首页 > 最新文献

Journal of the Korean Society for Industrial and Applied Mathematics最新文献

英文 中文
CURVATURE-WEIGHTED SURFACE SIMPLIFICATION ALGORITHM USING VERTEX-BASED GEOMETRIC FEATURES 基于顶点几何特征的曲率加权曲面简化算法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2020-01-01 DOI: 10.12941/JKSIAM.2020.24.023
Han-Soo Choi, Dalhyeon Gwon, Heejae Han, Myung-joo Kang
The quadratic error metric (QEM) algorithm has been frequently used for simplification of triangular surface models that utilize the vertex-pair algorithm. Simplified models obtained using such algorithms present the advantage of smaller storage capacity requirement compared to the original models. However, a number of cases exist where significant features are lost geometrically, and these features can generally be preserved by utilizing the advantages of the curvature-weighted algorithm. Based on the vertex-based geometric features, a method capable of preserving the geometric features better than the previous algorithms is proposed in this work. To validate the effectiveness of the proposed method, a simplification experiment is conducted using several models. The results of the experiment indicate that the geometrically important features are preserved well when a local feature is present and that the error is similar to those of the previous algorithms when no local features are present.
二次误差度量(QEM)算法经常被用于利用顶点对算法的三角曲面模型的简化。使用该算法得到的简化模型与原始模型相比,具有存储容量要求更小的优点。然而,存在许多情况下,重要的特征在几何上丢失,这些特征通常可以通过利用曲率加权算法的优点来保留。基于基于顶点的几何特征,提出了一种比现有算法更好地保留几何特征的方法。为了验证该方法的有效性,对多个模型进行了简化实验。实验结果表明,当存在局部特征时,该算法能很好地保留几何上重要的特征,且误差与不存在局部特征时的算法相近。
{"title":"CURVATURE-WEIGHTED SURFACE SIMPLIFICATION ALGORITHM USING VERTEX-BASED GEOMETRIC FEATURES","authors":"Han-Soo Choi, Dalhyeon Gwon, Heejae Han, Myung-joo Kang","doi":"10.12941/JKSIAM.2020.24.023","DOIUrl":"https://doi.org/10.12941/JKSIAM.2020.24.023","url":null,"abstract":"The quadratic error metric (QEM) algorithm has been frequently used for simplification of triangular surface models that utilize the vertex-pair algorithm. Simplified models obtained using such algorithms present the advantage of smaller storage capacity requirement compared to the original models. However, a number of cases exist where significant features are lost geometrically, and these features can generally be preserved by utilizing the advantages of the curvature-weighted algorithm. Based on the vertex-based geometric features, a method capable of preserving the geometric features better than the previous algorithms is proposed in this work. To validate the effectiveness of the proposed method, a simplification experiment is conducted using several models. The results of the experiment indicate that the geometrically important features are preserved well when a local feature is present and that the error is similar to those of the previous algorithms when no local features are present.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"24 1","pages":"23-37"},"PeriodicalIF":0.6,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82987634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
NONLOCAL FRACTIONAL DIFFERENTIAL INCLUSIONS WITH IMPULSE EFFECTS AND DELAY 具有脉冲效应和延迟的非局部分数微分内含物
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2020-01-01 DOI: 10.12941/JKSIAM.2020.24.229
N. Alsarori, K. Ghadle
Functional fractional differential inclusions with impulse effects in general Banach spaces are studied. We discuss the situation when the semigroup generated by the linear part is equicontinuous and the multifunction is Caratheodory. First, we define the PC-mild solutions for functional fractional semilinear impulsive differential inclusions. We then prove the existence of PC-mild solutions for such inclusions by using the fixed point theorem, multivalued properties and applications of NCHM (noncompactness Hausdorff measure). Eventually, we enhance the acquired results by giving an example.
