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1.
本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的. 相似文献
2.
Greg Orosi 《商业与工业应用随机模型》2015,31(4):515-527
In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
3.
Matthew J. Katz 《Computational Geometry》1997,8(6):299-316
We present a new data structure for a set of n convex simply-shaped fat objects in the plane, and use it to obtain efficient and rather simple solutions to several problems including (i) vertical ray shooting—preprocess a set of n non-intersecting convex simply-shaped flat objects in 3-space, whose xy-projections are fat, for efficient vertical ray shooting queries, (ii) point enclosure—preprocess a set C of n convex simply-shaped fat objects in the plane, so that the k objects containing a query point p can be reported efficiently, (iii) bounded-size range searching— preprocess a set C of n convex fat polygons, so that the k objects intersecting a “not-too-large” query polygon can be reported efficiently, and (iv) bounded-size segment shooting—preprocess a set C as in (iii), so that the first object (if exists) hit by a “not-too-long” oriented query segment can be found efficiently. For the first three problems we construct data structures of size O(λs(n)log3n), where s is the maximum number of intersections between the boundaries of the (xy-projections) of any pair of objects, and λs(n) is the maximum length of (n, s) Davenport-Schinzel sequences. The data structure for the fourth problem is of size O(λs(n)log2n). The query time in the first problem is O(log4n), the query time in the second and third problems is O(log3n + klog2n), and the query time in the fourth problem is O(log3n).
We also present a simple algorithm for computing a depth order for a set as in (i), that is based on the solution to the vertical ray shooting problem. (A depth order for , if exists, is a linear order of , such that, if K1, K2 and K1 lies vertically above K2, then K1 precedes K2.) Unlike the algorithm of Agarwal et al. (1995) that might output a false order when a depth order does not exist, the new algorithm is able to determine whether such an order exists, and it is often more efficient in practical situations than the former algorithm. 相似文献
4.
本文研究作为双层桥模型的梁方程耦合系统,利用Leray-Schauder不动点定理,得到了一个关于这种系统的解的存在性定理,它类似于McKenna和Walter文2中关于吊桥方程的一个定理。 相似文献
5.
6.
A.N Bekrenev 《Journal of Physics and Chemistry of Solids》2002,63(9):1627-1631
An unusually high mobility of atoms under intensive impulse reactions is explained by the behavior of point defects at the shock wave front. It is shown that either a shock wave front or moving dislocations can capture the interstitials, or they can be thermally activated in the direction of the shock wave propagation. 相似文献
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8.
The Iyengar Type Inequalities with Exact Estimations and the Chebyshev Central Algorithms of Integrals 总被引:3,自引:0,他引:3
Xing Hua WANG Shi Jun YANG 《数学学报(英文版)》2005,21(6):1361-1376
In this paper, both low order and high order extensions of the Iyengar type inequality are obtained. Such extensions are the best possible in the same sense as that of the Iyengar inequality. hzrthermore, the Chebyshev central algorithms of integrals for some function classes and some related problems are also considered and investigated. 相似文献
9.
F. Prez-Willard C. Sürgers H. Von Lhneysen P. Pfundstein 《Physica E: Low-dimensional Systems and Nanostructures》2004,22(4):872-880
The electronic transport through nanostructured bismuth nanobridges has been investigated at low temperatures (T<2 K) and in magnetic fields B up to 8.5 T. The samples show reproducible resistance fluctuations as a function of B, superimposed on a large magnetoresistance of up to 50%. In addition, time-dependent resistance fluctuations in zero magnetic field demonstrate the presence of bistable scatterers in the constriction region of our samples, which are described by two-level systems. Their dynamics are shown to be sensitive to subtle modifications of the static scatterer configuration in their vicinity, which cannot be detected in the sample magnetofingerprint. 相似文献
10.
In this paper, we prove convergence rates for spherical spline Hermite interpolation on the sphere Sd−1 via an error estimate given in a technical report by Luo and Levesley. The functionals in the Hermite interpolation are either point evaluations of pseudodifferential operators or rotational differential operators, the desirable feature of these operators being that they map polynomials to polynomials. Convergence rates for certain derivatives are given in terms of maximum point separation. 相似文献