• Journal of applied mathematics & informatics
• /
• 제31권5_6호
• /
• pp.769-784
• /
• 2013

We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

• Korean Journal of Mathematics
• /
• 제12권2호
• /
• pp.201-209
• /
• 2004

We define the incidence matrices of oriented and nonoriented ${\kappa}$-hypergraphs, respectively. We discuss the ranks of some circulant matrices and show that the rank of the incidence matrices of oriented and nonoriented ${\kappa}$-hypergraphs H are $n$ under a certain condition on the ${\kappa}$-edge set or ${\kappa}$-arc set of H.

• Journal of applied mathematics & informatics
• /
• 제15권1_2호
• /
• pp.77-90
• /
• 2004

In this paper, we study the convergence of both relaxed multisplitting method and nonstationary two-stage multisplitting method associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is an H-matrix. Also, parallel performance results of nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.

• Kyungpook Mathematical Journal
• /
• 제57권3호
• /
• pp.441-455
• /
• 2017

In this article we have determined the spectrum and fine spectrum of the lower triangular matrix B(r, s) on the Hahn sequence space h. We have also determined the approximate point spectrum, the defect spectrum and the compression spectrum of the operator B(r, s) on the sequence space h.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
• /
• pp.364-368
• /
• 1994

Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

• 충청수학회지
• /
• 제26권2호
• /
• pp.357-365
• /
• 2013

Fix $n-2$ elements $h_1,{\cdots},h_{n-2}$ of the quotient field B of the polynomial algebra $\mathbb{C}[x_1,x_2,{\cdots},x_n]$. It is proved that B is a Poisson algebra with Poisson bracket defined by $\{f,g\}=det(Jac(f,g,h_1,{\cdots},h_{n-2})$ for any $f,g{\in}B$, where det(Jac) is the determinant of a Jacobian matrix.

• 대한수학회논문집
• /
• 제12권4호
• /
• pp.841-849
• /
• 1997

A square matrix A with $per A \neq 0$ is called convertible if there exists a {1, -1} matrix H such that $per A = det(H \circ A)$ where $H \circ A$ denote the Hadamard product of H and A. In this paper, ranks of convertible {0, 1} matrices are investigated and the existence of maximal convertible matrices with its rank r for each integer r with $\left\lceil \frac{n}{2} \right\rceil \leq r \leq n$ is proved.

• 한국축산식품학회지
• /
• 제37권1호
• /
• pp.147-152
• /
• 2017

A bioluminescent Lactobacillus plantarum (pLuc2) strain was constructed. The luminescent signal started to increase during the early exponential phase and reached its maximum in the mid-exponential phase in a batch culture of the strain. The signal detection sensitivity of the strain was the highest in PBS (phosphate buffered saline), followed by milk and MRS broth, indicating that the sensitivity was influenced by the matrix effect. The strain was used in millet seed fermentation which has a complex matrix and native lactic acid bacteria (LAB). The luminescent signal was gradually increased until 9 h during fermentation and abolished at 24 h, indicating that the strain could be specifically tracked in the complex matrix and microflora. Therefore, the bioluminescent labeling system can be used for monitoring LAB in food and dairy sciences and industries.

• 한국자동차공학회논문집
• /
• 제6권6호
• /
• pp.53-62
• /
• 1998

A simple analytical and finite element(FE) models are used to study the tensile properties of Al matrix composite with continuous TiNi fibers. The effects of residual stresses caused by the shape momory effects have been compared for various mechanical behaviors as a function of fiber volume fraction and degree of pre-strain and fiber configurations. It is found that both the back stress in the Al matrix induced by stiffness of TiNi fibers and the compressive stress in the matrix are caused of the strengthening mechanisms. Both theoretical and analytical results show quite good agreement and are closed to the experimental data except in high volume content.

• Journal of Radiation Protection and Research
• /
• 제22권2호
• /
• pp.127-133
• /
• 1997

2차원 방사선 측정시스템에서 측정된 감마선의 에너지 스펙트럼으로부터 실제 에너지 스펙트럼을 얻기 위하여 CsI(T1) 섬광계수기에 대한 EGS4 모의실험을 실시하였다. $0.1{\sim}2$ MeV의 감마선에 대하여 50 keV 간격으로 모의실험을 실시하여 $39{\times}39$ response matrix를 계산하였고 이에 대한 역행렬을 구하였다. 이를 이용하여 실제 측정된 Co-60 에너지 스펙트럼에 대하여 unfolding을 실시하였다. 그 결과 계산된 response matrix가 실제 스펙트럼 분석에 유용한 것으로 판단되었다.