• 제목/요약/키워드: Implicit methods

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IMEX METHODS FOR PRICING FIXED STRIKE ASIAN OPTIONS WITH JUMP-DIFFUSION MODELS

  • Lee, Sunju;Lee, Younhee
    • East Asian mathematical journal
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    • v.35 no.1
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    • pp.59-66
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    • 2019
  • In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.

Rigorous dynamics model of distillation columns

  • Choe, Young-Soon
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.212-215
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    • 1986
  • For distillation columns, dynamic models which consider variable pressure and vapor holdup were studied. A most rigorous model which used the vapor hydraulic equation was studied with implicit methods. Vapor holdup must be considered in high pressure columns in order to predict dynamic responses accurately. The effect of pressure changes on the tray was only important for the vacuum column, particularly when heat input disturbances occurred. The rigorous vapor hydraulic model was shown to be useful, despite the fact that it is extremely stiff, provided an implicit integration algorithm (LSODES) is employed.

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Orthogonal projection of points in CAD/CAM applications: an overview

  • Ko, Kwanghee;Sakkalis, Takis
    • Journal of Computational Design and Engineering
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    • v.1 no.2
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    • pp.116-127
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    • 2014
  • This paper aims to review methods for computing orthogonal projection of points onto curves and surfaces, which are given in implicit or parametric form or as point clouds. Special emphasis is place on orthogonal projection onto conics along with reviews on orthogonal projection of points onto curves and surfaces in implicit and parametric form. Except for conics, computation methods are classified into two groups based on the core approaches: iterative and subdivision based. An extension of orthogonal projection of points to orthogonal projection of curves onto surfaces is briefly explored. Next, the discussion continues toward orthogonal projection of points onto point clouds, which spawns a different branch of algorithms in the context of orthogonal projection. The paper concludes with comments on guidance for an appropriate choice of methods for various applications.

MERIT FUNCTIONS FOR MATRIX CONE COMPLEMENTARITY PROBLEMS

  • Wang, Li;Liu, Yong-Jin;Jiang, Yong
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.795-812
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    • 2013
  • The merit function arises from the development of the solution methods for the complementarity problems defined over the cone of non negative real vectors and has been well extended to the complementarity problems defined over the symmetric cones. In this paper, we focus on the extension of the merit functions including the gap function, the regularized gap function, the implicit Lagrangian and others to the complementarity problems defined over the nonsymmetric matrix cone. These theoretical results of this paper suggest new solution methods based on unconstrained and/or simply constrained methods to solve the matrix cone complementarity problems (MCCP).

Analysis of Hydroforming Process for an Automobile Lower Arm by Using Explicit and Implicit FEM (외연적과 내연적 유한요소법에 의한 자동차 로어암의 하이드로포밍 공정해석)

  • Kim, Jeong;Choi, Han-Ho;Kang, Beom-Soo
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.9
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    • pp.74-81
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    • 2002
  • Recently tube hydroforming has been widely applied to the automotive industries due to its several advantages over conventional methods. In this paper, attention is paid to comparison of an implicit and an explicit finite element method widely used for numerical simulation of a hydroforming process. For an explicit FEM, a huge amount of computational time is required because of the very small time increment to solve a quasi-static problem. Hence, when an explicit FEM is used fDr a hydroforming process, it is general to convert the real problem to a virtual problem with a different processing time and mass density by appropriate scaling factor. However it is difficult to figure out how large the scaling should be adopted enough to ignore the dynamic effects and maintain the desired accuracy. In this paper, the comparison of the results obtained from both methods focus on the accuracy of the predicted geometrical shape and the stress with various scaling factors which are applied to analyze hydroforming process of an automobile lower arm.

Finite Element Analysis of Auto-body Panel Stamping (리어 힌지 패널 스템핑의 유한요소해석)

  • 정동원;이장희;양동열
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 1996.06a
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    • pp.97-109
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    • 1996
  • In the present work computations are carried out for analysis of complicated sheet metal forming process such as forming of a rear hinge. Finite element formulation using dynamic explicit time integration scheme and step-wise combined Implicit/Explicit scheme are introduced for numerical analysis of sheet metal forming process. The rigid-plastic finite element method based on membrane elements has long been employed as a useful numerical technique for the analysis of sheet metal forming because of its time effectiveness. The explicit scheme in general use is based on the elastic-plastic modelling of material requiring large computation time. In finite element simulation of sheet metal forming processes, the robustness and stability of computation are important requirements since the computation time and convergency become major points of consideration besides the solution accuracy due to the complexity of geometry and boundary conditions. The implicit scheme employs a more reliable and rigorous scheme in considering the equilibrium at each step of deformation, while in the explicit scheme the problem of convergency is eliminated at the cost of solution accuracy. The explicit approach and the implicit approach have merits and demerits, respectively. In order to combine the merits of these two methods a step-wise combined implicit/explicit scheme has been developed.

