查询词典 parabolic partial differential equation

The basic idea of Tikhonov regularization is that linear compact operator equation of the first kind is replaced by the minimization problem of Tikhonov functional, the paper demonstrates the minimization of Tikhonov functional is an well-posed problem. In the end, the paper suggests a new type of iterative algorithm to solve inverse problems of parameter identification for one-dimension parabolic partial differential equation .

本文论证了Tikhonov泛函极小化问题是适定的，即满足西安理工大学硕士学位论文解的存在性、解的唯一性和解连续依赖于数据的稳定性：并且此极小化问题等价丁求解第一类方程的正规方程。

Thirdly, on the base of the existent error estimate of elliptical Galerkin projection operator, obtain semi-discrete and complete-discrete error estimates betwent EFG solution and exact solution of parabolic partial differential equation. Semi-discrete error estimate show that the rank of r is accordance with the approximation rank of subspace S_h. Complete-discrete error estimates show that it not only have relation with radius r of domain of influence, but also have relation with the step length of time variable and the way of discrete.Lastly, give typical examples and draw up procedures of MATLAB.

再次，在"椭圆Galerkin投影"算子的误差估计的基础上，对用EFG法解抛物型偏微分方程的EFG解与精确解之间作了半离散和全离散的误差估计，半离散的误差估计表明所给出的误差界限关于r的阶是与子空间S_h的逼近阶相一致的，全离散的误差估计表明所产生的误差不但与影响域半径r有关，而且与离散时间变量的步长τ及其离散方式有关。

This leads to a parabolic partial differential equation for price of bond.

假设利率变化的模型是由随机微分方程给出的，则可以用推倒Black－Scholes方程的方法来推出债券价格满足的偏微分方程，得到一个抛物型的偏微分方程。

Up to now, finite difference method, finite element method and boundary element method are common numerical methods to obtain numerical solutions of parabolic partial differential equation.

目前求解抛物型偏微分方程的数值方法有有限差分法、有限元法和边界元法等。

A kind of delay parabolic partial differential equation is studied. A numerical method is proposed by discrete skill. The numerical stability for this kind of delay parabolic partial differential is analyzed by interpolation method.

研究了一类时滞的抛物型偏微分方程初边值问题，利用离散技巧，提出了一种数值方法，然后在一定插值技术下分析了算法的稳定性。

The models of American option and perpetual American option are a free boundary problem of parabolic partial differential equation and ordinary differential equation respectively.

在相应的基本假设下，美式期权的定价模型是一个抛物型偏微分方程自由边界问题，而永久美式期权的定价模型是一个常微分方程自由边界问题。

This paper considers the pricing model of options under illiquidity. A new numerical procedure for solving the nonlinear parabolic partial differential equation is explored and the Thomas algorithm is used to improving the efficiency of the numerical scheme.

本篇论文提出一个在市场流动性不足情况发生时的选择权订价模型，并且发展一个新的数值方法来求解一个非线性抛物线型态的偏微分方程式，同时利用汤马斯演算法来提升数值运算的效率。

American option ; parabolic partial differential equation ; perpetual American option ; expiry date ; convergence ; error estimate

美式期权；抛物型偏微分方程；永久美式期权；执行日期；收敛性；误差估计

The parabolic partial differential equation is an important type of mathematical physical equations. It can describe the problems of heat conduction, seepage flow and diffusion, et al.

抛物型偏微分方程是描述热传导、渗流、扩散等过程的一类重要的数学物理方程。

Secondly, point out that meshless method is different from finite element method in handling boundary condition and numerical integral because the approximation function of meshless method is not inserted function, it have itself special methods. Deduces meshless Galerkin essential equation of parabolic partial differential equation with the method ofweighted residuals------Galerkin. Furthermore, discusses the main factors which may effectthe calculation precision and give some suggestion with which can get the best result.

其次，由于无网格法的近似函数不是插值函数，所以无网格Galerkin法在处理边界条件和对区域积分时是不同于有限元的，它有其独特的处理方法，从加权残量法——Galerkin出发，推导出抛物型偏微分方程无网格Galerkin法的基本方程，并对影响无网格Galerkin法的主要因素进行探讨，给出了取得最佳效果的相应建议。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。