作者：
Pan, QingXu, GuoliangLSEC
Acad. of Math. and System Sciences Chinese Academy of Sciences Beijing China
For obtaining better curvature distributions of subdivision surfaces, various improvements for Loop's subdivision scheme on triangular surface meshes have been made. A careful analysis shows that the fast evaluati...
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ISBN:
(纸本)0769520782
For obtaining better curvature distributions of subdivision surfaces, various improvements for Loop's subdivision scheme on triangular surface meshes have been made. A careful analysis shows that the fast evaluation technique of the subdivision surface proposed by Stam is no longer usable to these improved schemes. This paper describes a fast evaluating algorithm for improved Loop's subdivision surfaces. The algorithm is applicable to a vast class of subdivision schemes for triangular surface meshes. Using the proposed algorithm, one can evaluate the subdivision surface at any domain point for any set of input subdivision masks and a control mesh.
In this paper, we test for causal relationship between China's stock markets by using returns and a measure of volatility for the Shanghai Composite index, the Shenzhen Composite Subindex, and the Hong Kong Hang S...
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In this paper, we test for causal relationship between China's stock markets by using returns and a measure of volatility for the Shanghai Composite index, the Shenzhen Composite Subindex, and the Hong Kong Hang Seng Index. We also show that the stock index series are nonstationary and that cointegrating vectors and error correction models do not exist for the series. Based on these tests, for the return series, we conclude that Shenzhen Granger caused Shanghai before 1994. For the volatility data, we find that there exists a positive feedback relationship between Shanghai and Shenzhen stock markets, and that Hong Kong volatility Granger causes Shanghai volatility, but not vice versa.
This paper is concerned with continuous-time portfolio selection models where the objective is to minimize the risk subject to a prescribed expected payoff at the terminal time. The risk is measured by the expectation...
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This paper is concerned with continuous-time portfolio selection models where the objective is to minimize the risk subject to a prescribed expected payoff at the terminal time. The risk is measured by the expectation of a certain function of the deviation of the terminal payoff from its mean. First of all, a model where the risk has different weights on the upside and downside variance is solved explicitly. The limit of this weighted mean-variance problem, as the weight on the upside variance goes to zero, is the mean-semivariance model which is shown to admit no optimal solution. This negative result is further generalized to a mean-downside-risk portfolio selection problem where the risk has non-zero value only when the terminal payoff is lower than its mean. Finally, a general model is investigated where the risk function is convex. Sufficient and necessary conditions for the existence of optimal portfolios are given. Moreover, optimal portfolios are obtained when they do exist.
For nonlinar discrete event dynamic systems described by a min-max function, we show that the cycle time can be assigned disjointedly by a state feedback, if and only if the system is reachable. Further, a simple nece...
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ISBN:
(纸本)0780381939
For nonlinar discrete event dynamic systems described by a min-max function, we show that the cycle time can be assigned disjointedly by a state feedback, if and only if the system is reachable. Further, a simple necessary and sufficient condition for that the cycle time can be assigned independently by a state feedback is given. Hence the difficult problem which corresponds to the pole assignment problem in traditional linear control systems is solve in this paper.
Let D be a division ring with an involution - and F = {a ∈ D | ̄a = a}. When - is the identity map then D = F is a field and we assume char(F) ≠ 2. When - is not the identity map we assume that F is a subfield of D ...
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Let D be a division ring with an involution - and F = {a ∈ D | ̄a = a}. When - is the identity map then D = F is a field and we assume char(F) ≠ 2. When - is not the identity map we assume that F is a subfield of D and is contained in the center of D. Let n be an integer, n ≥ 2, and ℋn(D) be the space of hermitian matrices which includes the space Sn(F) of symmetric matrices as a particular case. If a bijective map φ of ℋn(D) preserves the adjacency then also φ-1 preserves the adjacency.
An iterative process of continuation of wave fields is proposed to invert the wave equation. Inverse problems of two types are analyzed, namely: the problem of reconstruction of the right-hand side of the wave equatio...
An iterative process of continuation of wave fields is proposed to invert the wave equation. Inverse problems of two types are analyzed, namely: the problem of reconstruction of the right-hand side of the wave equation describing the wave sources and the inverse problem of wave scattering in an inhomogeneous medium. The latter problem is of great practical importance for applications. It is shown that for an observation system in which a source point coincides with a receiver point (the so-called "scheme of central rays" in seismic prospecting), the scattering problem is reduced to the Cauchy problem on a space-like surface and in an inhomogeneous reference medium. The solution of this problem is obtained by wave continuation at each iteration step with the reference velocity values specified at the previous step.
A new differential identity is obtained for a scalar function u(x, y) dependent on two independent variables as a result of research of the set of differential invariants of a group G of point transformations. The ide...
A new differential identity is obtained for a scalar function u(x, y) dependent on two independent variables as a result of research of the set of differential invariants of a group G of point transformations. The identity implies some integral identities and formulas useful for deriving some functional in inverse problems for certain classical differential equations of math.matical physics. In particular, the formulas establish relations between certain integral medium characteristics (the parameter n(x, y) in the wave equation) and the wave process (the solution u(x, y, t) of the corresponding direct problem for these equations).
The inverse problem of electrokinetics is considered. The solution to the inverse problem is sought the minimum of the misfit functional. A series of numerical calculations for the test model is made by using multipro...
The inverse problem of electrokinetics is considered. The solution to the inverse problem is sought the minimum of the misfit functional. A series of numerical calculations for the test model is made by using multiprocessor system.
A new simulation method for some typical boundary control problems, combining symbolic algebra and numerical method, is presented with typical examples. The transfer function is obtained in the intermediate steps of t...
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ISBN:
(纸本)0780383354
A new simulation method for some typical boundary control problems, combining symbolic algebra and numerical method, is presented with typical examples. The transfer function is obtained in the intermediate steps of the simulation, which makes it possible and easier to apply more advanced boundary controllers in the future.
In supply chains, the phenomenon of bullwhip effect (the variance amplification of order quantities observed in supply chain) has received a considerable attention by both theoretical researchers and practioners as it...
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