查询词典 finite difference approximation

To solve the B-Ss pricing formulas,there are many popular methods now,such as partial differential equation,analytical approximation,binomial tree methods,finite difference method and Monte-Carlo simulation.

对于Black-Scholes期权定价模型，如今比较流行的定价方法有偏微分方程、解析近似方法、二叉树方法、有限差分方法和Monte-Carlo模拟等。

The basic idea is to set a continuous solution of the region with a finite number of discrete points instead of a grid consisting of, these discrete points called grid nodes the solution of a continuous area on a given function of continuous variables used in the definition of discrete grid variable function approximation the original equation and boundary conditions in the micro-business operators to approximate differential, integral with the points and to approximate, so the original differential equations and boundary conditions are replaced by algebraic equations near Side, that is, finite difference equations , solve this equation group can get the original problem in discrete points on the approximate solution.

基本思想是把连续的定解区域用有限个离散点构成的网格来代替，这些离散点称作网格的节点；把连续定解区域上的连续变量的函数用在网格上定义的离散变量函数来近似；把原方程和定解条件中的微商用差商来近似，积分用积分和来近似，于是原微分方程和定解条件就近似地代之以代数方程组，即有限差分方程组，解此方程组就可以得到原问题在离散点上的近似解。

The Pade approximation is combined with 3-D frequency-domain finite difference (3D-FDFD) for the first time. The impact of expansion point and the order of rational function on the accuracy and the convergence radius is discussed in this dissertation.

主要包括以下内容：首次将Pade逼近运用到三维频域有限差分法中，详细讨论了Pade逼近中展开点选取、收敛半径与有理阶数的关系问题。

Based on the properties of miniature PSA oxygen production and a linear driving force approximation, a mathematical model for PSA processes of a Special Miniature Oxygen Concentrator is developed in this paper. The boundary and initial conditions for the model are analyzed and determined, and the finite difference method is applied to solve the partial differential equations.

基于微型变压吸附氧氮分离过程的特点和线性推动力模型，建立了描述该过程的数学模型，给出了求解的边界条件和初始条件，采用有限差分法对模型进行了求解。

The finite-difference method of calculation on primary wave traveltime based on any rectangular grid and a local plane wavefront approximation has high precision and can apply to complex media with violent velocity variation.

基于任意矩形网格和局部平面波前近似的有限差分初至波走时计算方法精度较高并适用于强纵横向变速的复杂介质。

I am accused of being overreligious," she said in her quiet, frank manner,"but that does not prevent me thinking the children very cruel who obstinately commit such suicide.""

客人们在卡罗利娜·埃凯家里，举止就文雅一些，因为卡罗利娜的母亲治家很严厉。

Designed by French fashion house Herm è s, this elegant uniform was manufactured in our home, Hong Kong, and was the first without a hat.

由著名品牌 Herm è s 设计，这件高贵的制服是香港本土制造，是我们第一套不配帽子的制服。