抛物型偏微分方程

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 is another novelty of this method. For a family of parameters, the analytical solutions of parabolic PDEs are given using the new method in this paper, the result schemes are posed.

给出了一类抛物型偏微分方程的解析解，并给出了其与差分数值解法所得到的解的比较，比较曲线表明了这种新解法的正确性。

The existence and uniqueness of the solution to the equation are verified based on the homeomorphism theory, and an example is given to show the rationality of the solution.

数值求解拟线性抛物型偏微分方程边值问题通常可归结为解非线性方程组，非线性方程组解的存在与惟一性是解方程组的前提。

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。

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

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。

Furthermore the existence condition and the variation principle of the differential equation are discussed, and the theory gist of the step-time technologies is presented.

应用相关的势算子理论对抛物型偏微分方程的泛函存在条件及变分定理进行了较系统的讨论，进而指出了"时间步进有限元法"各种处理方法的理论依据。

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。