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971.
A new filter-line-search algorithm for unconstrained nonlinear optimization problems is proposed. Based on the filter technique introduced by Fletcher and Leyffer (Math. Program. 91:239–269, 2002) it extends an existing technique of Wächter and Biegler (SIAM J. Comput. 16:1–31, 2005) for nonlinear equality constrained problem to the fully general unconstrained optimization problem. The proposed method, which differs from their approach, does not depend on any external restoration procedure. Global and local quadratic convergence is established under some reasonable conditions. The results of numerical experiments indicate that it is very competitive with the classical line search algorithm. 相似文献
972.
973.
Let M be a compact orientable irreducible 3-manifold, F be an essential non-separating closed surface in M. We denote by η(F) the open regular neighborhood of F. If M−η(F) has a high distance Heegaard splitting, then M has a unique minimal Heegaard splitting up to isotopy. 相似文献
974.
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important task for insurance companies to predict their liabilities. Recently, individual claim loss models have attracted a great deal of interest in the actuarial literature, which overcome some shortcomings of aggregated claim loss models. The dependence of the event times with the delays is a crucial issue for estimating the claim loss reserving. In this article, we propose to use semi-competing risks copula and semi-survival copula models to fit the dependence structure of the event times with delays in the individual claim loss model. A nonstandard two-step procedure is applied to our setting in which the associate parameter and one margin are estimated based on an ad hoc estimator of the other margin. The asymptotic properties of the estimators are established as well. A simulation study is carried out to evaluate the performance of the proposed methods. 相似文献
975.
In this paper,we first prove the existence of the global attractor Aν ∈ C([-ν,0],2)(ν 0) for a weak damping discrete nonlinear Schrdinger equation with delay.Then we consider an upper semi-continuity of Aν as ν → 0+. 相似文献
976.
Xin-min Xiang 《应用数学学报(英文版)》2010,26(3):405-414
In this paper, we continue the discussion of [12] to establish the Hermite pseudospectral method with weight ω(x) = 1. As an application, we consider the pseudospectral approximation of the reaction-diffusion equation on the whole line, we prove the existence of the approximate attractor and give the error estimate for the approximate solution. 相似文献
977.
本文研究无穷凹角区域上一类各向异性问题的自然边界元与有限元耦合法.利用自然边界归化原理,获得圆弧或椭圆弧人工边界上的自然积分方程,给出了耦合的变分形式及其数值方法,以及逼近解的收敛性和误差估计,最后给出了数值例子,以示方法的可行性和有效性. 相似文献
978.
979.
有随机投资回报的随机保费模型的渐近破产概率(英文) 总被引:1,自引:0,他引:1
本文研究了随机投资回报环境下扰动的随机保费模型的破产问题.利用鞅方法和随机分析的理论讨论了盈余过程的一些基本性质,得到了一个可以用来求解破产时刻的Laplace变换的积分微分方程,结果推广了已有的随机投资问报风险模型的结论. 相似文献
980.
In this paper, we study the existence and nonlinear stability of the totally characteristic boundary layer for the quasilinear equations with positive definite viscosity matrix under the assumption that the boundary matrix vanishes identically on the boundary x=0. We carry out a series of weighted estimates to the boundary layer equations—Prandtl type equations to get the regularity and the far field behavior of the solutions. This allows us to perform a weighted energy estimate for the error equation to prove the stability of the boundary layers. The stability result finally implies the asymptotic limit of the viscous solutions. 相似文献