学科分类
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9 个结果
  • 简介:MorseinequalitiesforMorsefunctionsundergeneralboundaryconditionswereinitiallystudiedbyMorseandVanSchaa(?)k.ItisourpurposetopresentanaturalextensionofthetheoremduetoMorseandVanSchaackwithaconsiderablyslmplifiedproof.

  • 标签: MORSE INEQUALITIES MORSE FUNCTIONS general boundary
  • 简介:ThepurposeofthispaperistoinvestigatethepricingEuropeancalloptionvaluationproblemsundertheexerciseprice,maturity,risk-freeinterestrate,andthevolatilityfunction.Anadvancemethodology,Chebyshevsimulatedannealingneuralnetwork(ChSANN),isenforcedfortheBlack-Scholes(B-S)modelwithboundaryconditions.OurschemeisstableandeasytoimplementonB-Sequation,forarbitraryvolatilityandarbitraryinterestratevalues.Also,thecomparativeresultsdemonstratethattheattainedapproximatesolutionsareconvergingtowardstheexactsolution.ThegraphicalresultsshowthattheincreasingflowoftheEuropeancalloptionastheexponentialincreasetakesplaceinassets.Thepresentedalgorithmcanbefurtherappliedtootherfinancialmodelswithcertainboundaryconditions.Thealgorithmofthemethodshowsthattheapproachcanalsobeeasilyemployedontime-fractionalB-Sequation.

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  • 简介:Thispaperdiscussestheneutrontransportequationinaslabwithgeneralizedreflectingboundaryconditions.BymeansofthepositiveC0-semigrouptheory,wehaveprovedthatthisproblemhasauniquenonnegativesolutionandfoundthespectralpropertyofthecorrespondingtransportoperator.Finallywegivetheasymptoticbehaviorofthesolutionforthisequation.

  • 标签: Transport equation reflecting boundary condition positive
  • 简介:Inthispaper,aconstrainedgeneticalgorithm(CGA)isproposedtosolvethesinglemachinetotalweightedtardinessproblem.TheproposedCGAincorporatesdominancerulesfortheproblemunderconsiderationintotheGAoperators.ThisincorporationshouldenabletheproposedCGAtoobtainclosetooptimalsolutionswithmuchlessdeviationandmuchlesscomputationaleffortthantheconventionalGA(UGA).SeveralexperimentswereperformedtocomparethequalityofsolutionsobtainedbythethreeversionsofboththeCGAandtheUGAwiththeresultsobtainedbyadynamicprogrammingapproach.ThecomputationalresultsshowedthattheCGAwasbetterthantheUGAinbothqualityofsolutionsobtainedandtheCPUtimeneededtoobtaintheclosetooptimalsolutions.ThethreeversionsoftheCGAreducedthepercentagedeviationby15.6%,61.95%,and25%respectivelyandobtainedclosetooptimalsolutionswith59%lowerCPUtimethanwhatthethreeversionsoftheUGAdemanded.TheCGAperformedbetterthantheUGAintermsofqualityofsolutionsandcomputationaleffortwhenthepopulationsizeandthenumberofgenerationsaresmaller.

  • 标签: 时序安排 优化设计 遗传算法 延时系统