研究了一般Banach空间中具有脉冲效应的泛函分数阶微分内含。讨论了由线性部分生成的半群是等连续的,而多函数是正交的情况。首先,我们定义了泛函分数阶半线性脉冲微分包含的pc -温和解。然后利用不动点定理、多值性质和非紧性Hausdorff测度的应用证明了这类包涵的pc -温和解的存在性。最后,通过实例对所得结果进行了验证。
{"title":"NONLOCAL FRACTIONAL DIFFERENTIAL INCLUSIONS WITH IMPULSE EFFECTS AND DELAY","authors":"N. Alsarori, K. Ghadle","doi":"10.12941/JKSIAM.2020.24.229","DOIUrl":"https://doi.org/10.12941/JKSIAM.2020.24.229","url":null,"abstract":"Functional fractional differential inclusions with impulse effects in general Banach spaces are studied. We discuss the situation when the semigroup generated by the linear part is equicontinuous and the multifunction is Caratheodory. First, we define the PC-mild solutions for functional fractional semilinear impulsive differential inclusions. We then prove the existence of PC-mild solutions for such inclusions by using the fixed point theorem, multivalued properties and applications of NCHM (noncompactness Hausdorff measure). Eventually, we enhance the acquired results by giving an example.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"40 1","pages":"229-242"},"PeriodicalIF":0.6,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73727006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD 基于非线性共轭梯度法的最优增强算法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2018-01-01 DOI: 10.12941/JKSIAM.2018.22.001
Jooyeon Choi, Bora Jeong, Yesom Park, Jiwon Seo, Chohong Min
ABSTRACT. Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.
摘要boost是监督学习中最成功的算法之一,它搜索最精确的弱分类器加权和。该搜索对应于具有非负性和仿射约束的凸规划。本文提出了一种新的共轭梯度算法,该算法具有改进的Polak-Ribiera-Polyak共轭方向。证明了该算法的收敛性,并将其成功应用于boosting。
{"title":"AN OPTIMAL BOOSTING ALGORITHM BASED ON NONLINEAR CONJUGATE GRADIENT METHOD","authors":"Jooyeon Choi, Bora Jeong, Yesom Park, Jiwon Seo, Chohong Min","doi":"10.12941/JKSIAM.2018.22.001","DOIUrl":"https://doi.org/10.12941/JKSIAM.2018.22.001","url":null,"abstract":"ABSTRACT. Boosting, one of the most successful algorithms for supervised learning, searches the most accurate weighted sum of weak classifiers. The search corresponds to a convex programming with non-negativity and affine constraint. In this article, we propose a novel Conjugate Gradient algorithm with the Modified Polak-Ribiera-Polyak conjugate direction. The convergence of the algorithm is proved and we report its successful applications to boosting.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"16 1","pages":"1-13"},"PeriodicalIF":0.6,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87509543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
FINITE ELEMENT DUAL SINGULAR FUNCTION METHODS FOR HELMHOLTZ AND HEAT EQUATIONS 亥姆霍兹方程和热方程的有限元对偶奇异函数方法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2018-01-01 DOI: 10.12941/JKSIAM.2018.22.101
Deok-Kyu Jang, Jae-Hong Pyo
The dual singular function method(DSFM) is a numerical algorithm to get optimal solution including corner singularities for Poisson and Helmholtz equations. In this paper, we apply DSFM to solve heat equation which is a time dependent problem. Since the DSFM for heat equation is based on DSFM for Helmholtz equation, it also need to use ShermanMorrison formula. This formula requires linear solver n + 1 times for elliptic problems on a domain including n reentrant corners. However, the DSFM for heat equation needs to pay only linear solver once per each time iteration to standard numerical method and perform optimal numerical accuracy for corner singularity problems. Because the Sherman-Morrison formula is rather complicated to apply computation, we introduce a simplified formula by reanalyzing the Sherman-Morrison method.
