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1.
Several models of tumor growth have been developed from various perspectives and for multiple scales. Due to the complexity of interactions, how the macroscopic dynamics formed by such interactions at the microscopic level is a difficult problem. In this paper, we focus on reconstructing a model from the output of an experimental model. This is carried out by the data analysis approach. We simulate the growth process of tumor with immune competition by using cellular automata technique adapted from previous studies. We employ an analysis of data given by the simulation output to derive an evolution equation of macroscopic dynamics of tumor growth. In a numerical example we show that the dynamics of tumor at stationary state can be described by an Ornstein–Uhlenbeck process. We show further how the result can be linked to the stochastic Gompertz model.  相似文献   

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A plane quartic curve is called Lüroth if it contains the ten vertices of a complete pentalateral. White and Miller constructed in 1909 a covariant quartic fourfold, associated to any plane quartic. We review their construction and we show how it gives a computational tool to detect if a plane quartic is Lüroth. As a byproduct, we show that the 28 bitangents of a general plane quartic correspond to 28 singular points of the associated White–Miller quartic fourfold.  相似文献   

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A very simple closed-form formula for Sheppard’s corrections is recovered by means of the classical umbral calculus. Using this symbolic method, a more general closed-form formula for discrete parent distributions is provided and the generalization to the multivariate case turns out to be straightforward. All these new formulas are particularly suited to be implemented in any symbolic package.  相似文献   

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Let G be a finite group, an absolutely irreducible -module and w a weight of . To any Galois covering with group G we associate two correspondences, the Schur and the Kanev correspondence. We work out their relation and compute their invariants. Using this, we give some new examples of Prym–Tyurin varieties. This work was supported by FONDECYT No. 11060468 and No. 1060742.  相似文献   

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Givenμ, κ, c>0, we consider the functional
defined on allR n -valued functionsu on the open subset Ω ofR n which are smooth outside a free discontinuity setS u, on which the tracesu +,u on both sides have equal normal component (i.e.,u has a tangential jump alongS u).E Du=Eu − 1/3 (divu)I, withEu denoting the linearized strain tensor. The functionalF is obtained from the usual strain energy of linearized elasticity by addition of a term (the second integral) which penalizes the jump discontin uities of the displacement. The lower semicontinuous envelope is studied, with respect to theL 1 (Ω;R n )-topology, on the spaceP(Ω) of the functions of bounded deformation with distributional divergence inL 2(Ω) (F is extended with value +∞ on the wholeP(Ω)). The following integral representation is proved:
whereϕ is a convex function with linear growth at infinity. NowEu is a measure,ɛ Du represents the density of the absolutely continuous part of the absolutely continuous part ofE Du, whileE s D u denotes the singular part and ϕ the recession function ofϕ. Finally, we show that coincides with the functional which intervenes in the minimum problem for the displacement in the theory of Hencky’s plasticity with Tresca’s yield conditions.  相似文献   

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《Optimization》2012,61(1-2):165-180
In this paper we present an algorithm for the pooling problem in refinery optimization based on a bilinear programming approach. The pooling problem occurs frequently in process optimization problems, especially refinery planning models. The main difficulty is that pooling causes an inherent nonlinearity in the otherwise linear models. We shall define the problem by formulating an aggregate mathematical model of a refinery, comment on solution methods for pooling problems that have been presented in the literature, and develop a new method based on convex approximations of the bilinear terms. The method is illustrated on numerical examples  相似文献   

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Z. Ercan 《Positivity》2014,18(2):219-221
A new and simple proof of the main result of the paper “Laterally closed lattice homomorphisms” by Toumi and Toumi (J Math Anal Appl 324:1178–1194, 2006) is given following the paper “Extension of Riesz homomorphisms, I” by Buskes (J Aust Math Soc Ser A 39(1):107–120, 1985).  相似文献   

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We show by a counterexample that the dual-ascent procedure proposed by Herrmann, Ioannou, Minis and Proth in a 1996 issue of the European Journal of Operational Research is incorrect in the sense that it does not generate a valid lower bound to the optimal value of fixed-charge capacitated network design problems. We provide a correct dual-ascent procedure based on the same ideas and we give an interpretation of it in terms of a simple Lagrangean relaxation. Although correct, this procedure is not effective, as in general, it provides a less tighter bound than the linear programming relaxation.  相似文献   

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Computing a small number of singular values is required in many practical applications and it is therefore desirable to have efficient and robust methods that can generate such truncated singular value decompositions. A method based on the Lanczos bidiagonalization and the Krylov–Schur method is presented. It is shown that deflation strategies can be easily implemented in this method and possible stopping criteria are discussed. Numerical experiments show the efficiency of the Krylov–Schur method.  相似文献   

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Plane quartic curves given by equations of the form y 2=P(x) with polynomials P of degree 4 represent singular models of elliptic curves which are directly related to elliptic integrals in the form studied by Euler and for which he developed his famous addition formulas. For cubic curves, the well-known secant and tangent construction establishes an immediate connection of addition formulas for the corresponding elliptic integrals with the structure of an algebraic group. The situation for quartic curves is considerably more complicated due to the presence of the singularity. We present a geometric construction, similar in spirit to the secant method for cubic curves, which defines an addition law on a quartic elliptic curve given by rational functions. Furthermore, we show how this addition on the curve itself corresponds to the addition in the (generalized) Jacobian variety of the curve, and we show how any addition formula for elliptic integrals of the form \(\int (1/\sqrt{P(x)})\,\mathrm{d}x\) with a quartic polynomial P can be derived directly from this addition law.  相似文献   

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An introduction to Joyal’s theory of combinatorial species is given and through it an alternative view of Rota’s twelvefold way emerges.  相似文献   

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We show that degenerate complex Monge-Ampère equations in a big cohomology class of a compact Kähler manifold can be solved using a variational method, without relying on Yau’s theorem. Our formulation yields in particular a natural pluricomplex analogue of the classical logarithmic energy of a measure. We also investigate Kähler-Einstein equations on Fano manifolds. Using continuous geodesics in the closure of the space of Kähler metrics and Berndtsson’s positivity of direct images, we extend Ding-Tian’s variational characterization and Bando-Mabuchi’s uniqueness result to singular Kähler-Einstein metrics. Finally, using our variational characterization we prove the existence, uniqueness and convergence as k→∞ of k-balanced metrics in the sense of Donaldson both in the (anti)canonical case and with respect to a measure of finite pluricomplex energy.  相似文献   

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We consider factor models for interest rates and asset prices where the risk- neutral dynamics of the factors process is modelled by an affine diffusion. We characterize the factors process and bond price in terms of forward–backward stochastic differential equations (FBSDEs), prove an existence and uniqueness theorem which gives the solution explicitly, and characterize the bond price as an exponential affine function of the factors in a new way. Our approach unifies the results, based on stochastic flows, of Elliott and van der Hoek (Finance Stoch 5:511–525, 2001) with the approach, based on the Feynman-Kac formula, of Duffie and Kan (Math Finance 6(4):379–406, 1996), and addresses a mistake in the approach of Elliott and van der Hoek (Finance Stoch 5:511–525, 2001). We extend our results on the bond price to consider the futures and forward price of a risky asset or commodity.   相似文献   

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