期刊文献+
共找到9篇文章
< 1 >
每页显示 20 50 100
跳-扩散下欧式看涨期权的径向基函数法 被引量:1
1
作者 温梦珠 张金良 沈琳琳 《平顶山学院学报》 2018年第2期16-21,共6页
利用径向基函数法研究了跳-扩散下欧式看涨期权定价问题.为了证实径向基函数法的有效性,分别给出了利用径向基函数法和四阶龙格-库塔法(RK4)及有限差分法和RK4求解跳-扩散下欧式看涨期权定价问题的数值计算格式.算例计算结果显示,若采... 利用径向基函数法研究了跳-扩散下欧式看涨期权定价问题.为了证实径向基函数法的有效性,分别给出了利用径向基函数法和四阶龙格-库塔法(RK4)及有限差分法和RK4求解跳-扩散下欧式看涨期权定价问题的数值计算格式.算例计算结果显示,若采用相同的数值积分法,基于径向基函数法和RK4的数值计算格式精度更高. 展开更多
关键词 跳-扩散过程 欧式看涨期权 径向基函数法 有限差分法 rk4
下载PDF
求解欧式看跌期权两种数值解法的比较 被引量:1
2
作者 温梦珠 张金良 《南阳师范学院学报》 CAS 2016年第12期22-25,共4页
基于有限差分法、径向基函数法和四级四阶龙格-库塔法(RK4),给出了两种求解欧式看跌期权定价问题的数值计算格式.算例计算结果显示,基于径向基函数法、四级四阶龙格-库塔法的数值计算格式精度更高.
关键词 欧式看跌期权 径向基函数法 有限差分法 rk4
下载PDF
Solution of Modified Equations of Emden-Type by Differential Transform Method
3
作者 Supriya Mukherjee Banamali Roy Pratik Kumar Chatterjee 《Journal of Modern Physics》 2011年第6期559-563,共5页
In this paper the Modified Equations of Emden type (MEE), χ+αχχ+βχ 3 is solved numerically by the differential transform method. This technique doesn’t require any discretization, linearization or small perturb... In this paper the Modified Equations of Emden type (MEE), χ+αχχ+βχ 3 is solved numerically by the differential transform method. This technique doesn’t require any discretization, linearization or small perturbations and therefore it reduces significantly the numerical computation. The current results of this paper are in excellent agreement with those provided by Chandrasekar et al. [1] and thereby illustrate the reliability and the performance of the differential transform method. We have also compared the results with the classical Runge-Kutta 4 (RK4) Method. 展开更多
关键词 Modified EQUATIONS of Emden Type DIFFERENTIAL Transforms METHOD RUNGE-KUTTA 4 (rk4) METHOD
下载PDF
Numerical Simulation Using GEM for the Optimization Problem as a System of FDEs
4
作者 Mohamed Adel Mohamed M. Khader 《Applied Mathematics》 2017年第12期1761-1768,共8页
In this paper, we introduce a numerical treatment using generalized Euler method (GEM) for the non-linear programming problem which is governed by a system of fractional differential equations (FDEs). The appeared fra... In this paper, we introduce a numerical treatment using generalized Euler method (GEM) for the non-linear programming problem which is governed by a system of fractional differential equations (FDEs). The appeared fractional derivatives in these equations are in the Caputo sense. We compare our numerical solutions with those numerical solutions using RK4 method. The obtained numerical results of the optimization problem model show the simplicity and the efficiency of the proposed scheme. 展开更多
关键词 Nonlinear Programming PENALTY Function Dynamic SYSTEM Caputo Fractional DERIVATIVE Generalized EULER METHOD rk4 METHOD
下载PDF
Fractional Analysis of Viscous Fluid Flow with Heat and Mass Transfer Over a Flexible Rotating Disk
5
作者 Muhammad Shuaib Muhammad Bilal +1 位作者 Muhammad Altaf Khan Sharaf J.Malebary 《Computer Modeling in Engineering & Sciences》 SCIE EI 2020年第4期377-400,共24页
An unsteady viscous fluid flow with Dufour and Soret effect,which results in heat and mass transfer due to upward and downward motion of flexible rotating disk,has been studied.The upward or downward motion of non rot... An unsteady viscous fluid flow with Dufour and Soret effect,which results in heat and mass transfer due to upward and downward motion of flexible rotating disk,has been studied.The upward or downward motion of non rotating disk results in two dimensional flow,while the vertical action and rotation of the disk results in three dimensional flow.By using an appropriate transformation the governing equations are transformed into the system of ordinary differential equations.The system of ordinary differential equations is further converted into first order differential equation by selecting suitable variables.Then,we generalize the model by using the Caputo derivative.The numerical result for the fractional model is presented and validated with Runge Kutta order 4 method for classical case.The compared results are presented in Table and Figures.It is concluded that the fractional model is more realistic than that of classical one,because it simulates the fluid behavior at each fractional value rather than the integral values. 展开更多
