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排序方式: 共有1036条查询结果,搜索用时 534 毫秒
981.
This paper deals with the numerical solution of the modified Black–Scholes equation modelling the valuation of stock options with discrete dividend payments. By using a delta-defining sequence of the involved generalized Dirac delta function and applying the Mellin transform, an integral formula for the solution is obtained. Then, numerical quadrature approximations and illustrative examples are given. 相似文献
982.
The aim of this paper is to take up again the study done in previous papers, to the case where the integrand possesses an
algebraic singularity within the interval of integration. The singularities or poles close to the interval of integration
considered in this paper are only real or purely imaginary.
This revised version was published online in August 2006 with corrections to the Cover Date. 相似文献
983.
In 1993, Sidi introduced a set of trigonometric transformations x = ψ(t) that improve the effectiveness of the one-dimensional trapezoidal quadrature rule for a finite interval. In this paper,
we extend Sidi's approach to product multidimensional quadrature over [0,1]
N
. We establish the Euler–Maclaurin expansion for this rule, both in the case of a regular integrand function f(x) and in the cases when f(x) has homogeneous singularities confined to vertices.
This revised version was published online in August 2006 with corrections to the Cover Date. 相似文献
984.
A direct input of function samples into the Fast Wavelet Transform often gives inaccurate results. We use the refinement equation
for the construction of prefiltering quadrature formulas which are optimal in Sard's sense, i.e.,in the standard class of
functions with ‖ f
(p)‖2 < ∞. A detailed analysis of the error and several applications are given.
This revised version was published online in August 2006 with corrections to the Cover Date. 相似文献
985.
开发了一个新颖的考虑布局因素的用于射频CMOS多相位滤波器的优化和合成工具——PPFOPTIMA.在优化引擎中使用了遗传算法用来避免局部的优化解.实验结果证明PPFOPTIMA是射频CMOS多相位滤波器设计和优化中有效的计算机辅助设计工具 相似文献
986.
Baruch Cahlon 《BIT Numerical Mathematics》1995,35(1):19-29
Stability properties of numerical methods for Volterra integral equations with lagging argument are considered. Some suitable definitions for the stability of the numerical methods are included, and plots of the stability regions for particular cases are included. 相似文献
987.
Complex-variable methods are used to obtain some expansions in the error in Gaussian quadrature formulae over the interval [– 1, 1]. Much of the work is based on an approach due to Stenger, and both circular and elliptical contours are used. Stenger's theorem on monotonicity of convergence of Gaussian quadrature formulae is generalized, and a number of error bounds are obtained. 相似文献
988.
杜金元 《数学物理学报(B辑英文版)》1995,(2)
SINGULARINTEGRALOPERATORSANDSINGULARQUADRATUREOPERATORSASSOCIATEDWITHSINGULARINTEGRALEQUATIONSOFTHEFIRSTKINDANDTHEIRAPPLICATI... 相似文献
989.
990.
An algorithm for the approximate evaluation of the Hilbert transform has been proposed. The convergence of the procedure is proved. The stability of the algorithm is considered and some numerical examples are given.This revised version was published online in October 2005 with corrections to the Cover Date. 相似文献