• Title/Summary/Keyword: discrete mathematics

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A DECOMPOSITION THEOREM FOR UTUMI AND DUAL-UTUMI MODULES

  • Ibrahim, Yasser;Yousif, Mohamed
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.6
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    • pp.1563-1567
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    • 2021
  • We show that if M is a Utumi module, in particular if M is quasi-continuous, then M = Q ⊕ K, where Q is quasi-injective that is both a square-full as well as a dual-square-full module, K is a square-free module, and Q & K are orthogonal. Dually, we also show that if M is a dual-Utumi module whose local summands are summands, in particular if M is quasi-discrete, then M = P ⊕ K where P is quasi-projective that is both a square-full as well as a dual-square-full module, K is a dual-square-free module, and P & K are factor-orthogonal.

EFFICIENT AND ACCURATE FINITE DIFFERENCE METHOD FOR THE FOUR UNDERLYING ASSET ELS

  • Hwang, Hyeongseok;Choi, Yongho;Kwak, Soobin;Hwang, Youngjin;Kim, Sangkwon;Kim, Junseok
    • The Pure and Applied Mathematics
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    • v.28 no.4
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    • pp.329-341
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    • 2021
  • In this study, we consider an efficient and accurate finite difference method for the four underlying asset equity-linked securities (ELS). The numerical method is based on the operator splitting method with non-uniform grids for the underlying assets. Even though the numerical scheme is implicit, we solve the system of discrete equations in explicit manner using the Thomas algorithm for the tri-diagonal matrix resulting from the system of discrete equations. Therefore, we can use a relatively large time step and the computation of the ELS option pricing is fast. We perform characteristic computational test. The numerical test confirm the usefulness of the proposed method for pricing the four underlying asset equity-linked securities.

APPROXIMATE TANGENT VECTOR AND GEOMETRIC CUBIC HERMITE INTERPOLATION

  • Jeon, Myung-Jin
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.575-584
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    • 2006
  • In this paper we introduce a discrete tangent vector of a polygon defined on each vertex by a linear combination of forward difference and backward difference, and show that if the polygon is originated from a smooth curve then direction of the discrete tangent vector is a second order approximation of the direction of the tangent vector of the original curve. Using this discrete tangent vector, we also introduced the geometric cubic Hermite interpolation of a polygon with controlled initial and terminal speed of the curve segments proportional to the edge length. In this case the whole interpolation is $C^1$. Experiments suggest that about $90\%$ of the edge length is the best fit for the initial and terminal speeds.

A Historical Review on Discrete Models of Population Changes and Illustrative Analysis Methods Using Computer Softwares (개체 수 변화에 대한 이산적 모델의 역사적 개요와 컴퓨터 소프트웨어를 이용하는 시각적 분석 방법)

  • Shim, Seong-A
    • Journal for History of Mathematics
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    • v.27 no.3
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    • pp.197-210
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    • 2014
  • Species like insects and fishes have, in many cases, non-overlapping time intervals of one generation and their descendant one. So the population dynamics of such species can be formulated as discrete models. In this paper various discrete population models are introduced in chronological order. The author's investigation starts with the Malthusian model suggested in 1798, and continues through Verhulst model(the discrete logistic model), Ricker model, the Beverton-Holt stock-recruitment model, Shep-herd model, Hassell model and Sigmoid type Beverton-Holt model. We discuss the mathematical and practical significance of each model and analyze its properties. Also the stability properties of stationary solutions of the models are studied analytically and illustratively using GSP, a computer software. The visual outputs generated by GSP are compared with the analytical stability results.

PERIODIC SOLUTIONS FOR DISCRETE ONE-PREDATOR TWO-PREY SYSTEM WITH THE MODIFIED LESLIE-GOWER FUNCTIONAL RESPONSE

  • Shi, Xiangyun;Zhou, Xueyong;Song, Xinyu
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.639-651
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    • 2009
  • In this paper, we study a discrete Leslie-Gower one-predator two-prey model. By using the method of coincidence degree and some techniques, we obtain the existence of at least one positive periodic solution of the system. By linalization of the model at positive periodic solution and construction of Lyapunov function, sufficient conditions are obtained to ensure the global stability of the positive periodic solution. Numerical simulations are carried out to explain the analytical findings.

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Korobov Polynomials of the Fifth Kind and of the Sixth Kind

  • Kim, Dae San;Kim, Taekyun;Kwon, Hyuck In;Mansour, Toufik
    • Kyungpook Mathematical Journal
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    • v.56 no.2
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    • pp.329-342
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    • 2016
  • Recently, Korobov polynomials have been received a lot of attention, which are discrete analogs of Bernoulli polynomials. In particular, these polynomials are used to derive some interpolation formulas of many variables and a discrete analog of the Euler summation formula. In this paper, we extend these family of polynomials to consider the Korobov polynomials of the fifth kind and of the sixth kind. We present several explicit formulas and recurrence relations for these polynomials. Also, we establish a connection between our polynomials and several known families of polynomials.

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.