• 제목/요약/키워드: integral formula

검색결과 260건 처리시간 0.024초

A FAST POISSON SOLVER ON DISKS

  • Lee, Dae-Shik
    • Journal of applied mathematics & informatics
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    • 제6권1호
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    • pp.65-78
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    • 1999
  • We present a fast/parallel Poisson solver on disks, based on efficient evaluation of the exact solution given by the Newtonian potential and the Poisson integral. Derived from an integral formula-tion it is more accurate and simpler in parallel implementation and in upgrading to a higher order algorithm than an algorithm which solves the linear system obtained from a differential formulation.

MATHIEU-TYPE SERIES BUILT BY (p, q)-EXTENDED GAUSSIAN HYPERGEOMETRIC FUNCTION

  • Choi, Junesang;Parmar, Rakesh Kumar;Pogany, Tibor K.
    • 대한수학회보
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    • 제54권3호
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    • pp.789-797
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    • 2017
  • The main purpose of this paper is to present closed integral form expressions for the Mathieu-type a-series and its associated alternating version whose terms contain a (p, q)-extended Gauss' hypergeometric function. Certain upper bounds for the two series are also given.

SOME FAMILIES OF INFINITE SUMS DERIVED BY MEANS OF FRACTIONAL CALCULUS

  • Romero, Susana Salinas De;Srivastava, H.M.
    • East Asian mathematical journal
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    • 제17권1호
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    • pp.135-146
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    • 2001
  • Several families of infinite series were summed recently by means of certain operators of fractional calculus(that is, calculus of derivatives and integrals of any real or complex order). In the present sequel to this recent work, it is shown that much more general classes of infinite sums can be evaluated without using fractional calculus. Some other related results are also considered.

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GIRSANOV THEOREM FOR GAUSSIAN PROCESS WITH INDEPENDENT INCREMENTS

  • Im, Man Kyu;Ji, Un Cig;Kim, Jae Hee
    • 충청수학회지
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    • 제19권4호
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    • pp.383-391
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    • 2006
  • A characterization of Gaussian process with independent increments in terms of the support of covariance operator is established. We investigate the Girsanov formula for a Gaussian process with independent increments.

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A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS ON THE PRODUCT ABSTRACT WIENER SPACES

  • Kim, Young-Sik;Ahn, Jae-Moon;Chang, Kun-Soo;Il Yoo
    • 대한수학회지
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    • 제33권2호
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    • pp.269-282
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    • 1996
  • It has long been known that Wiener measure and Wiener measurbility behave badly under the change of scale transformation [3] and under translation [2]. However, Cameron and Storvick [4] obtained the fact that the analytic Feynman integral was expressed as a limit of Wiener integrals for a rather larger class of functionals on a classical Wienrer space.

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STOCHASTIC CALCULUS FOR ANALOGUE OF WIENER PROCESS

  • Im, Man-Kyu;Kim, Jae-Hee
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제14권4호
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    • pp.335-354
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    • 2007
  • In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.

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축그린함수법을 이용한 정상상태의 스톡스유동해석 (Steady Stokes flow analysis using Axial Green's Function Formulation)

  • 김도완
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2011년 춘계학술대회논문집
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    • pp.256-258
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    • 2011
  • Using the axial Green's function method for Steady Stokes flows, we introduce a new pressure correction formula to satisfy the incompressibility condition, in which the pressure is related to the integral of the second order derivatives of the velocity. Based on this formula, we propose the iterative method for solving the Stokes flows in complicated domains. Even if the domain is complex, this method maintains the second order of convergence for the velocity.

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