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1.
In this article, using an exactly‐solvable multiparameter exponential‐type potential we propose a unified treatment of the analytical bound—state solutions of the Schrödinger equation for exponential‐type potentials in D‐dimensions. Our proposal accepts different approximations to the centrifugal term; however, its usefulness is exemplified in the frame of the Green and Aldrich approach. This fact enables us to compare our results with specific potentials found in the literature and that are obtained here as particular cases of our proposal. That is, instead of solving a specific exponential‐type potential, by resorting each time to a specialized method, the energy spectra and wavefunctions are derived straightforward from the proposed approach. Furthermore, our proposal can be used as an alternative way in the search of solutions to new exponential‐type potentials besides that one can study different approximations to the term . © 2014 Wiley Periodicals, Inc.  相似文献   
2.
A simple and easy‐to‐implement method is presented for the study of time‐dependent reaction dynamics by propagating an ensemble of transmitted quantum trajectories. During the trajectory evolution, reflected trajectories are gradually removed and all the remaining trajectories represent the transmitted subensemble. The removal process of reflected trajectories avoids numerical instabilities arising from node formation in the reactant region, and allows stable long‐time propagation of transmitted trajectories. This method is applied to a two‐dimensional model chemical reaction. Excellent computational results are obtained for the time‐dependent reaction probabilities evaluated by the time integration of the probability flux. © 2014 Wiley Periodicals, Inc.  相似文献   
3.
The recently introduced multireference equation of motion (MR-EOM) approach is combined with a simple treatment of spin–orbit coupling, as implemented in the ORCA program. The resulting multireference equation of motion spin–orbit coupling (MR-EOM-SOC) approach is applied to the first-row transition metal atoms Cr, Mn, Fe and Co, for which experimental data are readily available. Using the MR-EOM-SOC approach, the splittings in each L-S multiplet can be accurately assessed (root mean square (RMS) errors of about 70 cm?1). The RMS errors for J-specific excitation energies range from 414 to 783 cm?1 and are comparable to previously reported J-averaged MR-EOM results using the ACESII program. The MR-EOM approach is highly efficient. A typical MR-EOM calculation of a full spin–orbit spectrum takes about 2 CPU hours on a single processor of a 12-core node, consisting of Intel XEON 2.93 GHz CPUs with 12.3 MB of shared cache memory.  相似文献   
4.
We show that the space of classical Coxeter’s frieze patterns can be viewed as a discrete version of a coadjoint orbit of the Virasoro algebra. The canonical (cluster) (pre)symplectic form on the space of frieze patterns is a discretization of Kirillov’s symplectic form. We relate a continuous version of frieze patterns to conformal metrics of constant curvature in dimension 2.  相似文献   
5.
6.
In this paper, we consider the consumption and investment problem with random horizon in a Batch Markov Arrival Process (BMAP) model. The investor invests her wealth in a financial market consisting of a risk-free asset and a risky asset. The price processes of the riskless asset and the risky asset are modulated by a continuous-time Markov chain, which is the phase process of a BMAP. The possible consumption or investment are restricted to a sequence of random discrete time points which are determined by the same BMAP. The investor has only consumption opportunities at some of these random time points, has both consumption and investment opportunities at some other random time points, and can do nothing at the remaining random time points. The object of the investor is to select the consumption–investment strategy that maximizes the expected total discounted utility. The purpose of this paper is to analyze the impact of the consumption–investment opportunity and the economic state on the value functions and consumption–investment strategies. The general solution and the exact solution under the assumption that the consumption and the terminal wealth are evaluated by the power utility are obtained. Finally, a numerical example is presented.  相似文献   
7.
In this paper we generalize a partial integrodifferential equation satisfied by the finite time ruin probability in the classical Poisson risk model. The generalization also includes the bivariate distribution function of the time of and the deficit at ruin. We solve the partial integrodifferential equation by Laplace transforms with the help of Lagrange’s implicit function theorem. The assumption of mixed Erlang claim sizes is then shown to result in tractable computational formulas for the finite time ruin probability as well as the bivariate distribution function of the time of and the deficit at ruin. A more general partial integrodifferential equation is then briefly considered.  相似文献   
8.
In this paper, we study optimal asset allocation and benefit outgo policies of DC (defined contribution) pension plan. We extend He and Liang model (2013a,b) to describe dynamics of individual fund scale during distribution period. The fund scale is affected by investment return, benefit outgo and mortality credit. The management of the pension plan controls the asset allocation and benefit outgo policies to achieve the objective of pension members. The goal of the management is to minimize accumulated deviations between the actual benefit outgo and a pre-set target during the whole distribution period. The performance function (criterion) is the weighted average of the square and linear deviations to express more penalty on negative deviation than positive deviation. Using HJB (Hamilton–Jacobi–Bellman) equations and variational inequality methods, the closed-forms of the optimal policies are derived. The counterintuitive effect of the optimal proportion allocated in the risky asset with respect to the fund scale is also derived, and the optimal benefit outgo has the form of the spread method. Moreover, we use Monte Carlo Methods (MCM) to analyze economic behaviors of the optimal asset allocation and benefit outgo policies.  相似文献   
9.
We study the convergence of the Pre?i? type k‐step iterative method for a class of operators satisfying Pre?i? type contractive conditions on the setting of partial metric spaces. Some examples are presented to illustrate our obtained results. As applications of the presented convergence theorems, we derive global attractivity results for a class of matrix difference equations. Numerical experiments are also presented to illustrate the theoretical findings.  相似文献   
10.
This paper investigates the investment and reinsurance problem in the presence of stochastic volatility for an ambiguity-averse insurer (AAI) with a general concave utility function. The AAI concerns about model uncertainty and seeks for an optimal robust decision. We consider a Brownian motion with drift for the surplus of the AAI who invests in a risky asset following a multiscale stochastic volatility (SV) model. We formulate the robust optimal investment and reinsurance problem for a general class of utility functions under a general SV model. Applying perturbation techniques to the Hamilton–Jacobi–Bellman–Isaacs (HJBI) equation associated with our problem, we derive an investment–reinsurance strategy that well approximates the optimal strategy of the robust optimization problem under a multiscale SV model. We also provide a practical strategy that requires no tracking of volatility factors. Numerical study is conducted to demonstrate the practical use of theoretical results and to draw economic interpretations from the robust decision rules.  相似文献   
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