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排序方式: 共有6721条查询结果,搜索用时 15 毫秒
1.
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
2.
In this work we study nonnegativity and positivity of a discrete quadratic functional with separately varying endpoints. We introduce a notion of an interval coupled with 0, and hence, extend the notion of conjugate interval to 0 from the case of fixed to variable endpoint(s). We show that the nonnegativity of the discrete quadratic functional is equivalent to each of the following conditions: The nonexistence of intervals coupled with 0, the existence of a solution to Riccati matrix equation and its boundary conditions. Natural strengthening of each of these conditions yields a characterization of the positivity of the discrete quadratic functional. Since the quadratic functional under consideration could be a second variation of a discrete calculus of variations problem with varying endpoints, we apply our results to obtain necessary and sufficient optimality conditions for such problems. This paper generalizes our recent work in [R. Hilscher, V. Zeidan, Comput. Math. Appl., to appear], where the right endpoint is fixed. 相似文献
3.
A Modified Quasi-Newton Method for Structured Optimization with Partial Information on the Hessian 总被引:2,自引:0,他引:2
This paper develops a modified quasi-Newton method for structured unconstrained optimization with partial information on the
Hessian, based on a better approximation to the Hessian in current search direction. The new approximation is decided by both
function values and gradients at the last two iterations unlike the original one which only uses the gradients at the last
two iterations. The modified method owns local and superlinear convergence. Numerical experiments show that the proposed method
is encouraging comparing with the methods proposed in [4] for structured unconstrained optimization
Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December
9–11, 2004 相似文献
4.
Mehdi Dehghan 《Numerical Methods for Partial Differential Equations》2002,18(2):193-202
Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040 相似文献
5.
Equilibrium Problems with Applications to Eigenvalue Problems 总被引:5,自引:0,他引:5
In this paper, we consider equilibrium problems and introduce the concept of (S)+ condition for bifunctions. Existence results for equilibrium problems with the (S)+ condition are derived. As special cases, we obtain several existence results for the generalized nonlinear variational inequality studied by Ding and Tarafdar (Ref. 1) and the generalized variational inequality studied by Cubiotti and Yao (Ref. 2). Finally, applications to a class of eigenvalue problems are given. 相似文献
6.
Hong-Xing Zheng Dao-Yin Yu 《International Journal of Infrared and Millimeter Waves》2005,26(9):1343-1353
In this paper, a very useful numerical technique has been developed for analyzing the transient characteristics of a planar-spiral inductor on-chip. A locally conformal technique and an alternating-direction implicit scheme are applied to the finite-difference time-domain method. A formulation for solving three dimensional Maxwell’s equations is proposed. Using the proposed method, various parameters of the planar-spiral inductors have been analyzed and an equivalent circuit, which includes frequency-independent circuit elements, has been introduced. Highly computational efficiency is implemented. Numerical results show excellent agreement with the measured data over a wide frequency range. 相似文献
7.
乌桕类可可脂结晶过程中表现体积变化 总被引:1,自引:0,他引:1
为了解乌桕类可可脂(CTCBE)缓冷结晶横向胀罐爆裂原因,研究CTCBE结晶过程中的膨胀特性,采用流体静力法测试了不同等温结晶条件下CTCBE结晶形成的表观密度和表观体积及其横纵向膨胀状况。结果表明,CTCBE缓冷结晶后形成外部和中部两个晶区。在5-25℃的各等温结晶范围内,当结晶温度增加时,外部结晶区域减小、表观密度变化不大;中部结晶区域增大、表观密度明显减小,CTCBE的表观体积、横向、纵向膨胀率均增大,膨胀横向大于纵向。进一步表明CTCBE在自然缓冷固化的表观体积根本上由其结晶温度决定。为有效防止横向胀罐,自然缓冷固化温度应低于10℃。 相似文献
8.
Guy Bayada 《Journal of Mathematical Analysis and Applications》2003,282(1):212-231
The asymptotic behaviour of a Stokes flow with Tresca free boundary friction conditions when one dimension of the fluid domain tends to zero is studied. A specific Reynolds equation associated with variational inequalities is obtained and uniqueness is proved. 相似文献
9.
J. Giroire T. Ha‐Duong V. Moumas 《Mathematical Methods in the Applied Sciences》2005,28(13):1527-1552
This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
10.
In the direct simulation Monte‐Carlo (DSMC) method for simulating rarefied gas flows, the velocities of simulator particles that cross a simulation boundary and enter the simulation space are typically generated using the acceptance–rejection procedure that samples the velocities from a truncated theoretical velocity distribution that excludes low and high velocities. This paper analyses an alternative technique, where the velocities of entering particles are obtained by extending the simulation procedures to a region adjacent to the simulation space, and considering the movement of particles generated within that region during the simulation time step. The alternative method may be considered as a form of acceptance–rejection procedure, and permits the generation of all possible velocities, although the population of high velocities is depleted with respect to the theoretical distribution. Nevertheless, this is an improvement over the standard acceptance–rejection method. Previous implementations of the alternative method gave a number flux lower than the theoretical number required. Two methods for obtaining the correct number flux are presented. For upstream boundaries in high‐speed flows, the alternative method is more computationally efficient than the acceptance–rejection method. However, for downstream boundaries, the alternative method is extremely inefficient. The alternative method, with the correct theoretical number flux, should therefore be used in DSMC computations in favour of the acceptance–rejection method for upstream boundaries in high‐speed flows. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献