• Title/Summary/Keyword: Finite operator

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TRUNCATED HANKEL OPERATORS AND THEIR MATRICES

  • Lanucha, Bartosz;Michalska, Malgorzata
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.1
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    • pp.187-200
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    • 2019
  • Truncated Hankel operators are compressions of classical Hankel operators to model spaces. In this paper we describe matrix representations of truncated Hankel operators on finite-dimensional model spaces. We then show that the obtained descriptions hold also for some infinite-dimensional cases.

ZERO SUMS OF DUAL TOEPLITZ PRODUCTS ON THE ORTHOGONAL COMPLEMENT OF THE DIRICHLET SPACE

  • Young Joo, Lee
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.1
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    • pp.161-170
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    • 2023
  • We consider dual Toeplitz operators acting on the orthogonal complement of the Dirichlet space on the unit disk. We give a characterization of when a finite sum of products of two dual Toeplitz operators is equal to 0. Our result extends several known results by using a unified way.

AN OPERATOR SPLITTING METHOD FOR PRICING THE ELS OPTION

  • Jeong, Da-Rae;Wee, In-Suk;Kim, Jun-Seok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.3
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    • pp.175-187
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    • 2010
  • This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

A NOTE ON THE NUMERICAL RANGE OF AN OPERATOR

  • Yang, Youngoh
    • Bulletin of the Korean Mathematical Society
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    • v.21 no.1
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    • pp.27-30
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    • 1984
  • The concepts of the numerical range of an operator on a Hillbert space and on a Banach space were introduced by Toeplitz in 1918 and Bauer in 1962 respectively. Bauer's paper was concerned only with finite dimensional Banach spaces, but the concept of numerical range that he introduced is available without restriction of the dimension [1, 2]. In this paper, we define a C-algebra spatial numerical range of an operator on C-algebra valued inner product modules introduced by Paschke [4], and give analogous results on these modules as those on Banach spaces.

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On the weyl spectrum of weight

  • Yang, Youngoh
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.1
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    • pp.91-97
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    • 1998
  • In this paper we study the Weyl spectrum of weight $\alpha, \omega_\alpha(T)$, of an operator T acting on an infinite dimensional Hilbert space. Main results are as follows. Firstly, we show that the Weyll spectrum of weight $\alpha$ of a polynomially $\alpha$-compact operator is finite, and that similarity preserves polynomial $\alpha$-compactness and the $\alpha$-Weyl's theorem both. Secondly, we give a sufficient condition for an operator to be the sum of an unitary and a $\alpha$-compact operators.

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Some Properties of the Closure Operator of a Pi-space

  • Mao, Hua;Liu, Sanyang
    • Kyungpook Mathematical Journal
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    • v.51 no.3
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    • pp.311-322
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    • 2011
  • In this paper, we generalize the definition of a closure operator for a finite matroid to a pi-space and obtain the corresponding closure axioms. Then we discuss some properties of pi-spaces using the closure axioms and prove the non-existence for the dual of a pi-space. We also present some results on the automorphism group of a pi-space.

INEXACT-NEWTON METHOD FOR SOLVING OPERATOR EQUATIONS IN INFINITE-DIMENSIONAL SPACES

  • Liu Jing;Gao Yan
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.351-360
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    • 2006
  • In this paper, we develop an inexact-Newton method for solving nonsmooth operator equations in infinite-dimensional spaces. The linear convergence and superlinear convergence of inexact-Newton method under some conditions are shown. Then, we characterize the order of convergence in terms of the rate of convergence of the relative residuals. The present inexact-Newton method could be viewed as the extensions of previous ones with same convergent results in finite-dimensional spaces.

SPECTRAL ANALYSIS OF THE INTEGRAL OPERATOR ARISING FROM THE BEAM DEFLECTION PROBLEM ON ELASTIC FOUNDATION I: POSITIVENESS AND CONTRACTIVENESS

  • Choi, Sung-Woo
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.27-47
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    • 2012
  • It has become apparent from the recent work by Choi et al. [3] on the nonlinear beam deflection problem, that analysis of the integral operator $\mathcal{K}$ arising from the beam deflection equation on linear elastic foundation is important. Motivated by this observation, we perform investigations on the eigenstructure of the linear integral operator $\mathcal{K}_l$ which is a restriction of $\mathcal{K}$ on the finite interval [$-l,l$]. We derive a linear fourth-order boundary value problem which is a necessary and sufficient condition for being an eigenfunction of $\mathcal{K}_l$. Using this equivalent condition, we show that all the nontrivial eigenvalues of $\mathcal{K}l$ are in the interval (0, 1/$k$), where $k$ is the spring constant of the given elastic foundation. This implies that, as a linear operator from $L^2[-l,l]$ to $L^2[-l,l]$, $\mathcal{K}_l$ is positive and contractive in dimension-free context.

TUBES OF FINITE CHEN-TYPE

  • Al-Zoubi, Hassan;Jaber, Khalid M.;Stamatakis, Stylianos
    • Communications of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.581-590
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    • 2018
  • In this paper, we consider surfaces in the 3-dimensional Euclidean space $\mathbb{E}^3$ which are of finite III-type, that is, they are of finite type, in the sense of B.-Y. Chen, corresponding to the third fundamental form. We present an important family of surfaces, namely, tubes in $\mathbb{E}^3$. We show that tubes are of infinite III-type.