz zonoid over all coordinate subspaces. 相似文献
98.
本工作用x射线衍射技术分析计算了二种天然树脂的局部结构参数,由测得的衍射强度数据求出了它们的结构因子I(r)和径向分布函数RDF(r),并由此得到了分子链内临近原子和次临近原子平均间距、配位数和短程有序畴。 相似文献
99.
Let D be a digraph. The competition-common enemy graph (CCE graph) of D has the same set of vertices as D and an edge between vertices u and v if and only if there are vertices w and x in D such that (w,u), (w,v), (u,x), and (v,x) are arcs of D. We call a graph a CCE graph if it is the CCE graph of some digraph. In this paper, we show that if the CCE graph of a doubly partial order does not contain C4 as an induced subgraph, it is an interval graph. We also show that any interval graph together with enough isolated vertices is the CCE graph of some doubly partial order. 相似文献
100.
王同科 《高等学校计算数学学报(英文版)》2002,11(2):213-225
1 IntroductionFinitevolumeelementmethodorFVEMusesavolumeintegralformulationofthedif ferentialequationwithafinitepartitioningsetofvolumetodiscretizetheequation ,thenre strictstheadmissiblefunctionstoalinearfiniteelementspacetodiscretizethesolution ([1 -4 ] ) .… 相似文献