• 제목/요약/키워드: difference operator

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COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL

  • Lee, Ahram;Lee, Younhee
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.3
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    • pp.503-508
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    • 2016
  • We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.

ON THE LINEAR EQUIVALENCE OF SEQUENCES IN HILBERT SPACES

  • TARIQ QAWASMEH;RAED HATAMLEH;BELAL BATIHA;AHMED SALEM HEILAT
    • Journal of applied mathematics & informatics
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    • v.42 no.2
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    • pp.237-243
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    • 2024
  • A similarity transformation of a solution of the Cauchy problem for the linear difference equation in Hilbert space has been studied. In this manuscript, we obtain necessary and sufficient conditions for linear equivalence of the discrete semigroup of operators, generated by the solution of the difference equation utilizing four Canonical semigroups.

A Study on the changes of electric change induced by Tanchim (彈鍼) manipulation during acupuncture therapy (자침시(刺鍼時) 탄침(彈鍼)의 수기자극(手技刺戟)이 전위변화(電位變化)에 미치는 영향(影響))

  • Kim, Yong-Deug;Kim, Young-Tae;Park, Sung-Sub;Park, Gwi-Jong;Sohn, In-Cheul;Kim, Kyung-Sik
    • Korean Journal of Acupuncture
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    • v.21 no.4
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    • pp.1-19
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    • 2004
  • Objectives : To understanding biological mechanism of acupuncture therapy, we have proposed a hypothesis. First of all, there exists electric property in meridian and meridian point. Second of all, energy flowing in meridian is related with electric property. Third of all, there is electronic interaction between the operator who performs acupuncture therapy and the receiver who is given acupuncture therapy. Forth of all, acupuncture effects may depend on the electric capacity which is transferred between the operator and the receiver via acupuncture needle. Methods : Under the hypothesis, we studied the effects of electric change in $ST_{37}(+)\;and\;ST_{39}(-)$ generated by Tanchim (彈鍼) manipulation which was stimulated at $ST_{36}$ point. And compared with data on the changes of electric change from the hand of the operator during acupuncture stimulation. Electric charge induced via acupuncture needle from the operator may be important factor that causes the changes of electric change in meridian and acupoint in the receiver. Therefore we investigated the changes of electric charge induced by the operator using Maclab 400 by the following methods. The one was in stable electric circle condition and the other was in unstable electric circle condition. Results : In this experiments, the changes of electric change from the stimulation type of Tanchim manipulation performed in our lab condition in acupuncture therapy was induced at least three factor, one was the difference of bio-potentials between the operator and the receiver of acupuncture therapy, another was the depth of acupuncture insertion from the skin of the receiver, the other was an electromyogram of the receiver. Conclusion : The data imply that the first factor should make a capacitance current when the operator touched the acupuncture needle which was inserted in the receiver. Therefore, the results suggest that capacitance currents stimulus in electronic view may be important factor in acupuncture therapy between the operator and the receiver of acupuncture therapy.

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A Study on the changes of electric charge induced by Apchim (押鍼) manipulation during acupuncture therapy (자침시(刺鍼時) 압침(押鍼)의 수기자극(手技刺戟)이 전위변화(電位變化)에 미치는 영향(影響))

