• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2003년도 The Fifth Asian Computational Fluid Dynamics Conference
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• pp.130-130
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• 2003

• 한국수학사학회지
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• 제27권4호
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• pp.299-310
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• 2014

Computer is a modern day invention integrated with mathematics, engineering, and logics. The purpose of this study is to examine mathematicians' roles and influences on the invention, establishment, and developments of computers, particularly in the areas of hardware and software, and to emphasize the importance of mathematics on the computer sciences. To implement these purposes, this study firstly examines the mathematicians based on the period. Secondly from the mathematicians' roles in the development of programming, the correlation between mathematics and computers has been investigated. Finally, mathematicians who gave influence on establishing the current development of computer science are highlighted.

• Journal of applied mathematics & informatics
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• 제32권1_2호
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• pp.255-266
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• 2014

For a connected graph G = (V,E) of order at least two, a set S of vertices of G is a monophonic set of G if each vertex v of G lies on an x - y monophonic path for some elements x and y in S. The minimum cardinality of a monophonic set of G is the monophonic number of G, denoted by m(G). Certain general properties satisfied by the monophonic sets are studied. Graphs G of order p with m(G) = 2 or p or p - 1 are characterized. For every pair a, b of positive integers with $2{\leq}a{\leq}b$, there is a connected graph G with m(G) = a and g(G) = b, where g(G) is the geodetic number of G. Also we study how the monophonic number of a graph is affected when pendant edges are added to the graph.

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.59-69
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• 2001

The paper deals with the interaction between three Griffith cracks propagating under antiplane shear stress at the interface of two dissimilar infinite elastic half-spaces. The Fourier transform technique is used to reduce the elastodynamic problem to the solution of a set of integral equations which has been solved by using the finite Hilbert transform technique and Cooke’s result. The analytical expressions for the stress intensity factors at the crack tips are obtained. Numerical values of the interaction efect have been computed for and results show that interaction effects are either shielding or amplification depending on the location of each crack with respect to other and crack tip spacing. AMS Mathematics Subject Classification : 73M25.

• Journal of applied mathematics & informatics
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• 제10권1_2호
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• pp.83-99
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• 2002

Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제19권1호
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• pp.83-102
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• 2015

The present paper analyses the radiation effects of mass transfer on steady nonlinear MHD boundary layer flow of a viscous incompressible fluid over a nonlinear porous stretching surface in a porous medium in presence of heat generation. The liquid metal is assumed to be gray, emitting, and absorbing but non-scattering medium. Governing nonlinear partial differential equations are transformed to nonlinear ordinary differential equations by utilizing suitable similarity transformation. The resulting nonlinear ordinary differential equations are solved numerically using Runge-Kutta fourth order method along with shooting technique. Comparison with previously published work is obtained and good agreement is found. The effects of various governing parameters on the liquid metal fluid dimensionless velocity, dimensionless temperature, dimensionless concentration, skin-friction coefficient, Nusselt number and Sherwood number are discussed with the aid of graphs.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권1호
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• pp.61-74
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• 2014

This paper presents accurate and efficient numerical methods for calculating the sensitivities of two-asset European options, the Greeks. The Greeks are important financial instruments in management of economic value at risk due to changing market conditions. The option pricing model is based on the Black-Scholes partial differential equation. The model is discretized by using a finite difference method and resulting discrete equations are solved by means of an operator splitting method. For Delta, Gamma, and Theta, we investigate the effect of high-order discretizations. For Rho and Vega, we develop an accurate and robust automatic algorithm for finding an optimal value. A cash-or-nothing option is taken to demonstrate the performance of the proposed algorithm for calculating the Greeks. The results show that the new treatment gives automatic and robust calculations for the Greeks.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1411-1427
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• 2009

We propose a model based on Lotka-Volterra dynamics with two competing spices which are affected not only by harvesting but also by the presence of a predator, the third species. Hyperbolic and linear response functions are considered. We derive the conditions for global stability of the system using Lyapunov function. The optimal harvest policy is studied and the solution is derived in the interior equilibrium case using Pontryagin's maximal principle. Finally, some numerical examples are discussed. The nature of variations in the two prey species and one predator species is studied extensively through graphical illustrations.

• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.219-231
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• 2003

This paper aims to study the problem of combined harvesting of a system involving one predator and two prey species fishery in which the predator feeds more intensively on the more abundant species. Mathematical formulation of the optimal harvest policy is given and its solution is derived in the equiblibrium case by using Pontryagin's Maximum principle. Dynamic optimization of the harvest policy is also discussed by taking E(t), the combined harvest effort, as a dynamic variable. Biological and bioeconomic interpretations of the results associated with the optimal equilibirum solution are explained. The significance of the constraints required for the existence of an optimal singular control are also given.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제27권1호
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• pp.43-50
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• 2020

We investigate the domain of influence of the local volatility function on the solutions of the general Black-Scholes model. First, we generate the sample paths of underlying asset using the Monte Carlo simulation. Next, we define the inner and outer domains to find the effective volatility region. To confirm the effect of the inner domain, we use the root mean square error for the European call option prices, and then change the values of volatility in the proposed domain. The computational experiments confirm that there is an effective region which dominates the option pricing.