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second order expansion
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  二阶展开
     the existence of optimal solution set W(u) of the U—Lagrangian and the characterization of the associated smooth trajectary x + u + W(u) tangential to U, so that the second order expansion of f can be develped.
     +u(?) W(u)的刻画,进而得出f在其上的二阶展开,
短句来源
     UV decomposition theory is an efficient method dealing with the second order expansion of nonsmooth functions. It is obtained via the U Lagrangian that a function f has second order expansions along smooth trajectories.
     UV 分解理论是处理非光滑函数的二阶展开的有效方法 ,它借助于U 拉格朗日函数 ,得到函数在一个光滑轨道上的二阶展开式 .
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  “second order expansion”译为未确定词的双语例句
     The Moment Estimates Order Promotion of the Financial Asset Returns ″Fat Tail″ Distribution Shape Parameter Based on Second Order Expansion Form
     基于二阶扩展形式的金融资产回报“厚尾”分布形状参数矩估计阶的推广
短句来源
     On the basis of one or second order expansion form satisfied by financial asset returns ″fat tail″ distribution. This paper build the relationship between shape parameter,threshold and VaR(value at risk).
     在金融资产回报“厚尾”分布一、二阶扩展形式的基础上,建立起形状参数及阀值与V aR之间的关系.
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  相似匹配句对
     About Cone of the Second Order
     关于二次锥面的讨论
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     the noninertial effect is of second-order.
     惯性力的作用在二阶边界层中才出现。
短句来源
     Second .
     二、破自造论。
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     On Order
     论秩序
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     The second;
     第二,专业设置随波逐流;
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  second order expansion
The method is based on a second order expansion of the governing equations and matrix calculus, Kronecker algebra are used in the mathematical development.
      
In particular, a second order expansion has been used to correlate the maximum current density data, valid for both small to large overpotentials and electrode specific surface areas.
      
This problem is solved by the discretization of the cell into several subcells and a second order expansion of the displacements transform vector in terms of local coordinates.
      
By further assuming that the change magnitude and its reference value approach zero at the same order, the local second order expansion of the bias is obtained for numerical evaluation.
      
A first and second order expansion gives simple expressions for the counting rate, resolution and the best choice of the parameters of the apparatus.
      
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The semidegenerate equilibrium configurations of a selfgravitating system of fermions have usually been treated by an expansion of the thermodynamical quantities around the fully degenerate values. It is shown how such an expansion is critical in the low density regimes where in general a distribution function far from the degenerate state applies. This point is explicitly illustrated by comparing and contrasting the results based on a first and second order expansion from the fully degenerate values with...

The semidegenerate equilibrium configurations of a selfgravitating system of fermions have usually been treated by an expansion of the thermodynamical quantities around the fully degenerate values. It is shown how such an expansion is critical in the low density regimes where in general a distribution function far from the degenerate state applies. This point is explicitly illustrated by comparing and contrasting the results based on a first and second order expansion from the fully degenerate values with the exact ones. These exact values have been obtained by a direct compulation of the Fermi integrals. We find that for any value of the temperature T ≠ 0, a system of selfgravitating fermions leads to a configuration of equilibrium with a density decreasing at large distances as p-r-2, which quite independ on the value of its central density. The semidegenerate equilibrium configurations of a selfgravitating system of fermions are therefore, always infinite both in masses and radii.

本文讨论半简并费密子自引力系统的平衡位形,将基于热力学量级数展开的计算结果与直接计算Fermi积分得到的精确值作了对比,指出了级数展开法的适用范围。对温度T不为零的任何值,不论中心密度如何,远离中心处的密度总是按r~(-2)降低,位形的质量和半径总是无限的。

A method for structural reliability analysis in orginal space is presented in this paper. In this method the non normal random variables are not necessary to transfer or map into normal random variables. It is convenient to use in some situations wherein the probability distribution function of random variable is implicit. The failure probability formulas are derived based on the first order and second order expansion of performance function at the point that maximize the loglikelihood. The validity of...

A method for structural reliability analysis in orginal space is presented in this paper. In this method the non normal random variables are not necessary to transfer or map into normal random variables. It is convenient to use in some situations wherein the probability distribution function of random variable is implicit. The failure probability formulas are derived based on the first order and second order expansion of performance function at the point that maximize the loglikelihood. The validity of the presented method is demonstrated by three examples.

本文研究了原始空间内的结构可靠度分析方法,这种方法不需要将非正态随机变量映射或当量正态化为正态随机变量,因而特别适合于当随机变量的概率分布函数不存在显式时结构的可靠度分析.本文分别给出了原始空间内结构失效概率的一次和二次计算公式,通过3个算例证明了本文方法的可行性.

As an integrated method to measure finance risks, value at risk(VaR) has been investigated widely in recent years. This paper introduces a new model to compute VaR - extreme value theory (EVT). It gives parametric estimations of the tail distribution by means of second order expansion. A percedure and program named “two step subsample bootstrap” was developed to find the start point of extreme and to estimate VaR. The computation result of JPY/USD foreign exchange rate presented at last proved...

As an integrated method to measure finance risks, value at risk(VaR) has been investigated widely in recent years. This paper introduces a new model to compute VaR - extreme value theory (EVT). It gives parametric estimations of the tail distribution by means of second order expansion. A percedure and program named “two step subsample bootstrap” was developed to find the start point of extreme and to estimate VaR. The computation result of JPY/USD foreign exchange rate presented at last proved that the EVT method has a good character in estimating VaR.

本文讨论根据极值理论 (EVT)计算金融市场风险重要量度——受险价值 (Va R)的一种新方法 ,给出金融资产组合收益或损失尾部分布的二阶展开式的参数估计形式 ,并以此为基础提出用确定临界值并估计Va R的“两次子样试算法”,最后用 1971- 1998年的日元 /美元汇率 6 70 0多个历史数据验证在极端条件下用EVT估计 Va R具有很高的准确性 .

 
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