查询词典 parabolic partial differential equation

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。

First, the paper proves the well-posedness of the encryption and decryption problems, which provides theoretical bases for experiments of encryption and decryption; Then presents a fast iterative algorithm, which is proposed based on the special sparse structure of the coefficient matrix of the two-dimensional C-N difference scheme, and successfully experiments on images encryption and decryption; At the end, the security of the methods of images encryption and decryption based on the two-dimensional Pseudo -parabolic Partial Differential Equation is experimented and discussed particularly.

首先证明了基于二维连续模型的加、解密问题是适定的，为加、解密实验提供了理论依据；然后根据模型的二维C-N格式系数矩阵的特殊稀疏结构，给出快速迭代求解算法，并成功地进行了图像加、解密的数值试验；最后对基于二维伪抛物型方程的图像加、解密方法的安全性进行了详细的试验讨论。

Based on modern optimization theory and optimal control theory, this dissertation studies some questions as follows:1. The optimization model of parameter identification of three-dimensional geologic history numerical simulation, algorithm and its applicationGeologic history numerical simulation is a basic content of basin numerical simulation, and the porosity is the major parameter in the evolution and development process of oil-bearing basin. According to the sedimentation and burial mechanism, the physical and chemical principles of oil geology, the mudstone porositys non-linear parabolic partial differential equation has been established.

本文应用现代最优化及最优控制理论，对如下一些问题进行了研究： 1、三维地史数值模拟的参数辨识优化模型、算法及应用地史模拟是盆地数值模拟的一个基础性的研究内容，地层孔隙度是含油气盆地地史演化发育过程中的重要参数，根据地层沉积埋藏机理和石油地质的物理化学原理，通过引入数学物理方程概念，建立了泥岩三维孔隙度场方程，根据问题的特点，给出了方程的定解条件，对方程的动边界也给出了处理方法，并且证明了解的存在性与惟一性，在此基础上建立了以当今实测数据为拟合准则的三维地史数值模拟的参数辨识优化模型，这是一个含有二阶偏微分方程约束的泛函极值问题。

The first step of simulation method is to establish the one-dimension parabolic partial differential advection diffusion equation that was used to describe the mass transportation model of air-pollution distribution as a block program model of the controllable plant. Then, applying the Fuzzy logic theory to operate tunnel jet-fans and control the tunnel wind quantity and adjust the wind average velocity would not let the air-pollution concentration over the standard safety value too much.

模拟方式首先将常被用以表示隧道内空气污染物质传理论模式之一维向平流扩散抛物线型偏微分方程式建构成一组可控制对象的方块程式模拟模型，再运用模糊逻辑理论模拟控制喷流式通风机之运转风量来调节隧道内平均风速以控制隧道内空气污染物浓度不至於高过标准安全值太多。

Using the critical estimates of parabolic type partial differential equation.we ...

利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。

At the beginning of fourth chapter, the article transforms the solving problem of partial differential equation for the American put price into a standard initial and boundary value problem of Parabolic Type by making some transformations.

在第四章，对美式看跌期权价格所满足的偏微分方程定解问题通过作一系列变换，使之转化为一个标准的抛物型初、边值问题，接着又通过傅里叶变换，把抛物型初、边值问题转换为一个关于时间变量的常微分方程初值问题，然后再分别利用改进的欧拉法和有限元法对其进行了求解。

Key words: partial differential equation; Lewy equation; real analytical; infinitely differential solution; compactly supported set

引用格 式：吴小庆。Lewy方程的无穷可微解。中国科技论文在线精品论文，2010，3(1)：19～27。

Firstly, using strategy of introducing associated auxiliary equation to a givenpartial differential equation without admitting Lagrangian, we make the extendedequations possess a variational principle. Based on this, the concepts of extendedconservation law and extended symmetry to given partial differential equationare put forwarded.

首先，我们给出了引入伴随方程扩充原方程的策略，使给定偏微分方程的扩充方程组具有对应泛函，即称为Lagrange系统的方法，以此为基础提出了作为偏微分方程传统守恒律和对称概念的一种推广—偏微分方程扩充对称和扩充守恒律的概念；其次，先给出以得到的Lagrange系统为基础，利用N？

The witness also told the jury at the Royal Courts of Justice in London that he saw a paparazzo fighting with a member of the public who was trying to stop him taking pictures in the minutes before the emergency services arrived.

他还告诉在伦敦皇家法庭的陪审团，在急救服务到来之前，他当时看见一个狗仔队正和一群阻止他拍照的人打架。

The entire N／C program on a tape is made up of an accumulation of these successive data blocks.

纸带上的整个数控程序由这些连续数据单元连接而成。