• 제목/요약/키워드: Mathematics framework

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DYNAMIC RISK MEASURES AND G-EXPECTATION

  • Kim, Ju Hong
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제20권4호
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    • pp.287-298
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    • 2013
  • A standard deviation has been a starting point for a mathematical definition of risk. As a remedy for drawbacks such as subadditivity property discouraging the diversification, coherent and convex risk measures are introduced in an axiomatic approach. Choquet expectation and g-expectations, which generalize mathematical expectations, are widely used in hedging and pricing contingent claims in incomplete markets. The each risk measure or expectation give rise to its own pricing rules. In this paper we investigate relationships among dynamic risk measures, Choquet expectation and dynamic g-expectations in the framework of the continuous-time asset pricing.

OPTIMAL IMPACT ANGLE CONTROL GUIDANCE LAWS AGAINST A MANEUVERING TARGET

  • RYOO, CHANG-KYUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권3호
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    • pp.235-252
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    • 2015
  • Optimal impact angle control guidance law and its variants for intercepting a maneuvering target are introduced in this paper. The linear quadratic(LQ) optimal control theory is reviewed first to setup framework of guidance law derivation, called the sweep method. As an example, the inversely weighted time-to-go energy optimal control problem to obtain the optimal impact angle control guidance law for a fixed target is solved via the sweep method. Since this optimal guidance law is not applicable for a moving target due to the angle mismatch at the impact instant, the law is modified to three different biased proportional navigation(PN) laws: the flight path angle control law, the line-of-sight(LOS) angle control law, and the relative flight path angle control law. Effectiveness of the guidance laws are verified via numerical simulations.

뉴턴 시공간의 4차원 해석에서의 실체론과 관계론 간의 논쟁 (Substantivalism and Relationism in the 4 Dimensional Interpretation of Newtonian Space-Time)

  • 양경은
    • 한국수학사학회지
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    • 제30권2호
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    • pp.87-100
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    • 2017
  • The ontological status of Newtonian space-time has been debated under the name of substantivalism-relationism controversy. The debates between the two parties are concerned with the nature of existence of space-time. Substantivalism maintains that the points of space-time have existence analogous to material substance. Relationism claims that space-time should be understood as the framework of possible spatio-temporal relations between bodies. Newtonian space is considered as a three dimensional entity in accordance with our geometric common sense. Yet given that the concept of motion is defined as the change of position throughout time, it is possible to interpret space-time as a 4 dimensional entity. In this essay, substantivalist-relationist debate is considered within the context of non-relativistic 4 dimensional space-time theory. This essay attempts to clarify the dispute over the ontology of space-time by elucidating the relationship between the ontology of space-time, motion, and space-time symmetry.

Using the Purdue Three-Stage Model to Develop Talent in the Science and Technology

  • Moon, Sidney M.
    • 영재교육연구
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    • 제14권3호
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    • pp.19-40
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    • 2004
  • This paper reports on current work using the Purdue Three-Stage Model to create enrichment classes in science, technology, engineering, and mathematics (the STEM disciplines). First, the history of the Purdue Three-Stage Model and general principles of curriculum and instruction for gifted and talented learners in math/science are reviewed. Then a detailed description of the Model is presented. Following the general description, five specific teacher applications of the Model are presented and compared with respect to the STEM disciplines and developmental levels addressed, and the relative emphasis of each unit on the different stages of the Model. Finally, the advantages of the Model as a framework for curriculum development in science, technology, engineering, and mathematics classes for talented youth are discussed.

UNDERSTANDING NON-NEGATIVE MATRIX FACTORIZATION IN THE FRAMEWORK OF BREGMAN DIVERGENCE

  • KIM, KYUNGSUP
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제25권3호
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    • pp.107-116
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    • 2021
  • We introduce optimization algorithms using Bregman Divergence for solving non-negative matrix factorization (NMF) problems. Bregman divergence is known a generalization of some divergences such as Frobenius norm and KL divergence and etc. Some algorithms can be applicable to not only NMF with Frobenius norm but also NMF with more general Bregman divergence. Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. We develop the Bregman proximal gradient method applicable for all NMF formulated in any Bregman divergences. In the derivation of NMF algorithm for Bregman divergence, we need to use majorization/minimization(MM) for a proper auxiliary function. We present algorithmic aspects of NMF for Bregman divergence by using MM of auxiliary function.

