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可提前还款的定期贷款是隐含着期权的利率衍生物,本文建立CIR利率模型下可提前还款的定期贷款的数学模型,通过离散偏微分方程,建立了模型的计算方法,讨论了随机利率对提前还贷的影响. 相似文献
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给定一组工件的加工时间与工期,要求确定这些工件在一台机器上的加.工排列,使相应的总延误达到最小,这就是总延误问题.该问题在近年已被证明是NP困难的.由Wilkermn和Irwin(1971),林勋(1983)等所研究的顺时安排法能得到相邻交换意义下的局部解.在本文中,我们进一步证明该算法能得到前移邻域意义下的局部解,并确定了该算法的性能比. 相似文献
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L. Fatone M. C. Recchioni F. Zirilli 《Journal of Optimization Theory and Applications》2004,121(2):223-257
In this paper, we consider furtivity and masking problems in time-dependent three-dimensional electromagnetic obstacle scattering. That is, we propose a criterion based on a merit function to minimize or to mask the electromagnetic field scattered by a bounded obstacle when hit by an incoming electromagnetic field and, with respect to this criterion, we drive the optimal strategy. These problems are natural generalizations to the context of electromagnetic scattering of the furtivity problem in time-dependent acoustic obstacle scattering presented in Ref. 1. We propose mathematical models of the furtivity and masking time-dependent three-dimensional electromagnetic scattering problems that consist in optimal control problems for systems of partial differential equations derived from the Maxwell equations. These control problems are approached using the Pontryagin maximum principle. We formulate the first-order optimality conditions for the control problems considered as exterior problems defined outside the obstacle for systems of partial differential equations. Moreover, the first-order optimality conditions derived are solved numerically with a highly parallelizable numerical method based on a perturbative series of the type considered in Refs. 2–3. Finally, we assess and validate the mathematical models and the numerical method proposed analyzing the numerical results obtained with a parallel implementation of the numerical method in several experiments on test problems. Impressive speedup factors are obtained executing the algorithms on a parallel machine when the number of processors used in the computation ranges between 1 and 100. Some virtual reality applications and some animations relative to the numerical experiments can be found in the website http://www.econ.unian.it/recchioni/w10/. 相似文献
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PSN is a fast forward permutation if for each m the computational complexity of evaluating Pm(x) is small independently of m and x. Naor and Reingold constructed fast forward pseudorandom cycluses and involutions. By studying the evolution of permutation graphs, we prove that the number of queries needed to distinguish a random cyclus from a random permutation in SN is Θ(N) if one does not use queries of the form Pm(x), but is only Θ(1) if one is allowed to make such queries. We construct fast forward permutations which are indistinguishable from random permutations even when queries of the form Pm(x) are allowed. This is done by introducing an efficient method to sample the cycle structure of a random permutation, which in turn solves an open problem of Naor and Reingold. 相似文献
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建筑物室外环视中加速绘制算法 总被引:1,自引:0,他引:1
提出一种用于建筑物环视系统混合绘制的加速方法,场景划分为主体模型和层次环境的带有深度的图像缓存(sprite with depth),采用BSP树存储场景的具有深度的图像缓存,用模型对存储场景的BSP树应用三维裁剪算法来减少不必要的绘制,并在环视过程中采用生成替代图像缓存方法,加速环视场景的生成. 相似文献
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经济跨越发展是生产力发展内在规律的体现,是对国际国内经济发展经验的总结。实现经济跨越发展的关键是抓住机遇。当前我国正处在实现经济跨越发展的大好时机,我们要抓住机遇,迎头赶上。 相似文献
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A. Konjhodzic A. Adamczyk F. Vagizov Z. Hasan E E. Alp W. Sturhahn Jiyong Zhao J J. Carroll 《Hyperfine Interactions》2006,170(1-3):83-89
With the decrease in size of devices, rapid characterization of nano-devices is an inevitable necessity. It is shown that Mössbauer spectroscopy using synchrotron radiation from the advanced photon source provides such a tool of investigation. Results are presented and compared for conventional Mössbauer and Nuclear Forward Scattering for 151Eu-doped magnesium sulfide as an example, especially at low concentrations. 相似文献