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41.
J. M. Rubi 《Journal of statistical physics》2006,123(2):497-498
42.
M. A. H. Dempster 《Journal of Mathematical Sciences》2006,133(4):1422-1444
This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage)
stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown
that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum
norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These
processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are
negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single
scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from
the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are
established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and
future research is described. Bibliography: 49 titles.
__________
Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129. 相似文献
43.
In this paper we study root system generalizations of the quantum Bose-gas on the circle with pair-wise delta-function interactions.
The underlying symmetry structures are shown to be governed by the associated graded algebra of Cherednik's (suitably filtered)
degenerate double affine Hecke algebra, acting by Dunkl-type differential-reflection operators. We use Gutkin's generalization
of the equivalence between the impenetrable Bose-gas and the free Fermi-gas to derive the Bethe ansatz equations and the Bethe
ansatz eigenfunctions. 相似文献
44.
A simple scheme is developed for treatment of vertical bed topography in shallow water flows. The effect of the vertical step on flows is modelled with the shallow water equations including local energy loss terms. The bed elevation is denoted with zb‐ for the left and zb+ for the right values at each grid point, hence exactly representing a discontinuity in the bed topography. The surface gradient method (SGM) is generalized to reconstruct water depths at cell interfaces involving a vertical step so that the fluxes at the cell interfaces can accurately be calculated with a Riemann solver. The scheme is verified by predicting a surge crossing a step, a tidal flow over a step and dam‐break flows on wet/dry beds. The results have shown good agreements compared with analytical solutions and available experimental data. The scheme is efficient, robust, and may be used for practical flow calculations. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
45.
M. Heusler 《General Relativity and Gravitation》1991,23(2):189-207
The field equations for homogeneous models in an arbitrary number of dimensions form a Hamiltonian system with constraint forces. Due to the monotonic behavior of the determinant of the induced metric, the evolution of the system can be interpreted as the motion of a particle in an explicitly time-dependent potential. Considering vacuum models, we show that this explicit time-dependence can be eliminated. Using the scaling properties of the Ricci tensor we obtain an autonomous system, for which we can also find a Liapunov function in terms of the n-dimensional Ricci curvature. 相似文献
46.
The variational problem of contact equilibrium of a punch and an elastic body is considered. An equivalent formulation of the problem is given in variational inequality form. Existence and uniqueness of the solution is investigated in a particular case. A penalty method is proposed for approximate solution of the problem.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 97–103, 1985. 相似文献
47.
E. V. Zakharov A. G. Davydov Yu. V. Pimenov G. M. Tikhonov 《Computational Mathematics and Modeling》1991,2(1):79-84
Translated from Chislennye Metody Resheniya Obratnykh Zadach Matematicheskoi Fiziki, pp. 119–127. 相似文献
48.
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 51, No. 2, pp. 212–217, August, 1989. 相似文献
49.
50.
A. M. Vinogradov 《Acta Appl Math》1989,15(1-2):3-21
The main notions and results which are necessary for finding higher symmetries and conservation laws for general systems of partial differential equations are given. These constitute the starting point for the subsequent papers of this volume. Some problems are also discussed. 相似文献