• Title/Summary/Keyword: derivative value

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ADAPTIVE NUMERICAL SOLUTIONS FOR THE BLACK-SCHOLES EQUATION

  • Park, H.W.;S.K. Chung
    • Journal of applied mathematics & informatics
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    • v.12 no.1_2
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    • pp.335-349
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    • 2003
  • Almost all business are affected by the weather so that weather derivatives has been traded to hedge weather risk. Since the weather itself is not an asset with a market price, some analysts believe that the Black-Scholes equation could not be used appropriately to price weather derivative options. But some weather derivatives can be considered as an Asian option, we revisit the Black-scholes model. Numerical solution of the Black-Scholes equation has a significant error at the money option or around the money option, it is necessary to adopt adaptive mesh near to the strike value. Here we propose a numerical method with an adaptive grid refinement.

Interfacially Controlled Hybrid Thin-film Solar Cells Using a Solution-processed Fullerene Derivative

  • Nam, Sang-Gil;Song, Myeong-Gwan;Kim, Dong-Ho;Kim, Chang-Su
    • Proceedings of the Korean Vacuum Society Conference
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    • 2014.02a
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    • pp.190.2-190.2
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    • 2014
  • We report the origin of the improvement of the power conversion efficiency (PCE) of hybrid thin-film solar cells when a soluble C60 derivative, [6,6]-phenyl-$C_{61}$-butyric acid methyl ester (PCBM), is introduced as a hole-blocking layer. The PCBM layer could establish better interfacial contact by decreasing the reverse ark-saturation current density, resulting in a decrease in the probability of carrier recombination. The power conversion efficiency of this optimized device reached a maximum value of 8.34% and is the highest yet reported for hybrid thin-film solar cells.

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Epi-Leptosphaerin: A New L-Isoascorbic Acid Derivative from Marine Sponges

  • Kulkarni, Roshan R.;Jo, A Reum;Kim, Young Ho;Na, MinKyun
    • Natural Product Sciences
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    • v.21 no.4
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    • pp.293-296
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    • 2015
  • A new L-isoascorbic acid derivative epi-leptosphaerin (1) and two known compounds leptosphaerin (2), and verongamine (3) were isolated from sponges of the orders Verongida and Thorectidae. Compounds 1 and 2 are most likely of sponge-associated fungal origin. In the present study, isolated compounds were investigated for their inhibition of soluble epoxide hydrolase (sEH), which is considered a promising target for the management of pain, inflammation, and comorbidities associated with diabetes. Compound 3, verongamine, displayed weak inhibitory activity against sEH with an $IC_{50}$ value $51.5{\pm}1.0{\mu}M$.

Kinetics of Thermal Degradation of Waste styrene compound and Paper Sludge Blend (폐 스티렌계수지와 제지슬럿지 Blend의 열분해에 관한 연구)

  • Seul, Soo-Duk;Kim, Nam-Seok;Wang, Seok-Ju;Na, Sang-Do
    • Elastomers and Composites
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    • v.30 no.2
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    • pp.105-111
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    • 1995
  • The thermal decomposition of the paper sludge with poly (acrylonitrile-butadiene-styrene) was using a thermal analysis techniques in the stream of nitrogen gas of 30ml/min at various heating rates from 4 to $20^{\circ}C/min$. The mathmatical, derivative and integral method were used to obtain values of activation energy of decomposition reaction. 1. The values of activation energy evaluated by derivative and Intergral method were consistent with each other very well. 2. The maximum value of heat of decomposition evaluated by DSC method was 10.120cal/g at weight ratio of paper sludge/ABS=20/80. 3. The thermogravimetric trace curve agreed with the theoretical equation.

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Determination of Total Glycyrrhetic Acid in Glycyrrhizae Radix by Second Derivative UV Spectrometry

  • Song, Seung-Bae;Choi, Jung-Kap;Yoo, Gyurng-Soo
    • Archives of Pharmacal Research
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    • v.13 no.2
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    • pp.174-179
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    • 1990
  • Second derivative (D2) spectrometry using ion-pair extraction technique was development for the determination of total glycyrrhetic acid (GA) in Glycyrrhizae Radix, Glycyr-rhizin (G) obtained from Glycyrrhizae Radix was hydrolyzed into GA in 2 N-HCI and methanol (1:1) and extracted from aqueous phase in the form of an ion-pair complex with tetrapentylammonium bromide (TPA) as a counter ion. Maximum D2 amplitude (Z value) was obtained when 1000-fold or greater molar ratio of TPA was used at pH 11. Reaction an effective extraction solvent of the ion-pair complex. The linearity of standard curve of ion-pair GA was obtained in the range of 4.120 $\mu$g/ml as GA. Assayed contents of GA in dry powder by D2 UV spectrometry and HPLC method were 5.31 $\pm$ 0.04% and 5.20 $\pm$ 0.008%, respectively.