  • Song, Moon-Young;Shim, Won-Bo;Kim, Young-Tae;Baek, Dae-Bong;Ahn, Sung-Hun;Kim, Kyoung-Sik;Sohn, In-Cheul
    • Korean Journal of Acupuncture
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    • v.22 no.4
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    • pp.9-27
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    • 2005
  • Objective : hypothesis. First of all, there exists electric property in meridian and meridian point. Second of all, energy flowing in meridian is related with electric property. Third of all, there is electronic interaction between the operator who performs acupuncture therapy and the receiver who is given acupuncture therapy. Forth of all, acupuncture effects may depend on the electric capacity which is transferred between the operator and the receiver via acupuncture needle. Methods : Under the hypothesis, I studied the effects of electric charge in ST37(+) and ST39(-) generated by Apchim (押鍼) manipulation which was stimulated at ST36 point. And compared with data on the changes of electric charge from the hand of the operator during acupuncture stimulation. Electric charge induced via acupuncture needle from the operator may be important factor that causes the changes of electric charge in meridian and acupoint in the receiver. Therefore we investigated the changes of electric charge induced by the operator using Maclab 400 by the following methods. The one was in stable electric circle condition and the other was in unstable electric circle condition. In this experiments, the changes of electric charge from the stimulation type of Apchim manipulation performed in our lab condition in acupuncture therapy was induced at least three factor, one was the difference of bio-potentials between the operator and the receiver of acupuncture therapy, another was the depth of acupuncture insertion from the skin of the receiver the other was an electromyogram of the receiver. Results :The data imply that the first factor should make a capacitance current when the operator touched the acupuncture needle which was inserted in the receiver. Therefore, the results suggest that capacitance currents stimulus in electronic view may be important factor in acupuncture therapy between the operator and the receiver of acupuncture therapy.

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Investigation of Microbial Contamination of Dutch Coffee Sold at Food Service Business Operator (식품접객업소에서 판매되는 더치커피의 미생물 오염도 조사)

  • Lee, Hyo-Kyung;Do, Young-Sook;Park, Geon-Yeong;Lee, Hyun-Kyung;Choi, Yu-Mi;Lim, Hye-Won;Ham, Hyun-Kyung;Han, Yu-Ri;Lee, Myung-Jin
    • Journal of Food Hygiene and Safety
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    • v.37 no.4
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    • pp.271-276
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    • 2022
  • This study aimed to investigate microbial contamination of Dutch coffee in Gyeonggi province, South Korea. A total of 70 different Dutch coffee were purchased from an offline market (food service business operator). Two types of coffee were considered: "coffee made from food service business operator" and "coffee made from food manufacturer." The levels of total aerobic bacteria were 0.74-6.21 log CFU/mL in 15 samples and fungi were 0.70-4.00 log CFU/mL in 21 samples. Total aerobic bacteria was detected at higher levels in "coffee made from food service business operator" than in "coffee made from food manufacturer," and the difference was not significant. Three samples in "coffee made from food manufacturer" exceeded the standard for total aerobic bacteria. Escherichia coli, Coliform, and 12 types of foodborne bacteria were not detected in all samples. The extraction method detected no difference in cell counts of total aerobic bacteria and fungi. Therefore, to reduce microbial contamination of Dutch coffee, managing hygiene while maintaining the refrigeration temperature from the bean management stage to the sale process is crucial.

FRACTIONAL CHEBYSHEV FINITE DIFFERENCE METHOD FOR SOLVING THE FRACTIONAL BVPS

  • Khader, M.M.;Hendy, A.S.
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.299-309
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    • 2013
  • In this paper, we introduce a new numerical technique which we call fractional Chebyshev finite difference method (FChFD). The algorithm is based on a combination of the useful properties of Chebyshev polynomials approximation and finite difference method. We tested this technique to solve numerically fractional BVPs. The proposed technique is based on using matrix operator expressions which applies to the differential terms. The operational matrix method is derived in our approach in order to approximate the fractional derivatives. This operational matrix method can be regarded as a non-uniform finite difference scheme. The error bound for the fractional derivatives is introduced. The fractional derivatives are presented in terms of Caputo sense. The application of the method to fractional BVPs leads to algebraic systems which can be solved by an appropriate method. Several numerical examples are provided to confirm the accuracy and the effectiveness of the proposed method.

