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11.
Long JIANG 《数学年刊B辑(英文版)》2006,27(5):553-564
Abstract
Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9].
*Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University
of Mining and Technology. 相似文献
12.
A. A. Maleev 《Computational Mathematics and Mathematical Physics》2006,46(12):2031-2039
Stationary and nonstationary Jacobi-like iterative processes for solving systems of linear algebraic equations are examined. For a system whose coefficient matrix A is an H-matrix, it is shown that the convergence rate of any Jacobi-like process is at least as high as that of the point Jacobi method as applied to a system with 〈A〉 as the coefficient matrix, where 〈A〉 is a comparison matrix of A. 相似文献
13.
Summary The gas chromatographic behaviour of crosslinked macroporous 2-hydroxyethyl methacrylate grafted with 2-methyloxazoline was
investigated and the range of applicability of the copolymer was assessed. Retention index values were measured on this copolymer
and compared with those obtained on the terpolymer 2-hydroxyethyl methacrylate-ethylene dimethacrylate-acrylonitrile. Rohrschneider
constants and efficiency data for selected sorbates are given. The use of this type of polymer in the separation of various
types of compounds is documented by various examples. 相似文献
14.
15.
The article concerns heterojunction resonant cavity-enhanced (RCE) Schottky photodiodes with GaAs in the absorption layer. The quantum efficiency and linear pulse response have thoroughly been analysed. For the first time, the response of a heterojunction photodiode has been modelled by the phenomenological model for a two-valley semiconductor. The results obtained have shown that the satellite valleys, as well as the parasitic time constant, significantly influence the response and, accordingly, have to be taken into account when analysing and optimizing RCE photodetectors. 相似文献
16.
Using the appropriate harmonic oscillator states and reasonable approximations, we construct coherent wavepackets corresponding
to the solutions of the Klein-Gordon equation for the attractive potentialV(r)=−k/r, k>0, in two and three space dimensions. We deduce the corresponding classical limit in two dimension by requiring that the
expectation value 〈r〉 of the radial variable is large. In the case of three dimensions, besides the condition of large 〈r〉, we make the uncertainty Δr=[〈r
2〉 − 〈r〉2]1/2 a minimum with respect to certain parameter of the wavepacket. We then investigate the trajectory traversed by the wavepacket
in the classical limit. We find that the classical limit of this relativistic quantal problem gives, in the leading order,
the same expression for the rate of motion of the perihelion as that given by the solution of the corresponding special relativistic
classical dynamical problem. We also briefly discuss some of the subtle aspects of the classical limit of the relativistic
quantal system, in general. 相似文献
17.
On the properties of solutions to the Goursat-Darboux problem with boundary and distributed controls
N. I. Pogodaev 《Siberian Mathematical Journal》2007,48(5):897-912
We consider a control system described by the Goursat-Darboux equation. The system is controlled by distributed and boundary controls. The controls are subject to the constraints given as multivalued mappings with closed, possibly nonconvex, values depending on the phase variable. Alongside the initial constraints, we consider the convexified constraints and the constraints whose values are the extreme points of the convexified constraints. We study the questions of existence of solutions and establish connections between the solutions under various constraints. 相似文献
18.
Labour scheduling plays an important and critical role in Sainsburys day to day operations and profitability. The integrated
workforce management solution for Sainsburys is an intelligent solution for the operational deployment of human resources,
integrated business forecasting, generation and calculation of workload and staff scheduling. The workforce management technology
has provided Sainsburys with a fully web-based and centralised system that produces optimised schedules for all employees
satisfying the forecasted demand of work with granularity of fifteen minutes. The system is configured to respect all operational
and business requirements as well as employee contractual constraints. This paper introduces the workforce management solution
system designed, developed and implemented for Sainsburys. We concentrate on two modelling structures, namely the work pattern
model and optimisation model, and briefly discuss the optimisation process. 相似文献
19.
We study the Helmholtz equation in the exterior of an infinite perturbed cylinder with a Dirichlet boundary condition. Existence and uniqueness of solutions are established using the variational technique introduced (SIAM J. Math. Anal. 2005; 37 (2):598–618). We also provide stability estimates with explicit dependence of the constants in terms of the frequency and the perturbed cylinder thickness. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
20.
J. Kogan 《Journal of Optimization Theory and Applications》1989,63(2):225-260
In this paper, we study intersections of extremals in a linear-quadratic Bolza problem of optimal control. The structure of the inter-sections is described. We show that this structure implies the semipositive definiteness of the quadratic cost functional. In addition, we derive necessary and sufficient conditions for the existence of minimizers. 相似文献