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901.
Mario Abundo 《Methodology and Computing in Applied Probability》2010,12(3):473-490
It is studied the first-passage time (FPT) of a time homogeneous one-dimensional diffusion, driven by the stochastic differential
equation dX(t) = μ(X(t))dt + σ(X(t)) dB
t
, X(0) = x
0, through b + Y(t), where b > x
0 and Y(t) is a compound Poisson process with rate λ > 0 starting at 0, which is independent of the Brownian motion B
t
. In particular, the FPT density is investigated, generalizing a previous result, already known in the case when X(t) = μt + B
t
, for which the FPT density is the solution of a certain integral equation. A numerical method is shown to calculate approximately
the FPT density; some examples and numerical results are also reported. 相似文献
902.
Alicia Cordero José L. Hueso Eulalia Martínez Juan R. Torregrosa 《Numerical Algorithms》2010,53(4):485-495
In this paper, we present two new three-step iterative methods for solving nonlinear equations with sixth convergence order.
The new methods are obtained by composing known methods of third order of convergence with Newton’s method and using an adequate
approximation for the derivative, that provides high order of convergence and reduces the required number of functional evaluations
per step. The first method is obtained from Potra-Pták’s method and the second one, from Homeier’s method, both reaching an
efficiency index of 1.5651. Our methods are comparable with the method of Parhi and Gupta (Appl Math Comput 203:50–55, 2008). Methods proposed by Kou and Li (Appl Math Comput 189:1816–1821, 2007), Wang et al. (Appl Math Comput 204:14–19, 2008) and Chun (Appl Math Comput 190:1432–1437, 2007) reach the same efficiency index, although they start from a fourth order method while we use third order methods and simpler
arithmetics. We prove the convergence results and check them with several numerical tests that allow us to compare the convergence
order, the computational cost and the efficiency order of our methods with those of the original methods. 相似文献
903.
Daniela di Serafino Susana Gomez Leopoldo Milano Filippo Riccio Gerardo Toraldo 《Journal of Global Optimization》2010,48(1):41-55
The detection of gravitational waves is a long-awaited event in modern physics and, to achieve this challenging goal, detectors
with high sensitivity are being used or are under development. In order to extract gravitational signals emitted by coalescing
binary systems of compact objects (neutron stars and/or black holes), from noisy data obtained by interferometric detectors,
the matched filter technique is generally used. Its computational kernel is a box-constrained global optimization problem
with many local solutions and a highly nonlinear and expensive objective function, whose derivatives are not available. To
tackle this problem, we designed a real-coded genetic algorithm that exploits characteristic features of the problem itself;
special attention was devoted to the choice of the initial population and of the recombination operator. Computational experiments
showed that our algorithm is able to compute a reasonably accurate solution of the optimization problem, requiring a much
smaller number of function evaluations than the grid search, which is generally used to solve this problem. Furthermore, the
genetic algorithm largely outperforms other global optimization algorithms on significant instances of the problem. 相似文献
904.
Tohru Nakashima 《Designs, Codes and Cryptography》2010,57(1):107-115
We discuss the properties of algebraic-geometric codes defined by a vector bundle on a curve X over a finite field. We investigate the correction capacities of the codes defined from vector bundles constructed by means
of finite coverings of X. 相似文献
905.
Osamu Hatori Takeshi Miura Rumi Shindo Hiroyuki Takagi 《Rendiconti del Circolo Matematico di Palermo》2010,59(2):161-183
Let $
A
$
A
and ℬ be unital semisimple commutative Banach algebras. It is shown that if surjections S,T: $
A
$
A
→ ℬ with S(1)=T(1)= 1 and α ∈ ℂ \ {0} satisfy r(S(a)T(b) − α)= r(ab− α) for all a,b ∈ $
A
$
A
, then S=T and S is a real algebra isomorphism, where r(a) is the spectral radius of a. Let I be a nonempty set, A and B be uniform algebras. Let ρ, τ: I → A and S,T: I → B be maps satisfying σ
π
(S(p)T(q)) ⊂ σ
π
(ρ(p) τ(q)) for all p,q ∈ I, where σ
π
(f) is the peripheral spectrum of f. Suppose that the ranges ρ(I), τ(I) ⊂ A and S(I),T(I) ⊂ B are closed under multiplication in a sense, and contain peaking functions “enough”. There exists a homeomorphism ϕ: Ch(B)→Ch(A) such that S(p)(y)= ρ(p)(ϕ(y)) and T(p)(y)= τ(p)(ϕ(y)) for every p ∈ I and y ∈ Ch(B), where Ch(A) is the Choquet boundary of A. 相似文献
906.
Quadratic assignment problems (QAPs) are known to be among the hardest discrete optimization problems. Recent study shows
that even obtaining a strong lower bound for QAPs is a computational challenge. In this paper, we first discuss how to construct
new simple convex relaxations of QAPs based on various matrix splitting schemes. Then we introduce the so-called symmetric
mappings that can be used to derive strong cuts for the proposed relaxation model. We show that the bounds based on the new
models are comparable to some strong bounds in the literature. Promising experimental results based on the new relaxations
are reported. 相似文献
907.
Galina Irzhanovna Bizhanova 《Journal of Mathematical Sciences》2010,171(1):9-21
The first and second one-dimensional boundary-value problems for parabolic equations are investigated in the case where the conjugation conditions for all required orders are not satisfied. The existence and uniqueness are proved. Estimates of solutions in classical and weighted Hölder spaces are obtained. We prove that the violation of conjugation for the given functions on the boundary of the domain at the initial-time moment causes the appearance of singular solutions. The order of singularity (as a power of t) is found for the singular solutions for t = 0. 相似文献
908.
The operator norms of weighted Hardy operators on Morrey spaces are worked out. The other purpose of this paper is to establish
a sufficient and necessary condition on weight functions which ensures the boundedness of the commutators of weighted Hardy
operators (with symbols in BMO(ℝ
n
)) on Morrey spaces. 相似文献
909.
Finitary Markov processes are described in G. Morvai and B. Weiss, Prediction for discrete time series, Probability Theory and Related Fields 132 (2005), 1–12. The transition functions of finitary Markov processes are residually locally constant g-functions that can be extended by continuity to their maximal domain of definition. The study of their associated symbolic
dynamics leads one to the D-shifts as introduced in W. Krieger, On g-functions for subshifts, Institute of Mathematical Statistics Lecture Notes-Monograph Series, Vol. 48, Dynamics & Stochastics, arXiv:math.DS/0608259,
(2006), 306–316, We study the phenomena that can arise in residually locally constant and locally constant maximally defined
g-functions on D-shifts, Markov shifts and synchronizing systems with respect to future measures and g-measures 相似文献
910.
We investigate the relationship between the Gröbner-Shirshov bases in free associative algebras, free left modules and “double-free” left modules (that is, free modules over a free algebra). We first give Chibrikov’s Composition-Diamond lemma for modules and then we show that Kang-Lee’s Composition-Diamond lemma follows from it. We give the Gröbner-Shirshov bases for the following modules: the highest weight module over a Lie algebra sl 2, the Verma module over a Kac-Moody algebra, the Verma module over the Lie algebra of coefficients of a free conformal algebra, and a universal enveloping module for a Sabinin algebra. As applications, we also obtain linear bases for the above modules. 相似文献