| 汇率干预中的多点自由边值问题的数值计算方法 |
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| 引用本文： | 赵连霞,朱正佑,秦成林.汇率干预中的多点自由边值问题的数值计算方法[J].上海大学学报(英文版),2005,9(4):320-325. |
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| 作者姓名： | 赵连霞 朱正佑 秦成林 |
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| 作者单位： | [1]Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072, P.R. China |
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| 基金项目： | Project supported by the National Natural Science Foundation of China（ Grant No. 10272069） |
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| 摘 要： | 1IntroductionIt is i mportant for the economic development of acountry to maintain the stabilization of exchange rate,so the intervention of exchange rate has become thetopic of the main concerns of the economic and math-ematical circles1-5].To maintain the stabilization ofexchange rate,many countries use target zone re-gi mes,that is,the central banks intervene in the for-eign exchange market such that the exchange ratestays within the intervala,b].There are fixed costand cost proportional …
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| 关 键 词： | 边值问题 非线性普通方程 同伦问题 数字方法 |
| 文章编号： | 1007-6417（2005）04-0320-06 |
| 收稿时间： | 2003-12-10 |
| 修稿时间： | 2004-02-23 |
Numerical computing for a class of free multipoint boundary value problem of O.D.E in the intervention of exchange rate |
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| Zhao?Lian-xia,Zhu?Zheng-you,Qin?Cheng-lin.Numerical computing for a class of free multipoint boundary value problem of O.D.E in the intervention of exchange rate[J].Journal of Shanghai University(English Edition),2005,9(4):320-325. |
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| Authors: | Zhao Lian-xia Zhu Zheng-you Qin Cheng-lin |
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| Institution: | Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072, P.R. China |
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| Abstract: | In this paper by means of generalized shooting method and homotopy technique a numerical method was given for computing free multipoint boundary value problem proposed in the intervention of exchange rate by Cadenillas and Femaado Zapatero. A numerical example was given for illustrating the validity of this method. |
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| Keywords: | exchange rate interventon nonlinear ordinary differential equation free boundary value problem generalized shooting method |
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