• 제목/요약/키워드: integro

검색결과 151건 처리시간 0.031초

Analysis of Electromagnetic Characteristics of a Grounded Slab and a Parallel-Plate Structure Using the SDDI Technique

  • Choi, Jae-Hoon;Kahng, Sung-Tek
    • ETRI Journal
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    • 제23권2호
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    • pp.71-76
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    • 2001
  • In this paper, the electromagnetic characteristics of a grounded slab and a parallel-plate structure are analyzed by the Spline-type Divided-Difference Interpolation (SDDI) technique. The technique efficiently evaluates the MoM impedance matrix elements of the multifold spectral or spatial domain integrals or summation in integro differential equations. The numerical results of the proposed method agree well with those of the corresponding literatures.

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EXISTENCE FOR A NONLINEAR IMPULSIVE FUNCTIONAL INTEGRODIFFERENTIAL EQUATION WITH NONLOCAL CONDITIONS IN BANACH SPACES

  • Yan, Zuomao
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.681-696
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    • 2011
  • In this paper, we consider the existence of mild solutions for a certain class of nonlinear impulsive functional evolution integrodifferential equation with nonlocal conditions in Banach spaces. A sufficient condition is established by using Schaefer's fixed point theorem combined with an evolution system. An example is also given to illustrate our result.

NUMERICAL METHODS FOR A STIFF PROBLEM ARISING FROM POPULATION DYNAMICS

  • Kim, Mi-Young
    • Korean Journal of Mathematics
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    • 제13권2호
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    • pp.161-176
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    • 2005
  • We consider a model of population dynamics whose mortality function is unbounded. We note that the regularity of the solution depends on the growth rate of the mortality near the maximum age. We propose Gauss-Legendre methods along the characteristics to approximate the solution when the solution is smooth enough. It is proven that the scheme is convergent at fourth-order rate in the maximum norm. We also propose discontinuous Galerkin finite element methods to approximate the solution which is not smooth enough. The stability of the method is discussed. Several numerical examples are presented.

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hp-DISCONTINUOUS GALERKIN METHODS FOR THE LOTKA-MCKENDRICK EQUATION: A NUMERICAL STUDY

  • Jeong, Shin-Ja;Kim, Mi-Young;Selenge, Tsendanysh
    • 대한수학회논문집
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    • 제22권4호
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    • pp.623-640
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    • 2007
  • The Lotka-McKendrick model which describes the evolution of a single population is developed from the well known Malthus model. In this paper, we introduce the Lotka-McKendrick model. We approximate the solution to the model using hp-discontinuous Galerkin finite element method. The numerical results show that the presented hp-discontinuous Galerkin method is very efficient in case that the solution has a sharp decay.

COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL

  • Lee, Ahram;Lee, Younhee
    • 충청수학회지
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    • 제29권3호
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    • pp.503-508
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    • 2016
  • We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.

인버터구동 선형유도전동기의 특성해석에 관한 연구 (Finite Element Analysis of Inverter-fed Linear Induction Motors)

  • 임달호;김창업;김한종
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1995년도 하계학술대회 논문집 A
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    • pp.53-55
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    • 1995
  • This paper presents the characteristics of linear induction motors fed by a voltage source PWM inverter. In the calculation, 2D finite element method is used considering the movement by moving mesh. Integro-differential approach is adopted for the copper loss calculation considering the skin effect.

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Parameter Estimation for Age-Structured Population Dynamics

  • Cho, Chung-Ki;Kwon, YongHoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제1권1호
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    • pp.83-104
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    • 1997
  • This paper studies parameter estimation for a first-order hyperbolic integro-differential equation modelling one-sex population dynamics. A second-order finite difference scheme is used to estimate parameters such as the age-specific death-rate and the age-specific fertility from fully discrete observations on the population. The function space parameter estimation convergence of this scheme is proved. Also, numerical simulations are performed.

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A DISCONTINUOUS GALERKIN METHOD FOR A MODEL OF POPULATION DYNAMICS

  • Kim, Mi-Young;Yin, Y.X.
    • 대한수학회논문집
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    • 제18권4호
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    • pp.767-779
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    • 2003
  • We consider a model of population dynamics whose mortality function is unbounded. We approximate the solution of the model using a discontinuous Galerkin finite element for the age variable and a backward Euler for the time variable. We present several numerical examples. It is experimentally shown that the scheme converges at the rate of $h^{3/2}$ in the case of piecewise linear polynomial space.

FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS

  • Dong, Yinghui;Lv, Wenxin;Wu, Sang
    • 대한수학회보
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    • 제56권5호
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    • pp.1355-1376
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    • 2019
  • We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffusion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.