查询词典 partial difference equation

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 thesis is organized as follows:In Chapter 1,a new partial differential equation model for Spontaneous Potential log in heterogeneous formations is introduced.At the same time,the existence and uniqueness of weak solution to the problem are proved,and the problem of resistance identification in SP log is studied.Furthermore,a jump condition capturing finite difference scheme is proposed and applied to solve such elliptic interface problems.The effects of various factors on SP response,which include objective layers resistivity,bed thickness,bore-hole diameter,invasion and water-flooded zones and so on,are investigated quantitatively by the proposed method, and satisfactory results are obtained.

具体安排如下：第一章首先建立复杂地层中自然电位测井的偏微分方程数学模型，证明了该边值问题弱解的存在唯一性，在此基础上研究了自然电位测井电阻率识别问题：然后发展了用于求解椭圆交界面问题的间断捕捉有限差分方法，利用该方法定量分析了目的层电阻率、地层厚度、井径、侵入带和水淹层等因素对自然电位测井响应的影响，取得了满意的结果。

Spectral element methods for partial differencial equation is introduced in this study from viewpoint of the collocation approximation of Chebyshev polynomial. Wave Equation and its space discretization are deduced. Two time integral methods, central difference method and implicit Newmark method, are introduced, and their stability and applicability are also discussed in some details. The significance of absorbing boundary conditions in spectral element methods for Aeroacoustics is explained, and Clayton-Engquist-Majda absorbing boundary conditions is emphasized and introduced, then the discrete scheme of this boundary conditions is deduced and applied to spectral element methods for wave equation.

本文从Chebyshev多项式逼近理论出发，详细介绍了谱元方法求解偏微分方程的过程；推导了流体中的声波动方程并在空间上对其进行了谱元离散；详细讨论了两种时间积分方法──中心差分法和Newmark方法，分析了它们的稳定性条件，并从理论上对比了两种方法的优缺点和适用范围；将吸收边界条件推广应用于谱元方法求解气动声学问题中，重点介绍了Clayton-Engquist-Majda吸收边界条件的原理和公式，推导了该吸收边界条件的变分形式，并将其引入波动方程的离散形式中。

The Fourier method and heuristic stability theory for the analysis of the computational stability criterion of the difference scheme of linear partial differential equation are also briefly introduced.

对分析线性偏微分方程差分格式计算稳定性判据的Fourier方法、启发性稳定性分析方法，也做了简要的介绍。

To price the continuously sampled arithmetic average Asian option, an implicit upwind difference scheme is constructed based on the final boundary value problem of partial differential equation, which is satifiable to the option pricing problem. Then the unique existence and unconditional stability of the difference solution are demonstrated and the error estimate is given under the discrete L2 norm.

研究连续取样的算术平均亚式期权定价问题的差分方法，根据问题所满足的偏微分方程终边值问题，构造出一种隐式的迎风差分格式，论证了差分解的惟一存在性和绝对稳定性，并给出差分解在离散L2范数下的误差估计。

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。

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。

Stratum hurting ; parabolic partial different equation ; difference equation

地层伤害；抛物型偏微分方程；差分方程

METHODS The partial differential equation is reduced into a set of ordinary differential equations by using finite difference method.

采用有限差分方法，将偏微分方程组约化为常微分方程组。

Filter factor with high computation efficiency can be obtained through resolving the difference equation without reducing the number of dimension in solving the 3D partial differential equation.

在求解三维滤波方程时不对三维微分方程进行降维处理，仅对差分方程进行分解，从而获得计算效率很高的滤波因子。

On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面，更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值，分为几个相等的区间作为横轴，并将各区间内所测定值依所出现的次数累积而成的面积，用柱子排起来的图形，也叫做柱状图。