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21.
In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option. 相似文献
22.
Qian-shun Chang Bo-ling GuoInstitute of Applied Mathematics Academy of Mathematics System Sciences Chinese Academy of Sciences Beijing ChinaInstitute of Applied Physics Computational Mathematics Beijing China 《应用数学学报(英文版)》2002,18(2):201-214
Abstract In this paper, a dissipative Zakharov equations are discretized by difference method.We make priorestimates for the algebric system of equations. It is proved that for each mesh size,there exist attractors forthe discretized system.The bounds of the Hausdorff dimensions of the discrete attractors are obtained,and thevarious bounds are dependent of the mesh sizes. 相似文献
23.
This paper proposes two constructive heuristics for the well-known single-level uncapacitated dynamic lot-sizing problem. The proposed heuristics, called net least period cost (nLPC) and nLPC(i), are developed by modifying the average period cost concept from Silver and Meal's heuristic, commonly known as least period cost (LPC). An improved tie-breaking stopping rule and a locally optimal decision rule are proposed in the second heuristic to enhance performance. We test the effectiveness of the proposed heuristics by using 20 benchmarking test problems frequently used in the literature. Furthermore, we perform a large-scale simulation study involving three factors, 50 experimental conditions, and 100?000 randomly generated problems to evaluate the proposed heuristics against LPC and six other well-known constructive heuristics in the literature. The simulation results show that both nLPC and nLPC(i) produce average holding and setup costs lower than or equal to those of LPC in every one of the 50 experimental conditions. The proposed heuristics also outperform each of the six other heuristics evaluated in all experimental conditions, without an increase in computational requirements. Lastly, considering that both nLPC and nLPC(i) are fairly simple for practitioners to understand and that lot-sizing heuristics have been commonly used in practice, there should be a very good chance for practical applications of the proposed heuristics. 相似文献
24.
Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source
Jeong-Ryeol Choi 《International Journal of Theoretical Physics》2002,41(10):1931-1939
We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously. 相似文献
25.
Time-domain numerical computation of noise reduction by diffraction and finite impedance of barriers
Chang Woo Lim 《Journal of sound and vibration》2003,268(2):385-401
A new time-domain numerical method is presented for the estimation of noise reduction by the diffraction and finite impedance of barriers. High order finite difference schemes conventionally used for computational aeroacoustics, and time-domain impedance boundary conditions are utilized for the development of the time-domain method. Compared with other methods, this method can be applied more easily to the problems related to nonlinear noise propagation such as impulsive noise and broadband noise. Linearized Euler equations in Cartesian co-ordinates are considered and solved numerically. Straight and T-shaped barriers with and without surface admittance are calculated. In order to assess the accuracy of this time-domain method, comparison with the results of SYSNOISE software (Ver. 5.3) are made. There are very good agreements between the results of the present time-domain numerical method and the boundary element method of the SYSNOISE software. 相似文献
26.
The crystal structure, magnetic and magnetotransport properties of the variation of B′-site transition metal in Sr2FeMO6 (M=Mo, W) with double perovskites structure have been investigated systematically. Measurements of magnetization vs. temperature at H=5 T show that Sr2FeMoO6 is a ferromagnet and Sr2FeWO6 is an antiferromagnet with TN∼35 K. Additionally, the large magnetoresistance ratio (MR) of ∼22% (H=3 T) at room temperature (RT) was observed in the Sr2FeWO6 compound. However, the Sr2FeMoO6 compound did not show any significant MR even at high fields and RT (MR∼1%; H=3 T and 300 K). The implications of these findings are supported by band structure calculations to explain the interaction between the 4d(Mo) and 5d(W) orbitals of transition metal ions and oxygen ions. 相似文献
27.
Myungjin Jeon Dongsoong Han Kyeongsu Park Gundon Choi 《Journal of Applied Mathematics and Computing》2005,18(1-2):235-246
We present an interpolating, univariate subdivision scheme which preserves the discrete curvature and tangent direction at each step of subdivision. Since the polygon have a geometric information of some original (in some sense) curve as a discrete curvature, we can expect that the limit curve has the same curvature at each vertex as the control polygon. We estimate the curvature bound of odd vertices and give an error estimate for restoring a curve from sampled vertices on curves. 相似文献
28.
Jeong Ryeol Choi 《International Journal of Theoretical Physics》2004,43(4):947-958
We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states. 相似文献
29.
LIN Chang ZHANG Xiu-Lian 《理论物理通讯》2005,44(2):247-251
The nonlinear dust acoustic waves in two-dimensional dust plasma with dust charge variation is analytically investigated by using the formally variable separation approach. New analytical solutions for the governing equation of this system have been obtained for dust acoustic waves in a dust plasma for the first time. We derive exact analytical expressions for the general case of the nonlinear dust acoustic waves in two-dimensional dust plasma with dust charge variation. 相似文献
30.
S. H. Park J. H. Chang M. Yang H. S. Ahn S. N. Yi K. Goto M. W. Cho T. Yao J. S. Song 《Current Applied Physics》2004,4(6):607-610
Photoluminescence (PL) linewidth broadening of CdxZn1 − xSe/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced. 相似文献