1) fast Legendre transform
快速Legendre变换
1.
The fast Legendre transform is employed to reduce the CPU time cost.
首先对问题进行全局拟谱离散,然后选取分点,将时间区域进行剖分,在每段区域上对问题进行离散,离散过程采用Chebyshev-Legendre拟谱方法,可以有效借助快速Legendre变换提高算法的运算效率,比现有算法在很大程度上节省了计算时间。
2) Legendre transformation
Legendre变换
1.
Thermodynamics statistical physics of the Legendre transformation;
热力学统计物理中的Legendre变换
2.
Four important thermodynamic functions and the general relations between thermodynamic guantities may be derived by Legendre transformation.
借助Legendre变换,可导出热力学中重要的4个热力学函数和各热力学参量之间的普遍关系
3.
By using an indeterminate coefficient method,a sorts of transforms including a variable parameter is generated by Mathematica,and if the variable parameter is equal to zero,it is the Legendre transformation.
参考矩阵多元多项式的带余除法的方法把微分算子的矩阵转化成以多项式为元素的矩阵,应用待定系数法通过Mathematica机械性计算得到了含有可变参数的一类变换,其中当参数取零时,它就是Legendre变换。
3) Chebyshev-Legendre transform
Chebyshev-Legendre变换
1.
In applying the Chebyshev-Legendre spectral method to seeking the numerical solution of partial differential equations,Chebyshev-Legendre transform plays a key role.
因此,如何有效地实现Chebyshev-Legendre变换就是一个重要的问题。
4) Legendre transform
Legendre变换
1.
It also presents the process that the Legendre transform and dual theory can be applied to find an optimal investment policy during a participant s whole life in the pension plan.
针对以年金形式发放待遇的缴费预定制养老基金,在退休前和退休后的两个阶段,分别构建了常方差弹性(CEV)模型,并应用Legendre变换将原问题转化为对偶问题,在追求指数效用最大化的条件下,求得了精确解析解,从而确定了这两个阶段的最优投资决策。
2.
We derive the non-linear second-order Hamilton-Jacobi-Bellman partial differential equations,and reduces a linear partial differential equation and the dual problems with the Legendre transform.
针对金融工程的最优投资问题,就一维和多维的经典Merton模型,在姿态变量取一个的情形之下,求得相应的非线性二阶Hamilton-Jacobi-Bellman偏微方程,应用Legendre变换将其转化为线性偏微方程,建立对偶问题。
3.
This paper presents a constant elasticity of variance model for defined pension funds management,obtains the non-linear Hamilton-Jacobi-Bellman partial differential equation,and reduces to a linear partial differential equation and the dual problems with the Legendre transform.
文章主要为待遇预定制养老基金的管理建立常方差弹性(CEV)模型,给出了相应的非线性Hamilton-Jacobi-Bellman偏微方程,应用Legendre变换将其转化为线性偏微方程,建立对偶问题。
补充资料:快速
速度快的;迅速:~照相机ㄧ~炼钢ㄧ~行军 ㄧ~育肥。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条