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81.
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
82.
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
83.
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
84.
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
85.
86.
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
87.
Dorina Mitrea Heather Rosenblatt 《Mathematical Methods in the Applied Sciences》2006,29(12):1349-1361
We prove a rather general mean‐value formula in the theory of elasticity, which expresses the value of the displacement at the centre of a sphere in terms of certain combinations of integral averages over the sphere itself of the traction and the displacement. We also establish the corresponding converse to this mean‐value formula under minimal smoothness assumptions on the displacement. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
88.
89.
灰色模型的最优化及其参数的直接求法 总被引:2,自引:0,他引:2
基于灰色模型的内涵表达式和白化方程响应式均为等比级数的观点,提出了一种不用求ago值、均值,不涉及灰色微分方程,白化微分方程概念,直接求灰色模型参数a,c的方法,通过此方法建立的新模型不仅从理论上可保证是在满足给定评价标准为模拟绝对误差平方和最小(或模拟相对误差平方和最小)、给定精度条件下的最优化模型,从而结束了灰色模型只有更优,没有最优的历史.并从理论上证明了新模型具有白化指数律重合性、白化系数律重合性,伸缩变换一致性.最后通过实例编程验证该方法具有可操作性,且预测精度高,效果好. 相似文献
90.
高斯光束照射下的圆盘夫琅禾费衍射 总被引:9,自引:3,他引:6
推导了高斯光束照射圆孔或圆盘的衍射场普遍表达式,计算了半波带数接近于零的情况下上述衍射场的数据,进而分析了圆盘衍射场在艾里斑中增加一个暗环的原因。 相似文献