对偶奇异函数法是求解泊松方程和亥姆霍兹方程含角点最优解的一种数值算法。本文将离散离散调频法应用于求解与时间有关的热方程。由于热方程的DSFM是基于亥姆霍兹方程的DSFM,因此还需要使用ShermanMorrison公式。对于包含n个可重入角的域上的椭圆型问题,该公式需要n + 1次线性求解器。然而,热方程的DSFM只需对标准数值方法每次迭代支付一次线性求解器,并对角点奇点问题实现最优的数值精度。由于Sherman-Morrison公式应用计算比较复杂,我们通过对Sherman-Morrison方法的重新分析,引入了一个简化的公式。
{"title":"FINITE ELEMENT DUAL SINGULAR FUNCTION METHODS FOR HELMHOLTZ AND HEAT EQUATIONS","authors":"Deok-Kyu Jang, Jae-Hong Pyo","doi":"10.12941/JKSIAM.2018.22.101","DOIUrl":"https://doi.org/10.12941/JKSIAM.2018.22.101","url":null,"abstract":"The dual singular function method(DSFM) is a numerical algorithm to get optimal solution including corner singularities for Poisson and Helmholtz equations. In this paper, we apply DSFM to solve heat equation which is a time dependent problem. Since the DSFM for heat equation is based on DSFM for Helmholtz equation, it also need to use ShermanMorrison formula. This formula requires linear solver n + 1 times for elliptic problems on a domain including n reentrant corners. However, the DSFM for heat equation needs to pay only linear solver once per each time iteration to standard numerical method and perform optimal numerical accuracy for corner singularity problems. Because the Sherman-Morrison formula is rather complicated to apply computation, we introduce a simplified formula by reanalyzing the Sherman-Morrison method.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"92 1","pages":"101-113"},"PeriodicalIF":0.6,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73902235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
HEAT AND MASS TRANSFER EFFECTS ON MHD NATURAL CONVECTION FLOW PAST AN INFINITE INCLINED PLATE WITH RAMPED TEMPERATURE MHD自然对流通过无限大倾斜板的传热传质效应
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-12-25 DOI: 10.12941/JKSIAM.2016.20.355
SivaReddy Sheri, Anjan Kumar Suram, Prasanthi Modulgua
A BSTRACT . This work is devoted to investigate heat and mass transfer effects on MHD natural convection flow past an inclined plate with ramped temperature numerically. The dimensionless governing equations for this investigation are solved by using finite element method. The effects of angle inclination, buoyancy ratio parameter, permeability parameter, magnetic parameter, Prandtl number, heat generation, thermal radiation, Eckert number, Schmidt number, chemical reaction parameter and time on velocity, temperature and concentration fields are studied and presented with the aid of figures. The effects of the pertinent parameters on skin friction, rate of heat transfer and mass transfer coefficients are presented in tabular form. The numerical results are compared graphically with previously published result as special case of the present investigation and results found to be in good agreement.
摘要。本文用数值方法研究了斜板温度梯度下MHD自然对流的传热传质效应。本文采用有限元法求解了无量纲控制方程。研究了角度倾角、浮力比参数、磁导率参数、磁参数、普朗特数、产热、热辐射、Eckert数、Schmidt数、化学反应参数和时间等因素对速度场、温度场和浓度场的影响,并用图形表示。有关参数对表面摩擦、传热速率和传质系数的影响以表格形式给出。作为本研究的特殊情况,数值结果与先前发表的结果进行了图形比较,发现结果很一致。
{"title":"HEAT AND MASS TRANSFER EFFECTS ON MHD NATURAL CONVECTION FLOW PAST AN INFINITE INCLINED PLATE WITH RAMPED TEMPERATURE","authors":"SivaReddy Sheri, Anjan Kumar Suram, Prasanthi Modulgua","doi":"10.12941/JKSIAM.2016.20.355","DOIUrl":"https://doi.org/10.12941/JKSIAM.2016.20.355","url":null,"abstract":"A BSTRACT . This work is devoted to investigate heat and mass transfer effects on MHD natural convection flow past an inclined plate with ramped temperature numerically. The dimensionless governing equations for this investigation are solved by using finite element method. The effects of angle inclination, buoyancy ratio parameter, permeability parameter, magnetic parameter, Prandtl number, heat generation, thermal radiation, Eckert number, Schmidt number, chemical reaction parameter and time on velocity, temperature and concentration fields are studied and presented with the aid of figures. The effects of the pertinent parameters on skin friction, rate of heat transfer and mass transfer coefficients are presented in tabular form. The numerical results are compared graphically with previously published result as special case of the present investigation and results found to be in good agreement.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"29 1","pages":"355-374"},"PeriodicalIF":0.6,"publicationDate":"2016-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78844525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
