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41.
We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations.
The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous
theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE
problems are reported.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
42.
43.
In this paper, existence criteria are established for the existence of periodic solutions of a second order sublinear differential equation with delay and forcing function. Our method is based on careful a priori estimation and continuation theorems, and our sublinear condition is an improvement of the boundedness condition in some recent results. 相似文献
44.
45.
46.
We propose a minimum mean absolute error linear interpolator (MMAELI), based on theL
1 approach. A linear functional of the observed time series due to non-normal innovations is derived. The solution equation
for the coefficients of this linear functional is established in terms of the innovation series. It is found that information
implied in the innovation series is useful for the interpolation of missing values. The MMAELIs of the AR(1) model with innovations
following mixed normal andt distributions are studied in detail. The MMAELI also approximates the minimum mean squared error linear interpolator (MMSELI)
well in mean squared error but outperforms the MMSELI in mean absolute error. An application to a real series is presented.
Extensions to the general ARMA model and other time series models are discussed.
This research was supported by a CityU Research Grant and Natural Science Foundation of China. 相似文献
47.
Currently, most combinatorial optimisation problems have to be solved, if the optimum solution is sought, using general techniques
to explore the space of feasible solutions and, more specifically, through exploratory enumerative procedures in trees and
search graphs. We propose Branch and Win, a general formulation for understanding and synthesising the different tree search
procedures that have been presented in the literature of operations research as well as in that of artificial intelligence.
Several general ideas are also presented, whose application allows designing new hybrid search algorithms, in order to implement
the procedure. 相似文献
48.
Efficiencies of the maximum pseudolikelihood estimator and a number of related estimators for the case-cohort sampling design in the proportional hazards regression model are studied. The asymptotic information and lower bound for estimating the parametric regression parameter are calculated based on the effective score, which is obtained by determining the component of the parametric score orthogonal to the space generated by the infinite-dimensional nuisance parameter. The asymptotic distributions of the maximum pseudolikelihood and related estimators in an i.i.d. setting show that these estimators do not achieve the computed asymptotic lower bound. Simple guidelines are provided to determine in which instances such estimators are close enough to efficient for practical purposes. 相似文献
49.
Taking into account the effects of quantum interference and interface scattering, combining the electron current with hole current contribution to tunnel current,we study the coherent quantum transport in normal-metal/d-wave superconductor/normal-metal (NM/d-wave SC/NM) double tunnel junctions by using extended Blonder-Tinkham-Klapwijk (BTK) approach. It is shown that all quasiparticle transport coefficients and conductance spectrum exhibit oscillating behavior with the energy, in which periodic vanishing of Andreev reflection (AR) above superconducting gap is found.In tunnel limit for the interface scattering strength taken very large, there are a series of bound states of quasiparticles formed in SC. 相似文献
50.
The purpose of this paper is to present general approaches for bounding some multi-stage stochastic programs from above. The results are based on restricting the solution set, such that the remaining multi-stage stochastic program is easy to solve. An example where the methods can be applied is presented.Supported in part by NATO Collaborative Research Grant No. 0785/87. 相似文献