四类平均数的几何模型

新教材中关于两个数的算术平均数与几何平均数的几何解释 ,显示了数与形的完美结合 .在新教材数学第二册 (上 )习题 6 2中 ,有这样一个习题 :已知a、b都是正数 ,求证 :21a + 1b≤ab≤ a+b2 ≤ a2 +b22 ,当且仅当a=b时等号成立 .不等式中的四个式子分别称为两个数的调和平均数、几何平均数、算术平均数、平方平均数 .此题描述了这四个平均数之间的关系 ,本文再给出它们的几何模型 .数形结合不仅揭示了数学的内在联系 ,给人以美的享受 ,更能开发学生智力 ,培养学生能力 ,发散学生思维 .1　ab≤ a+b2 的几何模型 .　　如图 1 ,以a+b为直径 (记…     

基于平均数的椭圆周长近似公式

椭圆是圆锥曲线之一,在工程制图与机械加工中,常常需要计算椭圆的周长.本文利用调和平均数构造了一个近似计算椭圆周长的公式,并结合算术平均数、几何平均数以及均方根平均数方法,通过加权组合得到一个形式简单的高精度近似公式.数值实例验证了该公式的有效性.     

浅谈四类平均数的几何模型

《数学通报》2003年第11期刊登了《四类平均数的几何模型》一文,该文给出了两个正数的调和平均数、几何平均数、算术平均数及平方平均数在圆中的几何模型.下面再给出这四类平均数在四边形中的几何模型,供读者参考.当a>0,b>0时,a2 abb,ab,a 2b,a2 2b2分别叫做a,b的调和平均数、几何平均数、算术平均数及平方平均数,它们的关系是2aba b≤ab≤a2 b≤a22 b2(a>0,b>0).当且仅当a=b时等号成立.下面给出它们在四边形中的几何模型.在四边形ABCD中,设AB∥DC,AB=a,DC=b.1.当a≠b时,不妨设a相似文献   

我国国民经济平均指标计算方法中的问题

社会经济现象中的平均指标是用来反映各单位某一数量在一定时间、地点条件下所达到的一般水平的指标 .在国民经济统计中平均指标有着十分广泛而重要的作用 ,它不仅反映着总体内各单位变量分布的集中趋势 ,能够比较不同单位的发展水平以说明经济效益或工作质量上的差距 ;而且可以分析和研究现象间的依存关系 .诸如 ,人均纯收入、人均产值、人均储蓄额、商品平均价格、粮食的平均亩产等指标 ,都是与我们的生活息息相关并为我们所熟知的平均指标 .我国目前有关国民经济平均指标的计算一般采用的算术平均的方法 .以人均纯收入指标为例 ,假定某地…     

几何画板动态破解高考题

数学,能否像物理、化学一样开展实验探究呢?随着信息技术与学科整合的深入,借助几何画板、Excel等软件,我们可以在课堂上进行数学实验,化静态、抽象的数学为动态、直观的数学.几何画板,以其强大的功能,成为数学老师的好帮手,特别是在几何教学(解几、立几中).历年的高考题,都会有一些好的题材,值得我们用几何画板来探究,一方面帮助学生理解问题,另一方面有助教师发现结论.本文以2010年的两道高考题为例,谈谈如何利用几何画板动态破解高考题.     

浅谈四类平均数的几何模型

《数学通报》2003年第11期刊登了《四类平均数的几何模型》一文，该文给出了两个正数的调和平均数、几何平均数、算术平均数及平方平均数在圆中的几何模型．下面再给出这四类平均数在四边形中的几何模型，供读者参考．     

用等差数列的一个性质证明拓展均值不等式

<正>均值不等式刻画了算术平均数和几何平均数的不等关系,在证明不等式、求解函数的最值及生活中的优化问题等方面都有很大的应用.本文从等差数列的一个性质出发,证明拓展均值不等式.     

关于三元平均的一个双边不等式

本文得到如下关于三个正数的算术平均数和几何平均数的一个双边不等式:     

平均数问题

求平均数问题是小学学习阶段经常接触的一类典型应用题。解答这类应用题时,主要是弄清楚总数、份数、一份数三量之间的关系,根据总数除以它相对应的份数,求出一份数,即平均数。     

探寻旋转的特征

因为世界是永恒发展与普遍联系的,动态几何的引入,进一步丰富了静态几何.其中初中阶段学习的轴对称、平移、旋转和相似等四种图形变换都是动态几何,它们分别是图形绕直线旋转、直线运动、绕点旋转、图形的缩放.其中旋转与相似是学生学习的重点和难点,是中考必考内容.要学好旋转这种图形变换,掌握旋转的特征是最基本的,也是最重要的,那么,旋转的特征有哪些呢?以下做一探讨!     

