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1.
The fundamentals of the mathematical theory of accreting bodies for finite deformations are explained using the concept of the bundle of a differentiable manifold that enables one to construct a clear classification of the accretion processes. One of the possible types of accretion, as due to the continuous addition of stressed material surfaces to a three-dimensional body, is considered. The complete system of equations of the mechanics of accreting bodies is presented. Unlike in problems for bodies of constant composition, the tensor field of the incompatible distortion, which can be found from the equilibrium condition for the boundary of growth, that is, a material surface in contact with a deformable three-dimensional body, enters into these equations. Generally speaking, a growing body does not have a stress-free configuration in three-dimensional Euclidean space. However, there is such a configuration on a certain three-dimensional manifold with a non-Euclidean affine connectedness caused by a non-zero torsion tensor that is a measure of the incompatibility of the deformation of the growing body. Mathematical models of the stress-strain state of a growing body are therefore found to be equivalent to the models of bodies with a continuous distribution of the dislocations.  相似文献   

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3.
This paper completes a previous work on a Black and Scholes equation with stochastic volatility. This is a degenerate parabolic equation, which gives the price of a European option as a function of the time, of the price of the underlying asset, and of the volatility, when the volatility is a function of a mean reverting Orstein-Uhlenbeck process, possibly correlated with the underlying asset. The analysis involves weighted Sobolev spaces. We give a characterization of the domain of the operator, which permits us to use results from the theory of semigroups. We then study a related model elliptic problem and propose a finite element method with a regular mesh with respect to the intrinsic metric associated with the degenerate operator. For the error estimate, we need to prove an approximation result.

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4.
The three-dimensional problem of the theory of elasticity of the harmonic oscillations of cylindrical bodies (a layer with several tunnel cavities on a cylinder of finite length) is considered for uniform mixed boundary conditions on its bases. Using the Φ-solutions constructed, the boundary-value problems are reduced to a system of well-known one-dimensional singular integral equations. The solution of the problem of the pulse excitation of a layer on the surface of a cavity is “assembled” from a packet of corresponding harmonic oscillations using an integral Fourier transformation with respect to time. The results of calculations of the dynamic stress concentration in a layer (a plate) weakened by one and two openings of different configuration are given, as well as the amplitude-frequency characteristics for a cylinder of finite length with a transverse cross section in the form of a square with rounded corners, and data of calculations for a trapeziform pulse, acting on the surface of a circular cavity, are presented.  相似文献   

5.
Subgradient projectors play an important role in optimization and for solving convex feasibility problems. For every locally Lipschitz function, we can define a subgradient projector via generalized subgradients even if the function is not convex. The paper consists of three parts. In the first part, we study basic properties of subgradient projectors and give characterizations when a subgradient projector is a cutter, a local cutter, or a quasi-nonexpansive mapping. We present global and local convergence analyses of subgradent projectors. Many examples are provided to illustrate the theory. In the second part, we investigate the relationship between the subgradient projector of a prox-regular function and the subgradient projector of its Moreau envelope. We also characterize when a mapping is the subgradient projector of a convex function. In the third part, we focus on linearity properties of subgradient projectors. We show that, under appropriate conditions, a linear operator is a subgradient projector of a convex function if and only if it is a convex combination of the identity operator and a projection operator onto a subspace. In general, neither a convex combination nor a composition of subgradient projectors of convex functions is a subgradient projector of a convex function.  相似文献   

6.
In this paper, we introduce an iterative algorithm for finding a common element of the set of solutions of a mixed equilibrium problem, the set of fixed points of a nonexpansive mapping, and the the set of solutions of a variational inclusion in a real Hilbert space. Furthermore, we prove that the proposed iterative algorithm converges strongly to a common element of the above three sets, which is a solution of a certain optimization problem related to a strongly positive bounded linear operator.  相似文献   

7.
This paper proposes a mathematical model to compare a network organization with a hierarchical organization. In order to formulate the model, we define a three-dimensional framework of the coordination structure of a network and of other typical coordination structures. In the framework, we can define a network structure by contrasting it with a hierarchy, in terms of the distribution of decision making, which is one of the main features of information processing. Based on this definition, we have developed a mathematical model for evaluating coordination structures. Using this model, we can derive two boundary conditions among the coordination structures with respect to the optimal coordination structure. The boundary conditions help us to understand why an organization changes its coordination structure from a hierarchy to a network and what factors cause this change. They enable us, for example, to find points of structural change where the optimal coordination structure shifts from a hierarchy to a hierarchy with delegation or from a hierarchy with delegation to a network, when the nature of the task changes from routine to non-routine. In conclusion, our framework and model may provide a basis for discussing the processes that occur when coordination structures change between a hierarchy and a network.  相似文献   

