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111.
In this paper an automatic technique for handling discontinuous IVPs when they are solved by means of adaptive Runge–Kutta codes is proposed. This technique detects, accurately locates and passes the discontinuities in the solution of IVPs by using the information generated by the code along the numerical integration together with a continuous interpolant of the discrete solution. A remarkable feature is that it does not require additional information on the location of the discontinuities. Some numerical experiments are presented to illustrate the reliability and efficiency of the proposed algorithms. 相似文献
112.
Valuable insights into the problem of how to fund defined benefitpension schemes can be obtained by analysis using the standardBlackScholes/Merton option pricing model, consideringthe pension fund finances jointly with those of the sponsoringcompany. The nature of the fund assets and liabilities is completelydifferent, and this lies behind current controversies aboutthe appropriate discount rate, valuation, financial accountingand preferential status for pension fund claimants in insolvency. 相似文献
113.
We consider a discretized volume V consisting of finite, congruent and attached copies of a tile t. We find a group L
V
the orbit of which, when applied to t, is just V. We show the connection between the structural matrixQ in the formal solution of a boundary value problem formulated for volume V and the so called auxiliary matrix of the graph Γ
v
associated with V. We show boundary value problems to be isomorphic if the graphs associated with the volumes are isomorphic, or, if the covering
groups are Sunada pairs. 相似文献
114.
We develop an effective numerical method of studying large-time properties of reversible reaction-diffusion systems of type
A + B ↔ C with initially separated reactants. Using it we find that there are three types of asymptotic reaction zones. In particular
we show that the reaction rate can be locally negative and concentrations of species A and B can be nonmonotonic functions
of the space coordinate x, locally significantly exceeding their initial values.
Received 6 June 2002 / Received in final form 20 January 2003 Published online 7 May 2003 相似文献
115.
Eero Immonen 《Journal of Mathematical Analysis and Applications》2004,300(1):79-101
In this article, we study the effect of the chosen representation of a point value (and point evaluation) on the class of periodic signals realizable using a certain type of infinite-dimensional linear system. By suitably representing the point evaluation at the origin in a Hilbert space, we are able to give a complete characterization of its extensions. These extensions involve a new concept called δ-sequence, the use of which as an observation operator of an infinite-dimensional linear system is studied in this article. In particular, we consider their use in the realization of periodic signals. We also investigate how the use of δ-sequences affects the convergence properties of such realizations; we consider the rate and character of convergence and the removal of the Gibbs phenomenon. As still a further demonstration of the significance of the chosen concept of a point value, we discuss the use of distributional point values in the realization of periodic distributions. The possible applications of this work lie in regulator problems of infinite-dimensional control theory, as is indicated by the well-known internal model principle. 相似文献
116.
A Tandem Queue with Coupled Processors: Computational Issues 总被引:2,自引:0,他引:2
In Resing and Örmeci [16] it is shown that the two-stage tandem queue with coupled processors can be solved using the theory of boundary value problems. In this paper we consider the issues that arise when calculating performance measures like the mean queue length and the fraction of time a station is empty. It is assumed that jobs arrive at the first station according to a Poisson process and require service at both stations before leaving the system. The amount of work that a job requires at each of the stations is an independent, exponentially distributed random variable. When both stations are nonempty, the total service capacity is shared among the stations according to fixed proportions. When one of the stations becomes empty, the total service capacity is given to the nonempty station. We study the two-dimensional Markov process representing the numbers of jobs at the two stations. The problem of finding the generating function of the stationary distribution can be reduced to two different Riemann-Hilbert boundary value problems, where both problems yield a complete analytical solution. We discuss the similarities and differences between the two problems, and relate them to the computational aspects of obtaining performance measures. 相似文献
117.
一类二阶非线性常微分方程非线性边界条件的两点边值问题 总被引:1,自引:0,他引:1
本文讨论了一类二阶非线性常微分方程之具有线性边界条件的和具有非线性边界条件的两点边值问题解的存在性. 相似文献
118.
本文讨论了在区域提纯过程中,研究液态金属流的表面张力时提出的一个带有非负参数Q的两点边值问题.利用上、下解方法和Schauder不动点定理,证明了当0Q851时,该问题至少有一个解,对已有结果0Q<1进行了重要的改进. 相似文献
119.
1IntroductionThemethodofupperandlowersolutionshasbecomeastandardtoolforstudyingthesolvabilityoftwo-pointboundaryvalllcproblemsassociatedwitllsecond-ordernonlineardifferentialequations.Inrecent,years,Rachunkovd[1,2,3]studiedthefour--pointboundaryvalueprobl… 相似文献
120.
Qiji J. Zhu 《Set-Valued Analysis》1998,6(2):171-185
Several different basic tools are used for studying subdifferentials. They are a nonlocal fuzzy sum rule in (Borwein et al., 1996; Zhu, 1996), a multidirectional mean value theorem in (Clarke and Ledyaev, 1994; Clarke et al., 1998), local fuzzy sum rules in (Ioffe, 1984, 1990) and an extremal principle in (Kruger and Mordukhovich, 1980; Mordukhovich, 1976, 1980, 1994). We show that all these basic results are equivalent and discuss some interesting consequences of this equivalence. 相似文献