NURBS curves are convexity preserving, i.e. once the control polygon is convex, the associated NURBS curve will also be convex. In this paper this property is proved geometrically.
The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of(idealized) markets.This paper addresses the...The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of(idealized) markets.This paper addresses the following basic question:can one characterize the class of transformations that leave the law of no-arbitrage invariant?We provide a geometric formalization of this question in a non probabilistic setting of discrete time-the so-called trajectorial models.The paper then characterizes,in a local sense,the no-arbitrage symmetries and illustrates their meaning with a detailed example.Our context makes the result available to the stochastic setting as a special case.展开更多
A family of piecewise rational quintic interpolation is presented. Each interpolation of the family, which is identified uniquely by the value of a parameter ai, is of C^2 continuity without solving a system of consis...A family of piecewise rational quintic interpolation is presented. Each interpolation of the family, which is identified uniquely by the value of a parameter ai, is of C^2 continuity without solving a system of consistency equations for the derivative values at the knots, and can be expressed by the basis functions. Interpolant is of O（h^r） accuracy when f（x）∈C^r[a,b], and the errors have only a small floating for a big change of the parameter ai, it means the interpolation is stable for the parameter. The interpolation can preserve the shape properties of the given data, such as monotonicity and convexity, and a proper choice of parameter ai is given.展开更多
In this paper, based on the idea of profit and loss modification, we presentthe iterative non-uniform B-spline curve and surface to settle a key problem in computeraided geometric design and reverse engineering, that ...In this paper, based on the idea of profit and loss modification, we presentthe iterative non-uniform B-spline curve and surface to settle a key problem in computeraided geometric design and reverse engineering, that is, constructing the curve (surface)fitting (interpolating) a given ordered point set without solving a linear system. We startwith a piece of initial non-uniform B-spline curve (surface) which takes the given point setas its control point set. Then by adjusting its control points gradually with iterative formula,we can get a group of non-uniform B-spline curves (surfaces) with gradually higherprecision. In this paper, using modern matrix theory, we strictly prove that the limit curve(surface) of the iteration interpolates the given point set. The non-uniform B-spline curves(surfaces) generated with the iteration have many advantages, such as satisfying theNURBS standard, having explicit expression, gaining locality, and convexity preserving,etc展开更多
基金Supported by the National Natural Science Found of China(10371113)Supported by the 2002 Henan Found of Younger Teacher
文摘NURBS curves are convexity preserving, i.e. once the control polygon is convex, the associated NURBS curve will also be convex. In this paper this property is proved geometrically.
基金supported in part by an NSERC grantsupported in part by the National University of Mar del Plata,Argentina EXA902/18。
文摘The no-arbitrage property is widely accepted to be a centerpiece of modern financial mathematics and could be considered to be a financial law applicable to a large class of(idealized) markets.This paper addresses the following basic question:can one characterize the class of transformations that leave the law of no-arbitrage invariant?We provide a geometric formalization of this question in a non probabilistic setting of discrete time-the so-called trajectorial models.The paper then characterizes,in a local sense,the no-arbitrage symmetries and illustrates their meaning with a detailed example.Our context makes the result available to the stochastic setting as a special case.
基金Supported by National Nature Science Foundation of China(No.61070096)the Natural Science Foundation of Shandong Province(No.ZR2012FL05,No.2015ZRE27056)
文摘A family of piecewise rational quintic interpolation is presented. Each interpolation of the family, which is identified uniquely by the value of a parameter ai, is of C^2 continuity without solving a system of consistency equations for the derivative values at the knots, and can be expressed by the basis functions. Interpolant is of O（h^r） accuracy when f（x）∈C^r[a,b], and the errors have only a small floating for a big change of the parameter ai, it means the interpolation is stable for the parameter. The interpolation can preserve the shape properties of the given data, such as monotonicity and convexity, and a proper choice of parameter ai is given.
文摘In this paper, based on the idea of profit and loss modification, we presentthe iterative non-uniform B-spline curve and surface to settle a key problem in computeraided geometric design and reverse engineering, that is, constructing the curve (surface)fitting (interpolating) a given ordered point set without solving a linear system. We startwith a piece of initial non-uniform B-spline curve (surface) which takes the given point setas its control point set. Then by adjusting its control points gradually with iterative formula,we can get a group of non-uniform B-spline curves (surfaces) with gradually higherprecision. In this paper, using modern matrix theory, we strictly prove that the limit curve(surface) of the iteration interpolates the given point set. The non-uniform B-spline curves(surfaces) generated with the iteration have many advantages, such as satisfying theNURBS standard, having explicit expression, gaining locality, and convexity preserving,etc