ON GENERALIZED (𝛼, 𝛽)-NONEXPANSIVE MAPPINGS IN BANACH SPACES WITH APPLICATIONS

  • Akutsah, F.;Narain, O.K.
    • Nonlinear Functional Analysis and Applications
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    • 제26권4호
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    • pp.663-684
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    • 2021
  • In this paper, we present some fixed point results for a general class of nonexpansive mappings in the framework of Banach space and also proposed a new iterative scheme for approximating the fixed point of this class of mappings in the frame work of uniformly convex Banach spaces. Furthermore, we establish some basic properties and convergence results for our new class of mappings in uniformly convex Banach spaces. Finally, we present an application to nonlinear integral equation and also, a numerical example to illustrate our main result and then display the efficiency of the proposed algorithm compared to different iterative algorithms in the literature with different choices of parameters and initial guesses. The results obtained in this paper improve, extend and unify some related results in the literature.

HYPO-CONVERGENCE OF SEQUENCES OF FUZZY SETS AND MAXIMIZATION

  • Tortop, Sukru;Dundar, ErdInC
    • 호남수학학술지
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    • 제44권3호
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    • pp.461-472
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    • 2022
  • In optimization theory, hypo-convergence is considered as an effective tool by providing the convergence of supremum values under some conditions. This feature makes it different from other types of convergence. Therefore, we have defined the hypo-convergence of a sequence of fuzzy sets due to the increasing interest in fuzzy set theory in recent years. After giving a theoretical framework, we deal with the optimization process by using a sequential characterization of hypo-convergence of sequence of fuzzy sets. Since the maximization process in optimization theory is beyond the presence of hypo-convergence, we give some conditions to satisfy the convergence of supremum values. Furthermore, we show how sequence of fuzzy sets and fuzzy numbers differ in the convergence of the supremum values.

BIFURCATIONS OF STOCHASTIC IZHIKEVICH-FITZHUGH MODEL

  • Nia, Mehdi Fatehi;Mirzavand, Elaheh
    • 호남수학학술지
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    • 제44권3호
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    • pp.402-418
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    • 2022
  • Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

RICCI-BOURGUIGNON SOLITONS AND FISCHER-MARSDEN CONJECTURE ON GENERALIZED SASAKIAN-SPACE-FORMS WITH 𝛽-KENMOTSU STRUCTURE

  • Sudhakar Kumar Chaubey;Young Jin Suh
    • 대한수학회지
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    • 제60권2호
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    • pp.341-358
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    • 2023
  • Our aim is to study the properties of Fischer-Marsden conjecture and Ricci-Bourguignon solitons within the framework of generalized Sasakian-space-forms with 𝛽-Kenmotsu structure. It is proven that a (2n + 1)-dimensional generalized Sasakian-space-form with 𝛽-Kenmotsu structure satisfying the Fischer-Marsden equation is a conformal gradient soliton. Also, it is shown that a generalized Sasakian-space-form with 𝛽-Kenmotsu structure admitting a gradient Ricci-Bourguignon soliton is either ψ∖Tk × M2n+1-k or gradient 𝜂-Yamabe soliton.

Generalized photo-thermal interactions under variable thermal conductivity in a semi-conducting material

  • Aatef D. Hobiny;Ibrahim A. Abbas;C Alaa A. El-Bary
    • Steel and Composite Structures
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    • 제48권6호
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    • pp.641-648
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    • 2023
  • In this article, we explore the issue concerning semiconductors half-space comprised of materials with varying thermal conductivity. The problem is within the framework of the generalized thermoelastic model under one thermal relaxation time. The half-boundary space's plane is considered to be traction free and is subjected to a thermal shock. The material is supposed to have a temperature-dependent thermal conductivity. The numerical solutions to the problem are achieved using the finite element approach. To find the analytical solution to the linear problem, the eigenvalue approach is used with the Laplace transform. Neglecting the new parameter allows for comparisons between numerical findings and analytical solutions. This facilitates an examination of the physical quantities in the numerical solutions, ensuring the accuracy of the proposed approach.