• Title/Summary/Keyword: Explicit Function

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Error propagation effects for explicit pseudodynamic algorithms

  • Chang, Shuenn-Yih
    • Structural Engineering and Mechanics
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    • v.10 no.2
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    • pp.157-164
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    • 2000
  • This paper discusses the error propagation characteristics of the Newmark explicit method, modified Newmark explicit method and ${\alpha}$-function dissipative explicit method in pseudodynamic tests. The Newmark explicit method is non-dissipative while the ${\alpha}$-function dissipative explicit method and the modified Newmark explicit method are dissipative and can eliminate the spurious participation of high frequency responses. In addition, error propagation analysis shows that the modified Newmark explicit method and the ${\alpha}$-function dissipative explicit method possess much better error propagation properties when compared to the Newmark explicit method. The major disadvantages of the modified Newmark explicit method are the positive lower stability limit and undesired numerical dissipation. Thus, the ${\alpha}$-function dissipative explicit method might be the most appropriate explicit pseudodynamic algorithm.

A DEFINITE INTEGRAL FORMULA

  • Choi, Junesang
    • East Asian mathematical journal
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    • v.29 no.5
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    • pp.545-550
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    • 2013
  • A remarkably large number of integral formulas have been investigated and developed. Certain large number of integral formulas are expressed as derivatives of some known functions. Here we choose to recall such a formula to present explicit expressions in terms of Gamma function, Psi function and Polygamma functions. Some simple interesting special cases of our main formulas are also considered. It is also pointed out that the same argument can establish explicit integral formulas for other those expressed in terms of derivatives of some known functions.

A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS

  • Kim, Jai Heui
    • East Asian mathematical journal
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    • v.31 no.1
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    • pp.91-101
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    • 2015
  • An explicit expression of the optimal investment strategy corresponding to the HARA utility function under the constant elasticity of variance (CEV) model has been given by Jung and Kim [6]. In this paper we give an explicit expression of the optimal solution for the extended logarithmic utility function. And we prove an a.s. convergence of the HARA solutions to the extended logarithmic one.

On Constructing an Explicit Algebraic Stress Model Without Wall-Damping Function

  • Park, Noma;Yoo, Jung-Yul
    • Journal of Mechanical Science and Technology
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    • v.16 no.11
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    • pp.1522-1539
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    • 2002
  • In the present study, an explicit algebraic stress model is shown to be the exact tensor representation of algebraic stress model by directly solving a set of algebraic equations without resort to tensor representation theory. This repeals the constraints on the Reynolds stress, which are based on the principle of material frame indifference and positive semi-definiteness. An a priori test of the explicit algebraic stress model is carried out by using the DNS database for a fully developed channel flow at Rer = 135. It is confirmed that two-point correlation function between the velocity fluctuation and the Laplacians of the pressure-gradient i s anisotropic and asymmetric in the wall-normal direction. Thus, a novel composite algebraic Reynolds stress model is proposed and applied to the channel flow calculation, which incorporates non-local effect in the algebraic framework to predict near-wall behavior correctly.

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

OME PROPERTIES OF THE BERNOULLI NUMBERS OF THE SECOND KIND AND THEIR GENERATING FUNCTION

  • Qi, Feng;Zhao, Jiao-Lian
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1909-1920
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    • 2018
  • In the paper, the authors find a common solution to three series of differential equations related to the generating function of the Bernoulli numbers of the second kind and present a recurrence relation, an explicit formula in terms of the Stirling numbers of the first kind, and a determinantal expression for the Bernoulli numbers of the second kind.

Generalized Fourier-Feynman Transform of Bounded Cylinder Functions on the Function Space Ca,b[0, T]

  • Jae Gil Choi
    • Kyungpook Mathematical Journal
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    • v.64 no.2
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    • pp.219-233
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    • 2024
  • In this paper, we study the generalized Fourier-Feynman transform (GFFT) for functions on the general Wiener space Ca,b[0, T]. We establish an explicit evaluation formula for the analytic GFFT of bounded cylinder functions on Ca,b[0, T]. We start by examining certain cylinder functions which belong in a Banach algebra of bounded functions on Ca,b[0, T]. We then obtain an explicit formula for the analytic GFFT of the bounded cylinder functions.

General Formulas for Explicit Evaluations of Ramanujan's Cubic Continued Fraction

  • Naika, Megadahalli Sidda Naika Mahadeva;Maheshkumar, Mugur Chinna Swamy;Bairy, Kurady Sushan
    • Kyungpook Mathematical Journal
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    • v.49 no.3
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    • pp.435-450
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    • 2009
  • On page 366 of his lost notebook [15], Ramanujan recorded a cubic continued fraction and several theorems analogous to Rogers-Ramanujan's continued fractions. In this paper, we derive several general formulas for explicit evaluations of Ramanujan's cubic continued fraction, several reciprocity theorems, two formulas connecting V (q) and V ($q^3$) and also establish some explicit evaluations using the values of remarkable product of theta-function.

Performance Analysis of the Flexible Manufacturing System According to the Strategy of Material Handling System Using Moment Generating Function Based Approach (모멘트 생성 함수 기법을 이용한 물류 운반 시스템 이용에 따른 유연 생산 시스템의 성능 해석)

  • 양희구;김종원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.1186-1190
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    • 1995
  • This paper is focused on the formulation of explicit closed-form functions describing the performance measures of the general flexible manufacturing system (FMS)according to the strategy of material handling system(MHS). the performance measures such as the production rate, the production lead-time and the utilization rate of the general FMS are expressed, respectively, as the explicit closed-form functions of the part processing time, the service rate of the material handling system (MHS) and the number of machine tools in the FMS. For this, the gensral FMS is presented as a generalized stochastic Petri net model, then, the moment generating function (MGF) based approach is applied to obtain the steady-state probabity formulation. Based on the steady-state formulation, the explicit closed-form functions for performance measures of the probability FMS can be obtained. Finally, the analytical results are compared with the Petri net simulation results to verify the validity of the suggested method. The paper is of significance in the sense that it provides a comprehensive formula for performance measures of the FMS even to the industry engineers and academic reademic resuarchers who have no background on Markov chain analysis method or Petrinet modeling

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