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INDUSTRIAL MATHEMATICS IN ULTRASOUND IMAGING 超声成像中的工业数学
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-09-25 DOI: 10.12941/JKSIAM.2016.20.175
Jaeseong Jang, C. Ahn
Ultrasound imaging is a widely used tool for visualizing human body’s internal organs and quantifying clinical parameters. Due to its advantages such as safety, noninvasiveness, portability, low cost and real-time 2D/3D imaging, diagnostic ultrasound industry has steadily grown. Since the technology advancements such as digital beam-forming, Doppler ultrasound, real-time 3D imaging and automated diagnosis techniques, there are still a lot of demands for image quality improvement, faster and accurate imaging, 3D color Doppler imaging and advanced functional imaging modes. In order to satisfy those demands, mathematics should be used properly and effectively in ultrasound imaging. Mathematics has been used commonly as mathematical modelling, numerical solutions and visualization, combined with science and engineering. In this article, we describe a brief history of ultrasound imaging, its basic principle, its applications in obstetrics/gynecology, cardiology and radiology, domestic-industrial products, contributions of mathematics and challenging issues in ultrasound imaging.
超声成像是一种广泛应用于人体内脏器官可视化和临床参数量化的工具。由于其安全、无创、便携、低成本和实时二维/三维成像等优点,超声诊断行业稳步发展。随着数字波束形成、多普勒超声、实时三维成像和自动诊断技术等技术的进步,人们对图像质量的提高、成像速度的加快、成像精度的提高、三维彩色多普勒成像和先进的功能成像模式等仍有很大的需求。为了满足这些要求,在超声成像中必须正确有效地运用数学。数学已被广泛应用于数学建模、数值解和可视化,并与科学和工程相结合。本文介绍了超声成像的简史、基本原理、在妇产科、心脏科和放射科的应用、国内工业产品、超声成像中数学的贡献和面临的问题。
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引用次数: 1
A MASS LUMPING AND DISTRIBUTING FINITE ELEMENT ALGORITHM FOR MODELING FLOW IN VARIABLY SATURATED POROUS MEDIA 变饱和多孔介质流动模拟的质量集总分布有限元算法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-09-25 DOI: 10.12941/JKSIAM.2016.20.243
M. S. Islam
The Richards equation for water movement in unsaturated soil is highly nonlinear partial differential equations which are not solvable analytically unless unrealistic and oversimplifying assumptions are made regarding the attributes, dynamics, and properties of the physical systems. Therefore, conventionally, numerical solutions are the only feasible procedures to model flow in partially saturated porous media. The standard Finite element numerical technique is usually coupled with an Euler time discretizations scheme. Except for the fully explicit forward method, any other Euler time-marching algorithm generates nonlinear algebraic equations which should be solved using iterative procedures such as Newton and Picard iterations. In this study, lumped mass and distributed mass in the frame of Picard and Newton iterative techniques were evaluated to determine the most efficient method to solve the Richards equation with finite element model. The accuracy and computational efficiency of the scheme and of the Picard and Newton models are assessed for three test problems simulating one-dimensional flow processes in unsaturated porous media. Results demonstrated that, the conventional mass distributed finite element method suffers from numerical oscillations at the wetting front, especially for very dry initial conditions. Even though small mesh sizes are applied for all the test problems, it is shown that the traditional mass-distributed scheme can still generate an incorrect response due to the highly nonlinear properties of water flow in unsaturated soil and cause numerical oscillation. On the other hand, non oscillatory solutions are obtained and non-physics solutions for these problems are evaded by using the mass-lumped finite element method.
