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91.
José Miguel Urbano 《Journal of Mathematical Analysis and Applications》2011,378(1):159-168
We prove a series of results concerning the emptiness and non-emptiness of a certain set of Sobolev functions related to the well-posedness of a two-phase minimization problem, involving both the p(x)-norm and the infinity norm. The results, although interesting in their own right, hold the promise of a wider applicability since they can be relevant in the context of other problems where minimization of the p-energy in a part of the domain is coupled with the more local minimization of the L∞-norm on another region. 相似文献
92.
Glen Wheeler 《Journal of Mathematical Analysis and Applications》2011,375(2):685-698
We consider closed immersed hypersurfaces in R3 and R4 evolving by a special class of constrained surface diffusion flows. This class of constrained flows includes the classical surface diffusion flow. In this paper we present a Lifespan Theorem for these flows, which gives a positive lower bound on the time for which a smooth solution exists, and a small upper bound on the total curvature during this time. The hypothesis of the theorem is that the surface is not already singular in terms of concentration of curvature. This turns out to be a deep property of the initial manifold, as the lower bound on maximal time obtained depends precisely upon the concentration of curvature of the initial manifold in L2 for M2 immersed in R3 and additionally on the concentration in L3 for M3 immersed in R4. This is stronger than a previous result on a different class of constrained surface diffusion flows, as here we obtain an improved lower bound on maximal time, a better estimate during this period, and eliminate any assumption on the area of the evolving hypersurface. 相似文献
93.
Miguel Ángel García-MarchFernando Giménez Francisco R. VillatoroJezabel Pérez Pedro Fernández de Córdoba 《Applied mathematics and computation》2011,217(18):7427-7431
A new and straightforward proof of the unisolvability of the problem of multivariate polynomial interpolation based on Coatmèlec configurations of nodes, a class of properly posed set of nodes defined by hyperplanes, is presented. The proof generalizes a previous one for the bivariate case and is based on a recursive reduction of the problem to simpler ones following the so-called Radon-Bézout process. 相似文献
94.
In this paper, the issue of multi-degree reduction of Bézier curves with C1 and G2-continuity at the end points of the curve is considered. An iterative method, which is the first of this type, is derived. It is shown that this algorithm converges and can be applied iteratively to get the required accuracy. Some examples and figures are given to demonstrate the efficiency of this method. 相似文献
95.
Dieter Jungnickel 《Journal of Combinatorial Theory, Series A》2011,118(2):623-633
We provide a characterization of the classical point-line designs PG1(n,q), where n?3, among all non-symmetric 2-(v,k,1)-designs as those with the maximal number of hyperplanes. As an application of this result, we characterize the classical quasi-symmetric designs PGn−2(n,q), where n?4, among all (not necessarily quasi-symmetric) designs with the same parameters as those having line size q+1 and all intersection numbers at least qn−4+?+q+1. Finally, we also give an explicit lower bound for the number of non-isomorphic designs having the same parameters as PG1(n,q); in particular, we obtain a new proof for the known fact that this number grows exponentially for any fixed value of q. 相似文献
96.
Aurel Sp?taru 《Statistics & probability letters》2011,81(10):1547-1551
Let X,X1,X2,… be i.i.d. random variables, and set Sn=X1+?+Xn. We prove that for three important distributions of X, namely normal, exponential and geometric, series of the type ∑n≥1anP(|Sn|≥xbn) or ∑n≥1anP(Sn≥xbn) behave like their first term as x→∞. 相似文献
97.
On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps 总被引:1,自引:0,他引:1
Friedrich Hubalek 《Journal of Computational and Applied Mathematics》2011,235(11):3355-3365
In the present paper we provide a semiexplicit valuation formula for Geometric Asian options, with fixed and floating strike under continuous monitoring, when the underlying stock price process exhibits both stochastic volatility and jumps. More precisely, we shall work in the Barndorff-Nielsen and Shephard (BNS) model framework. We shall provide some numerical illustrations of the results obtained. 相似文献
98.
In this article, we give a survey of geometric invariant theory for Toric Varieties, and present an application to the Einstein-Weyl geometry. We compute the image of the Minitwistor space of the Honda metrics as a categorical quotient according to the most efficient linearization. The result is the complex weighted projective space CP1,1,2. We also find and classify all possible quotients. 相似文献
99.
讨论了机构投资者的最优持仓策略问题,假设证券价格服从几何布朗运动,以均值方差效用为目标函数,得到了最优持仓策略所满足的二阶微分方程,并由差分法得到其数值解.最后,由参数的敏感性分析知:最优持仓策略与瞬时冲击、市场波动率及风险厌恶系数等参数有关,并分析了参数变化对最优持仓策略的影响. 相似文献
100.
Carlos A. Almeida Juan C.R. Albino Ivan F.M. Menezes Glaucio H. Paulino 《Mechanics Research Communications》2011,38(8):553-559
This paper presents a geometric nonlinear analysis formulation for beams of functionally graded cross-sections by means of a Total Lagrangian formulation. The influence of material gradation on the numerical response is investigated in detail. Two examples are given that illustrate the main features of the formulation, in which the behavior of beams of graded cross-sections is compared with homogeneous material beams. A motivation for this work is the potential development of functionally graded risers for the offshore oil exploration industry. 相似文献