• Kyungpook Mathematical Journal
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• v.56 no.4
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• pp.1141-1160
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• 2016

In this paper, a symbolic algorithm for solving a regular initial value problem (IVP) for a system of linear differential-algebraic equations (DAEs) with constant coeffcients has been presented. Algebra of integro-differential operators is employed to express the given system of DAEs. We compute a canonical form of the given system which produces another simple equivalent system. Algorithm includes computing the matrix Green's operator and the vector Green's function of a given IVP. Implementation of the proposed algorithm in Maple is also presented with sample computations.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.14 no.3
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• pp.175-187
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• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Coupled systems mechanics
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• v.8 no.2
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• pp.147-168
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• 2019

This work aims to simulate three-dimensional heavy oil flow in a reservoir with heater-wells. Mass, momentum and energy balances, as well as correlations for rock and fluid properties, are used to obtain non-linear partial differential equations for the fluid pressure and temperature, and for the rock temperature. Heat transfer is simulated using a two-equation model that is more appropriate when fluid and rock have very different thermal properties, and we also perform comparisons between one- and two-equation models. The governing equations are discretized using the Finite Volume Method. For the numerical solution, we apply a linearization and an operator splitting. As a consequence, three algebraic subsystems of linearized equations are solved using the Conjugate Gradient Method. The results obtained show the suitability of the numerical method and the technical feasibility of heating the reservoir with static equipment.

• Proceedings of the IEEK Conference
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• 2002.06d
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• pp.215-218
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• 2002

The edges of an image hold much of the information in that image. The edges tell where objects are, their shape and size, and something about their texture. An edge is where the intensity of an image moves from a low value to a high value. We introduce the edge detection using the differential operator with Sobel operator and describe a nonparametric Wilcoxon test based on statistical hypothesis testing for the detection of edges. This paper proposes an efficient edge detection using Van der Waerden's statistic in original and noisy images. We use the threshold determined by specifying significance level a and an edge-height parameter. Comparison with our statistical test and Sobel operator shows that Van der Waerden method perform more effectively in both noisy and noise-free images.

• Proceedings of the KIEE Conference
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• 2007.07a
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• pp.499-500
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• 2007

The existing digital protection relay is continuously growing with an improvement in technology. In this paper, we propose the development of the digital protection relay which displays the trip area in real time. In most of the digital protection relays monitor whether analog signal enters into the pre-determined trip area, but those aren't provide the trip area information for a operator in real time. Therefore, if the digital protection relay continuously displays the trip area in real time, the operator analysis power system status easily. This paper particularly introduces selective ground protective relay and differential protective relay with trip area and presents a method of providing the trip area information to operator in real time.

• Journal of the Korean Chemical Society
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• v.14 no.1
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• pp.127-131
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• 1970

The variational approach for the direct evaluation of the energy difference ${\Delta}$E is studied. The method is based on the differential equation corresponding to the integral Hellmann-Feynman formula. The ${\Delta}$E is given by the expectation value of the Hermitian operator which does not involve the 1/$r_{ij}$ term. Because of its variational nature of the method, the coupling problem of the differential equations which are encountered in perturbation treatment does not occur. The method is applied to the evaluation of the electric polarizabilities of the Helium isoelectronic series atoms. The result is in good agreement with the experiment. The method is compared with the recent works of Karplus et al.

• Journal of applied mathematics & informatics
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• v.8 no.3
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• pp.743-753
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• 2001

We provide local convergence results in affine form for inexact Newton-like as well as quasi-Newton iterative methods in a Banach space setting. We use hypotheses on the second or on the first and mth Frechet-derivative (m≥2 an integer) of the operator involved. Our results allow a wider choice of starting points since our radius of convergence can be larger than the corresponding one given in earlier results using hypotheses on the first-Frechet-derivative only. A numerical example is provided to illustrate this fact. Our results apply when the method is, for example, a difference Newton-like or update-Newton method. Furthermore, our results have direct applications to the solution of autonomous differential equations.

• Structural Engineering and Mechanics
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• v.39 no.5
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• pp.669-682
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• 2011

A Chebyshev spectral method (CSM) for the dynamic analysis of non-uniform Timoshenko beams under various boundary conditions and concentrated masses at their ends is proposed. The matrix-based Chebyshev spectral approach was used to construct the spectral differentiation matrix of the governing differential operator and its boundary conditions. A matrix condensation approach is crucially presented to impose boundary conditions involving the homogeneous Cauchy conditions and boundary conditions containing eigenvalues. By taking advantage of the standard powerful algorithms for solving matrix eigenvalue and generalized eigenvalue problems that are embodied in the MATLAB commands, chebfun and eigs, the modal parameters of non-uniform Timoshenko beams under various boundary conditions can be obtained from the eigensolutions of the corresponding linear differential operators. Some numerical examples are presented to compare the results herein with those obtained elsewhere, and to illustrate the accuracy and effectiveness of this method.

• Nonlinear Functional Analysis and Applications
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• v.26 no.3
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• pp.497-512
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• 2021

In this paper, we study the analytical and approximate solutions for a fractional quadratic integral equation involving Katugampola fractional integral operator. The existence and uniqueness results obtained in the given arrangement are not only new but also yield some new particular results corresponding to special values of the parameters 𝜌 and ϑ. The main results are obtained by using Banach fixed point theorem, Picard Method, and Adomian decomposition method. An illustrative example is given to justify the main results.

• Steel and Composite Structures
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• v.39 no.5
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• pp.493-509
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• 2021

There is not enough mixed finite element method (MFEM) model developed for static and dynamic analysis of functionally graded material (FGM) beams in the literature. The main purpose of this study is to develop a reliable and efficient computational modeling using an efficient functional in MFEM for free vibration and static analysis of FGM composite beams subject to high order shear deformation effects. The modeling of material properties was performed using mixture rule and Mori-Tanaka scheme which are more realistic determination techniques. This method based on the assumption that a two phase composite material consisting of matrix reinforced by spherical particles, randomly distributed in the beam. To explain the displacement components of the shear deformation effects, it was accepted that the shear deformation effects change sinusoidal. Partial differential field equations were obtained with the help of variational methods and then these equations were transformed into a novel functional for FGM beams with the help of Gateaux differential derivative operator. Thanks to the Gateaux differential method, the compatibility of the field equations was checked, and the field equations and boundary conditions were reflected to the function. A MFEM model was developed with a total of 10 degrees of freedom to apply the obtained functional. In the numerical applications section, free vibration and flexure problems solutions of FGM composite beams were compared with those predicted by other theories to show the effects of shear deformation, thickness changing and boundary conditions.