• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.7 no.2
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• pp.13-22
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• 2003

Simulations on the nonlinear partial differential equation derived from Black-Scholes equation with transaction costs are performed. These numerical experiments using finite element methods are applied to KOSPI200 in 2002 and the option prices obtained with transaction costs are closer to the real prices in market than the prices used in Korea Stock Exchange.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.7 no.2
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• pp.35-49
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• 2003

In this paper, finite volume element methods for nonlinear parabolic integrodifferential problems are proposed and analyzed. The optimal error estimates in $L^p\;and\;W^{1,p}\;(2\;{\leq}\;p\;{\leq}\;{\infty})$ as well as some superconvergence estimates in $W^{1,p}\;(2\;{\leq}\;p\;{\leq}\;{\infty})$ are obtained. The main results in this paper perfect the theory of FVE methods.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.137-147
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• 2001

Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.1 no.1
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• pp.83-104
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• 1997

This paper studies parameter estimation for a first-order hyperbolic integro-differential equation modelling one-sex population dynamics. A second-order finite difference scheme is used to estimate parameters such as the age-specific death-rate and the age-specific fertility from fully discrete observations on the population. The function space parameter estimation convergence of this scheme is proved. Also, numerical simulations are performed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.1 no.1
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• pp.105-125
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• 1997

In this paper we consider multigrid algorithms for solving elasticity problems by using Wilson's nonconforming finite element method. We consider two types of intergrid transfer operators which is needed to define the multigrid algorithm and prove convergence of $\mathcal{W}$-cycle mutigrid algorithm and uniform condition number estimates for the variable $\mathcal{V}$-cycle multigrid preconditioner.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.11 no.4
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• pp.47-54
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• 2007

In [6] some computation of spectral measures induced by normal operators $T^{*n}T^n$ was introduced. In this note we improve some computations by using spectral measures, which are related t o extremal vectors. Also, we discuss the extremal value properties and apply our spectral measure equations to moment sequences which are induced by weighted shifts.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.22 no.4
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• pp.253-287
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• 2018

This paper studies the global stability of a class of discrete-time pathogen infection models with latently infected cells. The rate of pathogens infect the susceptible cells is taken as bilinear, saturation and general. The continuous-time models are discretized by using nonstandard finite difference scheme. The basic and global properties of the models are established. The global stability analysis of the equilibria is performed using Lyapunov method. The theoretical results are illustrated by numerical simulations.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.3
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• pp.179-202
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• 2019

This paper presents second derivative generalized extended backward differentiation formulas (SDGEBDFs) based on the second derivative linear multi-step formulas of Cash [1]. This class of second derivative linear multistep formulas is implemented as boundary value methods on stiff problems. The order, error constant and the linear stability properties of the new methods are discussed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.1
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• pp.16-25
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• 2021

This paper is studied the existence of a solution for the impulsive Cauchy problem involving the Caputo fractional derivative in Banach space by using topological structures. We based on using topological degree method and fixed point theorem with some suitable conditions. Further, some topological properties for the set of solutions are considered. Finally, an example is presented to demonstrate our results.

• Structural Engineering and Mechanics
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• v.58 no.6
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• pp.1001-1020
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• 2016

The study is to investigate the free vibration of antisymmetric angle-ply conical shells having non-uniform sinusoidal thickness variation. The arbitrarily varying thickness is considered in the axial direction of the shell. The vibrational behavior of shear deformable conical shells is analyzed for three different support conditions. The coupled differential equations in terms displacement and rotational functions are obtained. These displacement and rotational functions are invariantly approximated using cubic spline. A generalized eigenvalue problem is obtained and solved numerically for an eigenfrequency parameter and an associated eigenvector of spline coefficients. The vibration characteristic of the shells is examined for cone angle, aspect ratio, sinusoidal thickness variation, layer number, stacking sequence, and boundary conditions.