关键词 Caputo derivatives similarity transformation rk4 soret effect Dufour effect
下载PDF
无人机仿真测试系统设计应用研究 被引量:5
6
作者 吕晓林 罗存哲 《宇航计测技术》 CSCD 2011年第1期25-29,共5页
仿真测试系统可以对无人机控制规律进行有效的检测和评估,在无人机研制中起到重要作用。通过研究无人机仿真测试系统工作原理,建立了无人机动力学和运动学数学模型,采用四阶龙格-库塔法进行解算,得到了无人机位置、高度和姿态等信息,对... 仿真测试系统可以对无人机控制规律进行有效的检测和评估,在无人机研制中起到重要作用。通过研究无人机仿真测试系统工作原理,建立了无人机动力学和运动学数学模型,采用四阶龙格-库塔法进行解算,得到了无人机位置、高度和姿态等信息,对无人机飞行控制的稳定性进行有效验证和评估,并成功运用于某型无人机的研制中。 展开更多
关键词 无人机 仿真 测试 龙格-库塔法
下载PDF
Simulation and comparison of several numerical algorithms for solving ballistic differential equations 被引量:2
7
作者 马焱 赵捍东 +1 位作者 许金鹏 朱福林 《Journal of Measurement Science and Instrumentation》 CAS CSCD 2016年第1期35-39,共5页
Several numerical methods of differential equations and their applications in ballistic calculation are discussed for the purpose of simplification of the dynamic differential equations of projectile trajectory.Progra... Several numerical methods of differential equations and their applications in ballistic calculation are discussed for the purpose of simplification of the dynamic differential equations of projectile trajectory.Program simulations of Euler method,Heun method,lassic fourth-order Runge Kutta(RK4)method,ABM method and Hamming method are achieved based on Matlab.In addtion,the approximate solutions,local truncation errors and calculation time of the dynamic differential equations are obtained.By analyzing the simultaion results,the advantages and disadvantages of these methods are compared,which provides a basis for choice of ballistic calculation methods. 展开更多
关键词 classic fourth-order Runge Kutta(rk4)method ballistic calculation calculation time
下载PDF
替米沙坦对慢性心房颤动患者心房肌细胞K_(Ach)的影响 被引量:1
8
作者 王胜文 魏敏 +2 位作者 杜明昭 王志 邢玥 《中国老年学杂志》 CAS CSCD 北大核心 2012年第21期4644-4646,共3页
目的探讨原型长正五聚蛋白3(PTX3)在心房颤动(AF)发生和维持中的作用及机制。方法心脏手术中建立体外循环,于心脏停搏前获取右心耳100 mg,除去血液和脂肪组织。对心房分离肌细胞采用PTX3处理,用PCR法和WB法观察心房分离肌细胞KAch基因... 目的探讨原型长正五聚蛋白3(PTX3)在心房颤动(AF)发生和维持中的作用及机制。方法心脏手术中建立体外循环,于心脏停搏前获取右心耳100 mg,除去血液和脂肪组织。对心房分离肌细胞采用PTX3处理,用PCR法和WB法观察心房分离肌细胞KAch基因和蛋白的变化。结果 AF组的Kir3.4 mRNA表达、GIRK4表达及IKAch密度明显低于SR组,小剂量组的Kir3.4 mRNA、GIRK4表达及IKAch密度低于AF组,中剂量组的Kir3.4 mRNA、GIRK4表达及IKAch密度低于小剂量组,大剂量组的Kir3.4 mRNA表达、GIRK4表达及IKAch密度低于中剂量组,均有统计学差异。结论 KAch参与了AF的病理过程。PTX3通过影响慢性AF患者心房肌细胞Kir3.4 mRNA和GIRK4表达,进而使IKAch密度降低,推测其可能导致AF发生和维持。PTX3可能通过促进AF炎症反应的发生从而引起心房重构,推测炎症可能是AF发生和维持的原因。 展开更多
关键词 心房颤动 乙酰胆碱敏感钾通道 Kir3.4 G1rk4 原型长正五聚蛋白3
下载PDF
空间运动方程快速求解器设计与实现
9
作者 王晓蕾 黄章骞 +1 位作者 房旭 宋宇鲲 《合肥工业大学学报(自然科学版)》 CAS 北大核心 2024年第1期54-61,共8页
文章基于四阶经典龙格库塔法(classical Runge-Kutta method of order four,RK-4)和四阶Adams预测校正法(fourth-order Adams predictor-corrector method,Adams-4),提出一种现场可编程逻辑门阵列(field programmable gate array,FPGA)... 文章基于四阶经典龙格库塔法(classical Runge-Kutta method of order four,RK-4)和四阶Adams预测校正法(fourth-order Adams predictor-corrector method,Adams-4),提出一种现场可编程逻辑门阵列(field programmable gate array,FPGA)实现的数据路径可动态配置的空间运动方程快速求解器(space motion equation fast solver,SMEFS)。SMEFS采用折叠式结构,借助高效的任务映射和精准的状态管理,通过资源复用和动态配置运算器内部连接关系实现数据路径的动态配置,快速求解空间运动方程,并有效节省硬件资源。采用某型运载火箭的相关数据对SMEFS进行大批量空间运动方程求解的性能评估,实验结果表明SMEFS能够快速可靠地求解发射坐标系下的五自由度空间运动方程,与软件求解的平均加速比为12.765,求解结果最大相对误差小于9×10^(-5,)具备较好的加速效果和较高的计算可靠性。 展开更多
关键词 四阶经典龙格库塔法(rk-4) 四阶Adams预测校正法(Adams-4) 空间运动方程 折叠技术 现场可编程逻辑门阵列(FPGA)
下载PDF
上一页 1 下一页 到第
使用帮助 返回顶部