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31.
A. S. Kholodov Ya. A. Kholodov 《Computational Mathematics and Mathematical Physics》2006,46(9):1560-1588
Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations. 相似文献
32.
Extensible lattice sequences have been proposed and studied in [F.J. Hickernell, H.S. Hong, Computing multivariate normal probabilities using rank-1 lattice sequences, in: G.H. Golub, S.H. Lui, F.T. Luk, R.J. Plemmons (Eds.), Proceedings of the Workshop on Scientific Computing (Hong Kong), Singapore, Springer, Berlin, 1997, pp. 209–215; F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C. Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138; F.J. Hickernell, H.Niederreiter, The existence of good extensible rank-1 lattices, J. Complexity 19 (2003) 286–300]. For the special case of extensible Korobov sequences, parameters can be found in [F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C.Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138]. The searches made to obtain these parameters were based on quality measures that look at several projections of the lattice. Because it is often the case in practice that low-dimensional projections are very important, it is of interest to find parameters for these sequences based on measures that look more closely at these projections. In this paper, we prove the existence of “good” extensible Korobov rules with respect to a quality measure that considers two-dimensional projections. We also report results of experiments made on different problems where the newly obtained parameters compare favorably with those given in [F.J. Hickernell, H.S. Hong, P. L’Ecuyer, C. Lemieux, Extensible lattice sequences for quasi-Monte Carlo quadrature, SIAM J. Sci. Comput. 22 (2001) 1117–1138]. 相似文献
33.
Jose Manuel Corcuera Joao Guerra David Nualart Wim Schoutens 《Applied Mathematics and Optimization》2006,53(3):279-309
In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric
Levy process (taking into account jumps).
Except for the geometric Brownian model and the geometric Poissonian model, the
resulting models are incomplete and there are many equivalent martingale measures.
However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets
and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios
based in stocks
and bonds, showing that the new assets are superfluous for certain martingale measures
that depend on the utility function we use. 相似文献
34.
研究了平面上系数{Xn,n≥0}为(?)-混合序列在满足,(q>1)等条件下的随机级数的增长性及值分布,得到了比较好的结果. 相似文献
35.
N.-K. Lee T.A. Vilgis 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,28(4):451-465
We study the elastic properties of single A/B random copolymer chains, with a specific sequence and use them as theoretical
model for so called HP proteins. HP proteins carry hydrophilic (P) and hydrophobic (H) monomers. We predict a rich structure
in the force-extension relations which can be attributed to the information in the sequence. The variational method is used
to probe local minima on the path of stretching and releasing for the chain molecules. At a given force, we find multiple
configurations which are separated by energy barriers. A collapsed globular configuration consists of several domains which
unravel cooperatively. Upon stretching, the unfolding path shows a stepwise pattern corresponding to the unfolding of each
domain. While releasing, several cores can be created simultaneously in the middle of the chain, resulting in a different
path of collapse. The long-range interactions and stiffness of the chain simplify the potential landscape given by the disorder
in sequence.
Received 5 March 2002 / Received in final form 16 May 2002 Published online 13 August 2002 相似文献
36.
External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some
earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of
EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference
sets is set up. 相似文献
37.
本文针对一类非饱和土壤水流问题,提出了基于二次插值的特征差分格式,得到了严谨的L2模误差估计.并作了数值试验,指明方法的有效性. 相似文献
38.
Masanobu Haraguchi David F. P. Pile Toshihiro Okamoto Masuo Fukui Dmitri K. Gramotnev 《Optical Review》2006,13(4):228-230
We have numerically shown the existence of coupled wedge plasmons (CWPs) which propagates along a nano gap of a twin metal
wedge. The CWPs are formed by wedge plasmons which can interact with each other. The dispersion relations of the wavenumber,
propagation distance, and beam area of CWPs, are described and show that the characteristics of CWPs are similar to those
of wedge plasmons and of gap plasmons. We also propose a new plasmon waveguide composed of twin metal wedges with a nano gap. 相似文献
39.
High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting
the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of
the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation
problems are taken into account to emphasize the main features of the proposed methods.
AMS subject classification (2000) 65L10, 65L12, 65L50 相似文献
40.