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1.
1 MeaningandMethodsofStudyingofFinancialDerivativesFinancialderivativesarethosefinancialproductswhicharederivedfrombasicasserts (orunderlyinginstrucments) (e .g .stock ,bond ,currency ,interestrate,etc.)oftraditionalmarkets(e.g .stockmarket,bond’smarket,currency…  相似文献   

2.
Thethreshold_crossingofstochasticprocessesisaproblemoftenencounteredinthestudyofvariousphysicalphenomena .Theterm ,threshold_crossing ,isusedtoindicateacertainfixedvaluebeingcrossedbytheoscillatingrealizationζ(1) (t)ofastochasticprocessζ(t) ,asshownbythetypi…  相似文献   

3.
IntroductionTurbulentflowisanonlinearstochasticprocessandoneofitsbasiccharacteristicsislargereffectivetransportcapabilitythanthatoflaminarflow .Ingeneral,transportinfluidsisgradient,i.e.momentum ,energyaretransportedfromthehighervalueregiontothelowervalu…  相似文献   

4.
IntroductionChaoticistheinherentrandomnessinthedefinitesystem .Thedefinitenessiscausedbythesysteminternalsbutnotbytheexternaldisturbance,whiletheinherentrandomnessistheirregularanddifficult_to_be_predictedbehaviorofthesystem .Whatismostattractiveofthec…  相似文献   

5.
IntroductionChaoticistheinherentrandomnessinthedefinitesystem .Thedefinitenessiscausedbythesysteminternalsbutnotbytheexternaldisturbance[1- 4],whiletheinherentrandomnessistheirregularanddifficult_to_be_predictedbehaviorofthesystem[5 ,6 ].Whatismostattractive…  相似文献   

6.
IntroductionThewakeinterferencewithcomplexconfigurationsconsistingofmultiplebluffbodiesisattractingattentionofalotofresearchers,becauseofitspracticalapplicationstoindustry.Forexample,twinstrutstosupportwingsinthefieldsofaeronauticalengineering;twinchim…  相似文献   

7.
Presently,thecomputationalapproachtomaximalLyapunovexponentsfornonlinearstochasticsystemshasemergedasoneprimaryfociofresearchinterestinthefieldofsystemstabilityandstochasticbifurcation.ThisismainlyattributedtothefactthatmaximalLyapunovexponenthasbeen…  相似文献   

8.
IntroductionAmajorproblemofonedimensionaldynamicsistostudytheattractorsofintervalmaps,i.e.theclassificationandstructureofattractors.FollowingMilnor’sdefinitiononattractors[1],iffisaunimodalmapwithnegativeSchwarzianderivative ,thenbyGuckenheimer’stheorem[2 ]…  相似文献   

9.
IntroductionThetransientanalysisfor 3_Delastodynamiccrackproblemsisanimportantcontentinfracturemechanics.Becauseofthedifficultiesoftheproblems,thecalculationofDSIFfor 3_Dcrackisaproblemunsolvedcompletelyuptothepresent.Chen[1]firstlyusedthefinitedifference…  相似文献   

10.
IntroductionItisanimportanttopictosearchfornewintegrablesystemsissolitontheory .Inrecentyears,twoveryeffectiveapproachesthatproduceinfinite_dimensionalandfinite_dimensionalintegrableHamiltoniansystemsrespectivelyhavebeendeveloped .Thefirstoneisthetrace…  相似文献   

11.
IntroductionAsanewmethodfornonlinearstochasticvibrationanalysis,theequivalentlinearizationmethodbasedonenergydifferencecriterionhasahistoryofonlymorethanonedecade .Ithasahigheraccuracythanthatofthemethodbasedonequationdifferencecriterionandhassomeothe…  相似文献   

12.
IntroductionTransientstateanalysishasbeenanactiveresearchareainmanyengineeringproblems.Inpracticalsituation ,likestructuralmechanics,thesystemsbeingstudiedareusuallynonlinearandtime_dependent.Theanalyticalmethodstosolvetheseproblemsareimpossible .Thenum…  相似文献   

13.
IntroductionOneoftheprimaryproblemsingoetechnicalengineeringistoconstructasoilconstitutivemodelapplicabletogeneral 3_Dstressstates.Althoughmanytypesofconstitutivemodelshavebeenproposed ,fewcantakeproperaccountofthedirectionalchangeofstressvector (i.e .,ro…  相似文献   

14.
Ishikawa Iterative Process in Uniformly Smooth Banach Spaces   总被引:2,自引:0,他引:2  
LetEbeauniformlysmoothBanachspace ,KbeanonemptyclosedconvexsubsetofE ,andsupposeT :K→KisacontinuousΦ_stronglypseudocontractiveoperator.DenotethedualspaceofEbyE .WedenotebyJthedualitymapfromEto 2 E definedbyJ(x) =f∈E :〈x ,f〉=‖x‖2 =‖f‖2 . ( 1 )Itiswell_knownthatifEisu…  相似文献   

15.
IntroductionInthispaper,weconsiderperiodicsolutionproblemofhigherorderneutraltypeequationoftheformx(k)(t)+∑ki=1aix(k-i)(t)+∑k...  相似文献   

16.
IntroductionArefinedepitomeofvariouspansystemsmethodsistocomprehendandoperateabout 2 0pansystemscategorieswhichcanbeexpandedasthefollowingpithyformulasexpressions:Thepanderivatives (orthechange_changerelations)oftheexterior_interior(orthefunction_structu…  相似文献   

17.
ThedecisiveeffectsofsingularpointsandboundariesbelongingtosolutionprocessesofItostochasticdifferentialequationsonthesituationsofdistributionsofergodiccomponents,theexistenceandtheformsofinvariablemeasures,thesampleproperties(includingsamplestability)…  相似文献   

18.
IntroductionLetA ∈Cn ,n,andbepartitionedasfollows:A =A11A12 …A1kA2 1A2 2 …A2k…………Ak1Ak2 …Akk,( 1 )whereAii∈Cni,ni,1 ≤i≤k ,∑ki=1ni=n ,Aii( 1 ≤i≤k)arenonsingular.Inmostpracticalapplications,thematricesAijaresparseandmanyoftheblockmatricesarezero .Definition 1 IfB =(bij) =(‖Aij‖ ) k×…  相似文献   

19.
IntroductionThebasicfunctionofthemicrocirculationistoallowrapidexchangeofwater,gases,nutrientsandwasteproductsbetweenthebloodandtissuecells.Amicrocirculationunitthereforeconsistsofmicrovessels(arterioles,capillaries,venules,thoroughfaresandarteriole_…  相似文献   

20.
IntroductionThestochasticoptimalcontrolproblemsofreflecteddiffusionprocesseshasbeenconsideredbysomemathematicians,forinstance ,P .L .Lionsin [1 ] ,andJ.L .MenaldiandM .Robinin[2 ] .Inthispaper,wewillconsiderastochasticoptimalcontrolproblemofreflecteddiffusionswit…  相似文献   

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