• Title/Summary/Keyword: H-matrix

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MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

  • Zheng, Ning;Yin, Jun-Feng
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.769-784
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    • 2013
  • We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

RANKS OF κ-HYPERGRAPHS

  • Koh, Youngmee;Ree, Sangwook
    • Korean Journal of Mathematics
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    • v.12 no.2
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    • pp.201-209
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    • 2004
  • We define the incidence matrices of oriented and nonoriented ${\kappa}$-hypergraphs, respectively. We discuss the ranks of some circulant matrices and show that the rank of the incidence matrices of oriented and nonoriented ${\kappa}$-hypergraphs H are $n$ under a certain condition on the ${\kappa}$-edge set or ${\kappa}$-arc set of H.

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CONVERGENCE OF PARALLEL MULTISPLITTING METHODS USING ILU FACTORIZATIONS

  • Yun, Jae-Heon;Oh, Se-Young;Kim, Eun-Heui
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.77-90
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    • 2004
  • In this paper, we study the convergence of both relaxed multisplitting method and nonstationary two-stage multisplitting method associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is an H-matrix. Also, parallel performance results of nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.

On the Fine Spectrum of the Lower Triangular Matrix B(r, s) over the Hahn Sequence Space

  • Das, Rituparna
    • Kyungpook Mathematical Journal
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    • v.57 no.3
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    • pp.441-455
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    • 2017
  • In this article we have determined the spectrum and fine spectrum of the lower triangular matrix B(r, s) on the Hahn sequence space h. We have also determined the approximate point spectrum, the defect spectrum and the compression spectrum of the operator B(r, s) on the sequence space h.

Stabilizing Solutions of Algebraic Matrix riccati Equations in TEX>$H_\infty$ Control Problems

  • Kano, Hiroyuki;Nishimura, Toshimitsu
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.364-368
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    • 1994
  • Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

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POISSON BRACKETS DETERMINED BY JACOBIANS

  • Ahn, Jaehyun;Oh, Sei-Qwon;Park, Sujin
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.2
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    • pp.357-365
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    • 2013
  • Fix $n-2$ elements $h_1,{\cdots},h_{n-2}$ of the quotient field B of the polynomial algebra $\mathbb{C}[x_1,x_2,{\cdots},x_n]$. It is proved that B is a Poisson algebra with Poisson bracket defined by $\{f,g\}=det(Jac(f,g,h_1,{\cdots},h_{n-2})$ for any $f,g{\in}B$, where det(Jac) is the determinant of a Jacobian matrix.

A NOTE ON CONVERTIBLE {0,1} MATRICES

  • Kim, Si-Ju;Park, Taeg-Young
    • Communications of the Korean Mathematical Society
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    • v.12 no.4
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    • pp.841-849
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    • 1997
  • A square matrix A with $per A \neq 0$ is called convertible if there exists a {1, -1} matrix H such that $per A = det(H \circ A)$ where $H \circ A$ denote the Hadamard product of H and A. In this paper, ranks of convertible {0, 1} matrices are investigated and the existence of maximal convertible matrices with its rank r for each integer r with $\left\lceil \frac{n}{2} \right\rceil \leq r \leq n$ is proved.

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Monitoring of Bioluminescent Lactobacillus plantarum in a Complex Food Matrix

  • Moon, Gi-Seong;Narbad, Arjan
    • Food Science of Animal Resources
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    • v.37 no.1
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    • pp.147-152
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    • 2017
  • A bioluminescent Lactobacillus plantarum (pLuc2) strain was constructed. The luminescent signal started to increase during the early exponential phase and reached its maximum in the mid-exponential phase in a batch culture of the strain. The signal detection sensitivity of the strain was the highest in PBS (phosphate buffered saline), followed by milk and MRS broth, indicating that the sensitivity was influenced by the matrix effect. The strain was used in millet seed fermentation which has a complex matrix and native lactic acid bacteria (LAB). The luminescent signal was gradually increased until 9 h during fermentation and abolished at 24 h, indicating that the strain could be specifically tracked in the complex matrix and microflora. Therefore, the bioluminescent labeling system can be used for monitoring LAB in food and dairy sciences and industries.

Development of AI Matrix Composite using Shape Memory Alloy (형상 기억 합금을 이용한 Al기 복합재료 개발)

  • Jeong, T.H.;Lee, D.J.;Kim, H.G.
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.6
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    • pp.53-62
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    • 1998
  • A simple analytical and finite element(FE) models are used to study the tensile properties of Al matrix composite with continuous TiNi fibers. The effects of residual stresses caused by the shape momory effects have been compared for various mechanical behaviors as a function of fiber volume fraction and degree of pre-strain and fiber configurations. It is found that both the back stress in the Al matrix induced by stiffness of TiNi fibers and the compressive stress in the matrix are caused of the strengthening mechanisms. Both theoretical and analytical results show quite good agreement and are closed to the experimental data except in high volume content.

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The Calculation of Response Matrix of 2-Dimensional Radiation Monitoring System Using EGS4 Simulation (EGS4 simulation을 이용한 2차원 방사선준위 분포측정 시스템의 Response Matrix 계산)

  • Kim, S.H.;Han, S.H.;Kang, H.D.;Kim, J.C.;Park, I.K.;Choi, Y.S.;Lee, Y.B.;Lee, J.M.
    • Journal of Radiation Protection and Research
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    • v.22 no.2
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    • pp.127-133
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    • 1997
  • In this study an EGS4 simulation code was used to calculate real energy spectrum from measured ${\gamma}$-ray energy spectrum obtained using 2-dimensional radiation monitoring system. As a result, the $39{\times}39$ response matrix was calculated the energy range of 0.1 to 2 MeV which energy interval of 50 keV The real energy spectrum for Co-60 radioisotope was calculated using inverse of response matrix. It was confirmed that the calculated response matrix was useful to the analysis of the measured energy spectrum for the radiation monitoring system.

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