8.
As a guiding example, the diffraction measure of a random local mixture of the two classic Fibonacci substitutions is determined and reanalysed via self-similar measures of Hutchinson type, defined by a finite family of contractions. Our revised approach yields explicit formulas for the pure point and the absolutely continuous parts, as well as a proof for the absence of singular continuous components. This approach is then extended to the family of random noble means substitutions and, as an example with an underlying 2-adic structure, to a locally randomised version of the period doubling chain. As a first step towards a more general approach, we interpret our findings in terms of a disintegration over the Kronecker factor, which is the maximal equicontinuous factor of a covering model set.  相似文献   

9.
Together with the proposed modification connected with the introduction of a time-dependent net, we define a criterion for optimality of a sequence of initiations of transitions, and study a method of obtaining such a sequence. We given the construction of a model of a discrete dynamic system having finite parameters. to describe it we introduce a modification of the Petri net using a determination of the state of the positions, time delay of the transitions, and variation of the conditions and rules for initiating transitions. Translated fromDinamicheskie Sistemy, No. 13, 1994. pp. 39–50.  相似文献   

10.
谢赤 《运筹与管理》2002,11(5):87-92
为了针对市场风险对风险资产的组合投资进行套期保值,一般认为要选择将组合投资多头和期货合同空头结合起来的头寸方差最小化的套期保值比率,也就是要选择使某一特定函数的期望效用最大化的套期保值比率。但是本认为,由于种种原因,人们更倾向于选择对简单风险最小头寸的套期保值比率。  相似文献   

11.
The paper presents a rigorous mathematical analysis of a deterministic model, which uses a standard incidence function, for the transmission dynamics of a communicable disease with an arbitrary number of distinct infectious stages. It is shown, using a linear Lyapunov function, that the model has a globally-asymptotically stable disease-free equilibrium whenever the associated reproduction threshold is less than unity. Further, the model has a unique endemic equilibrium when the threshold exceeds unity. The equilibrium is shown to be locally-asymptotically stable, for a special case, using a Krasnoselskii sub-linearity trick. Finally, a non-linear Lyapunov function is used to show the global asymptotic stability of the endemic equilibrium (for the special case). Numerical simulation results, using parameter values relevant to the transmission dynamics of influenza, are presented to illustrate some of the main theoretical results.  相似文献   

12.
In this paper we propose a discrete algorithm for a tracking control of a two-wheeled mobile robot (WMR), using an advanced Adaptive Critic Design (ACD). We used Dual-Heuristic Programming (DHP) algorithm, that consists of two parametric structures implemented as Neural Networks (NNs): an actor and a critic, both realized in a form of Random Vector Functional Link (RVFL) NNs. In the proposed algorithm the control system consists of the DHP adaptive critic, a PD controller and a supervisory term, derived from the Lyapunov stability theorem. The supervisory term guaranties a stable realization of a tracking movement in a learning phase of the adaptive critic structure and robustness in face of disturbances. The discrete tracking control algorithm works online, uses the WMR model for a state prediction and does not require a preliminary learning. Verification has been conducted to illustrate the performance of the proposed control algorithm, by a series of experiments on the WMR Pioneer 2-DX.  相似文献   

13.
This paper develops a unified algebraic theory for a class of path problems such as that of finding the shortest or, more generally, the k shortest paths in a network; the enumeration of elemementary or simple paths in a graph. It differs from most earlier work in that the algebraic structure appended to a graph or a network of a path problem is not axiomatically given as a starting point of the theory, but is derived from a novel concept called a “path space”. This concept is shown to provide a coherent framework for the analysis of path problems, and hence the development of algebraic methods for solving them.  相似文献   

14.
We study the uniqueness of solutions with a transonic shock in a duct in a class of transonic shock solutions, which are not necessarily small perturbations of the background solution, for steady potential flow. We prove that, for given uniform supersonic upstream flow in a straight duct, there exists a unique uniform pressure at the exit of the duct such that a transonic shock solution exists in the duct, which is unique modulo translation. For any other given uniform pressure at the exit, there exists no transonic shock solution in the duct. This is equivalent to establishing a uniqueness theorem for a free boundary problem of a partial differential equation of second order in a bounded or unbounded duct. The proof is based on the maximum/comparison principle and a judicious choice of special transonic shock solutions as a comparison solution.  相似文献   

15.
在2-一致光滑的Banach空间中,引入一种新的迭代算法研究非膨胀映象的不动点集与α-逆强增生算子的变分不等式解集的公共元素,并获得了迭代算法的强收敛性定理.而且应用这些结果考虑了非膨胀映象和严格伪压缩映象公共不动点的收敛性问题.  相似文献   