EFFECTS OF SORET AND DUFOUR ON NATURAL CONVECTIVE FLUID FLOW PAST A VERTICAL PLATE EMBEDDED IN POROUS MEDIUM IN PRESENCE OF THERMAL RADIATION VIA FEM 热辐射条件下soret和dufour对嵌入多孔介质的垂直板自然对流流体流动的影响
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-12-25 DOI: 10.12941/jksiam.2016.20.309
R. Raju
A BSTRACT . Finite element method has been applied to solve the fundamental governing equations of natural convective, electrically conducting, incompressible fluid flow past an infinite vertical plate surrounded by porous medium in presence of thermal radiation, viscous dissipation, Soret and Dufour effects. In this research work, the results of coupled partial differential equations are found numerically by applying finite element technique. The sway of significant parameters such as Soret number, Dufour number, Grashof number for heat and mass transfer, Magnetic field parameter, Thermal radiation parameter, Permeability parameter on velocity, temperature and concentration evaluations in the boundary layer region are examined in detail and the results are shown in graphically. Furthermore, the effect of these parameters on local skin friction coefficient, local Nusselt number and Sherwood numbers is also investigated. A very good agreement is noticed between the present results and previous published works in some limiting cases.
摘要。本文应用有限元法求解了自然对流、导电、不可压缩流体在受热辐射、粘性耗散、Soret和Dufour效应影响下通过被多孔介质包围的无限大垂直板的基本控制方程。在本研究中,应用有限元技术对耦合偏微分方程进行数值求解。详细考察了Soret数、Dufour数、Grashof数、磁场参数、热辐射参数、磁导率参数等重要参数对边界层区域速度、温度和浓度评价的影响,并以图形形式给出了结果。此外,还研究了这些参数对局部表面摩擦系数、局部努塞尔数和舍伍德数的影响。在一些极限情况下,本文的结果与先前发表的研究结果非常吻合。
{"title":"EFFECTS OF SORET AND DUFOUR ON NATURAL CONVECTIVE FLUID FLOW PAST A VERTICAL PLATE EMBEDDED IN POROUS MEDIUM IN PRESENCE OF THERMAL RADIATION VIA FEM","authors":"R. Raju","doi":"10.12941/jksiam.2016.20.309","DOIUrl":"https://doi.org/10.12941/jksiam.2016.20.309","url":null,"abstract":"A BSTRACT . Finite element method has been applied to solve the fundamental governing equations of natural convective, electrically conducting, incompressible fluid flow past an infinite vertical plate surrounded by porous medium in presence of thermal radiation, viscous dissipation, Soret and Dufour effects. In this research work, the results of coupled partial differential equations are found numerically by applying finite element technique. The sway of significant parameters such as Soret number, Dufour number, Grashof number for heat and mass transfer, Magnetic field parameter, Thermal radiation parameter, Permeability parameter on velocity, temperature and concentration evaluations in the boundary layer region are examined in detail and the results are shown in graphically. Furthermore, the effect of these parameters on local skin friction coefficient, local Nusselt number and Sherwood numbers is also investigated. A very good agreement is noticed between the present results and previous published works in some limiting cases.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"24 1","pages":"309-332"},"PeriodicalIF":0.6,"publicationDate":"2016-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83302447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
SUPERCONVERGENCE OF HYBRIDIZABLE DISCONTINUOUS GALERKIN METHOD FOR SECOND-ORDER ELLIPTIC EQUATIONS 二阶椭圆方程的杂化不连续伽辽金法的超收敛性
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-12-25 DOI: 10.12941/JKSIAM.2016.20.295
Minam Moon, Yang Hwan Lim
A BSTRACT . We propose a projection-based analysis of a new hybridizable discontinuous Galerkin method for second order elliptic equations. The method is more advantageous than the standard HDG method in a sense that the new method has higher-order accuracy and lower computational cost, and is more flexible. Notable distinctions of our new method, when compared to the standard HDG emthod, are that our method uses L 2 − projection and suitable stabilization parameter depending on a mesh size for superconvergence. We show that the error for the solution of the equation converges with order p + 2 when we only use polynomials of degree p +1 as a finite element space without postprocessing. After establishing the theory, we carry out numerical tests to demonstrate and ensure that the proposed method is effective and accurate in practice.
