It is shown that the correct reduction of the null field identity to integral equation requires that the surface, on which null field condition is satisfied, covers the set of singularities of diffraction field analyt...
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(纸本)9785965103584
It is shown that the correct reduction of the null field identity to integral equation requires that the surface, on which null field condition is satisfied, covers the set of singularities of diffraction field analytical continuation into interior of the scatterer. Moreover, the solution algorithm of the obtained integral equation is demonstrated to be fastest and most stable, if the above mentioned surface is constructed by analytical deformation of scatterer boundary.
In this paper we present an algorithm for determining initial bound for the Branch and Bound (B&B) method. The idea of this algorithm is based on the use of "ray" as introduced in the "ray-method&qu...
In this paper we present an algorithm for determining initial bound for the Branch and Bound (B&B) method. The idea of this algorithm is based on the use of "ray" as introduced in the "ray-method" developed for solving integer linear programming problems [11], [12]. Instead of solving an integer programming problem we use the main idea of the ray-method to find an integer feasible solution of an integer linear programming problem along the ray as close to an optimal solution of the relaxation problem as possible. The objective value obtained in this manner may be used as an initial bound for the B&B method. It is well known that getting a "good bound" as soon as possible can often significantly increase the performance of the B&B method.
It is shown that the correct reduction of the null field identity to integral equation requires that the surface, on which null field condition is satisfied, covers the set of singularities of diffraction field analyt...
详细信息
It is shown that the correct reduction of the null field identity to integral equation requires that the surface, on which null field condition is satisfied, covers the set of singularities of diffraction field analytical continuation into interior of the scatterer. Moreover, the solution algorithm of the obtained integral equation is demonstrated to be fastest and most stable, if the above mentioned surface is constructed by analytical deformation of scatterer boundary.
In this paper we consider discrete time forward interest rate models. In our approach, unlike in the classical Heath-Jarrow-Morton framework, the forward rate curves are driven by a random field. Hence we get a genera...
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The linear stochastic differential system with uncertain intensity of noises in dynamics and observations is considered. For this system the minimax filtering procedure is proposed. The filter is optimal in terms of i...
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The linear stochastic differential system with uncertain intensity of noises in dynamics and observations is considered. For this system the minimax filtering procedure is proposed. The filter is optimal in terms of i...
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The linear stochastic differential system with uncertain intensity of noises in dynamics and observations is considered. For this system the minimax filtering procedure is proposed. The filter is optimal in terms of integral criterion. The obtained filtering equations depend on the dual optimization problem solution, which can be obtained by means of provided numerical procedure. The convergence of the numerical procedure is also considered. Some numerical results are described.
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