• Title/Summary/Keyword: PDE

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THE PRICING OF VULNERABLE FOREIGN EXCHANGE OPTIONS UNDER A MULTISCALE STOCHASTIC VOLATILITY MODEL

  • MIJIN HA;DONGHYUN KIM;JI-HUN YOON
    • Journal of applied mathematics & informatics
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    • v.41 no.1
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    • pp.33-50
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    • 2023
  • Foreign exchange options are derivative financial instruments that can exchange one currency for another at a prescribed exchange rate on a specified date. In this study, we examine the analytic formulas for vulnerable foreign exchange options based on multi-scale stochastic volatility driven by two diffusion processes: a fast mean-reverting process and a slow mean-reverting process. In particular, we take advantage of the asymptotic analysis and the technique of the Mellin transform on the partial differential equation (PDE) with respect to the option price, to derive approximated prices that are combined with a leading order price and two correction term prices. To verify the price accuracy of the approximated solutions, we utilize the Monte Carlo method. Furthermore, in the numerical experiments, we investigate the behaviors of the vulnerable foreign exchange options prices in terms of model parameters and the sensitivities of the stochastic volatility factors to the option price.

STUDY OF DYNAMICAL MODEL FOR PIEZOELECTRIC CYLINDER IN FRICTIONAL ANTIPLANE CONTACT PROBLEM

  • S. MEDJERAB;A. AISSAOUI;M. DALAH
    • Journal of applied mathematics & informatics
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    • v.41 no.3
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    • pp.487-510
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    • 2023
  • We propose a mathematical model which describes the frictional contact between a piezoelectric body and an electrically conductive foundation. The behavior of the material is described with a linearly electro-viscoelastic constitutive law with long term memory. The mechanical process is dynamic and the electrical conductivity coefficient depends on the total slip rate, the friction is modeled with Tresca's law which the friction bound depends on the total slip rate with taking into account the electrical conductivity of the foundation both. The main results of this paper concern the existence and uniqueness of the weak solution of the model; the proof is based on results for second order evolution variational inequalities with a time-dependent hemivariational inequality in Banach spaces.

HIGHER ORDER GALERKIN FINITE ELEMENT METHOD FOR THE GENERALIZED DIFFUSION PDE WITH DELAY

  • LUBO, GEMEDA TOLESSA;DURESSA, GEMECHIS FILE
    • Journal of applied mathematics & informatics
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    • v.40 no.3_4
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    • pp.603-618
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    • 2022
  • In this paper, a numerical solution of the generalized diffusion equation with a delay has been obtained by a numerical technique based on the Galerkin finite element method by applying the cubic B-spline basis functions. The time discretization process is carried out using the forward Euler method. The numerical scheme is required to preserve the delay-independent asymptotic stability with an additional restriction on time and spatial step sizes. Both the theoretical and computational rates of convergence of the numerical method have been examined and found to be in agreement. As it can be observed from the numerical results given in tables and graphs, the proposed method approximates the exact solution very well. The accuracy of the numerical scheme is confirmed by computing L2 and L error norms.

SORET AND ELECTROMAGNETIC RADIATION EFFECT OF MHD MICRO POLAR FLUID PAST A POROUS MEDIUM IN THE PRESENCE OF CHEMICAL REACTION

  • SHEEBA JULIET S.;VIDHYA, M.
    • Journal of applied mathematics & informatics
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    • v.41 no.5
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    • pp.1085-1102
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    • 2023
  • In this study the magneto hydrodynamic (MHD) micro polar fluid flow of a viscous incompressible fluid past a porous medium in the presence of chemical reaction is considered. This work is devoted to investigate the Soret effect and Electromagnetic radiation effect and analyze analytically. In the energy equation the applied magnetic field strength and in the concentration equation the Soret effect are incorporated. The basic PDE (partial differential equations) are reduced to ODE (ordinary differential equations) using non dimensional variables. Then the analytical solution of the dimensionless equations are found using perturbation technique. The features of the fluid flow parameters are analyzed, discussed and explained graphically. The graphical solutions are found using MATLAB R2019b. Skin friction coefficient at the wall, Couple stress coefficient at the plate and the local surface heat flux are also thoroughly examined. Overall, this study sheds light on the complex interplay between physical parameters in the behavior of MHD micro-polar fluid past a porous medium in the presence of chemical reaction.

