• Title/Summary/Keyword: linear difference equation

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The Asymptotic Stability of xn+1-a2xn-1+bxn-k = 0

  • Niamsup, Piyapong;Lenbury, Yongwimon
    • Kyungpook Mathematical Journal
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    • v.48 no.2
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    • pp.173-181
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    • 2008
  • We give the necessary and sufficient conditions for the asymptotic stability of the linear delay difference equation $x_{n+1}\;-\;a^2x_{n-1}\;+\;bx_{n-k}\;=\;0$, n = 0, 1,$\cdots$, where a and b are arbitrary real numbers and k is a positive integer greater than 1. The obtained conditions are given in terms of parameters a and b of difference equations. The method of proof is based on arithematic of complex numbers as well as properties of analytic functions.

A study on the difference between in-service and pre-service teachers' recognition for linear equations and linear functions (일차방정식과 일차함수에 대한 현직교사와 예비교사의 인식)

  • Lee, Heonsoo;Kim, Young Cheol;Park, Yeong Yong
    • Journal of the Korean School Mathematics Society
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    • v.19 no.4
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    • pp.395-415
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    • 2016
  • In this paper, we study the recognition of in-service teachers and pre-service teachers about the concepts of liner equations and liner functions. We chose 49 in-service teachers at secondary schools in G city and 29 pre-service teachers in M university and investigate their recognition about the concepts of liner equations and liner functions. We found following facts. First, in-service teachers and pre-service teachers tend to recognize a linear equation as an equation in one known rather than an equation in two unknowns. Second, in-service teachers and pre-service teachers tend to recognize a linear function as an explicit function rather than an implicit function. Finally, the difference between in-service teachers' recognition and pre-service teachers' recognition is not statistically significant.

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.

A STATISTICS INTERPOLATION METHOD: LINEAR PREDICTION IN A STOCK PRICE PROCESS

  • Choi, U-Jin
    • Journal of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.657-667
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    • 2001
  • We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

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MULTI-LEVEL ADAPTIVE SOLUTIONS TO INITIAL-VALUE PROBLEMS

  • Shamardan, A.B.;Essa, Y.M. Abo
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.215-222
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    • 2000
  • A multigrid algorithm is developed for solving the one- dimensional initial boundary value problem. The numerical solutions of linear and nonlinear Burgers; equation for various initial conditions are studied. The stability conditions are derived by Von -Neumann analysis . Numerical results are presented.

FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

  • Kang, Sunbu;Kim, Taekkeun;Kwon, Yonghoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.1-21
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    • 2015
  • This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

Oscillation of Linear Second Order Delay Dynamic Equations on Time Scales

  • Agwo, Hassan Ahmed
    • Kyungpook Mathematical Journal
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    • v.47 no.3
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    • pp.425-438
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    • 2007
  • In this paper, we establish some new oscillation criteria for a second-order delay dynamic equation $$u^{{\Delta}{\Delta}}(t)+p(t)u(\tau(t))=0$$ on a time scale $\mathbb{T}$. The results can be applied on differential equations when $\mathbb{T}=\mathbb{R}$, delay difference equations when $\mathbb{T}=\mathbb{N}$ and for delay $q$-difference equations when $\mathbb{T}=q^{\mathbb{N}}$ for q > 1.

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Practical Dispersion-Correction Scheme for Linear Shallow-Water Equations to Simulate the Propagation of Tsunamis (지진해일 전파모의를 위한 선형 천수방정식을 이용한 실용적인 분산보정기법)

  • Cho, Yong-Sik;Sohn, Dae-Hee;Ha, Tae-Min
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1935-1939
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    • 2006
  • In this study, the new dispersion-correction terms are added to leap-frog finite difference scheme for the linear shallow-water equations with the purpose of considering the dispersion effects such as linear Boussinesq equations for the propagation of tsunamis. And, dispersion-correction factor is determined to mimic the frequency dispersion of the linear Boussinesq equations. The numerical model developed in this study is tested to the problem that initial free surface displacement is a Gaussian hump over a constant water depth, and the results from the numerical model are compared with analytical solutions. The results by present numerical model are accurate in comparison with the past models.

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ON ANALYTICAL SOLUTION OF NON LINEAR ROLL EQUATION OF SHIPS

  • Tata S. Rao;Shoji Kuniaki;Mita Shigeo;Minami Kiyokazu
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2006.10a
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    • pp.134-143
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    • 2006
  • Out of all types of motions the critical motions leading to capsize is roll. The dynamic amplification in case of roll motion may be large for ships as roll natural frequency generally falls within the frequency range of wave energy spectrum typical used for estimation of motion spectrum. Roll motion is highly non-linear in nature. Den are various representations of non-linear damping and restoring available in literature. In this paper an uncoupled non-linear roll equations with three representation of damping and cubic restoring term is solved using a perturbation technique. Damping moment representations are linear plus quadratic velocity damping, angle dependant damping and linear plus cubic velocity dependant damping. Numerical value of linear damping coefficient is almost same for all types but non-linear damping is different. Linear and non-linear damping coefficients are obtained form free roll decay tests. External rolling moment is assumed as deterministic with sinusoidal form. Maximum roll amplitude of non-linear roll equation with various representations of damping is calculated using analytical procedure and compared with experimental results, which are obtained form forced tests in regular waves by varying frequency with three wave heights. Experiments indicate influence of non-linearity at resonance frequency. Both experiment and analytical results indicates increase in maximum roll amplitude with wave slope at resonance. Analytical results are compared with experiment results which indicate maximum roll amplitude analytically obtained with angle dependent and cubic velocity damping are equal and difference from experiments with these damping are less compared to non-linear equation with quadratic velocity damping.

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