非饱和土壤中水运动的理查兹方程是高度非线性的偏微分方程,除非对物理系统的属性、动力学和性质作出不切实际和过于简化的假设,否则无法解析求解。因此,传统上,数值解是模拟部分饱和多孔介质流动的唯一可行方法。标准有限元数值方法通常与欧拉时间离散方案相结合。除完全显式正演法外,其他任何欧拉时间推进算法都会产生非线性代数方程,需要使用牛顿迭代和皮卡德迭代等迭代过程来求解。在本研究中,评估了Picard和Newton迭代技术框架下的集中质量和分布质量,以确定用有限元模型求解Richards方程的最有效方法。对模拟非饱和多孔介质中一维流动过程的三个测试问题,评估了该格式以及皮卡德模型和牛顿模型的精度和计算效率。结果表明,传统的质量分布有限元方法在湿锋处存在数值振荡,特别是在非常干燥的初始条件下。尽管所有的试验问题都采用了较小的网格尺寸,但由于非饱和土中水流的高度非线性特性,传统的质量分布方案仍然会产生不正确的响应,并引起数值振荡。另一方面,用质量集总有限元法得到了这些问题的非振荡解,并回避了这些问题的非物理解。
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引用次数: 0
SORET, HALL CURRENT, ROTATION, CHEMICAL REACTION AND THERMAL RADIATION EFFECTS ON UNSTEADY MHD HEAT AND MASS TRANSFER NATURAL CONVECTION FLOW PAST AN ACCELERATED VERTICAL PLATE 索雷、霍尔电流、旋转、化学反应和热辐射对加速垂直板非定常MHD传热传质自然对流的影响
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-09-25 DOI: 10.12941/JKSIAM.2016.20.203
M. Venkateswarlu, D. Lakshmi, K. N. Rao
The heat and mass transfer characteristics of the unsteady hydromagnetic natural convection flow with Hall current and Soret effect of an incompressible, viscous, electrically conducting, heat absorbing and optically thin radiating fluid flow past a suddenly started vertical infinite plate through fluid saturated porous medium in a rotating environment are taken into account in this paper. Derivations of exact analytical solutions are aimed under different physical properties. The velocity, concentration and temperature profiles, Sherwood number and Nusselt number are easily examined and discussed via the closed forms obtained. Soret effect and permeability parameter tends to accelerate primary and secondary fluid velocities whereas hall current, radiation and heat absorption have reverse effect on it. Radiation and heat absorption have tendency to enhance rate of heat transfer at the plate. The results obtained here may be further used to verify the validity of obtained numerical solutions for more complicated transient free convection fluid flow problems.
本文研究了旋转环境中不可压缩、粘性、导电、吸热、光薄辐射的流体经过突然启动的垂直无限大板经过流体饱和多孔介质时,具有霍尔电流和索雷特效应的非定常磁自然对流的传热传质特性。针对不同物理性质下精确解析解的推导。速度、浓度和温度分布、Sherwood数和Nusselt数很容易通过所得到的封闭形式进行检验和讨论。索雷特效应和磁导率参数倾向于加速一次和二次流体速度,而霍尔电流、辐射和吸热对其有相反的影响。辐射和吸热都有提高平板传热速率的趋势。所得结果可进一步用于验证所得数值解对更复杂的瞬态自由对流流体流动问题的有效性。
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引用次数: 5
NUMERICAL SOLUTION OF AN INTEGRO-DIFFERENTIAL EQUATION ARISING IN OSCILLATING MAGNETIC FIELDS 振荡磁场中积分-微分方程的数值解
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-09-25 DOI: 10.12941/JKSIAM.2016.20.261
K. Parand, M. Delkhosh
In this paper, an integro-differential equation which arises in oscillating magnetic fields is studied. The generalized fractional order Chebyshev orthogonal functions (GFCF) collocation method used for solving this integral equation. The GFCF collocation method can be used in applied physics, applied mathematics, and engineering applications. The results of applying this procedure to the integro-differential equation with time-periodic coefficients show the high accuracy, simplicity, and efficiency of this method. The present method is converging and the error decreases with increasing collocation points.
本文研究了振荡磁场中出现的一类积分-微分方程。采用广义分数阶切比雪夫正交函数(GFCF)配点法求解该积分方程。GFCF配置方法可用于应用物理、应用数学和工程应用。将该方法应用于具有时间周期系数的积分-微分方程的结果表明,该方法具有较高的精度、简单性和高效性。该方法具有收敛性,且误差随搭配点的增加而减小。
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引用次数: 4
ARITHMETIC AVERAGE ASIAN OPTIONS WITH STOCHASTIC ELASTICITY OF VARIANCE 具有随机方差弹性的算术平均亚洲期权
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-06-25 DOI: 10.12941/JKSIAM.2016.20.123
Kyu-Hwan Jang, Min-Ku Lee
This article deals with the pricing of Asian options under a constant elasticity of variance (CEV) model as well as a stochastic elasticity of variance (SEV) model. The CEV and SEV models are underlying asset price models proposed to overcome shortcomings of the constant volatility model. In particular, the SEV model is attractive because it can characterize the feature of volatility in risky situation such as the global financial crisis both quantitatively and qualitatively. We use an asymptotic expansion method to approximate the no-arbitrage price of an arithmetic average Asian option under both CEV and SEV models. Subsequently, the zero and non-zero constant leverage effects as well as stochastic leverage effects are compared with each other. Lastly, we investigate the SEV correction effects to the CEV model for the price of Asian options.