Stability characteristic of bi-directional FG nano cylindrical imperfect composite: Improving the performance of sports bikes using carbon nanotubes

  • Chaobing Yan;Tong Zhang;Ting Zheng;Tayebeh Mahmoudi
    • Steel and Composite Structures
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    • v.50 no.4
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    • pp.459-474
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    • 2024
  • Classical and first-order nonlocal beam theory are employed in this study to assess the thermal buckling performance of a small-scale conical, cylindrical beam. The beam is constructed from functionally graded (FG) porosity-dependent material and operates under the thermal conditions of the environment. Imperfections within the non-uniform beam vary along both the radius and length direction, with continuous changes in thickness throughout its length. The resulting structure is functionally graded in both radial and axial directions, forming a bi-directional configuration. Utilizing the energy method, governing equations are derived to analyze the thermal stability and buckling characteristics of a nanobeam across different beam theories. Subsequently, the extracted partial differential equations (PDE) are numerically solved using the generalized differential quadratic method (GDQM), providing a comprehensive exploration of the thermal behavior of the system. The detailed discussion of the produced results is based on various applied effective parameters, with a focus on the potential application of nanotubes in enhancing sports bikes performance.

The Effects of Sinetrol-XPur on Lipolysis of Leptin-Deficient Obese Mice (시네트롤(Sinetrol-XPur)의 섭취가 Leptin 유전자 결핍 동물 모델의 지방분해에 미치는 영향)

  • Lee, Minhee;Kwon, Han Ol;Choi, Sei Gyu;Bae, Mun Hyoung;Kim, Ok-Kyung
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.46 no.3
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    • pp.389-393
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    • 2017
  • This study investigated the effects of Sinetrol-XPur (polyphenolic Citrus spp. and Paullinia cupana Kunth dry extract) on lipolysis using leptin-deficient obese (ob/ob) mice. Obese mice were treated with two different doses, 100 mg/kg body weight (B.W.) and 300 mg/kg B.W. in each AIN93G supplement, for 7 weeks. Body weight gain in obese mice treated with both low and high doses of Sinetrol-XPur was reduced compared with control obese mice. Abdominal and visceral adipose tissue weight of mice were reduced in high dose supplemented groups. Epididymal adipose tissue weight was reduced in both low and high dose supplemented groups by 18.27% and 41.05%, respectively. Phosphodiesterase 3B (PDE3B) mRNA levels decreased upon Sinetrol supplementation in adipose tissue of ob/ob mice, whereas A kinase anchor protein 1 (AKAP1), adipose triglyceride lipase (ATGL), and perilipin (PLIN) mRNA levels increased. These results suggest that Sinetrol-XPur supplementation partially stimulates lipolysis through reduction of PDE3B and induction of AKAP1, ATGL, and/or PLIN gene expression, resulting in reduced body and white adipose tissue weight.

Phenylarsine Oxide and Adenosine-sensitive Trans-golgi Complex Targeting of GFP Fused to Modified Sulfatide-binding Peptide (Phenylarsine oxide와 adenosine에 민감한 sulfatide 결합 펩타이드의 trans-golgi network 타기팅)

  • Jun, Yong-Woo;Lee, Jin-A;Jang, Deok-Jin
    • Journal of Life Science
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    • v.28 no.2
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    • pp.162-169
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    • 2018
  • Many cytoplasmic proteins are targeted to the cytoplasmic membrane of the trans-Golgi network (TGN) via an N-terminal short helix. We previously showed that the 20 N-terminal amino acids of Aplysia phosphodiesterase 4 (ApPDE4) long form are sufficient for its targeting to the plasma membrane and the TGN. The N-terminus of the ApPDE4 long form binds to PI4P and sulfatide in vitro. Therefore, in order to decipher the roles of sulfatide in Golgi complex targeting, we examined the cellular localization of sulfatide-binding peptides. In this study, we found that enhanced green fluorescent protein (EGFP) fused to the C-terminus of modified sulfatide- and heparin-binding peptides (mHSBP-EGFP) was localized to the TGN. On the other hand, its mutant, in which tryptophan was replaced with an alanine, leading to the impairment of heparin and sulfatide binding, was localized to cytosol. We also found that the TGN targeting of mHSBP-EGFP is impaired by the treatment of antimycin A, phenylarsine oxide (PAO), and adenosine but not a high concentration of wortmannin. These results suggest that PAO and adenosine-sensitive kinases, including phosphatidylinositol 4-kinase II, may play key roles in the recruitment of mHSBP-EGFP.

