• Title/Summary/Keyword: derivative value

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EXPONENTIALLY FITTED NUMERICAL SCHEME FOR SINGULARLY PERTURBED DIFFERENTIAL EQUATIONS INVOLVING SMALL DELAYS

  • ANGASU, MERGA AMARA;DURESSA, GEMECHIS FILE;WOLDAREGAY, MESFIN MEKURIA
    • Journal of applied mathematics & informatics
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    • v.39 no.3_4
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    • pp.419-435
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    • 2021
  • This paper deals with numerical treatment of singularly perturbed differential equations involving small delays. The highest order derivative in the equation is multiplied by a perturbation parameter 𝜀 taking arbitrary values in the interval (0, 1]. For small 𝜀, the problem involves a boundary layer of width O(𝜀), where the solution changes by a finite value, while its derivative grows unboundedly as 𝜀 tends to zero. The considered problem contains delay on the convection and reaction terms. The terms with the delays are approximated using Taylor series approximations resulting to asymptotically equivalent singularly perturbed BVPs. Inducing exponential fitting factor for the term containing the singular perturbation parameter and using central finite difference for the derivative terms, numerical scheme is developed. The stability and uniform convergence of difference schemes are studied. Using a priori estimates we show the convergence of the scheme in maximum norm. The scheme converges with second order of convergence for the case 𝜀 = O(N-1) and for the case 𝜀 ≪ N-1, the scheme converge uniformly with first order of convergence, where N is number of mesh intervals in the domain discretization. We compare the accuracy of the developed scheme with the results in the literature. It is found that the proposed scheme gives accurate result than the one in the literatures.

ANALYSIS OF MALARIA DYNAMICS USING ITS FRACTIONAL ORDER MATHEMATICAL MODEL

  • PAWAR, D.D.;PATIL, W.D.;RAUT, D.K.
    • Journal of applied mathematics & informatics
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    • v.39 no.1_2
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    • pp.197-214
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    • 2021
  • In this paper, we have studied dynamics of fractional order mathematical model of malaria transmission for two groups of human population say semi-immune and non-immune along with growing stages of mosquito vector. The present fractional order mathematical model is the extension of integer order mathematical model proposed by Ousmane Koutou et al. For this study, Atangana-Baleanu fractional order derivative in Caputo sense has been implemented. In the view of memory effect of fractional derivative, this model has been found more realistic than integer order model of malaria and helps to understand dynamical behaviour of malaria epidemic in depth. We have analysed the proposed model for two precisely defined set of parameters and initial value conditions. The uniqueness and existence of present model has been proved by Lipschitz conditions and fixed point theorem. Generalised Euler method is used to analyse numerical results. It is observed that this model is more dynamic as we have considered all classes of human population and mosquito vector to analyse the dynamics of malaria.

Anticancer Activity of Bispidinone Derivative by Induction of Apoptosis

  • Lee, Man Gi;Kwon, Ryong
    • Biomedical Science Letters
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    • v.26 no.4
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    • pp.336-343
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    • 2020
  • The present study was carried out to investigate the possibility that bispidinone derivative makes anticancer drug availability to human cervical carcinoma cell. The B8 has the lowest IC50 value among B8, B9 and B10 which are bispidinone analogue with bromide. According to cytotoxic test through WST-8 assay, B8 shows the most magnificent cytotoxicity effectiveness with 76 μM of IC50 value. In human cervical carcinoma cell treated with B8, it noticeably controlled cellular multiplication by increase of concentration and time. Furthermore, morphological changes like cellular shrink, disruption and nuclear condensation, feature of apoptosis, are observed. Annexin V-FITC/PI double staining assay test proved that B8 can cause apoptosis. Moreover, after treatment with 76 μM of B8, flow cytometry analysis shows that increase of active oxygen species are induced and membrane potential in mitochondria is decreased. Manifestation of Bcl-2 family and caspase cascades protein provides evidence that B8 induces apoptosis through mitochondria and caspase-related pathway. Taken together, we suggested that B8 reduced membrane potential in mitochondria and induce apoptosis through the pathway depended on mitochondria and caspase.

Evaluation of interest rate-linked DLSs

  • Kim, Manduk;Song, Seongjoo
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.85-101
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    • 2022
  • Derivative-linked securities (DLS) is a type of derivatives that offer an agreed return when the underlying asset price moves within a specified range by the maturity date. The underlying assets of DLS are diverse such as interest rates, exchange rates, crude oil, or gold. A German 10-year bond rate-linked DLS and a USD-GBP CMS rate-linked DLS have recently become a social issue in Korea due to a huge loss to investors. In this regard, this paper accounts for the payoff structure of these products and evaluates their prices and fair coupon rates as well as risk measures such as Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR). We would like to examine how risky these products were and whether or not their coupon rates were appropriate. We use Hull-White Model as the stochastic model for the underlying assets and Monte Carlo (MC) methods to obtain numerical results. The no-arbitrage prices of the German 10-year bond rate-linked DLS and the USD-GBP CMS rate-linked DLS at the center of the social issue turned out to be 0.9662% and 0.9355% of the original investment, respectively. Considering that Korea government bond rate for 2018 is about 2%, these values are quite low. The fair coupon rates that make the prices of DLS equal to the original investment are computed as 4.76% for the German 10-year bond rate-linked DLS and 7% for the USD-GBP CMS rate-linked DLS. Their actual coupon rates were 1.4% and 3.5%. The 95% VaR and TVaR of the loss for German 10-year bond rate-linked DLS are 37.30% and 64.45%, and those of the loss for USD-GBP CMS rate-linked DLS are 73.98% and 87.43% of the initial investment. Summing up the numerical results obtained, we could see that the DLS products of our interest were indeed quite unfavorable to individual investors.

