• Title/Summary/Keyword: Divided Difference Equation

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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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AN IMPROVED LOCAL CONVERGENCE ANALYSIS FOR SECANT-LIKE METHOD

  • Argyros, Ioannis K.;Hilout, Said
    • East Asian mathematical journal
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    • v.23 no.2
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    • pp.261-270
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    • 2007
  • We provide a local convergence analysis for Secant-like algorithm for solving nonsmooth variational inclusions in Banach spaces. An existence-convergence theorem and an improvement of the ratio of convergence of this algorithm are given under center-conditioned divided difference and Aubin's continuity concept. Our result compare favorably with related obtained in [16].

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DIVIDED DIFFERENCES AND POLYNOMIAL CONVERGENCES

  • PARK, SUK BONG;YOON, GANG JOON;LEE, SEOK-MIN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.20 no.1
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    • pp.1-15
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    • 2016
  • The continuous analysis, such as smoothness and uniform convergence, for polynomials and polynomial-like functions using differential operators have been studied considerably, parallel to the study of discrete analysis for these functions, using difference operators. In this work, for the difference operator ${\nabla}_h$ with size h > 0, we verify that for an integer $m{\geq}0$ and a strictly decreasing sequence $h_n$ converging to zero, a continuous function f(x) satisfying $${\nabla}_{h_n}^{m+1}f(kh_n)=0,\text{ for every }n{\geq}1\text{ and }k{\in}{\mathbb{Z}}$$, turns to be a polynomial of degree ${\leq}m$. The proof used the polynomial convergence, and additionally, we investigated several conditions on convergence to polynomials.

Convergence studies on static and dynamic analysis of beams by using the U-transformation method and finite difference method

  • Yang, Y.;Cai, M.;Liu, J.K.
    • Structural Engineering and Mechanics
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    • v.31 no.4
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    • pp.383-392
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    • 2009
  • The static and dynamic analyses of simply supported beams are studied by using the U-transformation method and the finite difference method. When the beam is divided into the mesh of equal elements, the mesh may be treated as a periodic structure. After an equivalent cyclic periodic system is established, the difference governing equation for such an equivalent system can be uncoupled by applying the U-transformation. Therefore, a set of single-degree-of-freedom equations is formed. These equations can be used to obtain exact analytical solutions of the deflections, bending moments, buckling loads, natural frequencies and dynamic responses of the beam subjected to particular loads or excitations. When the number of elements approaches to infinity, the exact error expression and the exact convergence rates of the difference solutions are obtained. These exact results cannot be easily derived if other methods are used instead.

LOCAL CONVERGENCE OF THE SECANT METHOD UPPER $H{\ddot{O}}LDER$ CONTINUOUS DIVIDED DIFFERENCES

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • v.24 no.1
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    • pp.21-25
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    • 2008
  • The semilocal convergence of the secant method under $H{\ddot{o}}lder$ continuous divided differences in a Banach space setting for solving nonlinear equations has been examined by us in [3]. The local convergence was recently examined in [4]. Motivated by optimization considerations and using the same hypotheses but more precise estimates than in [4] we provide a local convergence analysis with the following advantages: larger radius of convergence and finer error estimates on the distances involved. The results can be used for projection methods, to develop the cheapest possible mesh refinement strategies and to solve equations involving autonomous differential equations [1], [4], [7], [8].

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EXPANDING THE APPLICABILITY OF SECANT METHOD WITH APPLICATIONS

  • Magrenan, A. Alberto;Argyros, Ioannis K.
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.3
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    • pp.865-880
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    • 2015
  • We present new sufficient convergence criteria for the convergence of the secant-method to a locally unique solution of a nonlinear equation in a Banach space. Our idea uses Lipschitz and center-Lipschitz instead of just Lipschitz conditions in the convergence analysis. The new convergence criteria can always be weaker than the corresponding ones in earlier studies. Numerical examples are also provided in this study to solve equations in cases not possible before.