Anti-asthmatic Activities of the Extract of Lonicera japonica (인동 추출물의 항천식 효과)

  • Ryu, Keun-Ho;Han, Chang-Kyun;Rhee, Hae-In;Kim, Taek-Soo;Jung, In-Ho;Lee, Sung-Jae;Im, Guang-Jin;Lee, Kang-Jin;Jeong, Ki-Won;Kim, Dae-Kee;Kim, Key-H.;Cho, Yong-Baik
    • Korean Journal of Pharmacognosy
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    • v.30 no.4
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    • pp.377-383
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    • 1999
  • The anti-asthmatic activities of the extract of Lonicera japonica (BuOH fraction) and its mode of action were investigated using several in vitro and in vivo models. Lonicera japonica was extracted with 30% ethanol (v/v) and successively partitioned into BuOH. The BuOH fraction reduced antigen-induced contraction of isolated trachea from sensitized guinea pigs in a concentration-dependent manner. The BuOH fraction also inhibited histamine release from rat peritoneal mast cells induced by antigen or calcium ionophore A23187 ($IC_{50}=0.26$ and 0.32mg/ml, respectively). Eosinophil infiltration into bronchoalveolar lavage fluids induced by aeroallergen challenge in passively sensitized guinea pigs was inhibited by the BuOH fraction at a dose of 800mg/kg (51.7%). In addition, the BuOH fraction inhibited leukotriene $B_4$ prodution in rat basophilic leukemia cells ($IC_{50}=0.42\;mg/ml$) as well as phosphodiesterase 4 (PDE4) isolated from rat brain ($IC_{50}=0.015\;mg/ml$). All results from this study strongly suggest that the BuOH fraction of Lonicera japonica may be useful in the treatment of asthma and its mode of action may be related with inhibition of both 5-lipoxygenase and PDE4 enzyme.

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Transcriptional and Mycolic Acid Profiling in Mycobacterium bovis BCG In Vitro Show an Effect for c-di-GMP and Overlap between Dormancy and Biofilms

  • Cruz, Miguel A. De la;Ares, Miguel A.;Rodriguez-Valverde, Diana;Vallejo-Cardona, Alba Adriana;Flores-Valdez, Mario Alberto;Nunez, Iris Denisse Cota;Aceves-Sanchez, Michel de Jesus;Lira-Chavez, Jonahtan;Rodriguez-Campos, Jacobo;Bravo-Madrigal, Jorge
    • Journal of Microbiology and Biotechnology
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    • v.30 no.6
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    • pp.811-821
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    • 2020
  • Mycobacterium tuberculosis produces mycolic acids which are relevant for persistence, recalcitrance to antibiotics and defiance to host immunity. c-di-GMP is a second messenger involved in transition from planktonic cells to biofilms, whose levels are controlled by diguanylate cyclases (DGC) and phosphodiesterases (PDE). The transcriptional regulator dosR, is involved in response to low oxygen, a condition likely happening to a subset of cells within biofilms. Here, we found that in M. bovis BCG, expression of both BCG1416c and BCG1419c genes, which code for a DGC and a PDE, respectively, decreased in both stationary phase and during biofilm production. The kasA, kasB, and fas genes, which are involved in mycolic acid biosynthesis, were induced in biofilm cultures, as was dosR, therefore suggesting an inverse correlation in their expression compared with that of genes involved in c-di-GMP metabolism. The relative abundance within trehalose dimycolate (TDM) of α-mycolates decreased during biofilm maturation, with methoxy mycolates increasing over time, and keto species remaining practically stable. Moreover, addition of synthetic c-di-GMP to mid-log phase BCG cultures reduced methoxy mycolates, increased keto species and practically did not affect α-mycolates, showing a differential effect of c-di-GMP on keto- and methoxy-mycolic acid metabolism.

Syntactic Structure of English Split Infinitives from the Perspectives of Grammaticalization and Corpus (문법화와 코퍼스의 관점에서 본 영어 분리부정사 통사구조)

  • Kim, Yangsoon
    • The Journal of the Convergence on Culture Technology
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    • v.6 no.3
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    • pp.245-251
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    • 2020
  • From the perspectives of grammaticalization and corpus, the purpose of this study is to examine the motivation of the emergence of the split infinitives in American English and to discuss the justification of the split infinitives based on the corpus empirical data such as COHA and COCA. The formerly ungrammatical split infinitives in the form of [to + adverb + verb] are now definitely grammatical forms in Present Day English (PDE). The corpus-based data confirms the legitimacy of the split infinitives with the empirical reasons like clarifying sentences (i.e., disambiguation) or strongly focused readings. In addition, the split infinitives are natural consequences caused by the grammaticalization of an infinitival particle to and most crucially by the loss of verb movement. When verb movement to T position does not occur in infinitival clauses, the word order results in [to + AdvP + V], thus forming the split infinitives. The split infinitives are no longer a matter of discussion and will continue to increase in both formal and informal contexts as being definitely grammatical forms.