• Title/Summary/Keyword: difference equation

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Oscillations of Difference Equations with Several Terms

  • Ocalan, Ozkan
    • Kyungpook Mathematical Journal
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    • v.46 no.4
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    • pp.573-580
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    • 2006
  • In this paper, we obtain sufficient conditions for the oscillation of every solution of the difference equation $$x_{n+1}-x_n+\sum_{i=1}^{m}p_ix_{n-k_i}+qx_{n-z}=0,\;n=0,1,2,{\cdots},$$ where $p_i{\in}\mathbb{R}$, $k_i{\in}\mathbb{Z}$ for $i=1,2,{\cdots},m$ and $z{\in}\{-1,0\}$. Furthermore, we obtain sufficient conditions for the oscillation of all solutions of the equation $${\Delta}^rx_n+\sum_{i=1}^{m}p_ix_{n-k_i}=0,\;n=0,1,2,{\cdots},$$ where $p_i{\in}\mathbb{R}$, $k_i{\in}\mathbb{Z}$ for $i=1,2,{\cdots},m$. The results are given terms of the $p_i$ and the $k_i$ for each $i=1,2,{\cdots},m$.

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FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION

  • HEO, YOUNGJIN;HAN, HYUNSOO;JANG, HANBYEOL;CHOI, YONGHO;KIM, JUNSEOK
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.1
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    • pp.19-30
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    • 2019
  • In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

Effect of Difference Education Quality on Student Satisfaction and Student Loyalty (차별적인 교육품질이 학생만족과 학생 충성도에 미치는 영향)

  • Kim, Gye-Soo
    • Journal of Korean Society for Quality Management
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    • v.41 no.1
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    • pp.53-68
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    • 2013
  • Purpose: The paper presents research that examine relationship difference education quality, satisfaction, loyalty in university education sector. Specifically, the effects of difference education quality on student satisfaction and loyalty in the context of education quality are examined. Methods: A model of difference education quality effect on student satisfaction and loyalty is introduced and tested in the university using student perceptions of provider. Questionnaire was developed, and data was collected and analyzed for this study with SEM(Structural Equation Modeling). Results: The results are as follows: Education capability, BNIE(Business Newspaper In Education) are significantly influenced on student satisfaction. In addition, student satisfaction is significantly influence on external customer satisfaction, professor image. Professor image is significantly influence on student loyalty. Conclusion: Upon learning of student need and want, professor can focus on development of difference education quality based on student need and want.

STABILITY OF THE G-FUNCTIONAL EQUATION

  • Kim, Gwang-Hui
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.837-844
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    • 2002
  • In this paper, we obtain the Hyers-Ulam Stability for the difference equations of the form f(x + 1) = $\Gamma$(x)f(x), which is the reciprocal functional equation of the double gamma function.

Mapping Snow Depth Using Moderate Resolution Imaging Spectroradiometer Satellite Images: Application to the Republic of Korea

  • Kim, Daeseong;Jung, Hyung-Sup
    • Korean Journal of Remote Sensing
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    • v.34 no.4
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    • pp.625-638
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    • 2018
  • In this paper, we derive i) a function to estimate snow cover fraction (SCF) from a MODIS satellite image that has a wide observational area and short re-visit period and ii) a function to determine snow depth from the estimated SCF map. The SCF equation is important for estimating the snow depth from optical images. The proposed SCF equation is defined using the Gaussian function. We found that the Gaussian function was a better model than the linear equation for explaining the relationship between the normalized difference snow index (NDSI) and the normalized difference vegetation index (NDVI), and SCF. An accuracy test was performed using 38 MODIS images, and the achieved root mean square error (RMSE) was improved by approximately 7.7 % compared to that of the linear equation. After the SCF maps were created using the SCF equation from the MODIS images, a relation function between in-situ snow depth and MODIS-derived SCF was defined. The RMSE of the MODIS-derived snow depth was approximately 3.55 cm when compared to the in-situ data. This is a somewhat large error range in the Republic of Korea, which generally has less than 10 cm of snowfall. Therefore, in this study, we corrected the calculated snow depth using the relationship between the measured and calculated values for each single image unit. The corrected snow depth was finally recorded and had an RMSE of approximately 2.98 cm, which was an improvement. In future, the accuracy of the algorithm can be improved by considering more varied variables at the same time.

