• Title/Summary/Keyword: closed process

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BOUNDEDNESS AND CONTINUITY OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS ON INFINITE DIMENSIONAL SPACE

  • Yun, Yong-Sik;Ryu, Sang-Uk
    • Bulletin of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.807-816
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    • 2007
  • For the stochastic differential inclusion on infinite dimensional space of the form $dX_t{\in}\sigma(X_t)dW_t+b(X_t)dt$, where ${\sigma}$, b are set-valued maps, W is an infinite dimensional Hilbert space valued Q-Wiener process, we prove the boundedness and continuity of solutions under the assumption that ${\sigma}$ and b are closed convex set-valued satisfying the Lipschitz property using approximation.

Spray Forming of $Mg_2Si$ Rich Aluminum Alloys

  • Ellendt, N.;Uhlenwinkel, V.;Stelling, O.;Irretier, A.;Kessler, O.
    • Proceedings of the Korean Powder Metallurgy Institute Conference
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    • 2006.09a
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    • pp.231-232
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    • 2006
  • Aluminum Alloys with a content of 22 wt.-% $Mg_2Si$ were spray formed. This alloy features by a low density and is therefore a superior material for leightweight applications. The main problem in spray forming of this type of alloy was the occurance of high porosities. First process optimizations have been performed to decrease porosity under a certain level, so that it can be closed by an extrusion process

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CONSUMPTION AND INVESTMENT STRATEGIES WITH HYPERBOLIC DISCOUNTING AND LABOR INCOME

  • Lim, Byung Hwa
    • Journal of the Chungcheong Mathematical Society
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    • v.32 no.2
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    • pp.215-224
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    • 2019
  • We investigate the optimal consumption and investment decision problem of an agent whose time preference is time-inconsistent. Specifically, for a time-separable utility function, the agent's subjective discount factor is supposed to be changed randomly in the future. We provide closed-form solutions in the presence of income process. The method can be extended into the case with a stochastic income process.

SIMPLIFIED APPROACH TO VALUATION OF VULNERABLE EXCHANGE OPTION UNDER A REDUCED-FORM MODEL

  • Huh, Jeonggyu;Jeon, Jaegi;Kim, Geonwoo
    • East Asian mathematical journal
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    • v.37 no.1
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    • pp.79-85
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    • 2021
  • In this paper, we investigate the valuation of vulnerable exchange option that has credit risk of option issuer. The reduced-form model is used to model credit risk. We assume that credit event is determined by the jump of the counting process with stochastic intensity, which follows the mean reverting process. We propose a simple approach to derive the closed-form pricing formula of vulnerable exchange option under the reduced-form model and provide the pricing formula as the standard normal cumulative function.

UTILITY OF DIGITAL COVERING THEORY

  • Han, Sang-Eon;Lee, Sik
    • Honam Mathematical Journal
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    • v.36 no.3
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    • pp.695-706
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    • 2014
  • Various properties of digital covering spaces have been substantially used in studying digital homotopic properties of digital images. In particular, these are so related to the study of a digital fundamental group, a classification of digital images, an automorphism group of a digital covering space and so forth. The goal of the present paper, as a survey article, to speak out utility of digital covering theory. Besides, the present paper recalls that the papers [1, 4, 30] took their own approaches into the study of a digital fundamental group. For instance, they consider the digital fundamental group of the special digital image (X, 4), where X := $SC^{2,8}_4$ which is a simple closed 4-curve with eight elements in $Z^2$, as a group which is isomorphic to an infinite cyclic group such as (Z, +). In spite of this approach, they could not propose any digital topological tools to get the result. Namely, the papers [4, 30] consider a simple closed 4 or 8-curve to be a kind of simple closed curve from the viewpoint of a Hausdorff topological structure, i.e. a continuous analogue induced by an algebraic topological approach. However, in digital topology we need to develop a digital topological tool to calculate a digital fundamental group of a given digital space. Finally, the paper [9] firstly developed the notion of a digital covering space and further, the advanced and simplified version was proposed in [21]. Thus the present paper refers the history and the process of calculating a digital fundamental group by using various tools and some utilities of digital covering spaces. Furthermore, we deal with some parts of the preprint [11] which were not published in a journal (see Theorems 4.3 and 4.4). Finally, the paper suggests an efficient process of the calculation of digital fundamental groups of digital images.

