彭龍,男,1964年出生,經(jīng)濟學教授,博士生導師,享受國務院政府特殊津貼。1997年7月在中國科學院系統(tǒng)科學研究所獲得博士學位,2001年7月至2003年7月于北京人學光華管理學院從事博士后研究。現(xiàn)任北京外國語大學國際商學院院長、國際金融與商務研究所所長,中國金融學會金融工程專業(yè)委員會常務委員,中國國際貿易學會圍際商務英語研究委員會副主任,北京郵電人學經(jīng)濟管理學院教授、博士生導師,對外經(jīng)濟貿易大學國際經(jīng)貿學院兼職教授,中國人民大學商學院兼職教授,以及數(shù)家中國香港及國內上市公司獨立董事。曾任東南大學應用數(shù)學系(原數(shù)學力學系)副教授、副系主任,上海豐華(集團)股份有限公司(股票代碼:600615)董事長,陽光股份有限公司(股票代碼:000608)獨立董事。曾在美國Columbia University 做高級研究學者,英國LIniversity of Loughborough、Larlcaster University 做高級訪問學者,美國University of Wyoming做訪問學者。曾主持
圖書目錄
Foreward 前言 Chapter 1 Introduction / 1 Chapter 2 Brief Introduction of Markov Chain and Nonnegative Matrices / 6 Chapter 3 The Methods of Solving Elliptic Boundary Value Problem / 12 3.1 Elliptic Boundary Value Prollem and Limit Transfer Matrix Q /12 3.2 Method of Solving Nonhomogeneous Elliptic Boundary Value Problem / 15 3.3 Solving Parabolic Problem / 17 3.4 Monte—Carlo Method of Computing Qand S /19 3.5 M ethods of Fast Approximate to limit M atrices Q and S / 22 3.6 Under the Case That P Is Not Nonnegative Matrix/24 3.7 Iterative Method for Finite Element Probability Computing/26 Chapter 4 The Finite Element Probability Computing Method / 28 Chapter 5 High Accuracy Methods of FiniteElement Probability Computing Method / 35 5.1 The Probability Multigrid Method / 35 5.2 The Boundary Thickening Method / 41 5.3 Numerical Experiment / 42 Chapter 6 Rectangular Finite Element Probability Computing Method / 45 6.1 Introduction / 45 6.2 Probability Computing Model and Its Convergence Conditions / 46 6.3 Numerical Experiment / 50 Chapter 7 Dimentional Independence / 52 Chapter 8 The Fast Computing Scheme of the Finite Element Method for the Two Point Boundary Problem / 57 8.1 Model Problem and P'k-type Finite Element Space / 57 8.2 The Probability Computing Scheme / 62 8.3 Numerical Experiment / 65 Chapter 9 Example Analysis / 67 9.1 The Monte-Carlo Method for Three-dimensional Problems / 67 9.2 The Finite Element Monte-Carlo Method of Plate Problems / 69 Chapter 10 The Space Decomposition Method of the Finite Element / 75 10.1 Abstract Problem / 75 10.2 The Domain Decomposition Method and the Structure of Space S0 / 81 10.3 Example / 83 10.4 Probability Computing Method / 85 References / 87