美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

A note on the contact angle boundary condition for Monge-Ampère equations

We give a simple proof of a result of Xinan Ma concerning a necessary condition for the solvability of the two-dimensional Monge-Ampère equation subject to the contact angle or capillarity boundary condition. Our technique works for more general Monge-Ampère equations in any dimension, and also extends to some other boundary conditions.

     

Application of Homotopy Perturbation Method and Variational Iteration Method to Nonlinear Oscillator Differential Equations

In this paper, homotopy perturbation method (HPM) and variational iteration method (VIM) are applied to solve nonlinear oscillator differential equations. Illustrative examples reveal that these methods are very effective and convenient for solving nonlinear differential equations. Moreover, the methods do not require linearization or small perturbation. Comparisons are also made between the exact solutions and the results of the homotopy perturbation method and variational iteration method in order to prove the precision of the results obtained from both methods mentioned.     

Convergence theorems for nonexpansive mappings and feasibility problems

In this paper, we introduce an iteration scheme given by finite nonexpansive mappings in Banach spaces and then prove weak convergence theorems which are connected with the problem of image recovery. Using the results, we consider the problem of finding a common fixed point of finite nonexpansive mappings.     

Exploiting equalities in polynomial programming

We propose a novel approach for solving polynomial programs over compact domains with equality constraints. By means of a generic transformation, we show that existing solution schemes for the, typically simpler, problem without equalities can be used to address the problem with equalities.     

一类非线性扩散问题解的局部化

This paper concerns with properties of solutions of a nonlinear diffusion problem in non-divergence form.By constructing proper test functions,it is proved that solutions of the problem possess the property of localization.     

The asymptotic behaviour of weak solutions to the forward problem of electrical impedance tomography on unbounded three‐dimensional domains

The forward problem of electrical impedance tomography on unbounded domains can be studied by introducing appropriate function spaces for this setting. In this paper we derive the point‐wise asymptotic behaviour of weak solutions to this problem in the three‐dimensional case. Copyright © 2008 John Wiley & Sons, Ltd.     

Euler's Problem Revisited: 222 Years Later

This paper furnishes several closed-form solutions for the buckling eigenvalue problem of the columns with variable flexural rigidity along the axis. The column is either under uniformly distributed axial load or under concentrated compressive load. Sommario. Questo lavoro fornisce diverse soluzioni in forma chiusa per il problema agli autovalori dell'instabilità di colonne con rigidezza flessionale variabile lungo l'asse. La colonna è soggetta ad un carico assiale unifor-memente distribuito oppure ad una forza di compressione concentrata.     

无穷区间上二阶奇异微分方程三点边值问题正解的存在性

讨论了一类无穷区间上二阶奇异微分方程三点边值问题正解的存在性和唯一性.通过应用对角延拓原理,不动点指标理论和不等式技巧,得到了该类边值问题正解存在性和唯一性的充分条件,允许非线性项有奇性.