基于Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Sensitivity analysis for discrete optimal control problems

We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem.     

Coupled intervals in the discrete calculus of variations: necessity and sufficiency

In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.     

The Iyengar Type Inequalities with Exact Estimations and the Chebyshev Central Algorithms of Integrals

In this paper, both low order and high order extensions of the Iyengar type inequality are obtained. Such extensions are the best possible in the same sense as that of the Iyengar inequality. hzrthermore, the Chebyshev central algorithms of integrals for some function classes and some related problems are also considered and investigated.     

Virtual logarithms

The modification of the number field sieve which Joux and Lercier recently used to compute logarithms in a prime field of a record 120 decimal digits makes use of the notion of a virtual logarithm of a prime ideal in a number ring. We provide necessary and sufficient conditions for their method to succeed and give an explicit formula for the virtual logarithm of an ideal.     

On the counting function of the lattice profile of periodic sequences

The lattice profile analyzes the intrinsic structure of pseudorandom number sequences with applications in Monte Carlo methods and cryptology. In this paper, using the discrete Fourier transform for periodic sequences and the relation between the lattice profile and the linear complexity, we give general formulas for the expected value, variance, and counting function of the lattice profile of periodic sequences with fixed period. Moreover, we determine in a more explicit form the expected value, variance, and counting function of the lattice profile of periodic sequences for special values of the period.     

A new approach to obtain the non-Condon factors in closed form for two one-dimensional harmonic oscillators

A simple algebraic approach to calculate general Franck-Condon overlaps is extended to evaluate non-Condon factors for two one-dimensional harmonic oscillators. The method is based on the use of eigenstates of the harmonic oscillator annihilation operator which allows to obtain in terms of a multi-dimensional Hermite polynomial the overlap of harmonic oscillator functions associated with different Born-Oppenheimer potentials. The presented approach is self-contained, only basic concepts of quantum mechanics associated with the harmonic oscillator system are needed. The obtained expression for the Franck-Condon overlaps is similar to the Ansbacher’s formula and equivalent to the one calculated by Malkin and Man’ko. However our final expression has the advantages that only real numbers are involved and it is straightforward to get the limit case of equal frequencies. Concerning the non-Condon factors two approaches leading to different formulas are considered, both of which reduce to triple sums of products of three Hermite polynomials.     

The method of lines solution of discrete ordinates method for radiative heat transfer in cylindrical enclosures

A radiation code based on method of lines solution of discrete ordinates method for radiative heat transfer in axisymmetric cylindrical enclosures containing absorbing-emitting medium was developed and tested for predictive accuracy by applying it to (i) test problems with black and grey walls (ii) a gas turbine combustor simulator enclosing a non-homogeneous absorbing-emitting medium and benchmarking its steady-state predictions against exact solutions and measurements. Comparisons show that it provides accurate solutions for radiative heat fluxes and can be used with confidence in conjunction with CFD codes based on the same approach.