• Title/Summary/Keyword: closed formula

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Evolution of the First Eigenvalue of Weighted p-Laplacian along the Yamabe Flow

  • Azami, Shahroud
    • Kyungpook Mathematical Journal
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    • v.59 no.2
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    • pp.341-352
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    • 2019
  • Let M be an n-dimensional closed Riemannian manifold with metric g, $d{\mu}=e^{-{\phi}(x)}d{\nu}$ be the weighted measure and ${\Delta}_{p,{\phi}}$ be the weighted p-Laplacian. In this article we will study the evolution and monotonicity for the first nonzero eigenvalue problem of the weighted p-Laplace operator acting on the space of functions along the Yamabe flow on closed Riemannian manifolds. We find the first variation formula of it along the Yamabe flow. We obtain various monotonic quantities and give an example.

Closed-form BER expressions for performance of Alamouti STC (Alamouti 공간시간부호의 성능분석을 위한 closed-form BER 표현)

  • Kong Hyung-Yun;Khuong Ho Van
    • The KIPS Transactions:PartC
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    • v.12C no.5 s.101
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    • pp.673-678
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    • 2005
  • Alamouti STC (Space-Time Code) is a part of the UMTS-WCDMA standard. However, up to the best of our knowledge no closed-form BER formula for this famous code exists. Evaluating its performance through simulations is time-consuming and therefore, there should be analytical BER graphs to serve as a reference which are derived in this paper for coherently BPSK-modulated data.

CLOSED-FORM SOLUTIONS OF AMERICAN PERPETUAL PUT OPTION UNDER A STRUCTURALLY CHANGING ASSET

  • Shin, Dong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.2
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    • pp.151-160
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    • 2011
  • Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

Analytical Evaluation of MoM Matrix Elements Based upon a New Closed-Form Greenos Functions (새로운 Closed-Form 그린함수에 근거를 둔 MoM 행렬 요소의 해석적 계산)

  • 김의중;이상준;이영순
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.5
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    • pp.499-508
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    • 2004
  • An efficient method of moments(MoM), which can lead to the analytical evaluation of the matrix elements, is proposed to analyze microstrip structures. The present method is formulated in conjunction with use of a new closed-form spatial-domain Green's functions which are derived by use of the integral formula for semi-infinite integrals of Bessel functions. It is observed that the computational efficiency such as the amount of calculation and computation speed has been improved due to the present MoM scheme by a factor of about 4 in comparison with the previous method. To validate the proposed method, several numerical examples are presented.

An Analysis of the Student's Algebra Word Problem Solving Process (대수 문장제 해결을 위한 학생들의 풀이 과정 분석: 일련의 표시(Chain of signification) 관점의 사례연구)

  • Park, Hyun-Jeong;Lee, Chong-Hee
    • School Mathematics
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    • v.9 no.1
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    • pp.141-160
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    • 2007
  • The purpose of this paper was to evaluate how students apply prior knowledge or experience in solving algebra word problems from the chain of signification-based perspective. Three middle school students were evaluated in this case study. The results showed that the subjects formed similarities in the process of applying knowledge needed for solving a problem. The student A and C used semi-open-end formulas and closed formulas as solutions. They then formed concrete shape for each solution using the chain of signification that was applied for solution by forming procedural similarity. At this time, the chain of signification could be the combination of numbers, words, and pictures (such as diagrams or graphs) or just numbers or words. On the other hand, the student C who recognized closed formulas and her own rule as a solution method could not formulate completely procedural similarity due to many errors arising from number information. Nonetheless, all of the subjects showed something in common in the process of coming up with a algorithm that was semi-open-end formula or closed formula.

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GROSSBERG-KARSHON TWISTED CUBES AND BASEPOINT-FREE DIVISORS

  • HARADA, MEGUMI;YANG, JIHYEON JESSIE
    • Journal of the Korean Mathematical Society
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    • v.52 no.4
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    • pp.853-868
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    • 2015
  • Let G be a complex semisimple simply connected linear algebraic group. The main result of this note is to give several equivalent criteria for the untwistedness of the twisted cubes introduced by Grossberg and Karshon. In certain cases arising from representation theory, Grossberg and Karshon obtained a Demazure-type character formula for irreducible G-representations as a sum over lattice points (counted with sign according to a density function) of these twisted cubes. A twisted cube is untwisted when it is a "true" (i.e., closed, convex) polytope; in this case, Grossberg and Karshon's character formula becomes a purely positive formula with no multiplicities, i.e., each lattice point appears precisely once in the formula, with coefficient +1. One of our equivalent conditions for untwistedness is that a certain divisor on the special fiber of a toric degeneration of a Bott-Samelson variety, as constructed by Pasquier, is basepoint-free. We also show that the strict positivity of some of the defining constants for the twisted cube, together with convexity (of its support), is enough to guarantee untwistedness. Finally, in the special case when the twisted cube arises from the representation-theoretic data of $\lambda$ an integral weight and $\underline{w}$ a choice of word decomposition of a Weyl group element, we give two simple necessary conditions for untwistedness which is stated in terms of $\lambda$ and $\underline{w}$.

Levy-Type Swaption Pricing Model (Levy-Swaption 가치 평가 모형)

  • Lee, Joon-Hee;Park, Jong-Woo
    • Korean Management Science Review
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    • v.25 no.3
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    • pp.1-12
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    • 2008
  • The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

A New Formula to Predict the Exact Detection Probability of a Generalized Order Statistics CFAR Detector for a Correlated Rayleigh Target

  • Kim, Chang-Joo
    • ETRI Journal
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    • v.16 no.2
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    • pp.15-25
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    • 1994
  • In this paper we present a new formula which can predict the exact detection probability of a generalized order statistics (GOS) constant false alarm rate (DFAR) detector for a partially correlated Rayleigh target model (0 < $ \rho$< 1) in a closed form, where $\rho$ is the correlation coefficient between returned pulses. By simply substituting a set of specific coefficient into the derived formula, one can obtain the detection probability of any kind of CFAR detector. Detectors may include the order statistics CFAR detector, the censored mean level detector, and the trimmed mean CFAR detector, but are not necessarily restricted to them. The numerical result for the first order Markov correlation model as applied to some of the detectors shows that as $\rho$ increases from zero to one, higher signal-to-noise ratio is required to achieve the same detection probability.

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