16.
We consider a continuous-time, single-echelon, multi-location inventory model with Poisson demand processes. In case of a stock-out at a local warehouse, a demand can be fulfilled via a lateral transshipment (LT). Each warehouse is assigned a pre-determined sequence of other warehouses where it will request for an LT. However, a warehouse can hold its last part(s) back from such a request. This is called a hold back pooling policy, where each warehouse has hold back levels determining whether a request for an LT by another warehouse is satisfied. We are interested in the fractions of demand satisfied from stock (fill rate), via an LT, and via an emergency procedure from an external source. From these, the average costs of a policy can be determined. We present a new approximation algorithm for the evaluation of a given policy, approximating the above mentioned fractions. Whereas algorithms currently known in the literature approximate the stream of LT requests from a warehouse by a Poisson process, we use an interrupted Poisson process. This is a process that is turned alternatingly On and Off for exponentially distributed durations. This leads to the On/Off overflow algorithm. In a numerical study we show that this algorithm is significantly more accurate than the algorithm based on Poisson processes, although it requires a longer computation time. Furthermore, we show the benefits of hold back levels, and we illustrate how our algorithm can be used in a heuristic search for the setting of the hold back levels.  相似文献   

17.
We present and further develop the concept of a universal contingent claim introduced by the author in 1995. This concept provides a unified framework for the analysis of a wide class of financial derivatives.A universal contingent claim describes the time evolution of a contingent payoff. In the simplest case of a European contingent claim, this time evolution is given by a family of nonnegative linear operators, the valuation operators. For more complex contingent claims, the time evolution that is given by the valuation operators can be interrupted by discrete or continuous activation of external influences that are described by, generally speaking, nonlinear operators, the activation operators. For example, Bermudan and American contingent claims represent discretely and continuously activated universal contingent claims with the activation operators being the nonlinear maximum operators.We show that the value of a universal contingent claim is given by a multiplicative measure introduced by the author in 1995. Roughly speaking, a multiplicative measure is an operator-valued (in general, an abstract measure with values in a partial monoid) function on a semiring of sets which is multiplicative on the union of disjoint sets. We also show that the value of a universal contingent claim is determined by a, generally speaking, impulsive semilinear evolution equation.  相似文献   

18.
A Riemannian metric with a local contraction property can be used to prove existence and uniqueness of a periodic orbit and determine a subset of its basin of attraction. While the existence of such a contraction metric is equivalent to the existence of an exponentially stable periodic orbit, the explicit construction of the metric is a difficult problem.In this paper, the construction of such a contraction metric is achieved by formulating it as an equivalent problem, namely a feasibility problem in semidefinite optimization. The contraction metric, a matrix-valued function, is constructed as a continuous piecewise affine (CPA) function, which is affine on each simplex of a triangulation of the phase space. The contraction conditions are formulated as conditions on the values at the vertices.The paper states a semidefinite optimization problem. We prove on the one hand that a feasible solution of the optimization problem determines a CPA contraction metric and on the other hand that the optimization problem is always feasible if the system has an exponentially stable periodic orbit and the triangulation is fine enough. An objective function can be used to obtain a bound on the largest Floquet exponent of the periodic orbit.  相似文献   

19.
In this article, we propose a novel method for transforming a time series into a complex network graph. The proposed algorithm is based on the spatial distribution of a time series. The characteristics of geometric parameters of a network represent the dynamic characteristics of a time series. Our algorithm transforms, respectively, a constant series into a fully connected graph, periodic time series into a regular graph, linear divergent time series into a tree, and chaotic time series into an approximately power law distribution network graph. We find that when the dimension of reconstructed phase space increases, the corresponding graph for a random time series quickly turns into a completely unconnected graph, while that for a chaotic time series maintains a certain level of connectivity. The characteristics of the generated network, including the total edges, the degree distribution, and the clustering coefficient, reflect the characteristics of the time series, including diverging speed, level of certainty, and level of randomness. This observation allows a chaotic time series to be easily identified from a random time series. The method may be useful for analysis of complex nonlinear systems such as chaos and random systems, by perceiving the differences in the outcomes of the systems—the time series—in the identification of the systemic levels of certainty or randomness. © 2011 Wiley Periodicals, Inc. Complexity, 2011  相似文献   

20.
For a convex closed bounded set in a Banach space, we study the existence and uniqueness problem for a point of this set that is the farthest point from a given point in space. In terms of the existence and uniqueness of the farthest point, as well as the Lipschitzian dependence of this point on a point in space, we obtain necessary and su.cient conditions for the strong convexity of a set in several infinite-dimensional spaces, in particular, in a Hilbert space. A set representable as the intersection of closed balls of a fixed radius is called a strongly convex set. We show that the condition “for each point in space that is sufficiently far from a set, there exists a unique farthest point of the set” is a criterion for the strong convexity of a set in a finite-dimensional normed space, where the norm ball is a strongly convex set and a generating set.  相似文献   

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