• Title/Summary/Keyword: linear convergence

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MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

  • Zheng, Ning;Yin, Jun-Feng
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.769-784
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    • 2013
  • We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

A STRONG LAW OF LARGE NUMBERS FOR AANA RANDOM VARIABLES IN A HILBERT SPACE AND ITS APPLICATION

  • Ko, Mi-Hwa
    • Honam Mathematical Journal
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    • v.32 no.1
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    • pp.91-99
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    • 2010
  • In this paper we introduce the concept of asymptotically almost negatively associated random variables in a Hilbert space and obtain the strong law of large numbers for a strictly stationary asymptotically almost negatively associated sequence of H-valued random variables with zero means and finite second moments. As an application we prove a strong law of large numbers for a linear process generated by asymptotically almost negatively random variables in a Hilbert space with this result.

BARRELLEDNESS OF SOME SPACES OF VECTOR MEASURES AND BOUNDED LINEAR OPERATORS

  • FERRANDO, JUAN CARLOS
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.5
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    • pp.1579-1586
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    • 2015
  • In this paper we investigate the barrellednes of some spaces of X-valued measures, X being a barrelled normed space, and provide examples of non barrelled spaces of bounded linear operators from a Banach space X into a barrelled normed space Y, equipped with the uniform convergence topology.

A Study on Intelligent Decentralized Active Suspension Control System with Descriptor LMI Design Method

  • Park, Jung-Hyen
    • Journal of information and communication convergence engineering
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    • v.6 no.2
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    • pp.198-203
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    • 2008
  • An Intelligent optimal control system design algorithm in active suspension equipment adopting linear matrix inequalities control system design theory with representing by descriptor system form is presented. The validity of the linear matrix inequalities intelligent decentralized control system design with representing by descriptor system form in active suspension system through the numerical examples is also investigated.

A NOTE ON GREEDY ALGORITHM

  • Hahm, Nahm-Woo;Hong, Bum-Il
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.293-302
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    • 2001
  • We improve the greedy algorithm which is one of the general convergence criterion for certain iterative sequence in a given space by building a constructive greedy algorithm on a normed linear space using an arithmetic average of elements. We also show the degree of approximation order is still $Ο(1\sqrt{\n}$) by a bounded linear functional defined on a bounded subset of a normed linear space which offers a good approximation method for neural networks.

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RADIAL OSCILLATION OF LINEAR DIFFERENTIAL EQUATION

  • Wu, Zhaojun
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.911-921
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    • 2012
  • In this paper, the radial oscillation of the solutions of higher order homogeneous linear differential equation $$f^{(k)}+A_{n-2}(z)f^{(k-2)}+{\cdots}+A_1(z)f^{\prime}+A_0(z)f=0$$ with transcendental entire function coefficients is studied. Results are obtained to extend some results in [Z. Wu and D. Sun, Angular distribution of solutions of higher order linear differential equations, J. Korean Math. Soc. 44 (2007), no. 6, 1329-1338].

Improvement of the characteristics of feedforward linear power amplifier (휘드훠워드 선형 전력 증폭기의 특성 개선)

  • Park, Yil;Lee, Sang-Seol
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.11
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    • pp.1-8
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    • 1997
  • In this paper, we propose a new method for the improvement of linearizing and adaptive convergence charateristics of the feedforward linear power amplifier. In this circuit, errors at the signal cancellation stage can be compensated at the error cancellation stage and the overall linearizaton and adaptation characteristics of the linear amplifier are improved. The broadband characteristics and linearizing capability are improved without increasing the complexity of circuits and the signal processing structure.

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A HYBRID METHOD FOR REGULARIZED STRUCTURED LINEAR TOTAL LEAST NORM

  • KWON SUNJOO
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.621-637
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    • 2005
  • A hybrid method solving regularized structured linear total least norm (RSTLN) problems, which have highly ill-conditioned coefficient matrix with special structures, is suggested and analyzed. This scheme combining RSTLN algorithm and separation by parts guarantees the convergence of parameters and has an advantages in reducing the residual norm and relative error of solutions. Computational tests for problems arisen in signal processing and image formation process confirm that the presenting method is effective for more accurate solutions to (R)STLN problem than the (R)STLN algorithm.

EXPERIMENTAL RESULTS OF W-CYCLE MULTIGRID FOR PLANAR LINEAR ELASTICITY

  • Yoo, Jae-Chil
    • East Asian mathematical journal
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    • v.14 no.2
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    • pp.399-410
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    • 1998
  • In [3], Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated-linear systems. In this work, we present computational experiments of W-cycle multigrid method. Computational experiments show that the convergence is uniform as the parameter, $\nu$, goes to 1/2.

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