舰船信息融合工程模型部分测试模型研究

通过对误差方差不等性检验 ,趋势函数线性性检验 ,从而得到误差随机部分的统计结果 ,建立起舰船信息融合工程模型的误差模型 .     

基于GARCH模型族的中国股市波动性预测

收益与风险历来都是投资者与研究者所关注的问题 .本文选取 GA RCH、TGARCH和 EGARCH模型来拟合中国股市的波动性 .实证分析结果表明 ,中国股市的波动具有显著的波动聚类性与持续性 ;由 E-GARCH模型所预测的上证 30指数、上证综合指数和深证成份指数未来一天的波动要明显优于 GARCH和TGARCH模型的对应值 ,而对香港恒生指数 ,三种模型的预测结果无显著的差异 .     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

关于可达矩阵的求法探讨

在《离散数学》、《图论》课程中 ,用矩阵表示图时 ,涉及到一类重要的矩阵——可达矩阵 ,它是判别图中任意两点是否有通路的重要手段 ,也是求强分图的重要方法 ,但是可达矩阵的求法比较复杂 .本文针对这一问题 ,对可达矩阵的求法进行了改进 ,提出了一种简单可行的算法 .     

广义Benjamin-Bona-Mahony方程Fourier谱方法的大时间误差估计

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅＢｅｎｊａｍｉｎ Ｂｏｎａ Ｍａｈｏｎｙｅｑｕａｔｉｏｎｕｔ+ｕｘ+ｕｕｘ -ｕｘｘ-ｕｘｘｔ =0 ( 1 .1 )ｉｎｃｏｒｐｏｒａｔｅｓｎｏｎｌｉｎｅａｒｄｉｓｐｅｒｓｉｖｅａｎｄｄｉｓｓｉｐａｔｉｖｅｅｆｆｅｃｔｓ ,ａｎｄｈａｓｂｅｅｎｐｒｏｐｏｓｅｄａｓａｍｏｄｅｌｆｏｒｂｏｔｈｔｈｅｂｏｒｅｐｒｏｐａｇａｔｉｏｎａｎｄｔｈｅｗａｔｅｒｗａｖｅｓ[1,2 ] .Ｔｈｅｅｘｉｓｔｅｎｃｅａｎｄｕｎｉｑｕｅｎｅｓｓｏｆｓｏｌｕｔｉｏｎｓｆｏｒｔｈｉｓｅｑｕａｔｉｏｎｈａｖｅｂｅｅ…     

p阶平均曲率算子Dirichlet问题的无穷多个解

§ 1　 IntroductionSince the Mountain Pass Theorem came out,the existence of nontrivial solutions,pos-sibly multiple,ofnonlinear elliptic equations has been extensively studied.In this paper,weconsider the following Dirichlet problem for p-(generalized) mean curvature operator:-div((1 +| u|2 ) p- 22 u) =f(x,u) ,　 x∈Ω,u∈ W1 ,p0 (Ω ) , (1 .1 )whereΩ is a bounded domain in Rn(n>p>1 ) with smooth boundary Ω.First let us recall the following Dirichletproblem for p-Laplacian:-Δpu≡ -div…     

UPWIND FINITE VOLUME SCHEMES FOR SEMICONDUCTOR DEVICE

The mathematical model of semiconductor devices is described by the initial boundary value problem of a system of three nonlinear partial differential equations. One equation in elliptic form is for the electrostatic potential; two equations of convection-dominated diffusion type are for the electron and hole concentrations. Finite volume element procedure are put forward for the electrostatic potential, while upwind     

Theoretical and numerical analysis for the quasi-continuum approximation of a material particle model

In many applications materials are modeled by a large number of particles (or atoms) where any one of particles interacts with all others. Near or nearest neighbor interaction is expected to be a good simplification of the full interaction in the engineering community. In this paper we shall analyze the approximate error between the solution of the simplified problem and that of the full-interaction problem so as to answer the question mathematically for a one-dimensional model. A few numerical methods have been designed in the engineering literature for the simplified model. Recently much attention has been paid to a finite-element-like quasicontinuum (QC) method which utilizes a mixed atomistic/continuum approximation model. No numerical analysis has been done yet. In the paper we shall estimate the error of the QC method for this one-dimensional model. Possible ill-posedness of the method and its modification are discussed as well.

     

A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

Some previous works show that symmetric fixed- and variable-stepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts, in such a way that the former have the same order as the latter. The order and symmetry of the integrators obtained is proved independently of the order of the underlying fixed-stepsize integrators. As this technique looks for efficiency, we concentrate on explicit linear multistep methods, which just make one function evaluation per step, and we offer some numerical comparisons with other one-step adaptive methods which also show a good long-term behaviour.

     

Annihilators, Multipliers and Crossed Modules

Using multiplication algebras we introduce actor crossed modules of commutative algebras and use it to generalise some aspects from commutative algebras to crossed modules of commutative algebras. This is applied to the Peiffer pairings in the Moore complex of a simplicial commutative algebra.