基于Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Sparse polynomials, redundant bases, gauss periods, and efficient exponentiation of primitive elements for small characteristic finite fields

Gauss periods give an exponentiation algorithm that is fast for many finite fields but slow for many other fields. The current paper presents a different method for construction of elements that yield a fast exponentiation algorithm for finite fields where the Gauss period method is slow or does not work. The basic idea is to use elements of low multiplicative order and search for primitive elements that are binomial or trinomial of these elements. Computational experiments indicate that such primitive elements exist, and it is shown that they can be exponentiated fast.     

〈I〉型三角剖分下非张量积连续小波基的构造

多维非张量积小波是近年小波研究领域中的热点问题之一 ,它们与多维张量积小波相比具有更多的优势 .关于高维张量积、非张量积小波 ,目前已有一些很好的工作 (见文[2 ] [3 ] [4 ] ) ,但关于样条小波 ,还有许多问题有待于研究 .本文针对〈I〉型三角剖分下的二维线性元空间 ,讨论其具有紧支集和对称性的半正交样条小波基 .给定 x1 x2 平面上的〈I〉型三角剖分 (图 1 ( a)所示 ) ,记 j=( j1 ,j2 ) ,| j| =j1 + j2 ,πm= { 0≤ |j|≤ mCj1j2 xj11 xj22 ,Cj1,j2 是任意实数 }为次数不超过 m的代数多项式全体 .引入剖分尺度为 1的线性元空间 V0…     

Ⅱ型三角剖分上二次双周期样条

本文用B-网方法确定了△_(nm)~((2))剖分上二次双周期样条函数空间的维数,给出了插值条件的几种提法,证明了解的存在唯一性.     

Multilevel preconditioners for a quadrature Galerkin solution of a biharmonic problem

Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

最速下降规则不失为一可用规则

本从统计意义上平均迭代次数的观点出发，指出求解线性规划的最速下降规则是可取的，好用的。     

Non‐empirical calculations of NMR indirect carbon–carbon coupling constants. Part 4: Bicycloalkanes

A systematic study of the one‐bond and long‐range J(C,C), J(C,H) and J(H,H) in the series of nine bicycloalkanes was performed at the SOPPA level with special emphasis on the coupling transmission mechanisms at bridgeheads. Many unknown couplings were predicted with high reliability. Further refinement of SOPPA computational scheme adjusted for better performance was carried out using bicyclo[1.1.1]pentane as a benchmark to investigate the influence of geometry, basis set and electronic correlation. The calculations performed demonstrated that classical ab initio SOPPA applied with the locally dense Dunning's sets augmented with inner core s‐functions used for coupled carbons and Sauer's sets augmented with tight s‐functions used for coupled hydrogens performs perfectly well in reproducing experimental values of different types of coupling constants (the estimated reliability is ca 1–2 Hz) in relatively large organic molecules of up to 11 carbon atoms. Additive coupling increments were derived for J(C,C), J(C,H) and J(H,H) based on the calculated values of coupling constants within SOPPA in the model bicycloalkanes, in reasonably good agreement with the known values obtained earlier on pure empirical grounds. Most of the bridgehead couplings in all but one bicycloalkane appeared to be essentially additive within ca 2–3 Hz while bicyclo[1.1.1]pentane demonstrated dramatic non‐additivity of ?14.5 Hz for J(C,C), +16.6 Hz for J(H,H) and ?5.5 Hz for J(C,H), in line with previous findings. Non‐additivity effects in the latter compound established at the SOPPA level should be attributed to the through‐space non‐bonded interactions at bridgeheads due to the essential overlapping of the bridgehead rear lobes which provides an additional and effective non‐bonding coupling path for the bridgehead carbons and their protons in the bicyclopentane framework. Copyright © 2003 John Wiley & Sons, Ltd.     

加权二次有理Bézier插值曲线

在本文中,给定一组有序空间数据点列及每个数据点的切矢向量,利用加权二次有理Bézier曲线对数据点作插值曲线,使该曲线具有C1连续性,并且权因子只是对相应顶点曲线附近产生影响,同调整两个相邻的权因子可以调整这两个相邻顶点之间的曲线和它的控制多边形.