• 제목/요약/키워드: asymptotic behaviors

검색결과 53건 처리시간 0.029초

점성에 의한 구대칭 강착 (SPHERICALLY SYMMETRIC ACCRETION WITH VISCOSITY)

  • 유계화
    • 천문학논총
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    • 제17권1호
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    • pp.11-14
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    • 2002
  • Our examination of the relations of spherically symmetric accretion on a massive point object to viscous drag, neglecting gas pressure and using self-similar transformation, shows the behaviors of the asymptotic solutions? in the regions near to and far from the center. The viscosity reduces the free-fall velocity by the factor $(1\;+\;\zeta) ^{-1}$, and causes flattening in the density distribution. Therefore, the viscosity leads to the reduction of the mass accretion rate.

Asymptotics of the Variance Ratio Test for MA Unit Root Processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.223-229
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    • 2010
  • We consider the asymptotic results of the variance ratio statistic when the underlying processes have moving average(MA) unit roots. This degenerate situation of zero spectral density near the origin cause the limit of the variance ratio to become zero. Its asymptotic behaviors are different from non-degenerating case, where the convergence rate of the variance ratio statistic is formally derived.

ASYMPTOTIC BEHAVIORS OF JENSEN TYPE FUNCTIONAL EQUATIONS IN HALF PLANES

  • Kim, Sang-Youp;Kim, Gyu-Tae;Lee, Gi-Hui;Lee, Jae-Ho;Park, Gwang-Hyun
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제18권2호
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    • pp.113-128
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    • 2011
  • Let f : ${\mathbb{R}}{\rightarrow}{\mathbb{C}}$. We consider the Hyers-Ulam stability of Jensen type functional inequality $$|f(px+qy)-Pf(x)-Qf(y)|{\leq}{\epsilon}$$ in the half planes {(x, y) : $kx+sy{\geq}d$} for fixed d, k, $s{\in}{\mathbb{R}}$ with $k{\neq}0$ or $s{\neq}0$. As consequences of the results we obtain the asymptotic behaviors of f satisfying $$|f(px+qy)-Pf(x)-Qf(y)|{\rightarrow}0$$ as $kx+sy{\rightarrow}{\infty}$.

PHASE ANALYSIS FOR THE PREDATOR-PREY SYSTEMS WITH PREY DENSITY DEPENDENT RESPONSE

  • Chang, Jeongwook;Shim, Seong-A
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제25권4호
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    • pp.345-355
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    • 2018
  • This paper looks into phase plane behavior of the solution near the positive steady-state for the system with prey density dependent response functions. The positive invariance and boundedness property of the solution to the objective model are proved. The existence result of a positive steady-state and asymptotic analysis near the positive constant equilibrium for the objective system are of interest. The results of phase plane analysis for the system are proved by observing the asymptotic properties of the solutions. Also some numerical analysis results for the behaviors of the solutions in time are provided.

등방성 판의 동적 변분-점근적 해석 (A Dynamic Variational-Asymptotic Procedure for Isotropic Plates Analysis)

  • 이수빈;이창용
    • 한국기계가공학회지
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    • 제20권2호
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    • pp.72-79
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    • 2021
  • The present paper aims to set forth a two-dimensional theory for the dynamics of plates that is valid over a large range of excitation. To construct a dynamic plate theory within the long-wavelength approximation, two dimensional-reduction procedures must be used for analyzing the low- and high-frequency behaviors under the dynamic variational-asymptotic method. Moreover, a separate and logically independent step for the short-wavelength regime is introduced into the present approach to avoid violation of the positive definiteness of the derived energy functional and to facilitate qualitative description of the three-dimensional dispersion curve in the short-wavelength regime. Two examples are presented to demonstrate the capabilities and accuracy of all of the formulas derived herein by using various dispersion curves through comparison with the three-dimensional finite element method.

일정형 가속수명시험과 계단형 가속수명시험의 비교 : 최적설계를 중심으로 (A comparison of opimum constant stress and step stress accelerated life tests)

  • 배도선;김명수;전영록
    • 응용통계연구
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    • 제9권1호
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    • pp.53-73
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    • 1996
  • 일정형 및 계단형 가속수명시험의 시험설계에 대한 일반적인 모형과 최적설계에 대한 최근의 연구결과를 소개하고, 수명분포가 와이블인 경우에 대하여 두가지 시험방법에 대한 최적설계를 점근분산의 행태, 설계변수의 효과, 최적시험조건에서 시험종결 시점까지의 기대고장개수 및 기대시험종결시간, 점근분산의 상대적효율과 설계변수의 사전추정치에 대한 둔감성의 측면에서 비교, 분석하였다.

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THE PRICING OF VULNERABLE FOREIGN EXCHANGE OPTIONS UNDER A MULTISCALE STOCHASTIC VOLATILITY MODEL

  • MIJIN HA;DONGHYUN KIM;JI-HUN YOON
    • Journal of applied mathematics & informatics
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    • 제41권1호
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    • pp.33-50
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    • 2023
  • Foreign exchange options are derivative financial instruments that can exchange one currency for another at a prescribed exchange rate on a specified date. In this study, we examine the analytic formulas for vulnerable foreign exchange options based on multi-scale stochastic volatility driven by two diffusion processes: a fast mean-reverting process and a slow mean-reverting process. In particular, we take advantage of the asymptotic analysis and the technique of the Mellin transform on the partial differential equation (PDE) with respect to the option price, to derive approximated prices that are combined with a leading order price and two correction term prices. To verify the price accuracy of the approximated solutions, we utilize the Monte Carlo method. Furthermore, in the numerical experiments, we investigate the behaviors of the vulnerable foreign exchange options prices in terms of model parameters and the sensitivities of the stochastic volatility factors to the option price.

ASYMPTOTIC BEHAVIORS OF ALTERNATIVE JENSEN FUNCTIONAL EQUATIONS-REVISITED

  • Chung, Jaeyoung;Choi, Chang-Kwon
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제19권4호
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    • pp.409-421
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    • 2012
  • In this paper, using an efficient change of variables we refine the Hyers-Ulam stability of the alternative Jensen functional equations of J. M. Rassias and M. J. Rassias and obtain much better bounds and remove some unnecessary conditions imposed in the previous result. Also, viewing the fundamentals of what our method works, we establish an abstract version of the result and consider the functional equations defined in restricted domains of a group and prove their stabilities.

REPRESENTATIONS OF SOLUTIONS TO PERIODIC CONTINUOUS LINEAR SYSTEM AND DISCRETE LINEAR SYSTEM

  • Kim, Dohan;Shin, Jong Son
    • 대한수학회보
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    • 제51권4호
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    • pp.933-942
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    • 2014
  • We give a representation of the component of solutions with characteristic multiplier 1 in a periodic linear inhomogeneous continuous system. It follows from this representation that asymptotic behaviors of the component of solutions to the system and to its associated homogeneous system are quite different, though they are similar in the case where the characteristic multiplier is not 1. Moreover, the representation is applicable to linear discrete systems with constant coefficients.

STABILITY OF TRIGONOMETRIC TYPE FUNCTIONAL EQUATIONS IN RESTRICTED DOMAINS

  • Chung, Jae-Young
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제18권3호
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    • pp.231-244
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    • 2011
  • We prove the Hyers-Ulam stability for trigonometric type functional inequalities in restricted domains with time variables. As consequences of the result we obtain asymptotic behaviors of the inequalities and stability of related functional inequalities in almost everywhere sense.