• Title/Summary/Keyword: computational mathematics

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A SIMPLEX TYPE METHOD USING MULTIPLE UPDATINGS FOR SPECIALLY STRUCTURED LINEAR PROGRAMS

  • Oh, Seyoung;Chung, Seiyoung
    • Journal of applied mathematics & informatics
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    • v.3 no.1
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    • pp.25-34
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    • 1996
  • Many important large-scale linear programs with special structures lead to special computational procedures which are more ef-ficient than the ordinary procedure of the generalized methods. Prob-lems and their solvers taking advantage of multiple updatings of the basis in the dual simplex type method are presented. Computational results run by the efficient algorithm and a presented. Computational results run by the efficient algorithm and a standard code MINOS for the test problems are compared and analyzed. It is shown that the amount of work for the optimal solution for the prblem can be re-duced by the new algorithm.

PERTURBATION ANALYSIS FOR THE POSITIVE DEFINITE SOLUTION OF THE NONLINEAR MATRIX EQUATION $X-\sum^m_{i=1}A^{\ast}_iX^{\delta_i}A_i=Q$

  • Duan, Xue-Feng;Wang, Qing-Wen;Li, Chun-Mei
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.655-663
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    • 2012
  • Based on the elegant properties of the spectral norm and Thompson metric, we firstly give two perturbation estimates for the positive definite solution of the nonlinear matrix equation $$X-\sum^m_{i=1}A^{\ast}_iX^{\delta_i}A_i=Q(0<|{\delta}_i|<1)$$ which arises in an optimal interpolation problem.

AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION

  • Jeong, Darae;Ha, Taeyoung;Kim, Myoungnyoun;Shin, Jaemin;Yoon, In-Han;Kim, Junseok
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.1087-1100
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    • 2014
  • We present an accurate and efficient numerical method for solving the Black-Scholes equation. The method uses an adaptive grid technique which is based on a far-field boundary position and the Peclet condition. We present the algorithm for the automatic adaptive grid generation: First, we determine a priori suitable far-field boundary location using the mathematical model parameters. Second, generate the uniform fine grid around the non-smooth point of the payoff and a non-uniform grid in the remaining regions. Numerical tests are presented to demonstrate the accuracy and efficiency of the proposed method. The results show that the computational time is reduced substantially with the accuracy being maintained.

REVIEW AND IMPLEMENTATION OF STAGGERED DG METHODS ON POLYGONAL MESHES

  • KIM, DOHYUN;ZHAO, LINA;PARK, EUN-JAE
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.25 no.3
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    • pp.66-81
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    • 2021
  • In this paper, we review the lowest order staggered discontinuous Galerkin methods on polygonal meshes in 2D. The proposed method offers many desirable features including easy implementation, geometrical flexibility, robustness with respect to mesh distortion and low degrees of freedom. Discrete function spaces for locally H1 and H(div) spaces are considered. We introduce special properties of a sub-mesh from a given star-shaped polygonal mesh which can be utilized in the construction of discrete spaces and implementation of the staggered discontinuous Galerkin method. For demonstration purposes, we consider the lowest case for the Poisson equation. We emphasize its efficient computational implementation using only geometrical properties of the underlying mesh.

COMMUTATIVITY OF PRIME GAMMA NEAR RINGS WITH GENERALIZED DERIVATIONS

  • MARKOS, ADNEW;MIYAN, PHOOL;ALEMAYEHU, GETINET
    • Journal of applied mathematics & informatics
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    • v.40 no.5_6
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    • pp.915-923
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    • 2022
  • The purpose of the present paper is to obtain commutativity of prime Γ-near-ring N with generalized derivations F and G with associated derivations d and h respectively satisfying one of the following conditions:(i) G([x, y]α = ±f(y)α(xoy)βγg(y), (ii) F(x)βG(y) = G(y)βF(x), for all x, y ∈ N, β ∈ Γ (iii) F(u)βG(v) = G(v)βF(u), for all u ∈ U, v ∈ V, β ∈ Γ,(iv) if 0 ≠ F(a) ∈ Z(N) for some a ∈ V such that F(x)αG(y) = G(y)αF(x) for all x ∈ V and y ∈ U, α ∈ Γ.