简介:ThepapermodelsthearrivalofheterogeneousinformationduringR&DstagesasadoublystochasticPoissonprocess(DSPP).Thenewproductmarketintroductionisthoughtofasoptiononanoption(acompoundoption).ThispaperderivesananalyticapproximationvaluationformulafortheR&Doption,anddemonstratesthattheaccountsforheterogeneousinformationarrivalmayreducethepricingbiases.Thisway,thegapbetweenrealoptiontheoryandthepracticeofdecisionmakingwithrespecttoinvestmentinR&Disdiminished.
简介:Letq≥3beanoddnumber,abeanyfixedpositiveintegerwith(a,q)=1.Foreachintegerbwith1≤b
简介:这份报纸为1-D板方程wtt+wxxxx+q处理锋利的observability不平等的问题(t,x)0边界与二打的w=调节w=wxx=0或w=wx=0,并且q(t,x)是一个合适的潜力。锋利的observability常数具有的作者表演订$\exp\left({C\left\|q\right\|_\infty^{\tfrac{2}{7}}}\right)$\exp\left({C\left\|q\right\|_\infty^{\tfrac{2}{7}}}\right)为q1。导出需要的observability不平等的主要工具是全球Carleman不平等,基于一个新点为第四个顺序板操作员的明智的不平等。
简介:Inthispaper,themultiplestochasticintegralwithrespecttoaWienerD’-processisdefined.AndalsoitisshownthatforaD’-valuednonlinearrandomfunctionalthereexistsasequenceofmultipleintegralkernelssuchthatthenonlinearfunctionalcanbeexpandedbyseriesofmultipleWienerintegralsoftheintegralkernelswithrespecttotheWienerD’-process.
简介:Inthispaper,theUV-theoryandP-differentialcalculusareemployedtostudysecond-orderex-pansionofaclassofD.C.functionsandminimizationproblems.Undercertainconditions,somepropertiesoftheU-Lagrangian,thesecond-orderexpansionofthisclassoffunctionsalongsometrajectoriesareformulated.SomefirstandsecondorderoptimalityconditionsfortheclassofD.C.optimizationproblemsaregiven.
简介:这篇文章与库仑潜在的x考虑3D-Hartree-type方程的一个家庭(?1),其起始的数据震荡以便一苛性出现。在线性几何光学盒子中,由使用Lagrangian积分,对答案在外面的一致描述苛性、近苛性被获得。给词调音:Hartree方程;几何光学;Lagrangian积分
简介:InthispaperwestudythecomputationalperformanceofvariantsofanalgebraicadditiveSchwarzpreconditionerfortheSchurcomplementforthesolutionoflargesparselinearsystems.Inearlierworks,thelocalSchurcomplementswerecomputedexactlyusingasparsedirectsolver.Therobustnessofthepreconditionercomesatthepriceofthismemoryandtimeintensivecomputationthatisthemainbottleneckoftheapproachfortacklinghugeproblems.InthisworkweinvestigatetheuseofsparseapproximationofthedenselocalSchurcomplements.TheseapproximationsarecomputedusingapartialincompleteLUfactorization.Suchanumericalcalculationisthecoreofthemulti-levelincompletefactorizationsuchastheoneimplementedinpARMS.Thenumericalandcomputingperformanceofthenewnumericalschemeisillustratedonasetoflarge3Dconvection-diffusionproblems;preliminaryexperimentsonlinearsystemsarisingfromstructuralmechanicsarealsoreported.
简介:Inthispaper,least-squaxesmirrorsymmetricsolutionformatrixequations(AX=B,XC=D)anditsoptimalapproximationisconsidered.Withspecialexpressionofmirrorsymmetricmatrices,ageneralrepresentationofsolutionfortheleast-squaresproblemisobtained.Inaddition,theoptimalapproximatesolutionandsomealgorithmstoobtaintheoptimalapproximationareprovided.
简介:AbstractFortheweaklyinhomogeneousacousticmediuminΩ={(x,y,z):z>0},weconsidertheinverseproblemofdeterminingthedensityfunctionρ(x,y).Theinversioninputforourinverseproblemisthewavefieldgivenonaline.Wegetanintegralequationforthe2-Ddensityperturbationfromthelinearization.Byvirtueoftheintegraltransform,weprovetheuniquenessandtheinstabilityofthesolutiontotheintegralequation.Thedegreeofill-posednessforthisproblemisalsogiven.