• Title/Summary/Keyword: asymptotic behaviors

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SPHERICALLY SYMMETRIC ACCRETION WITH VISCOSITY (점성에 의한 구대칭 강착)

  • YOO KYE HWA
    • Publications of The Korean Astronomical Society
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    • v.17 no.1
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    • pp.11-14
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    • 2002
  • Our examination of the relations of spherically symmetric accretion on a massive point object to viscous drag, neglecting gas pressure and using self-similar transformation, shows the behaviors of the asymptotic solutions? in the regions near to and far from the center. The viscosity reduces the free-fall velocity by the factor $(1\;+\;\zeta) ^{-1}$, and causes flattening in the density distribution. Therefore, the viscosity leads to the reduction of the mass accretion rate.

Asymptotics of the Variance Ratio Test for MA Unit Root Processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.223-229
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    • 2010
  • We consider the asymptotic results of the variance ratio statistic when the underlying processes have moving average(MA) unit roots. This degenerate situation of zero spectral density near the origin cause the limit of the variance ratio to become zero. Its asymptotic behaviors are different from non-degenerating case, where the convergence rate of the variance ratio statistic is formally derived.

ASYMPTOTIC BEHAVIORS OF JENSEN TYPE FUNCTIONAL EQUATIONS IN HALF PLANES

  • Kim, Sang-Youp;Kim, Gyu-Tae;Lee, Gi-Hui;Lee, Jae-Ho;Park, Gwang-Hyun
    • The Pure and Applied Mathematics
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    • v.18 no.2
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    • pp.113-128
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    • 2011
  • Let f : ${\mathbb{R}}{\rightarrow}{\mathbb{C}}$. We consider the Hyers-Ulam stability of Jensen type functional inequality $$|f(px+qy)-Pf(x)-Qf(y)|{\leq}{\epsilon}$$ in the half planes {(x, y) : $kx+sy{\geq}d$} for fixed d, k, $s{\in}{\mathbb{R}}$ with $k{\neq}0$ or $s{\neq}0$. As consequences of the results we obtain the asymptotic behaviors of f satisfying $$|f(px+qy)-Pf(x)-Qf(y)|{\rightarrow}0$$ as $kx+sy{\rightarrow}{\infty}$.

PHASE ANALYSIS FOR THE PREDATOR-PREY SYSTEMS WITH PREY DENSITY DEPENDENT RESPONSE

  • Chang, Jeongwook;Shim, Seong-A
    • The Pure and Applied Mathematics
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    • v.25 no.4
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    • pp.345-355
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    • 2018
  • This paper looks into phase plane behavior of the solution near the positive steady-state for the system with prey density dependent response functions. The positive invariance and boundedness property of the solution to the objective model are proved. The existence result of a positive steady-state and asymptotic analysis near the positive constant equilibrium for the objective system are of interest. The results of phase plane analysis for the system are proved by observing the asymptotic properties of the solutions. Also some numerical analysis results for the behaviors of the solutions in time are provided.

A Dynamic Variational-Asymptotic Procedure for Isotropic Plates Analysis (등방성 판의 동적 변분-점근적 해석)

  • Lee, Su-Bin;Lee, Chang-Yong
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.20 no.2
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    • pp.72-79
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    • 2021
  • The present paper aims to set forth a two-dimensional theory for the dynamics of plates that is valid over a large range of excitation. To construct a dynamic plate theory within the long-wavelength approximation, two dimensional-reduction procedures must be used for analyzing the low- and high-frequency behaviors under the dynamic variational-asymptotic method. Moreover, a separate and logically independent step for the short-wavelength regime is introduced into the present approach to avoid violation of the positive definiteness of the derived energy functional and to facilitate qualitative description of the three-dimensional dispersion curve in the short-wavelength regime. Two examples are presented to demonstrate the capabilities and accuracy of all of the formulas derived herein by using various dispersion curves through comparison with the three-dimensional finite element method.

A comparison of opimum constant stress and step stress accelerated life tests (일정형 가속수명시험과 계단형 가속수명시험의 비교 : 최적설계를 중심으로)

  • 배도선;김명수;전영록
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.53-73
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    • 1996
  • This paper compares two accelerated life for Weibull distribution. One is the optimum constant stress accelerated life test which minimizes the asymptotic variance of maximum likelihood estimator of a specified quantile at design stress, and the other is corresponding simple step stress test. The models and optimum designs of constant stress and step stress tests are reviewed. Behaviors of asymptotic variances, effects of design parameters to optimum tests, and expected numbers of failures and expected test times of the two tests are investigated. The efficiency of step stress test relative to constant stress test is studied in terms of variance ratio, and robustness to preestimates of design parameters are investigated.

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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.

ASYMPTOTIC BEHAVIORS OF ALTERNATIVE JENSEN FUNCTIONAL EQUATIONS-REVISITED

  • Chung, Jaeyoung;Choi, Chang-Kwon
    • The Pure and Applied Mathematics
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    • v.19 no.4
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    • pp.409-421
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    • 2012
  • In this paper, using an efficient change of variables we refine the Hyers-Ulam stability of the alternative Jensen functional equations of J. M. Rassias and M. J. Rassias and obtain much better bounds and remove some unnecessary conditions imposed in the previous result. Also, viewing the fundamentals of what our method works, we establish an abstract version of the result and consider the functional equations defined in restricted domains of a group and prove their stabilities.

REPRESENTATIONS OF SOLUTIONS TO PERIODIC CONTINUOUS LINEAR SYSTEM AND DISCRETE LINEAR SYSTEM

  • Kim, Dohan;Shin, Jong Son
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.933-942
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    • 2014
  • We give a representation of the component of solutions with characteristic multiplier 1 in a periodic linear inhomogeneous continuous system. It follows from this representation that asymptotic behaviors of the component of solutions to the system and to its associated homogeneous system are quite different, though they are similar in the case where the characteristic multiplier is not 1. Moreover, the representation is applicable to linear discrete systems with constant coefficients.

STABILITY OF TRIGONOMETRIC TYPE FUNCTIONAL EQUATIONS IN RESTRICTED DOMAINS

  • Chung, Jae-Young
    • The Pure and Applied Mathematics
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    • v.18 no.3
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    • pp.231-244
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    • 2011
  • We prove the Hyers-Ulam stability for trigonometric type functional inequalities in restricted domains with time variables. As consequences of the result we obtain asymptotic behaviors of the inequalities and stability of related functional inequalities in almost everywhere sense.