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11.
We obtain upper bounds for the tail distribution of the first nonnegative sum of a random walk and for the moments of the overshoot over an arbitrary nonnegative level if the expectation of jumps is positive and close to zero. In addition, we find an estimate for the expectation of the first ladder epoch. 相似文献
12.
13.
李治明 《新疆大学学报(理工版)》2004,21(2):135-141,146
研究了具有开发的单种群非自治周期系统.利用非自治微分方程理论.以及变分法理论和泛函极值的Euler方程方法,得到了该开发系统的持续生存性.周期解存在性,全局渐近稳定性.研究了在开发情况下的最大收获量问题,以及取得最大经济效益下的收获问题等. 相似文献
14.
Tor Schoenmeyr David Yu Zhang 《Journal of Algorithms in Cognition, Informatics and Logic》2005,57(2):130-139
The string matching with mismatches problem requires finding the Hamming distance between a pattern P of length m and every length m substring of text T with length n. Fischer and Paterson's FFT-based algorithm solves the problem without error in O(σnlogm), where σ is the size of the alphabet Σ [SIAM–AMS Proc. 7 (1973) 113–125]. However, this in the worst case reduces to O(nmlogm). Atallah, Chyzak and Dumas used the idea of randomly mapping the letters of the alphabet to complex roots of unity to estimate the score vector in time O(nlogm) [Algorithmica 29 (2001) 468–486]. We show that the algorithm's score variance can be substantially lowered by using a bijective mapping, and specifically to zero in the case of binary and ternary alphabets. This result is extended via alphabet remappings to deterministically solve the string matching with mismatches problem with a constant factor of 2 improvement over Fischer–Paterson's method. 相似文献
15.
TANG Chen ZHANG Fang YAN Hai-Qing CHEN Zhan-Qing LUO Tao 《理论物理通讯》2005,44(3):435-439
We develop the three-step explicit and implicit schemes of exponential fitting methods. We use the three- step explicit exponential fitting scheme to predict an approximation, then use the three-step implicit exponential fitting scheme to correct this prediction. This combination is called the three-step predictor-corrector of exponential fitting method. The three-step predictor-corrector of exponential fitting method is applied to numerically compute the coupled nonlinear Schroedinger equation and the nonlinear Schroedinger equation with varying coefficients. The numerical results show that the scheme is highly accurate. 相似文献
16.
曾六川 《高等学校计算数学学报(英文版)》2003,12(1)
The purpose of this paper is to investigate the problem of approximating fixed points of non-Lipschitizian asymptotically pseudocontractive mappings in an arbitrary real Banach space by the modified Ishikawa iterative sequences with errors. 相似文献
17.
We derive a test problem for evaluating the ability of time-steppingmethods to preserve the statistical properties of systems inmolecular dynamics. We consider a family of deterministic systemsconsisting of a finite number of particles interacting on acompact interval. The particles are given random initial conditionsand interact through instantaneous energy- and momentum-conservingcollisions. As the number of particles, the particle density,and the mean particle speed go to infinity, the trajectory ofa tracer particle is shown to converge to a stationary Gaussianstochastic process. We approximate this system by one describedby a system of ordinary differential equations and provide numericalevidence that it converges to the same stochastic process. Wesimulate the latter system with a variety of numerical integrators,including the symplectic Euler method, a fourth-order Runge-Kuttamethod, and an energyconserving step-and-project method. Weassess the methods' ability to recapture the system's limitingstatistics and observe that symplectic Euler performs significantlybetter than the others for comparable computational expense. 相似文献
18.
19.
与传统时域有限差分算法相比,采用以伪谱方法离散Maxwell微分方程为基础的时域伪谱(PSTD)算法计算大的电尺度电磁场时域问题,将大大提高计算效率,降低内存需求。为了拓宽PSTD算法的应用,近年来,基于网格插值方法的非均匀时域伪谱算法得到了发展。研究的重点是算法中非均匀网格技术的实现及其在时域瞬态脉冲电磁场模拟和高功率超宽带脉冲技术方面的应用。以高斯脉冲为激励源,用该算法计算了多层介质的反射和透射,并通过超宽带脉冲穿墙实验对这一方法的应用进行了验证。模拟和实验结果具有较好的一致性。 相似文献
20.
The exponential functional of simple, symmetric random walks with negative
drift is an infinite polynomial Y = 1 + ξ1 + ξ1ξ2 + ξ1ξ2ξ3 + ⋯ of independent
and identically distributed non-negative random variables. It has moments that are
rational functions of the variables μ
k
= E(ξ
k
) < 1 with universal coefficients. It
turns out that such a coefficient is equal to the number of permutations with descent
set defined by the multiindex of the coefficient. A recursion enumerates all numbers
of permutations with given descent sets in the form of a Pascal-type triangle.
This revised version was published online in August 2006 with corrections to the Cover Date. 相似文献