本文研究了恒定方差弹性(CEV)模型和随机方差弹性(SEV)模型下亚洲期权的定价问题。CEV和SEV模型是为克服恒定波动率模型的不足而提出的基础资产价格模型。SEV模型尤其具有吸引力,因为它可以定量和定性地描述全球金融危机等风险情况下的波动性特征。我们用渐近展开方法逼近了CEV和SEV模型下算术平均亚洲期权的无套利价格。随后,对零和非零常数杠杆效应以及随机杠杆效应进行了比较。最后,我们研究了SEV对亚洲期权价格CEV模型的修正效应。
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引用次数: 0
ROBUST A POSTERIORI ERROR ESTIMATOR FOR LOWEST-ORDER FINITE ELEMENT METHODS OF INTERFACE PROBLEMS 界面问题最低阶有限元方法的鲁棒后验误差估计
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-06-25 DOI: 10.12941/JKSIAM.2016.20.137
Kwang-Yeon Kim
In this paper we analyze an a posteriori error estimator based on flux recovery for lowest-order finite element discretizations of elliptic interface problems. The flux recovery considered here is based on averaging the discrete normal fluxes and/or tangential derivatives at midpoints of edges with weight factors adapted to discontinuous coefficients. It is shown that the error estimator based on this flux recovery is equivalent to the error estimator of Bernardi and Verfurth based on the standard edge residuals uniformly with respect to jumps of the coefficient between subdomains. Moreover, as a byproduct, we obtain slightly modified weight factors in the edge residual estimator which are expected to produce more accurate results.
本文分析了一种基于通量恢复的后验误差估计方法,用于椭圆界面问题的最低阶有限元离散化。这里考虑的通量恢复是基于对边缘中点的离散法向通量和/或切向导数取平均值,权重因子适应于不连续系数。结果表明,基于该通量恢复的误差估计量与基于标准边残差的Bernardi和Verfurth误差估计量相对于子域间系数的跳跃一致等效。此外,作为副产品,我们在边缘残差估计器中得到了稍微修改的权重因子,期望产生更准确的结果。
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引用次数: 2
ANALYSIS OF THE UPPER BOUND ON THE COMPLEXITY OF LLL ALGORITHM LLL算法复杂度的上界分析
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-06-25 DOI: 10.12941/JKSIAM.2016.20.107
Y. Park, Jaehyun Park
We analyze the complexity of the LLL algorithm, invented by Lenstra, Lenstra, and Lovasz as a a well-known lattice reduction (LR) algorithm which is previously known as having the complexity of O(N 4 logB) multiplications (or, O(N 5 (logB) 2 ) bit operations) for a lattice basis matrix H(∈ R M×N ) where B is the maximum value among the squared norm of columns of H. This implies that the complexity of the lattice reduction algorithm depends only on the matrix size and the lattice basis norm. However, the matrix structures (i.e., the correlation among the columns) of a given lattice matrix, which is usually measured by its condition number or determinant, can affect the computational complexity of the LR algorithm. In this paper, to see how the matrix structures can affect the LLL algorithm’s complexity, we derive a more tight upper bound on the complexity of LLL algorithm in terms of the condition number and determinant of a given lattice matrix. We also analyze the complexities of the LLL updating/downdating schemes using the proposed upper bound.
我们分析微光算法的复杂性,由Lenstra发明,Lenstra, Lovasz作为一个著名的晶格减少(LR)算法,以前被称为O (N 4 logB)乘法的复杂性(或者,O (N 5 (logB) 2)位运算)的基格矩阵H(∈R M×N), B是最大值的平方准则列H .这意味着晶格的复杂性减少算法只取决于矩阵规模和晶格基础规范。然而,给定晶格矩阵的矩阵结构(即列之间的相关性)通常通过其条件数或行列式来衡量,这可能会影响LR算法的计算复杂度。在本文中,为了了解矩阵结构如何影响LLL算法的复杂度,我们从给定晶格矩阵的条件数和行列式中推导出了LLL算法复杂度的一个更紧的上界。我们还利用提出的上界分析了LLL更新/降期方案的复杂性。
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引用次数: 4
PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS 选择更好选项的路径平均选项值标准
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-06-25 DOI: 10.12941/JKSIAM.2016.20.163
Junseok Kim, Minhyun Yoo, Hyeju Son, Seunggyu Lee, M. Kim, Yongho Choi, Darae Jeong, Young Rock Kim
In this paper, we propose an optimal choice scheme to determine the best option among comparable options whose current expectations are all the same under the condition that an investor has a confidence in the future value realization of underlying assets. For this purpose, we use a path-averaged option as our base instrument in which we calculate the time discounted value along the path and divide it by the number of time steps for a given expected path. First, we consider three European call options such as vanilla, cash-or-nothing, and asset-or-nothing as our comparable set of choice schemes. Next, we perform the experiments using historical data to prove the usefulness of our proposed scheme. The test suggests that the path-averaged option value is a good guideline to choose an optimal option.