Capacity Bounds in Random Wireless Networks

  • Babaei, Alireza;Agrawal, Prathima;Jabbari, Bijan
    • Journal of Communications and Networks
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    • v.14 no.1
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    • pp.1-9
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    • 2012
  • We consider a receiving node, located at the origin, and a Poisson point process (PPP) that models the locations of the desired transmitter as well as the interferers. Interference is known to be non-Gaussian in this scenario. The capacity bounds for additive non-Gaussian channels depend not only on the power of interference (i.e., up to second order statistics) but also on its entropy power which is influenced by higher order statistics as well. Therefore, a complete statistical characterization of interference is required to obtain the capacity bounds. While the statistics of sum of signal and interference is known in closed form, the statistics of interference highly depends on the location of the desired transmitter. In this paper, we show that there is a tradeoff between entropy power of interference on the one hand and signal and interference power on the other hand which have conflicting effects on the channel capacity. We obtain closed form results for the cumulants of the interference, when the desired transmitter node is an arbitrary neighbor of the receiver. We show that to find the cumulants, joint statistics of distances in the PPP will be required which we obtain in closed form. Using the cumulants, we approximate the interference entropy power and obtain bounds on the capacity of the channel between an arbitrary transmitter and the receiver. Our results provide insight and shed light on the capacity of links in a Poisson network. In particular, we show that, in a Poisson network, the closest hop is not necessarily the highest capacity link.

A Design of New Transmission Signal Structure for User Cooperative Communication (사용자 협력통신을 위한 새로운 전송 신호 구조 설계)

  • Jeong, Hwi-Jae;Kong, Hyung-Yun
    • The KIPS Transactions:PartC
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    • v.14C no.4
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    • pp.383-388
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    • 2007
  • In this paper, we propose a new signal frame structure based on Alamouti code that can maintain the same performance as Alamouti code and increase spectral efficiency. The proposed signal frame structure can increase spectrum efficiency to approach 1(bit/s/Hz) since it can process n bit data during (n+1) time slot. In order to verify two performances, we derive closed form BER via mathematical approach, and compare with the simulation result in Rayleigh fading plus AWGN channel. Then we find that the two performances are exactly same.

Power Tracking Control of Domestic Induction Heating System using Pulse Density Modulation Scheme with the Fuzzy Logic Controller

  • Nagarajan, Booma;Sathi, Rama Reddy;Vishnuram, Pradeep
    • Journal of Electrical Engineering and Technology
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    • v.9 no.6
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    • pp.1978-1987
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    • 2014
  • Power requirement to the induction heating system varies during the heating process. A closed loop control is required to have a smooth control over the power. In this work, a constant frequency pulse density modulation based power tracking control scheme for domestic induction heating system is developed using the Fuzzy Logic Controller. In the conventional power modulation schemes, the switching losses increase with the change in the load. The proposed pulse density modulation scheme maintains minimum switching losses for the entire load range. This scheme is implemented for the class-D series resonant inverter system. Fuzzy logic controller based power tracking control scheme is developed for domestic induction heating power supply for various power settings. The open loop and closed loop simulation studies are done using the MATLAB/Simulink simulation tool. The control logic is implemented in hardware using the PIC16F877A microcontroller. Fuzzy controller tracks the set power by changing the pulse density of the gate pulses applied to the inverter. The results obtained are used to know the effectiveness of the fuzzy logic controller to achieve the set power.

Design of Closed Seawater Recirculating Aquaculture System for Korean Rockfish Sebastes schlegeli Culture

  • Peng, Lei;Oh, Sung-Yong;Jo, Jae-Yoon
    • Ocean and Polar Research
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    • v.26 no.1
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    • pp.102-111
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    • 2004
  • Recirculating aquaculture system (RAS) consists of different treatment compartments that maintain water quality within the ranges commonly recommended for fish cultures. However, common RASs still exert considerable environmental impact since concentrations of organic matter and nutrients in their effluents are high. Compared with the traditional RAS, the model RAS developed here use a sedimentation basin for digestion purposes and then use the released volatile organic matter to stimulate a denitrification process. Different treatment compartments for solids, total ammonia nitrogen, and nitrate removal have been reviewed. This paper provides the basic information on designing different treatment compartments as well as the engineering criteria in closed seawater RAS, consisting of circular tanks for fish cultures; dual drain systems, sedimentation basins and foam fractionators for removal of solids; nitrification biofilters for TAN removal; denitrification biofilters for nitrate removal; and aerators for aeration. The main purpose is to outline a common procedure in designing of closed RAS for marine fish culture with an emphasis on easy management and low expense, as well as reduction of the environmental impact.