• 제목/요약/키워드: unique solution

검색결과 572건 처리시간 0.031초

ON A MOVING GRID NUMBERICAL SCHEME FOR HAMILTON-JACOBI EQUATIONS

  • Hong, Bum-Il
    • 대한수학회지
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    • 제33권2호
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    • pp.249-258
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    • 1996
  • Analysis by the method of characteristics shows that if f and $u_0$ are smooth and $u_0$ has compact support, then the Hamilton-Jacobi equation $$ (H-J) ^{u_t + f(u_x) = 0, x \in R, t > 0, } _{u(x, 0) = u_0(x), x \in R, } $$ has a unique $C^1$ solution u on some maximal time interval $0 \leq t < T$ for which $lim_{t \to T}u(x, t) exists uniformly; but this limiting function is not continuously differentiable.

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APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL

  • Wee, In-Suk
    • 대한수학회지
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    • 제43권2호
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    • pp.383-398
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    • 2006
  • We consider a geometric Levy process for an underlying asset. We prove first that the option price is the unique solution of certain integro-differential equation without assuming differentiability and boundedness of derivatives of the payoff function. Second result is to provide convergence rate for option prices when the small jumps are removed from the Levy process.

GLOBAL ASYMPTOTIC STABILITY FOR A DIFFUSION LOTKA-VOLTERRA COMPETITION SYSTEM WITH TIME DELAYS

  • Zhang, Jia-Fang;Zhang, Ping-An
    • 대한수학회보
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    • 제49권6호
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    • pp.1255-1262
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    • 2012
  • A type of delayed Lotka-Volterra competition reaction-diffusion system is considered. By constructing a new Lyapunov function, we prove that the unique positive steady-state solution is globally asymptotically stable when interspecies competition is weaker than intraspecies competition. Moreover, we show that the stability property does not depend on the diffusion coefficients and time delays.

GLOBAL STABILITY OF THE POSITIVE EQUILIBRIUM OF A MATHEMATICAL MODEL FOR UNSTIRRED MEMBRANE REACTORS

  • Song, Yongli;Zhang, Tonghua
    • 대한수학회보
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    • 제54권2호
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    • pp.383-389
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    • 2017
  • This paper devotes to the study of a diffusive model for unstirred membrane reactors with maintenance energy subject to a homogeneous Neumann boundary condition. It shows that the unique constant steady state is globally asymptotically stable when it exists. This result further implies the non-existence of the non-uniform steady state solution.

DESIGN OF ION CONDUCTIVE POLYMERS BASED ON IONIC LIQUIDS

  • Ohno, Hiroyuki
    • 한국고분자학회:학술대회논문집
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    • 한국고분자학회 2006년도 IUPAC International Symposium on Advanced Polymers for Emerging Technologies
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    • pp.123-124
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    • 2006
  • Ionic liquids (ILs) are collecting keen interests as an advanced substituent of electrolyte solution as well as novel solvents. In the present talk, I will introduce some strategies to fix IL structure on polymer chains to prepare polar polymers with low glass transition temperature. Namely, cationic, anionic, and zwitterionic monomers have been prepared, and they have been homopolymerized or copolymerized to prepare polymer electrolytes with different properties. The polymers themselves showed very poor ionic conductivity, but it was improved by suitable spacer between charged site and main chain. Other unique characteristics of functional ILs and new polymerized ionic liquids will also be mentioned.

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DPR System for Projection Displays - Today and Tomorrow

  • Li, Kenneth
    • 한국정보디스플레이학회:학술대회논문집
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    • 한국정보디스플레이학회 2008년도 International Meeting on Information Display
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    • pp.667-669
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    • 2008
  • With the advancements or LEDs and lasers in projection display applications, arc lamps still provide the most cost effective solution to high brightness display systems. When will arc lamps become obsolete, will be of great importance today and tomorrow? Given the fact that traditional elliptical and parabolic reflectors had been around for decades; Wavien's new dual paraboloid reflector (DPR) technology with its unique imaging property enhances various aspects of the arc lamp performance will shed some light to this question. In this talk, various applications that are feasible today and anticipated needs of tomorrow will be presented.

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Windowed Quaternion Estimator For Gyroless Spacecraft Attitude Determination

  • Kim, Injung
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.167.5-167
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    • 2001
  • Single point attitude determination method provides an optimal attitude minimizing the Wahba loss function. However, for the insufficient number of measurement vectors, the conventional single point methods has no unique solution. Thus, we introduce the sequential method to and an optimal attitude minimizing the windowed loss function. In this paper, this function is de ned as the sum of square errors for all measurement vectors within the axed sliding window. For simple implementation, the proposed algorithm is rewritten as a recursive form. Moreover, the covariance matrix is derived and expressed as a recursive form. Finally, we apply this algorithm to the attitude determination system with three LOS measurement sensors.

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ON THE RADIUS OF CONVERGENCE OF SOME NEWTON-TYPE METHODS IN BANACH SPACES

  • Argyros, Ioannis K.;Hilout, Said
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제18권3호
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    • pp.219-230
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    • 2011
  • We determine the radius of convergence for some Newton{type methods (NTM) for approximating a locally unique solution of an equation in a Banach space setting. A comparison is given between the radii of (NTM) and Newton's method (NM). Numerical examples further validating the theoretical results are also provided in this study.

신호원 국소화를 위한 위치의 최적화 : MNLS (Optimization of sensor location for source localization : Minimum-Norm Least-Square Method)

  • 김유정;한주만;이인범;박광석
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(5)
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    • pp.124-126
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    • 2000
  • The Minimum-Norm Least-Square(MNLS) approach based on lead field theory is an useful method to find an unique inverse solution for the measured magnetic field. The lead field depends on head geometry and location of sources and sensors. So, optimization of sensor array location is important issue for MNLS estimation. In this paper, we present an investigation for the optimization of sensor array location in computer simulation.

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NEW ITERATIVE PROCESS FOR THE EQUATION INVOLVING STRONGLY ACCRETIVE OPERATORS IN BANACH SPACES

  • Zeng, Ling-Yan;Li, Jun;Kim, Jong-Kyu
    • 대한수학회보
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    • 제44권4호
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    • pp.861-870
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    • 2007
  • In this paper, under suitable conditions, we show that the new class of iterative process with errors introduced by Li et al converges strongly to the unique solution of the equation involving strongly accretive operators in real Banach spaces. Furthermore, we prove that it is equivalent to the classical Ishikawa iterative sequence with errors.