• Title/Summary/Keyword: discrete exponential function

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POSITIVE SOLUTIONS TO DISCRETE HARMONIC FUNCTIONS IN UNBOUNDED CYLINDERS

  • Fengwen Han;Lidan Wang
    • Journal of the Korean Mathematical Society
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    • v.61 no.2
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    • pp.377-393
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    • 2024
  • In this paper, we study the positive solutions to a discrete harmonic function for a random walk satisfying finite range and ellipticity conditions, killed at the boundary of an unbounded cylinder in ℤd. We first prove the existence and uniqueness of positive solutions, and then establish that all the positive solutions are generated by two special solutions, which are exponential growth at one end and exponential decay at the other. Our method is based on maximum principle and a Harnack type inequality.

MITTAG-LEFFLER STABILITY OF SYSTEMS OF FRACTIONAL NABLA DIFFERENCE EQUATIONS

  • Eloe, Paul;Jonnalagadda, Jaganmohan
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.977-992
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    • 2019
  • Mittag-Leffler stability of nonlinear fractional nabla difference systems is defined and the Lyapunov direct method is employed to provide sufficient conditions for Mittag-Leffler stability of, and in some cases the stability of, the zero solution of a system nonlinear fractional nabla difference equations. For this purpose, we obtain several properties of the exponential and one parameter Mittag-Leffler functions of fractional nabla calculus. Two examples are provided to illustrate the applicability of established results.

DISTURBANCE ATTENUATION FOR A CLASS OF DISCRETE-TIME SWITCHED SYSTEMS WITH EXPONENTIAL UNCERTAINTY

  • Li, Changlin;Long, Fei;Ren, Guohui
    • Journal of the Korean Mathematical Society
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    • v.48 no.4
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    • pp.775-795
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    • 2011
  • The disturbance attenuation problem for a class of discretetime switched linear systems with exponential uncertainties via switched state feedback and switched dynamic output feedback is investigated, respectively. By using Taylor series approximation and convex polytope technique, exponentially uncertain discrete-time switched linear system is transformed into an equivalent switched polytopic model with additive norm bounded uncertainty. For such equivalent switched model, one designs its switching strategy and associated state feedback controllers and dynamic output feedback controllers so that whole switched model is asymptotical stabilization with H-in nity disturbance attenuation base on switched Lyapunov function and LMI approach. Finally, two numerical examples are presented to illustrate our results.

Exponential Stability of Predictor Feedback for Discrete-Time Linear Systems with Input Delays (입력 지연을 갖는 이산시간 선형 시스템을 위한 예측기 피드백의 지수적 안정성)

  • Choi, Joon-Young
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.7
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    • pp.583-586
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    • 2013
  • We consider discrete-time LTI (Linear Time-Invariant) systems with constant input delays. The input delay is modeled by a first-order PdE (Partial difference Equation) and a backstepping transformation is employed to design a predictor feedback controller. The backstepping approach results in the construction of an explicit Lyapunov function, with which we prove the exponential stability of the closed-loop system formed by the predictor feedback. The numerical example demonstrates the design of the predictor feedback controller, and illustrates the validity of the exponential stability.

ALTERNATIVE NUMERICAL APPROACHES TO THE JUMP-DIFFUSION OPTION VALUATION

  • CHOI BYUNG WOOK;KI HO SAM;LEE MI YOUNG
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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    • pp.519-536
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    • 2005
  • The purpose of this paper is to propose several approximating methods to obtain the American option prices under jump-diffusion processes. The first method is to extend an approximating method to the optimal exercise boundary by a multipiece exponential function suggested by Ju [17]. The second approach is to modify the analytical methods of MacMillan [20] and Zhang [25] in a discrete time space. The third approach is to apply the simulation technique of Ibanez and Zapareto [14] to the problem of American option pricing when the jumps are allowed. Finally, we compare the numerical performance of each suggesting method with those of the previous numerical approaches.

A System Modeling and Controller Design Method Using Discrete Fourier Transform (이산 푸리에변환을 이용한 모델링과 제어기 설계 방법)

  • Shim, Kwan-Shik;Ahn, Hyun-Jin;Nam, Hae-Kon;Lim, Yeong-Chul;Kim, Eui-Sun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.26 no.2
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    • pp.34-43
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    • 2012
  • This paper describes system modeling and controller design method in the measured signal by discrete Fourier transform. Transfer function of the second order system is estimated by the dominant parameter which is computed in the magnitude and the phase of Fourier spectrum of the measured signal. In addition, the controller was designed by the estimated transfer function, and the results were compared. The proposed estimation method of transfer function contains only a very simple mathematical process. Therefore, it is effective to design the controller in the measured signal when the output of the system contains the characteristics of complex exponential functions case. The proposed method was applied on Op-Amp system to verify the efficiency and the reliability. The results show that the proposed algorithms are highly applicable to the system modeling and controller design in the measured data.

