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41.
Mehdi Dehghan 《Numerical Methods for Partial Differential Equations》2002,18(2):193-202
Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040 相似文献
42.
We give necessary and sufficient conditions for an operator on a separable Hilbert space to satisfy the hypercyclicity criterion.
This paper is a part of the second author’s Doctoral thesis, written at Shiraz University under the direction of the first
author. 相似文献
43.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
44.
介绍了车用压差式气体流量传感器的结构设计和电测电路,指出了传感器的使用范围,由实验测出了特性曲线.该仪器可检测车用发动机曲轴箱窜气量,适用于发动机不解体故障诊断. 相似文献
45.
Suppose μ is a Radon measure on ℝ
d
, which may be non doubling. The only condition assumed on μ is a growth condition, namely, there is a constant C0>0 such that for all x∈supp(μ) and r>0, μ(B(x, r))⪯C0rn, where 0<n⪯d. We prove T1 theorem for non doubling measures with weak kernel conditions. Our approach yields new results
for kernels satisfying weakened regularity conditions, while recovering previously known Tolsa’s results. We also prove T1
theorem for Besov spaces on nonhomogeneous spaces with weak kernel conditions given in [7]. 相似文献
46.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
47.
Continuity is obtained of some multilinear operators related to certain integral operators for the weighted Herz spaces with extreme exponents. The operators include the Littlewood–Paley and Marcinkiewicz operators. 相似文献
48.
We establish a relation between stable distributions in probability theory and the fractional integral. Moreover, it turns out that the parameter of the stable distribution coincides with the exponent of the fractional integral. It follows from an analysis of the obtained results that equations with the fractional time derivative describe the evolution of some physical system whose time degree of freedom becomes stochastic, i.e., presents a sum of random time intervals subject to a stable probability distribution. We discuss relations between the fractal Cantor set (Cantor strips) and the fractional integral. We show that the possibility to use this relation as an approximation of the fractional integral is rather limited. 相似文献
49.
RUAN Manqi XU Gang & ZENG Jinyan Department of Physics Tsinghua University Beijing China Department of Physics Peking University Beijing China Correspondence should be addressed to Zeng Jinyan 《中国科学G辑(英文版)》2004,47(1):36-41
Foratwo-particle(spin1/2)systemthespinstateisdescribedusingavectorinafour-dimensionalHilbertspace.Inangularmomentumcouplingtheory[1],theangularmomentumuncouplingandcouplingrepresentationsareusuallyadopted.WhilethesimultaneouseigenstatesoftheCSCO(s1z,s2z),12,12,12and12,arechosenasthebasisofangularmomentumuncouplingscheme,thesimultaneouseigenstatesoftheCSCO(2,zSS),,SM(12=+Sss),arechosenasthebasisofangularmomentumcouplingscheme,1212100,2轾=-臌1212110,2轾=+臌121211,1,1.=-=Thefo… 相似文献
50.
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