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221.
在本文中,我们提出了双凹规划问题和更一般的广义凹规划问题。我们给出了双凹规划问题的整体最优性条件,并构造了一个有限终止外逼近算法。 相似文献
222.
崔霞 《高等学校计算数学学报(英文版)》2002,11(1):76-88
A new alternating direction (AD) finite element (FE) scheme for 3-dimensional nonlinear parabolic equation and parabolic integro-differential equation is studied. By using AD, the 3-dimensional problem is reduced to a family of single space variable problems, calculation work is simplified; by using FE, high accuracy is kept; by using various techniques for priori estimate for differential equations such as inductive hypothesis reasoning, the difficulty arising from the nonlinearity is treated. For both FE and ADFE schemes, the convergence properties are rigorously demonstrated, the optimal H1-and L2-norm space estimates and the 0((△t)2) estimate for time variable are obtained. 相似文献
223.
We study infinite-dimensional systems of ordinary differential equations having applications in some popular and important physical problems. The appearance of infinite-dimensional space–time chaos is considered, namely, the bifurcations and critical phenomena that occur in the phase space of the systems and explain some physical problems are described. 相似文献
224.
In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we
develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty
is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters
by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite
programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems
is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the
framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the
discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC
1-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system
for future contracts of the German DAX is suggested and developed.
Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307. 相似文献
225.
本将小波分析方法用于一类奇异积分方程的计算,建立了小波展开的非标准形式与标准形式转换关系,根据Mallat小波快速算法,设计了此类积分的计算算法,并通过实际例子验证了方法的有效性,计算具有速度快,运算量少的特点。 相似文献
226.
Liqun Qi 《Operations Research Letters》1997,20(5):223-228
We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent. 相似文献
227.
TANGWEIJUN 《高校应用数学学报(英文版)》1997,12(4):427-440
In this paper, a new method of boundary reduction is proposed, which reduces thesteady-state heat transfer equation with radiation. Moreover, a boundary element method is pre-sented for its solution and the error estimates of the numerical approximations are given. 相似文献
228.
It was shown by G. A. Jones and the first author in [8] that underlying any map on a compact orientable surface S there is a natural complex structure making S into a Riemann surface. In this paper we consider regular maps and enquire about the Weierstrass points on the underlying Riemann surface. We are particularly interested to know when these are geometric, i.e. whether they lie at vertices, face-centres or edge-centres of the map. 相似文献
229.
The problem of computing light scattering by cylindrical fibers with high aspect ratio in the framework of the Null‐Field method with discrete sources is treated. Numerical experiments for investigating the scattering properties of two fiber geometries are performed using distributed spherical vector wave functions as discrete sources. 相似文献
230.
吕海深 《Annals of Differential Equations》2004,20(2):133-139
Under suitable conditions on f(·,u), it is shown that the two-point boundaryvalue problem((u'))' + λq(t)f(u) = 0in (0, 1),u(0) = u(1) = 0,has two positive solution or at least one positive solution for λ in a compatibleinterval. 相似文献