• East Asian mathematical journal
• /
• 제29권5호
• /
• pp.545-550
• /
• 2013

A remarkably large number of integral formulas have been investigated and developed. Certain large number of integral formulas are expressed as derivatives of some known functions. Here we choose to recall such a formula to present explicit expressions in terms of Gamma function, Psi function and Polygamma functions. Some simple interesting special cases of our main formulas are also considered. It is also pointed out that the same argument can establish explicit integral formulas for other those expressed in terms of derivatives of some known functions.

• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 2006년도 정기 학술대회 논문집
• /
• pp.389-394
• /
• 2006

Fully flexible cell preserves Hamiltonian in structure, so the symplectic time integrator is applied to the equations of motion. Primarily, generalized leapfrog time integration (GLF) is applicable, but the equations of motion by GLF have some of implicit formulas. The implicit formulas give rise to a complicate calculation for coding and need an iteration process. In this paper, the time integration formulas are obtained for the fully flexible cell molecular dynamics simulation by using the splitting time integration. It separates flexible cell Hamiltonian into terms corresponding to each of Hamiltonian term, so the simple and completely explicit recursion formula was obtained. The explicit formulas are easy to implementation for coding and may be reduced the integration time because they are not need iteration process. We are going to compare the resulting splitting time integration with the implicit generalized leapfrog time integration.

• Kyungpook Mathematical Journal
• /
• 제46권4호
• /
• pp.565-571
• /
• 2006

In this paper, we present the explicit formula of the generalized inverse $A^{(2)}_{T,S}$, and we apply this result to solve restricted linear equation $Ax+y=b$, $x{\in}T$, $y{\in}S$ and $Ax+By=b$, $x{\in}T$, $y{\in}S$.

• Kyungpook Mathematical Journal
• /
• 제49권3호
• /
• pp.435-450
• /
• 2009

On page 366 of his lost notebook [15], Ramanujan recorded a cubic continued fraction and several theorems analogous to Rogers-Ramanujan's continued fractions. In this paper, we derive several general formulas for explicit evaluations of Ramanujan's cubic continued fraction, several reciprocity theorems, two formulas connecting V (q) and V ($q^3$) and also establish some explicit evaluations using the values of remarkable product of theta-function.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제25권4호
• /
• pp.224-261
• /
• 2021

The interest in implicit-explicit (IMEX) integration methods has emerged as an alternative for dealing in a computationally cost-effective way with stiff ordinary differential equations arising from practical modeling problems. In this paper, we introduce implicit-explicit second derivative linear multi-step methods (IMEX SDLMM) with error control. The proposed IMEX SDLMM is based on second derivative backward differentiation formulas (SDBDF) and recursive SDBDF. The IMEX second derivative schemes are constructed with order p ranging from p = 1 to 8. The methods are numerically validated on well-known stiff equations.

• Journal of applied mathematics & informatics
• /
• 제31권5_6호
• /
• pp.711-732
• /
• 2013

In this paper, we are interested in finding explicit numerical formulas to evaluate defaultable bonds prices of firms. For this purpose, we use a default intensity whose values depend on the credit rating of these firms. Each credit rating corresponds to a state of the default intensity. Then, this regime switches as soon as one of the credit rating of a firm also changes. Moreover, this regime switching default intensity model allows us to capture well some market features or economics behaviors. Thus, we obtain two explicit different formulas to evaluate the conditional Laplace transform of a regime switching Cox Ingersoll Ross model. One using the property of semi-affine of the model and the other one using analytic approximation. We conclude by giving some numerical illustrations of these formulas and real data estimation results.

• Communications for Statistical Applications and Methods
• /
• 제11권2호
• /
• pp.213-225
• /
• 2004

A fixed-strike lookback option is an option whose payoff is determined by the maximum (or minimum) price of the underlying asset within the option's life. Under the Black-Scholes framework, the time-t price of an equity asset follows a geometric Brownian motion. Applying the method of Esscher transforms, this paper will derive explicit pricing formulas for fixed-strike lookback call and put options, respectively. In addition, this paper will show a relationship (duality property) between the pricing formulas of the call and put options. Finally, this paper will derive explicit pricing formulas for the fixed-strike lookback options when their underlying asset pays dividends continuously at a rate proportional to its price.

• Computers and Concrete
• /
• 제27권2호
• /
• pp.143-152
• /
• 2021

Large dams are a part of the infrastructure of any society, and a huge amount of resources are consumed to build them. Among the various types of dams, the optimum design of concrete gravity dams requires special attention because these types of dams require a huge amount of concrete for their construction. On the other hand, concrete gravity dams are among the structures whose design, regarding the acting forces, geometric parameters, and resistance and stability criteria, has some complexities. In the present study, an optimization methodology is proposed based on Sequential Quadratic Programming (SQP), and a computer program is developed to perform optimization of concrete gravity dams. The optimum results for 45 concrete gravity dams are studied and regression analyses are performed to obtain some explicit formulas for optimization of the gravity dams. The optimization of concrete gravity dams can be provided easily using the developed formulas, without the need to perform any more optimization process.

• Journal of applied mathematics & informatics
• /
• 제34권5_6호
• /
• pp.443-450
• /
• 2016

In this paper we give some properties, explicit formulas, several identities, a connection with tangent numbers and polynomials, and some integral formulas.

• East Asian mathematical journal
• /
• 제12권2호
• /
• pp.183-190
• /
• 1996