Positive semidefinite indicator property for norm-numerical range

In this paper, using an elementary method, we prove that if norm-numerical range related to an absolute norm \(\Vert .\Vert \) on \(\mathbb {C}^n\) satisfies the positive semidefinite indicator property, then \(\Vert .\Vert \) will be a multiple of Euclidian norm.     

A shock indicator for adaptive transonic flow computations

Summary An adaptive finite element method for the calculation of transonic potential flows was developed. A residual based error indicator is complemented by a shock indicator. For a good shock resolution mesh refinement as well as moving nodes were needed. An analysis of the method and computational results are given.The research reported in this article was supported by the Deutsche Forschungsgemeinschaft and the Volkswagen-Stiftung     

Multiple imputations and the missing censoring indicator model

Semiparametric random censorship (SRC) models (Dikta, 1998) provide an attractive framework for estimating survival functions when censoring indicators are fully or partially available. When there are missing censoring indicators (MCIs), the SRC approach employs a model-based estimate of the conditional expectation of the censoring indicator given the observed time, where the model parameters are estimated using only the complete cases. The multiple imputations approach, on the other hand, utilizes this model-based estimate to impute the missing censoring indicators and form several completed data sets. The Kaplan-Meier and SRC estimators based on the several completed data sets are averaged to arrive at the multiple imputations Kaplan-Meier (MIKM) and the multiple imputations SRC (MISRC) estimators. While the MIKM estimator is asymptotically as efficient as or less efficient than the standard SRC-based estimator that involves no imputations, here we investigate the performance of the MISRC estimator and prove that it attains the benchmark variance set by the SRC-based estimator. We also present numerical results comparing the performances of the estimators under several misspecified models for the above mentioned conditional expectation.     

Strong formulations for conic quadratic optimization with indicator variables

Mathematical Programming - We study the convex hull of the mixed-integer set given by a conic quadratic inequality and indicator variables. Conic quadratic terms are often used to encode...     

Adaptive radial basis function interpolation using an error indicator

In some approximation problems, sampling from the target function can be both expensive and time-consuming. It would be convenient to have a method for indicating where approximation quality is poor, so that generation of new data provides the user with greater accuracy where needed. In this paper, we propose a new adaptive algorithm for radial basis function (RBF) interpolation which aims to assess the local approximation quality, and add or remove points as required to improve the error in the specified region. For Gaussian and multiquadric approximation, we have the flexibility of a shape parameter which we can use to keep the condition number of interpolation matrix at a moderate size. Numerical results for test functions which appear in the literature are given for dimensions 1 and 2, to show that our method performs well. We also give a three-dimensional example from the finance world, since we would like to advertise RBF techniques as useful tools for approximation in the high-dimensional settings one often meets in finance.     

A parameter-free smoothness indicator for high-resolution finite element schemes

This paper presents a postprocessing technique for estimating the local regularity of numerical solutions in high-resolution finite element schemes. A derivative of degree p ≥ 0 is considered to be smooth if a discontinuous linear reconstruction does not create new maxima or minima. The intended use of this criterion is the identification of smooth cells in the context of p-adaptation or selective flux limiting. As a model problem, we consider a 2D convection equation discretized with bilinear finite elements. The discrete maximum principle is enforced using a linearized flux-corrected transport algorithm. The deactivation of the flux limiter in regions of high regularity makes it possible to avoid the peak clipping effect at smooth extrema without generating spurious undershoots or overshoots elsewhere.     

Valid inequalities for separable concave constraints with indicator variables

We study valid inequalities for optimization models that contain both binary indicator variables and separable concave constraints. These models reduce to a mixed-integer linear program (MILP) when the concave constraints are ignored, or to a nonconvex global optimization problem when the binary restrictions are ignored. In algorithms designed to solve these problems to global optimality, cutting planes to strengthen the relaxation are traditionally obtained using valid inequalities for the MILP only. We propose a technique to obtain valid inequalities that are based on both the MILP constraints and the concave constraints. We begin by characterizing the convex hull of a four-dimensional set consisting of a single binary indicator variable, a single concave constraint, and two linear inequalities. Using this analysis, we demonstrate how valid inequalities for the single node flow set and for the lot-sizing polyhedron can be “tilted” to give valid inequalities that also account for separable concave functions of the arc flows. We present computational results demonstrating the utility of the new inequalities for nonlinear transportation problems and for lot-sizing problems with concave costs. To our knowledge, this is one of the first works that simultaneously convexifies both nonconvex functions and binary variables to strengthen the relaxations of practical mixed-integer nonlinear programs.