摘要。提出了一种新的二阶椭圆方程的可杂化不连续Galerkin方法的投影分析方法。与标准HDG方法相比,该方法具有更高的阶精度和更低的计算成本,并且具有更大的灵活性。与标准HDG方法相比,我们的新方法的显著区别在于,我们的方法使用l2 -投影和合适的稳定参数,这取决于超收敛的网格大小。我们证明了当我们只使用p +1次多项式作为没有后处理的有限元空间时,方程解的误差收敛于p + 2阶。在建立理论基础上,通过数值试验验证了该方法的有效性和准确性。
{"title":"SUPERCONVERGENCE OF HYBRIDIZABLE DISCONTINUOUS GALERKIN METHOD FOR SECOND-ORDER ELLIPTIC EQUATIONS","authors":"Minam Moon, Yang Hwan Lim","doi":"10.12941/JKSIAM.2016.20.295","DOIUrl":"https://doi.org/10.12941/JKSIAM.2016.20.295","url":null,"abstract":"A BSTRACT . We propose a projection-based analysis of a new hybridizable discontinuous Galerkin method for second order elliptic equations. The method is more advantageous than the standard HDG method in a sense that the new method has higher-order accuracy and lower computational cost, and is more flexible. Notable distinctions of our new method, when compared to the standard HDG emthod, are that our method uses L 2 − projection and suitable stabilization parameter depending on a mesh size for superconvergence. We show that the error for the solution of the equation converges with order p + 2 when we only use polynomials of degree p +1 as a finite element space without postprocessing. After establishing the theory, we carry out numerical tests to demonstrate and ensure that the proposed method is effective and accurate in practice.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"22 1","pages":"295-308"},"PeriodicalIF":0.6,"publicationDate":"2016-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82145463","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A PRICING METHOD OF HYBRID DLS WITH GPGPU 基于gpgpu的混合DLS定价方法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-12-25 DOI: 10.12941/JKSIAM.2016.20.277
Yeochang Yoon, Yonsik Kim, Hyeong‐Ohk Bae
We develop an efficient numerical method for pricing the Derivative Linked Securities (DLS). The payoff structure of the hybrid DLS consists with a standard 2-Star step-down type ELS and the range accrual product which depends on the number of days in the coupon period that the index stay within the pre-determined range. We assume that the 2-dimensional Geometric Brownian Motion (GBM) as the model of two equities and a no-arbitrage interest model (One-factor Hull and White interest rate model) as a model for the interest rate. In this study, we employ the Monte Carlo simulation method with the Compute Unified Device Architecture (CUDA) parallel computing as the General Purpose computing on Graphic Processing Unit (GPGPU) technology for fast and efficient numerical valuation of DLS. Comparing the Monte Carlo method with single CPU computation or MPI implementation, the result of Monte Carlo simulation with CUDA parallel computing produces higher performance.