A Study on Prediction of Power Consumption Rate of Middle School Building in Changwon City by Regression Analysis (회귀분석을 통한 창원시 중학교 전력소비량 예측에 관한 연구)

  • Cho, Hyeong-Kyu;Park, Hyo-Seok;Choi, Jeong-Min;Cho, Sung-Woo
    • The Journal of Sustainable Design and Educational Environment Research
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    • v.12 no.2
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    • pp.61-70
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    • 2013
  • As the existing school building power consumption is expressed by total power consumption, in the view of energy saving is disadvantage. The the power consumption of school building is divided as cooling, heating, lighting and others. The cooling power consumption, heating power consumption, lighting power consumption can be calculated using real total power consumption that gained from Korea Electric Power Corporation(KEPCO). The power consumption for cooling and heating can be calculated using heat transmittance, wall area and floor area, and for lighting is calculated by artificial lighting calculation. but this calculation methods is difficult for laymen. This study was carried out in order to establish the regression equation for cooling power consumption, heating power consumption, lighting power consumption and other power consumption in school building. In order to verify the validity of the regression equation, it is compared regression equation results and calculation results based on real power consumption. As the results, difference between regression result and calculation results for cooling and heating power consumption showed 0.6% and 3.6%.

Multi-Region Model of Solute Transport in Soil for the Preferential Flow (Preferential 흐름에 의한 토양내의 다영역 용질이동 모델)

  • 안병기
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.2
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    • pp.71-77
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    • 2000
  • A multi-region model for solute transport through saturated soils has been developed to describe preferential flow. The model consists of numerous discrete pore groups, which are characterized by a discrete dispersion coefficient, flow velocity, and porosity . The hydraulic properties for each pore group are derived from a soil's hydraluic conductivity and soil water characteristic functions . Flow in pore group is described by the classical advection-disersion equation (ADE). An implict finite difference scheme was applied to the governing equation that results in a block-tridiagonal system of equations that is very efficient and allows the soil to be divided into any number of pore groups. The numerical technique is derived from methods used to solve coupled equations in fluid dynamics problems and can also be applied to the transport of interacting solutes. The results of the model are compared to the experimental data from published papers. This paper contributes on the characteristics of the method when applied to the parallel porosity model to describe preferential flow of solutes in soil.

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An Analysis on the Determinants of Technology Export by Korean Finns to China (한국기업의 대(對)중국 기술수출 결정요인 분석)

  • Lee, Sing-Young;Kim, Hee-Yong
    • International Commerce and Information Review
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    • v.10 no.2
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    • pp.141-164
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    • 2008
  • This study aims to come up with the elements that have influence on the outcomes of technology transfer in a multi-divisional way by making analysis of the interactive relations among technology transfer factor, technology transfer procedure factors, and technology transfer outcome factors through the Structural Equation Model(SEM). And the sample companies are restricted to the ones that have the records of technology transfer to China for the past five years For research model, technology success factor model of Choi and Lee (2000) and technology receptive capability and technology transfer outcome model of Lin, Tan and Chang(2002) were adopted. The research model was divided into an external variable, technology transfer factors and an internal variables, technology transfer procedure factors and technology transfer outcome factors. Research hypothesis was divided into technology transfer factors and technology transfer procedure factors; and technology transfer outcomes. As a result of analysis, cultural difference associated with technology transfer, technological type, corporate capability, and mutual trust have an effect on the outcomes of technology transfer.

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Improvement of Lubrication Characteristics in Fuel Injection Pump for Medium-Speed Diesel Engines: Part I - Application of Profile Shape

  • Hong, Sung-Ho
    • Tribology and Lubricants
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    • v.31 no.5
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    • pp.205-212
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    • 2015
  • In this research, effects of profile changes of stem section of the plunger on the lubrication characteristics of a fuel injection pump (FIP) were evaluated by hydrodynamic lubrication analysis. The clearance between plunger and barrel was divided into two regions, head and stem. The head was not involved in preventing a decrease of fuel oil pressure. So, research efforts were focused on both edges of the plunger’s stem. The two -dimensional Reynolds equation was used to evaluate lubrication characteristics with variations in viscosity, clearance and profile for a laminar, incompressible, unsteady-state flow. Moreover, the equilibrium equation of moment and forces in the vertical and horizontal directions were used to determine the motion of the plunger. The equations were discretized using the finite difference method. Lubrication characteristics of the FIP were investigated by comparing the dimensionless minimum film thickness, or film parameter, which is the ratio of minimum film thickness to surface roughness. Through numerical analyses, we showed that the profile of the lower edge of the stem had no effect on lubrication characteristics, but the profile of the upper edge had a significant influence on lubrication characteristics. In addition, changes in the profile were more effective in improving lubrication characteristics under low viscosity conditions.