LINEAR ISOMORPHIC EULER FRACTIONAL DIFFERENCE SEQUENCE SPACES AND THEIR TOEPLITZ DUALS

  • RAJ, KULDIP;AIYUB, M.;SAINI, KAVITA
    • Journal of applied mathematics & informatics
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    • v.40 no.3_4
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    • pp.657-668
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    • 2022
  • In the present paper we introduce and study Euler sequence spaces of fractional difference and backward difference operators. We make an effort to prove that these spaces are BK-spaces and linearly isomorphic. Further, Schauder basis for Euler fractional difference sequence spaces $e^{\varsigma}_{0,p}({\Delta}^{(\tilde{\beta})},\;{\nabla}^m)$ and $e^{\varsigma}_{c,p}({\Delta}^{(\tilde{\beta})},\;{\nabla}^m)$ are also elaborate. In addition to this, we determine the 𝛼-, 𝛽- and 𝛾- duals of these spaces.

Numerical simulation of single-phase two-components flow in naturally fractured oil reservoirs

  • Debossam, Joao Gabriel Souza;dos Santos Heringer, Juan Diego;de Souza, Grazione;Souto, Helio Pedro Amaral
    • Coupled systems mechanics
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    • v.8 no.2
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    • pp.129-146
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    • 2019
  • The main goal of this work is to develop a numerical simulator to study an isothermal single-phase two-component flow in a naturally fractured oil reservoir, taking into account advection and diffusion effects. We use the Peng-Robinson equation of state with a volume translation to evaluate the properties of the components, and the discretization of the governing partial differential equations is carried out using the Finite Difference Method, along with implicit and first-order upwind schemes. This process leads to a coupled non-linear algebraic system for the unknowns pressure and molar fractions. After a linearization and the use of an operator splitting, the Conjugate Gradient and Bi-conjugated Gradient Stabilized methods are then used to solve two algebraic subsystems, one for the pressure and another for the molar fraction. We studied the effects of fractures in both the flow field and mass transport, as well as in computing time, and the results show that the fractures affect, as expected, the flow creating a thin preferential path for the mass transport.

Improved Melody Recognition Performance of a Cochlear Implant Speech Processing Strategy Using Instantaneous Frequency Encoding Based on Teager Energy Operator

  • Choi, Sung-Jin;Ryu, Sang-Baek;Kim, Kyung-Hwan
    • Journal of Biomedical Engineering Research
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    • v.31 no.6
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    • pp.417-426
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    • 2010
  • We present a speech processing strategy incorporating instantaneous frequency (IF) encoding for the enhancement of melody recognition performance of cochlear implants. For the IF extraction from incoming sound, we propose the use of a Teager energy operator (TEO), which is advantageous for its lower computational load. From time-frequency analysis, we verified that the TEO-based method provides proper IF encoding of input sound, which is crucial for melody recognition. Similar benefit could be obtained also from the use of a Hilbert transform (HT), but much higher computational cost was required. The melody recognition performance of the proposed speech processing strategy was compared with those of a conventional strategy using envelope extraction, and the HT-based IF encoding. Hearing tests on normal subjects were performed using acoustic simulation and a musical contour identification task. Insignificant difference in melody recognition performance was observed between the TEO-based and HT-based IF encodings, and both were superior to the conventional strategy. However, the TEO-based strategy was advantageous considering that it was approximately 35% faster than the HT-based strategy.

Forgery Detection Scheme Using Enhanced Markov Model and LBP Texture Operator in Low Quality Images (저품질 이미지에서 확장된 마르코프 모델과 LBP 텍스처 연산자를 이용한 위조 검출 기법)

  • Agarwal, Saurabh;Jung, Ki-Hyun
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.31 no.6
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    • pp.1171-1179
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    • 2021
  • Image forensic is performed to check image limpidness. In this paper, a robust scheme is discussed to detect median filtering in low quality images. Detection of median filtering assists in overall image forensic. Improved spatial statistical features are extracted from the image to classify pristine and median filtered images. Image array data is rescaled to enhance the spatial statistical information. Features are extracted using Markov model on enhanced spatial statistics. Multiple difference arrays are considered in different directions for robust feature set. Further, texture operator features are combined to increase the detection accuracy and SVM binary classifier is applied to train the classification model. Experimental results are promising for images of low quality JPEG compression.