• Title/Summary/Keyword: differentiability

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Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model

  • Hong, Jee-Chang
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.545-556
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    • 2005
  • Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

A Modified Gradient Precedure for Multifacility Euclidean Distance Location Problems

  • Lee, Chae Y.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.13 no.2
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    • pp.25-33
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    • 1988
  • An efficient heuristic solution procedure is developed for the minimum location problems. The gradient direction method and modified gradient approach are developed due to the differentiability of the objective functions. Suboptimal step size is obtained analytically. A Modified Gradient Procedure (NGP) is presented and compared with the hyperboloid approximation procedure (HAP) which is one of the best known methods.

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APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL

  • Wee, In-Suk
    • Journal of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.383-398
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    • 2006
  • We consider a geometric Levy process for an underlying asset. We prove first that the option price is the unique solution of certain integro-differential equation without assuming differentiability and boundedness of derivatives of the payoff function. Second result is to provide convergence rate for option prices when the small jumps are removed from the Levy process.

OPTIMAL CONTROL PROBLEMS FOR SEMILINEAR EVOLUTION EQUATIONS

  • Jeong, Jin-Mun;Kim, Jin-Ran;Roh, Hyun-Hee
    • Journal of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.757-769
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    • 2008
  • This paper deals with the existence of optimal controls and maximal principles for semilinear evolution equations with the nonlinear term satisfying Lipschitz continuity. We also present the necessary conditions of optimality which are described by the adjoint state corresponding to the linear equations without a condition of differentiability for nonlinear term.

Dangerous Border-collision Bifurcation for a Piecewise Smooth Nonlinear System

  • Kang, Hunseok
    • Kyungpook Mathematical Journal
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    • v.52 no.4
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    • pp.459-472
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    • 2012
  • A piecewise smooth system is characterized by non-differentiability on a curve in the phase space. In this paper, we discuss particular bifurcation phenomena in the dynamics of a piecewise smooth system. We consider a two-dimensional piecewise smooth system which is composed of a linear map and a nonlinear map, and analyze the stability of the system to determine the existence of dangerous border-collision bifurcation. We finally present some numerical examples of the bifurcation phenomena in the system.

A Solution of Variational Inequalities and A Priori Error Estimations in Contact Problems with Finite Element Method (접촉문제에서의 변분부등식의 유한요소해석과 A Priori 오차계산법)

  • Lee, Choon-Yeol
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.20 no.9
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    • pp.2887-2893
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    • 1996
  • Governing equations infrictional contact problems are introduced using variational inequality formulations which are regularized to overcome the diffculties of non-differentiability of the friction functional. Also finite element approximations and a priori error estimations are derived based on those formulations. Numerical simulations are performed illustrating the theoretical results.

M-convex fuzzy mappings (M-볼록 퍼지 사상)

  • Kim, Hyun-Mee;Lee, Chae-Jang;Jeon, Joung-Guk
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2002.12a
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    • pp.37-40
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    • 2002
  • In this paper, we introduce the concepts of m-convex and pseudo-m-convex for fuzzy mappings of one variable on the notion of differentiability proposed by Goeschel and Voxman, and investigate the relationship between m-convex fuzzy mappings and pesudo-m-convex fuzzy mappings.

DIFFERENTIABILITY OF QUASI-HOMOGENEOUS CONVEX AFFINE DOMAINS

  • JO KYEONGHEE
    • Journal of the Korean Mathematical Society
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    • v.42 no.3
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    • pp.485-498
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    • 2005
  • In this article we show that every quasi-homogeneous convex affine domain whose boundary is everywhere differentiable except possibly at a finite number of points is either homogeneous or covers a compact affine manifold. Actually we show that such a domain must be a non-elliptic strictly convex cone if it is not homogeneous.

STEFFENSEN'S INEQUALITY ON TIME SCALES FOR CONVEX FUNCTIONS

  • Iddrisu, Mohammed Muniru
    • Honam Mathematical Journal
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    • v.41 no.1
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    • pp.89-99
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    • 2019
  • The Steffensen's Inequality was discovered in 1918 by Johan Frederic Steffensen (1873-1961). This inequality is very popular in the research environment and attracted the attention of many people working in similar area. Various extensions and generalisations have been provided concerning the inequality. This paper presents some further refinements of the Steffensen's Inequality on Time scales using methods of convexity, differentiability and monotonicity.

A SINGULAR FUNCTION FROM STURMIAN CONTINUED FRACTIONS

  • Kwon, DoYong
    • Journal of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.1049-1061
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    • 2019
  • For ${\alpha}{\geq}1$, let $s_{\alpha}(n)={\lceil}{\alpha}n{\rceil}-{\lceil}{\alpha}(n-1){\rceil}$. A continued fraction $C({\alpha})=[0;s_{\alpha}(1),s_{\alpha}(2),{\ldots}]$ is considered and analyzed. Appealing to Diophantine approximation, we investigate the differentiability of $C({\alpha})$, and then show its singularity.