级数加括号判敛方法的一点思考

本文介绍了两种级数加括号后收敛推得原级数收敛的方法,并给出了证明和应用实例.     

Euler级数与Euler积分

在文 [1 ]中 ,我们推广了文 [2 ]、[3]中的Ｅｕｌｅｒ积分 ,并利用相当简捷的方法进行了证明 .在微积分中 ,我们还会遇到各种各样的级数求和的问题 ,如形如下面形式的级数∑∞ｎ=11ｎ2 ,∑∞ｎ=1(- 1 ) ｎ 1ｎ2 ,∑∞ｎ=11(2ｎ- 1 ) 2 .为研究问题方便起见 ,本文将上述级数统统称之为Ｅｕｌｅｒ级数 .关于Ｅｕｌｅｒ级数 ,已有多种方法进行计算 .本文首先将Ｅｕｌｅｒ级数进行推广 ,然后根据级数中逐项微分与逐项积分的定理证明之 .最后 ,利用文 [1 ]中的结论 ,得到了Ｅｕｌｅｒ积分与Ｅｕｌｅｒ级数之间相互表示的一个重要关系式 .定理 1　…     

利用无穷大的比较判断正项级数的敛散性

判断正项级数的敛散性是级数理论中一个重要的基本课题.本文通过考查无穷大在某一变化过程中的快慢程度,给出一个判断正项级数敛散性的可供选择的方法.先证明如下不等式:     

数项级数加括号前后的敛散性探讨

本文主要研究数项级数加括号前后的敛散性问题.借助于归结原则和致密性定理,推导出了数项级数存在某种加括号后级数收敛的充要条件,然后推导出了加括号后的级数与原级数同敛态的两个充分条件,最后通过3个例题表明了用本文的结论可以更简便地证明一些具体问题.     

关于一道正项级数题目的多种解法

本文考虑某个正项级数题目的多种解法,关注"含有无穷多零元素"的正项级数命题证明的严谨性.     

非平稳随机过程模拟的一个谱表示方法

本文由Priestley渐进谱理论导出了非平稳随机过程蒙特卡罗模拟的一个谱表示方法.按照该方法,样本过程可直接由一余弦级数公式计算产生.可以证明,当级数项数足够大时,模拟的样本过程可准确地反映非平稳随机过程规定的性质;当产生的样本过程足够多时,其总体均值和总体自相关函数均趋于相应目标函数;样本过程随着级数项数趋于无穷而渐近呈正态分布.本文方法最显著的特点在于可以借助随机相位角产生具有某些预期特征的样本过程.     

数项级数的Cesàro和及Abel和的联系与应用

在级数理论中,由于数项级数的Cesàro和及Abel和的求和门槛较低、要求条件较弱,从而级数的这两种求和方法使许多定理的证明、习题的解答变得简捷,使我们对级数敛散性的研究就有了方便、快捷之感.进一步研究了这两种求和方法.     

窗口Fourier变换反演公式的级数表示——献给陆善镇教授75华诞

本文研究连续窗口Fourier变换的反演公式.与经典的积分重构公式不同,本文证明当窗函数满足合适的条件时,窗口Fourier变换的反演公式可以表示为一个离散级数.此外,本文还研究这一重构级数的逐点收敛及其在Lebesgue空间的收敛性.对于L^2空间,本文给出重构级数收敛的充分必要条件.     

富里、埃级数的绝对收敛

<正> §1.前言 设 f(x)是周期2π的可积的周期函数,(?)С.Б. Стечин曾经证明,当级数(?)收敛时,级数(1.1)绝对收敛.本文设 f(x)∈L_p,1相似文献   

P-adic数域Qp上的级数理论

主要研究了P-adic数域上无穷级数的收敛问题,给出了P-adic数域上数项级数,函数项级数收敛的充要条件,并作了完整的证明.得到了P-adic数域上级数收敛比实数域上级数收敛更容易判断的结论.     

The practical use of the Euler transformation

The generalised Euler transformation is a powerful transformation of infinite series which can be used, in theory, for the acceleration of convergence and for analytic continuation. When the transformation is applied to a series with rounded coefficients, its behaviour can differ substantially from that predicted theoretically. In general, analytic continuation is impossible in this case. It is still possible, however, to use the transformation for acceleration of convergence, but some changes are necessary in the method of choosing the optimum parameter value.     