本文提出了一种有效的衍生关联证券(DLS)定价的数值方法。混合DLS的收益结构由标准的2星降压型ELS和区间应计产品组成,区间应计产品取决于息票期内指数在预定区间内停留的天数。我们假设以二维几何布朗运动(GBM)作为两种股票的模型,以无套利利率模型(单因素Hull和White利率模型)作为利率模型。在本研究中,我们采用蒙特卡罗模拟方法与计算统一设备架构(CUDA)并行计算作为图形处理单元(GPGPU)通用计算技术,快速有效地对DLS进行数值评估。将蒙特卡罗方法与单CPU计算或MPI实现进行比较,采用CUDA并行计算的蒙特卡罗模拟结果具有更高的性能。
{"title":"A PRICING METHOD OF HYBRID DLS WITH GPGPU","authors":"Yeochang Yoon, Yonsik Kim, Hyeong‐Ohk Bae","doi":"10.12941/JKSIAM.2016.20.277","DOIUrl":"https://doi.org/10.12941/JKSIAM.2016.20.277","url":null,"abstract":"We develop an efficient numerical method for pricing the Derivative Linked Securities (DLS). The payoff structure of the hybrid DLS consists with a standard 2-Star step-down type ELS and the range accrual product which depends on the number of days in the coupon period that the index stay within the pre-determined range. We assume that the 2-dimensional Geometric Brownian Motion (GBM) as the model of two equities and a no-arbitrage interest model (One-factor Hull and White interest rate model) as a model for the interest rate. In this study, we employ the Monte Carlo simulation method with the Compute Unified Device Architecture (CUDA) parallel computing as the General Purpose computing on Graphic Processing Unit (GPGPU) technology for fast and efficient numerical valuation of DLS. Comparing the Monte Carlo method with single CPU computation or MPI implementation, the result of Monte Carlo simulation with CUDA parallel computing produces higher performance.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"99 1","pages":"277-293"},"PeriodicalIF":0.6,"publicationDate":"2016-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89677446","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
INFLUENCE OF SLIP CONDITION ON RADIATIVE MHD FLOW OF A VISCOUS FLUID IN A PARALLEL POROUS PLATE CHANNEL IN PRESENCE OF HEAT ABSORPTION AND CHEMICAL REACTION 存在吸热和化学反应的平行多孔板通道中滑移条件对粘性流体辐射MHD流动的影响
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-12-25 DOI: 10.12941/JKSIAM.2016.20.333
M. Venkateswarlu, D. Lakshmi, G. Darmaiah
The present investigation deals, heat and mass transfer characteristics with the effect of slip on the hydromagnetic pulsatile flow through a parallel plate channel filled with saturated porous medium. Based on the pulsatile flow nature, exact solution of the governing equations for the fluid velocity, temperature and concentration are obtained by using two term perturbation technique subject to physically appropriate boundary conditions. The expressions of skin friction, Nusselt number and Sherwood number are also derived. The numerical values of the fluid velocity, temperature and concentration are displayed graphically whereas those of shear stress, rate of heat transfer and rate of mass transfer at the plate are presented in tabular form for various values of pertinent flow parameters. By increasing the slip parameter at the cold wall the velocity increases whereas the effect is totally reversed in the case of shear stress at the cold wall.