EFFECT OF PERTURBATION IN THE SOLUTION OF FRACTIONAL NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATIONS

  • ABDO, MOHAMMED. S.;PANCHAL, SATISH. K.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.1
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    • pp.63-74
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    • 2018
  • In this paper, we study the initial value problem for neutral functional differential equations involving Caputo fractional derivative of order ${\alpha}{\in}(0,1)$ with infinite delay. Some sufficient conditions for the uniqueness and continuous dependence of solutions are established by virtue of fractional calculus and Banach fixed point theorem. Some results obtained showed that the solution was closely related to the conditions of delays and minor changes in the problem. An example is provided to illustrate the main results.

AN ALGORITHM FOR THE NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS OF FRACTIONAL ORDER

  • Odibat, Zaid M.;Momani, Shaher
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.15-27
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    • 2008
  • We present and discuss an algorithm for the numerical solution of initial value problems of the form $D_*^\alpha$y(t) = f(t, y(t)), y(0) = y0, where $D_*^\alpha$y is the derivative of y of order $\alpha$ in the sense of Caputo and 0<${\alpha}{\leq}1$. The algorithm is based on the fractional Euler's method which can be seen as a generalization of the classical Euler's method. Numerical examples are given and the results show that the present algorithm is very effective and convenient.

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Development for Automatic Thickness Measurment System by Digital Image Processing (디지탈 이미지 프로세싱을 이용한 자동두께 측정장치 개발)

  • 김영일;이상길
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1993.10a
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    • pp.395-401
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    • 1993
  • The purpose of this paper is to develop an automatic measuring system based on the digital image processing which can be applied to the in-process measurement of the characteristics of the thin thickness. The derivative operators is used for edge detection in gray level image. This concept can be easiliy illustrated with the aid of object shows an image of a simple light object on a dark background, the gray level profile along a horizontal scan line of the image, and the first and second derivatives of the profile. The first derivative of an edge modeled in this manner is () in all regions of constant gray level, and assumes a constant value during a gray level transition. The experimental results indicate that the developed qutomatic inspection system can be applied in real situation.

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FINITE LOGARITHMIC ORDER SOLUTIONS OF LINEAR q-DIFFERENCE EQUATIONS

  • Wen, Zhi-Tao
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.1
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    • pp.83-98
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    • 2014
  • During the last decade, several papers have focused on linear q-difference equations of the form ${\sum}^n_{j=0}a_j(z)f(q^jz)=a_{n+1}(z)$ with entire or meromorphic coefficients. A tool for studying these equations is a q-difference analogue of the lemma on the logarithmic derivative, valid for meromorphic functions of finite logarithmic order ${\rho}_{log}$. It is shown, under certain assumptions, that ${\rho}_{log}(f)$ = max${{\rho}_{log}(a_j)}$ + 1. Moreover, it is illustrated that a q-Casorati determinant plays a similar role in the theory of linear q-difference equations as a Wronskian determinant in the theory of linear differential equations. As a consequence of the main results, it follows that the q-gamma function and the q-exponential functions all have logarithmic order two.

Development for Automatic Thickness Measurment System by Digital Image Processing (디지탈 영상처리 기법을 이용한 자동 두께측정 장치 개발)

  • Kim, Y.I.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.6
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    • pp.72-79
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    • 1995
  • The purpose of this paper is to develop an automatic measuring system based on the digital image processing which can be applied to the in-process measurment of the characteristics of the thin thickness. The derivative operators is used for edge detection in gray level image. This concept can be easily illustrated with the aid of object shows an image of a simple light object on a dark background, the gray level profile along a horizontal scan line of the image, and the first and second derivatives of the profile. The first derivative of an edge modeled in this manner is 0 in all regions of constant gray level, and assumes a constant value during a gray level transition. The experimental results indicate that the developed automatic inspection system can be applied in real situation.

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Modeling of GN type III with MDD for a thermoelectric solid subjected to a moving heat source

  • Ezzat, Magdy A.
    • Geomechanics and Engineering
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    • v.23 no.4
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    • pp.393-403
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    • 2020
  • We design the Green-Naghdi model type III (GN-III) with widespread thermoelasticity for a thermoelectric half space using a memory-dependent derivative rule (MDD). Laplace transformations and state-space techniques are used in order to find the general solution for any set of limit conditions. A basic question of heat shock charging half space and a traction-free surface was added to the formulation in the present situation of a traveling heat source with consistent heating speed and ramp-type heating. The Laplace reverse transformations are numerically recorded. There are called the impacts of several calculations of the figure of the value, heat source spead, MDD parameters, magnetic number and the parameters of the ramping period.