本文提出了一种最优选择方案,在投资者对标的资产的未来价值实现有信心的情况下,在当前期望相同的可比较期权中确定最优期权。为此,我们使用路径平均选项作为基本工具,在该工具中,我们计算沿路径的时间贴现值,并将其除以给定预期路径的时间步数。首先,我们考虑三种欧洲看涨期权,如香草、要么现金要么一无所有、要么资产要么一无所有,作为我们的可比选择方案集。接下来,我们使用历史数据进行实验来证明我们提出的方案的有效性。试验表明,路径平均选项值是选择最优选项的良好准则。
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引用次数: 0
APPROXIMATION ORDER OF C 3 QUARTIC B-SPLINE APPROXIMATION OF CIRCULAR ARC 圆弧的c3四次b样条近似的近似阶
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-06-25 DOI: 10.12941/JKSIAM.2016.20.151
Sungchul Bae, Y. Ahn
In this paper, we present a C 3 quartic B-spline approximation of circular arcs. The Hausdorff distance between the C 3 quartic B-spline curve and the circular arc is obtained in closed form. Using this error analysis, we show that the approximation order of our approximation method is six. For a given circular arc and error tolerance we find the C 3 quartic B-spline curve having the minimum number of control points within the tolerance. The algorithm yielding the C 3 quartic B-spline approximation of a circular arc is also presented.
本文给出了圆弧的c3四次b样条近似。得到了c3四次b样条曲线与圆弧之间的Hausdorff距离的封闭形式。通过误差分析,我们证明了我们的近似方法的近似阶数为6。对于给定的圆弧和误差容限,我们找到在公差范围内具有最小控制点数的c3四次b样条曲线。给出了圆弧的c3四次b样条逼近算法。
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引用次数: 0
LARGE EDDY SIMULATION OF TURBULENT CHANNEL FLOW USING ALGEBRAIC WALL MODEL 用代数壁面模型模拟湍流通道流动的大涡
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2016-03-25 DOI: 10.12941/JKSIAM.2016.20.037
M. S. I. Mallik, Md.Ashraf Uddin
A large eddy simulation (LES) of a turbulent channel flow is performed by using the third order low-storage Runge–Kutta method in time and second order finite difference formulation in space with staggered grid at a Reynolds number, Re τ = 590 based on the channel half width, δ and wall shear velocity, u τ . To reduce the calculation cost of LES, algebraic wall model (AWM) is applied to approximate the near-wall region. The computation is performed in a domain of 2πδ×2δ×πδ with 32×20×32 grid points. Standard Smagorinsky model is used for subgrid-scale (SGS) modeling. Essential turbulence statistics of the flow field are computed and compared with Direct Numerical Simulation (DNS) data and LES data using no wall model. Agreements as well as discrepancies are discussed. The flow structures in the computed flow field have also been discussed and compared with LES data using no wall model.
基于通道半宽δ和壁面剪切速度u τ,在雷诺数Re τ = 590条件下,采用时间上的三阶低存储量龙格-库塔方法和空间上交错网格的二阶有限差分公式对湍流通道流动进行了大涡模拟。为了降低LES的计算成本,采用代数壁面模型(AWM)逼近近壁面区域。计算在2πδ×2δ×πδ的域内进行,网格点为32×20×32。采用标准Smagorinsky模型进行亚网格尺度(SGS)建模。计算了流场的基本湍流统计量,并与直接数值模拟(DNS)数据和无壁面模型的LES数据进行了比较。讨论了协议和差异。本文还讨论了计算流场中的流动结构,并与无壁面模型的LES数据进行了比较。
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引用次数: 2
期刊
Journal of the Korean Society for Industrial and Applied Mathematics
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