Other numerical algorithms are also introduced , such as the monte carlo simulation , finite difference method , etc . in the second part , i . e . the last four chapters of the article , we introduce the application of the theories mentioned in the first part 此外,還介紹了一些常見的數(shù)值定價方法,如蒙特卡羅模擬方法、有限差分方法等。第二部分即本文后四章,介紹期權(quán)定價理論在我國的應(yīng)用。
By analysis the structural characterizations of the eigenpairs of the jacobi matrix , the necessary and sufficient conditions for the existence of and the expressions for the above two problems are derived , and the numerical algorithms and examples to solve the problems are also given 通過對jacobi矩陣的特征對的結(jié)構(gòu)特性的分析,得到了上述兩個問題有解的充分必要條件,給出了求解問題的數(shù)值算法和數(shù)值例子。 2
At present an important issue with respect to the limit analyses and shakedown analyses is to work out effective computational strategies and numerical algorithm for applying the fundamental theories of limit analyses and shakedown analyses to engineering practice 因此,當前安定性研究的一個重要課題是研究應(yīng)用的策略,尋找切實可行的計算方法,在理論與實際應(yīng)用之間建立起一座橋梁,使安定理論得以在工程實際中應(yīng)用。
This paper studied the stability and oscillation with relations to the style of spatial mesh divieded and the differential style in time domain then concluded the adequate mesh style in space and time domains in numerical algorithm 研究了在求解域內(nèi)空間網(wǎng)格劃分和時間域劃分形式及時間域差分格式對數(shù)值解收斂性質(zhì)和振?性質(zhì)的影響,選取了合適的數(shù)值計算格式,能使計算結(jié)果在收斂性、振?性和結(jié)果精度方面都滿足工程計算要求。
Assuming that the earthquake ground motion is a zero mean valued non - stationary random excitation , the higher accuracy numerical algorithm of these complex oscillators were developed in virtue of the principle of pseudo - excitation method 通過假定地震地面運動為一零均值的非平穩(wěn)隨機激勵,應(yīng)用虛擬激勵法原理,推導(dǎo)得到了廣義復(fù)振子動力坐標計算的一般公式,進而得到了非比例阻尼線性體系非平穩(wěn)隨機地震響應(yīng)計算的一般解答。
Then nonmonotone trust region algorithm is given and global convergence is proved . thirdly , based on complementary conditions and ncp theory , the minimax problem is transformed into nonsmooth equation . we introduce an numerical algorithm relating with splitting function method 基于互補條件和ncp函數(shù)理論,將minimax問題轉(zhuǎn)化為一非光滑非線性方程組,利用分裂函數(shù)的思想,構(gòu)造了一種新的算法,并給出數(shù)值試驗和收斂性證明。
In the first part , we have studied the stimulated algorithm of the diffraction of light ; and , through direct integral , convolution , and fourier transform , we created the numerical algorithm of fresnel integral and additionally , these three methods have also been compared in this paper 首先研究光線衍射傳播的模擬算法,分別利用直接積分法、卷積法和傅里葉變換法實現(xiàn)了菲涅耳積分的數(shù)值計算方法,同時比較了這三種方法的優(yōu)劣。
A new numerical algorithm integrating a quasi - analytic numerical algorithm with the gear numerical algorithm is used to solve the ordinary differential equations with stiff problem . to accelerate the solving of ode , the optimum step method is introduced into the composite numerical algorithm 針對重整反應(yīng)模型方程的特殊結(jié)構(gòu)和剛性問題,提出了一種形式更簡單方便的近似解析數(shù)值算法和吉爾法相結(jié)合的混合數(shù)值算法,并引入了最優(yōu)步長方法。
The backward error and the structured backward error of the approximate solution are the criteria to judge the stability and the strong stability of the numerical algorithm . condition number is a measure of the sensitivity to the approximate solution for the perturbation of original date 近似解的最佳向后誤差和最佳結(jié)構(gòu)向后誤差的數(shù)值分別是判別算法的穩(wěn)定性和強穩(wěn)定性的標準,而條件數(shù)則是反映數(shù)值問題的解對于該問題數(shù)據(jù)擾動的敏感程度。
Firstly , much effort is put into the theoretic analysis and numerical algorithm research . to calculate the mode profile of soi rib waveguide with jumps in the refractive index , a new full - vectorial finite - difference method ( fdm ) based on the lagrange interpolation of the field is presented 由于soi材料中作為波導(dǎo)芯層的硅折射率很大,與作為包層的sio _ 2之間有很大的折射率差,這勢必對模擬數(shù)值算法的精度和邊界處理等方面提出了更高的要求。