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Kinetics of Pyrolysis Degradation of on ${\alpha}-Cellulose$. - Effect of Acid Catalysts NaCl- (${\alpha}$-셀룰로오즈의 열분해에 관한 연구(I) - 산촉매 NaCl의 영향 -)

  • Na, S.D.;Hwang, J.H.;Choi, J.S.;Seul, S.D.;Sohn, J.E.
    • Elastomers and Composites
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    • v.31 no.2
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    • pp.122-129
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    • 1996
  • The Thermal decomposition of the ${\alpha}-Cellulose$ and NaCl was studied using a thermal analysis technique in the steam of nitrogen gas with 30ml/min at various heating ranges from 4 to $20^{\circ}C/min$. The Derivative and Integral method used to be obtained values of activation energy of decomposition reaction. 1. The values of activation energy evaluated by Derivative and Intergral method were consistent with each other very well. 2. The maximum value of heat of decomposition evalated by DSC method was ${\alpha}-Cellulose/NaCl= 90/10$. 3. The thermogravimetric trace curve agreed with the theoretical equation.

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Cascade Observer Design For n-th Order Derivatives of Measured Value (측정신호의 n차 도함수 추정을 위한 축차 관측기 설계)

  • Kim, Eung-Seok;Kim, You-Nam;Lee, Chang-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.50 no.2
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    • pp.80-86
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    • 2001
  • We design a sliding mode cascade observer to estimate derivatives of the output. In the 1st step of the observer, the output will be estimated, and the 1st order derivative of the output will be estimated via the 2nd step of the observer. Also, nth order derivative of the output will be estimated in the n+1th step of the observer. Exponential convergence of the estimation errors is shown under the bounded initial condition. Numerical examples will be presented to show the validity of the proposed observer.

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EXISTENCE RESULTS FOR ANTI-PERIODIC BOUNDARY VALUE PROBLEMS OF NONLINEAR SECOND-ORDER IMPULSIVE qk-DIFFERENCE EQUATIONS

  • Ntouyas, Sotiris K.;Tariboon, Jessada;Thiramanus, Phollakrit
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.2
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    • pp.335-350
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    • 2016
  • Based on the notion of $q_k$-derivative introduced by the authors in [17], we prove in this paper existence and uniqueness results for nonlinear second-order impulsive $q_k$-difference equations with anti-periodic boundary conditions. Two results are obtained by applying Banach's contraction mapping principle and Krasnoselskii's fixed point theorem. Some examples are presented to illustrate the results.

On Some Sums at the a-points of Derivatives of the Riemann Zeta-Function

  • Kamel Mazhouda;Tomokazu Onozuka
    • Kyungpook Mathematical Journal
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    • v.64 no.3
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    • pp.423-433
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    • 2024
  • Let ζ(k)(s) be the k-th derivative of the Riemann zeta function and a be a complex number. The solutions of ζ(k)(s) = a are called a-points. In this paper, we give an asymptotic formula for the sum $$\sum_{1<{\gamma}_a^{(k)}, where j and k are non-negative integers and ρ(k)a denotes an a-point of the k-th derivative ζ(k)(s) and γ(k)a = Im(ρ(k)a).

The Water-Soluble Chitosan Derivative, N-Methylene Phosphonic Chitosan, Is an Effective Fungicide against the Phytopathogen Fusarium eumartii

  • Mesas, Florencia Anabel;Terrile, Maria Cecilia;Silveyra, Maria Ximena;Zuniga, Adriana;Rodriguez, Maria Susana;Casalongue, Claudia Anahi;Mendieta, Julieta Renee
    • The Plant Pathology Journal
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    • v.37 no.6
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    • pp.533-542
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    • 2021
  • Chitosan has been considered an environmental-friendly polymer. However, its use in agriculture has not been extended yet due to its relatively low solubility in water. N-Methylene phosphonic chitosan (NMPC) is a water-soluble derivative prepared by adding a phosphonic group to chitosan. This study demonstrates that NMPC has a fungicidal effect on the phytopathogenic fungus Fusarium solani f. sp. eumartii (F. eumartii) judged by the inhibition of F. eumartti mycelial growth and spore germination. NMPC affected fungal membrane permeability, reactive oxygen species production, and cell death. Also, this chitosan-derivative exerted antifungal effects against two other phytopathogens, Botrytis cinerea, and Phytophthora infestans. NMPC did not affect tomato cell viability at the same doses applied to these phytopathogens to exert fungicide action. In addition to water solubility, the selective biological cytotoxicity of NMPC adds value in its application as an antimicrobial agent in agriculture.