本文研究了饱和多孔介质平行平板通道中磁脉动流的传热传质特性及滑移效应。根据脉动流动的性质,在适当的物理边界条件下,采用两项摄动技术,得到了流体速度、温度和浓度控制方程的精确解。导出了表面摩擦力、努塞尔数和舍伍德数的表达式。流体速度、温度和浓度的数值以图形形式显示,而剪切应力、传热率和板上传质率的数值则以表格形式显示有关流动参数的不同值。当冷壁处滑移参数增大时,速度增大,而当冷壁处存在剪切应力时,速度增大的效果完全相反。
{"title":"INFLUENCE OF SLIP CONDITION ON RADIATIVE MHD FLOW OF A VISCOUS FLUID IN A PARALLEL POROUS PLATE CHANNEL IN PRESENCE OF HEAT ABSORPTION AND CHEMICAL REACTION","authors":"M. Venkateswarlu, D. Lakshmi, G. Darmaiah","doi":"10.12941/JKSIAM.2016.20.333","DOIUrl":"https://doi.org/10.12941/JKSIAM.2016.20.333","url":null,"abstract":"The present investigation deals, heat and mass transfer characteristics with the effect of slip on the hydromagnetic pulsatile flow through a parallel plate channel filled with saturated porous medium. Based on the pulsatile flow nature, exact solution of the governing equations for the fluid velocity, temperature and concentration are obtained by using two term perturbation technique subject to physically appropriate boundary conditions. The expressions of skin friction, Nusselt number and Sherwood number are also derived. The numerical values of the fluid velocity, temperature and concentration are displayed graphically whereas those of shear stress, rate of heat transfer and rate of mass transfer at the plate are presented in tabular form for various values of pertinent flow parameters. By increasing the slip parameter at the cold wall the velocity increases whereas the effect is totally reversed in the case of shear stress at the cold wall.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"1 1","pages":"333-354"},"PeriodicalIF":0.6,"publicationDate":"2016-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82292567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
AN OPTIMIZATION APPROACH FOR COMPUTING A SPARSE MONO-CYCLIC POSITIVE REPRESENTATION 计算稀疏单循环正表示的一种优化方法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-09-25 DOI: 10.12941/JKSIAM.2016.20.225
Kyungsup Kim
The phase-type representation is strongly connected with the positive realization in positive system. We attempt to transform phase-type representation into sparse mono-cyclic positive representation with as low order as possible. Because equivalent positive representations of a given phase-type distribution are non-unique, it is important to find a simple sparse positive representation with lower order that leads to more effective use in applications. A Hypo-Feedback-Coxian Block (HFCB) representation is a good candidate for a simple sparse representation. Our objective is to find an HFCB representation with possibly lower order, including all the eigenvalues of the original generator. We introduce an efficient nonlinear optimization method for computing an HFCB representation from a given phase-type representation. We discuss numerical problems encountered when finding efficiently a stable solution of the nonlinear constrained optimization problem. Numerical simulations are performed to show the effectiveness of the proposed algorithm.
在正系统中,相型表示与正实现密切相关。我们尝试将相型表示转换为尽可能低阶的稀疏单循环正表示。由于给定相位类型分布的等效正表示不是唯一的,因此找到一个简单的低阶稀疏正表示非常重要,这样可以在应用程序中更有效地使用它。次反馈余弦块(HFCB)表示是一种很好的简单稀疏表示。我们的目标是找到一个可能具有低阶的HFCB表示,包括原始发生器的所有特征值。我们介绍了一种有效的非线性优化方法,用于从给定的相型表示计算HFCB表示。讨论了有效求解非线性约束优化问题的稳定解时遇到的数值问题。通过数值仿真验证了该算法的有效性。
{"title":"AN OPTIMIZATION APPROACH FOR COMPUTING A SPARSE MONO-CYCLIC POSITIVE REPRESENTATION","authors":"Kyungsup Kim","doi":"10.12941/JKSIAM.2016.20.225","DOIUrl":"https://doi.org/10.12941/JKSIAM.2016.20.225","url":null,"abstract":"The phase-type representation is strongly connected with the positive realization in positive system. We attempt to transform phase-type representation into sparse mono-cyclic positive representation with as low order as possible. Because equivalent positive representations of a given phase-type distribution are non-unique, it is important to find a simple sparse positive representation with lower order that leads to more effective use in applications. A Hypo-Feedback-Coxian Block (HFCB) representation is a good candidate for a simple sparse representation. Our objective is to find an HFCB representation with possibly lower order, including all the eigenvalues of the original generator. We introduce an efficient nonlinear optimization method for computing an HFCB representation from a given phase-type representation. We discuss numerical problems encountered when finding efficiently a stable solution of the nonlinear constrained optimization problem. Numerical simulations are performed to show the effectiveness of the proposed algorithm.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":"29 1","pages":"225-242"},"PeriodicalIF":0.6,"publicationDate":"2016-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87162167","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
期刊
Journal of the Korean Society for Industrial and Applied Mathematics
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1