Analysis of Fluid Flow in Two-dimensional Tank by Finite Difference Method (유한차분법에 의한 2차원 탱크내의 유체유동해석)

  • G.J.,Lee;K.P.,Rhee
    • Bulletin of the Society of Naval Architects of Korea
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    • v.24 no.3
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    • pp.9-16
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    • 1987
  • In this paper, the fluid flow in the two-dimensional tank is analyzed by the Finite Difference Method. The Navier-Stokes equation is modified for the tank fixed coordinate system. For the treatment of the free surface, the Volume of Fluid Method by Hirt and Nichols is adopted. The continuity equation and the Poisson equation which is derived from the Navier-Stokes equation to find the pressure are solved by the Successive-Line-Overrelaxation Method. The comparison of the calculated results with experimental data show a favorable agreement. The fluid flow in the two-dimensional tank can be predicted reasonably before the free surface reaches breaking by this numerical method.

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Analysis of Transient Response from Conducting Wire Scatterer and Antenna Using Integral Equation (적분 방정식을 이용한 도선 산란체 및 안테나의 과도응답 해석)

  • Jung, Baek-Ho;Seo, Jung-Hoon;Youn, Hee-Sang
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.51 no.11
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    • pp.559-566
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    • 2002
  • In this paper, we present an accurate and stable method for the solution of the transient electromagnetic response from the conducting wire structures using the time domain integral equation. By using an implicit scheme with the central finite difference approximation for the time domain electric field integral equation, we obtain the transient response from a wire scatterer illuminated by a plane wave and a conducting wire antenna with an impressed voltage source. Also, we consider a wire above a 3-dimensional conducting object. Numerical results are presented, which show the validity of the presented methodology, and compared with a conventional method using backward finite difference approximation.

A Numerical Dynamic Simulation of the Slider in HDD (하드디스크 슬라이더의 동적수치해석)

  • 김도완;임윤철
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1999.11a
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    • pp.146-153
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    • 1999
  • A numerical dynamic simulation is necessary to investigate the capacity of the HDD. The slider surface become more and more complicated to make the magnetized area smaller and readback signal stronger. So a numerical dynamic simulation must be preceded to develop a new slider in HDD. The dynamic simulations of air-lubricated slider bearing have been peformed using FIFD(Factored Implicit Finite Difference) method. The governing equation, Reynolds equation Is modified with Fukui and Kaneko model(FK model) which includes the first and the second-order slip. The equations of motion for the slider bearing are solved simultaneously with the modified Reynolds equation for the case of three degrees of freedom. The slider transient response for disk step bump and slider impulse force is given for various case and for iteration algorithm and new algorithm.

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COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION

  • Jeong, Darae;Kim, Sungki;Choi, Yongho;Hwang, Hyeongseok;Kim, Junseok
    • The Pure and Applied Mathematics
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    • v.21 no.2
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    • pp.129-139
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    • 2014
  • In this paper, we present a detailed comparison of the performance of the numerical solvers such as the biconjugate gradient stabilized, operator splitting, and multigrid methods for solving the two-dimensional Black-Scholes equation. The equation is discretized by the finite difference method. The computational results demonstrate that the operator splitting method is fastest among these solvers with the same level of accuracy.

A New Regression Equation of pH Drop Procedure for Measuring Protein Digestibility

  • Ryu, Hong-Soo;Hwang, Eun-Young;Lee, Jong-Yeoul;Cho, Hyun-Kyoung
    • Preventive Nutrition and Food Science
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    • v.3 no.2
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    • pp.180-185
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    • 1998
  • A regression equation was proposed for predicting protein digestibility using pH drop and free amino acid content. Results were compared with those determined by the pH drop method of Satterle et al. and with apparent in vivo digestibility in rats. Measurd free amino acid content prior to four enzyme digestion had an influence on calculating digestbiilty . Results from new equation correlated more highly (r=0.8434, difference average=2.304) with in vivo digestibility than the results of pH drop method (r=0.7603, difference average=10.099).

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