The exterior Dirichlet problem for the Helmholtz equation

The exterior Dirichlet problem for the reduced wave equation is reformulated as a new integral equation. It is shown that the normal derivative of the total field may be expressed as a Neumann series in terms of the known incident field. The convergence of the infinite series is established for arbitrary smooth surfaces and for small values of the wave number. An example is given that illustrates the method.     

On the modified Taylor's approximation for the solution of linear and nonlinear equations

Fourier series and Taylor's expansions are commonly used in the fields of science and engineering. A whole range of interesting physical problems can be solved using one or the other of these standard techniques. Yet, there is a class of problems whose solutions exhibit near sinusoidal or repetitive behavior that cannot be solved using the above expansions. It is for these types of problems that the modified Taylor expansion has been developed. It is a method that combines the advantages of the repetitive behavior of sinusoidal functions and polynomial series. This technique has not been employed for tackling equations whose solutions are near sinusoidal. We discuss the method and apply it to a number of interesting problems that show its utility. Examples include the solution of differential, integral, integro-differential and functional equations. In addition, we propose an algorithm for the numerical integration of a function which exhibits near periodic behavior, namely the Bessel function. Most of the symbolic and numerical computations have been performed using the Computer Algebra System––Maple.     

The exterior Robin problem for the Helmholtz equation

A new method is given for solving the exterior Robin problem for the Helmholtz equation. The problem is reformulated as a new integral equation which is continuous as the field point approaches the boundary. It is shown that its solution can be represented as a convergent Neumann series for convex surfaces, for small values of the wave number. Examples are included which illustrate the method.     

Extrapolation applied to certain discretization methods solving the initial value problem for hyperbolic differential equations

Summary The procedurediwiex presented in this paper provides an approximate solution to Cauchy's initial value problem for general hyperbolic systems of first order. The procedurecharex can be applied to the initial value problem for a hyperbolic system of quasi-linear differential equations. This second method is a kind of method of characteristics. It produces a solution for the whole domain of determinancy. Both procedures use extrapolation to the limit. Editor's Note. In this fascile, prepublication of algorithms from the Approximations series of the Handbook for Automatic Computation is continued. Algorithms are published in ALGOL 60 reference language as approved by the IFIP. Contributions in this series should be styled after the most recently published ones     

On joint identification of the feedback parameters for hyperchaotic systems: An optimization-based approach

We propose an optimization-based scheme for parameter estimation in high-dimensional chaotic systems, and the symbolic time series analysis (STSA) based method is adopted to address the estimation problem. It is shown that, when the system structure and the corresponding time series are known, the STSA-based method works better with respect to the autocorrelation function (ACF) and the mutual information (MI) technologies. Most importantly, the time delay and the feedback strength of two test systems, i.e., the Mackey–Glass system and an external-cavity semiconductor laser system, can be successfully identified using the proposed scheme. To explore the noise immunity, the influence of certain levels of noise on the STSA-based method is tested.     

On the accuracy of the projection computation of the collision integral

The accuracy of the projection method as applied to the computation of the collision integral is analyzed. It is shown that the method has an error of the second order of smallness with respect to the mesh size. An optimal method for choosing additional nodes that minimizes the computational error is found. The theoretical conclusions and the optimality of the method are confirmed in a series of numerical experiments.     

Robust time series analysis

This paper considers the problem of obtaining estimates of seasonal and trend components of time series. It proposes a simple computational procedure for finding those estimates which minimize the sum of absolute errors for an additive time series model. It also examines a multiplicative model with a compound relative error criterion. The proposed method, which yields estimates which are insensitive to outlying members of the series, is ideally suited to a management science context, especially when large numbers of time series must be analysed on a regular basis.     

The geometric series method for constructing exact solutions to nonlinear evolution equations

It is proved that, for the majority of integrable evolution equations, the perturbation series constructed based on the exponential solution of the linearized problem is geometric or becomes geometric as a result of changing the variable in the equation or after a transformation of the series. Using this property, a method for constructing exact solutions to a wide class of nonintegrable equations is proposed; this method is based on the requirement for the perturbation series to be geometric and on the imposition of constraints on the values of the coefficients and parameters of the equation under which the sum of the series is the solution to be found. The effectiveness of using the diagonal Padé approximants the minimal order of which is determined by the order of the pole of the solution to the equation is demonstrated.