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,还介绍了一些常见的数值定价方法,如蒙特卡罗模拟方法、有限差分方法等。第二部分即本文后四章,介绍期权定价理论在我国的应用。
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 通过对jacobi矩阵的特征对的结构特性的分析,得到了上述两个问题有解的充分必要条件,给出了求解问题的数值算法和数值例子。 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,当前安定性研究的一个重要课题是研究应用的策略,寻找切实可行的计算方法,在理论与实际应用之间建立起一座桥梁,使安定理论得以在工程实际中应用。
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 研究了在求解域内空间网格划分和时间域划分形式及时间域差分格式对数值解收敛性质和振?性质的影响,选取了合适的数值计算格式,能使计算结果在收敛性、振?性和结果精度方面都满足工程计算要求。
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 通过假定地震地面运动为一零均值的非平稳随机激励,应用虚拟激励法原理,推导得到了广义复振子动力坐标计算的一般公式,进而得到了非比例阻尼线性体系非平稳随机地震响应计算的一般解答。
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 基于互补条件和ncp函数理论,将minimax问题转化为一非光滑非线性方程组,利用分裂函数的思想,构造了一种新的算法,并给出数值试验和收敛性证明。
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 首先研究光线衍射传播的模拟算法,分别利用直接积分法、卷积法和傅里叶变换法实现了菲涅耳积分的数值计算方法,同时比较了这三种方法的优劣。
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 针对重整反应模型方程的特殊结构和刚性问题,提出了一种形式更简单方便的近似解析数值算法和吉尔法相结合的混合数值算法,并引入了最优步长方法。
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 近似解的最佳向后误差和最佳结构向后误差的数值分别是判别算法的稳定性和强稳定性的标准,而条件数则是反映数值问题的解对于该问题数据扰动的敏感程度。
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材料中作为波导芯层的硅折射率很大,与作为包层的sio _ 2之间有很大的折射率差,这势必对模拟数值算法的精度和边界处理等方面提出了更高的要求。