• 호남수학학술지
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• 제35권4호
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• pp.717-727
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• 2013

In this paper, we study on a higher order extremal problem relating the Ahlfors map associated to the pair of a finitely connected domain in the complex plane and a point there. We show the power of the Ahlfors map with some error term which is conformally equivalent maximizes any higher order derivative of holomorphic functions at the given point in the domain.

• 충청수학회지
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• 제19권2호
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• pp.123-131
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• 2006

In this paper, a numerical programming for Liapunov index of differential equations with periodic coefficients depending on parameters is given. The associated equations are given at first, then existence of periodic solutions to the associated equations is proved in this paper. And we compute periodic solution u(t) of the associated equations. Finally, we give the error of approximate calculation.

• 호남수학학술지
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• 제36권4호
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• pp.755-766
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• 2014

In the discrete formulation of the bubble stabilized Legendre Galerkin methods, the system of equations includes the artificial viscosity term as the parameter. We investigate the estimation of this parameter to get the optimal solution which minimizes the maximum error. Some numerical results are reported.

• 한국수학교육학회지시리즈A:수학교육
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• 제23권1호
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• pp.45-50
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• 1984

A problem of estimating the means of Poisson populations using independent samples is considered. The total loss is the sum of component, normalized squared error losses. An empirical Bayes estimator is derived and compared, by Monte Carlo methods, with existing estimators which are proposed as improving estimators upon the usual one. Monte Carlo results show that the performance of the derived estimator is satisfactory over the whole parameter space.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제14권4호
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• pp.279-282
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• 2007

Using the center instead of the Lipschitz condition we show how to provide weaker sufficient convergence conditions of the modified Newton Kantorovich method for the solution of nonlinear singular integral equations with Curleman shift (NLSIES). Finer error bounds on the distances involved and a more precise information on the location of the solution are also obtained and under the same computational cost than in [1].

• 충청수학회지
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• 제26권3호
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• pp.657-669
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• 2013

A general class of two-point optimal fourth-order methods is proposed for locating multiple roots of a nonlinear equation. We investigate convergence analysis and computational properties for the family. Special and simple cases are considered for real-life applications. Numerical experiments strongly verify the convergence behavior and the developed theory.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1279-1292
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• 2009

In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.

• 대한수학회보
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• 제43권4호
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• 대한수학회보
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• 제31권2호
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• pp.309-318
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• 1994

The approach presented in this paper is based on the transformation of the Stefan problem in one space dimension to an initial-boundary value problem for the heat equation in a fixed domain. Of course, the problem is non-linear. The finite element approximation adopted here is the standared continuous Galerkin method in time. In this paper, only the regular case is discussed. This means the error analysis is based on the assumption that the solution is sufficiently smooth. The aim of this paper is the existence of the solution in a finite Galerkin system of ordinary equations.

• 대한수학회논문집
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• 제23권2호
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• pp.285-294
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• 2008

A new Monte Carlo method is presented to compute the prices of barrier options on stocks. The key idea of the new method is to use an exit probability and uniformly distributed random numbers in order to efficiently estimate the first hitting time of barriers. It is numerically shown that the first hitting time error of the new Monte Carlo method decreases much faster than that of standard Monte Carlo methods.