User Reputation computation Method Based on Implicit Ratings on Social Media

  • Bok, Kyoungsoo;Yun, Jinkyung;Kim, Yeonwoo;Lim, Jongtae;Yoo, Jaesoo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.3
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    • pp.1570-1594
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    • 2017
  • Social network services have recently changed from environments for simply building connections among users to open platforms for generating and sharing various forms of information. Existing user reputation computation methods are inadequate for determining the trust in users on social media where explicit ratings are rare, because they determine the trust in users based on user profile, explicit relations, and explicit ratings. To solve this limitation of previous research, we propose a user reputation computation method suitable for the social media environment by incorporating implicit as well as explicit ratings. Reliable user reputation is estimated by identifying malicious information raters, modifying explicit ratings, and applying them to user reputation scores. The proposed method incorporates implicit ratings into user reputation estimation by differentiating positive and negative implicit ratings. Moreover, the method generates user reputation scores for individual categories to determine a given user's expertise, and incorporates the number of users who participated in rating to determine a given user's influence. This allows reputation scores to be generated also for users who have received no explicit ratings, and, thereby, is more suitable for social media. In addition, based on the user reputation scores, malicious information providers can be identified.

Reduction of Computing Time through FDM using Implicit Method and Latent Heat Treatment in Solidification Analysis (FDM에 의한 응고해석시 계산시간 단축을 위한 음적해법의 적용과 잠열처리방법)

  • Kim, Tae-Gyu;Choi, Jung-Kil;Hong, Jun-Pyo;Lee, Zin-Hyoung
    • Journal of Korea Foundry Society
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    • v.13 no.4
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    • pp.323-332
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    • 1993
  • An implicit finite difference formulation with three methods of latent heat treatment, such as equivalent specific heat method, temperature recovery method and enthalpy method, was applied to solidification analysis. The Neumann problem was solved to compare the numerical results with the exact solution. The implicit solutions with the equivalent specific heat method and the temperature recovery method were comparatively consistent with the Neumann exact solution for smaller time steps, but its error increased with increasing time step, especially in predicting the solidification beginning time. Although the computing time to solve energy equation using temperature recovery method was shorter than using enthalpy method, the method of releasing latent heat is not realistic and causes error. The implicit formulation of phase change problem requires enthalpy method to treat the release of latent heat reasonably. We have modified the enthalpy formulation in such a way that the enthalpy gradient term is not needed, and as a result of this modification, the computation stability and the computing time were improved.

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Solver for the Wavier-Stokes Equations by using Initial Guess Velocity (속도의 초기간 추정을 사용한 Navier-Stokes방정식 풀이 기법)

  • Kim, Young-Hee;Lee, Sung-Kee
    • Journal of KIISE:Computer Systems and Theory
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    • v.32 no.9
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    • pp.445-456
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    • 2005
  • We propose a fast and accurate fluid solver of the Wavier-Stokes equations for the physics-based fluid simulations. Our method utilizes the solution of the Stokes equation as an initial guess for the velocity of the nonlinear term in the Wavier-Stokes equations. By guessing the initial velocity close to the exact solution of the given nonlinear differential equations, we can develop remarkably accurate and stable fluid solver. Our solver is based on the implicit scheme of finite difference methods, that makes it work well for large time steps. Since we employ the ADI method, our solver is also fast and has a uniform computation time. The experimental results show that our solver is excellent for fluids with high Reynolds numbers such as smoke and clouds.

Examination of explicit and implicit emotions and relationship with the intention to support breastfeeding in public: a descriptive study

  • Katilin D. Overgaard;Lauren M. Dinour;Adrian L. Kerrihard;Yeon K. Bai
    • Korean Journal of Community Nutrition
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    • v.28 no.2
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    • pp.114-123
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    • 2023
  • Objectives: Current social norms in the United States do not favor breastfeeding in public. This study examined associations between college students' explicit and implicit emotions of breastfeeding in public and their intention to support public breastfeeding. Methods: Twenty-two student participants viewed images of a breastfeeding woman with a fully-covered, fully-exposed, or partially-exposed breast in a public setting. After viewing each image, participants' explicit emotions (self-reported) of the image were measured using a questionnaire and their implicit emotions (facial expression) were measured using FaceReader technology. We examined if a relationship exists between both emotions [toward images] and intention to support breastfeeding in public using correlation techniques. We determined the relative influence of two emotions on the intention to support breastfeeding in public using regression analyses. Results: The nursing images depicting a fully-covered breast (r = 0.425, P = 0.049 vs. r = 0.271, P = 0.222) and fully-exposed breast (r = 0.437, P = 0.042 vs. r = 0.317, P = 0.150) had stronger associations with explicit emotions and intention to support breastfeeding in public compared to implicit emotions and intention. Breastfeeding knowledge was associated with a positive explicit emotion for images with partial- (β = 0.60, P = 0.003) and full-breast exposure (β = 0.65, P = 0.002). Conclusions: Explicit emotions appear to drive stated intentions to support public breastfeeding. Further research is needed to understand the disconnect between explicit and implicit emotions, the factors that influence these emotions, and whether stated intentions lead to consistent behavior.