MONOTONE EMPIRICAL BAYES TESTS FOR SOME DISCRETE NONEXPONENTIAL FAMILIES

  • Liang, Tachen
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.153-165
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    • 2007
  • This paper deals with the empirical Bayes two-action problem of testing $H_0\;:\;{\theta}{\leq}{\theta}_0$: versus $H_1\;:\;{\theta}>{\theta}_0$ using a linear error loss for some discrete nonexponential families having probability function either $$f_1(x{\mid}{\theta})=(x{\alpha}+1-{\theta}){\theta}^x\prod\limits_{j=0}^x\;(j{\alpha}+1)$$ or $$f_2(x{\mid}{\theta})=[{\theta}\prod\limits_{j=0}^{x-1}(j{\alpha}+1-{\theta})]/[\prod\limits_{j=0}^x\;(j{\alpha}+1)]$$. Two empirical Bayes tests ${\delta}_n^*\;and\;{\delta}_n^{**}$ are constructed. We have shown that both ${\delta}_n^*\;and\;{\delta}_n^{**}$ are asymptotically optimal, and their regrets converge to zero at an exponential decay rate O(exp(-cn)) for some c>0, where n is the number of historical data available when the present decision problem is considered.

A Study on Improvement in Digital Image Restoration by a Recursive Vector Processing (순환벡터처리에 의한 디지털 영상복원에 관한 연구)

  • 이대영;이윤현
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.8 no.3
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    • pp.105-112
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    • 1983
  • This paper discribes technique of the recursive restoration for the images degraded by linear space invariant blur and additive white Gaussian noise. The image is characterized statistically by tis mean and correlation function. An exponential autocorrelation function has been used to model neighborhood model. The vector model was used because of analytical simplicitly and capability to implement brightness correlation function. Base on the vector model, a two-dimensional discrete stochastic a 12 point neighborhood model for represeting images was developme and used the technique of moving window processing to restore blurred and noisy images without dimensionality increesing, It has been shown a 12 point neighborhood model was found to be more adequate than a 8 point pixel model to obtain optimum pixel estimated. If the image is highly correlated, it is necessary to use a large number of points in the neighborhood in order to have improvements in restoring image. It is believed that these result could be applied to a wide range of image processing problem. Because image processing thchniques normally required a 2-D linear filtering.

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A Study on DWT Compression of Interlaced Images (Interlace 영상의 DWT 압축에 관한 연구)

  • 김윤호;허창우;오용선;류광렬
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2000.05a
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    • pp.392-397
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    • 2000
  • An Interlaced 2D field images compression technique by Discrete Wavelet Transform is proposed. The result has a good image resolution and compression rate, PSNR, and reduces processing time of compression. PSNR depends on the exponential function corresponding to 2 power N has higher 30% than DCT. And It is easier to process the inter-frame and fast to work a second with each parallel field processing, and more be able to approximate a frame on the field.

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ON A CLASS OF QUASILINEAR ELLIPTIC EQUATION WITH INDEFINITE WEIGHTS ON GRAPHS

  • Man, Shoudong;Zhang, Guoqing
    • Journal of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.857-867
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    • 2019
  • Suppose that G = (V, E) is a connected locally finite graph with the vertex set V and the edge set E. Let ${\Omega}{\subset}V$ be a bounded domain. Consider the following quasilinear elliptic equation on graph G $$\{-{\Delta}_{pu}={\lambda}K(x){\mid}u{\mid}^{p-2}u+f(x,u),\;x{\in}{\Omega}^{\circ},\\u=0,\;x{\in}{\partial}{\Omega},$$ where ${\Omega}^{\circ}$ and ${\partial}{\Omega}$ denote the interior and the boundary of ${\Omega}$, respectively, ${\Delta}_p$ is the discrete p-Laplacian, K(x) is a given function which may change sign, ${\lambda}$ is the eigenvalue parameter and f(x, u) has exponential growth. We prove the existence and monotonicity of the principal eigenvalue of the corresponding eigenvalue problem. Furthermore, we also obtain the existence of a positive solution by using variational methods.