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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Journal of the Korea Society for Industrial and Applied Mathematics
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The Korean Society for Industrial and Applied Mathematics
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Volume & Issues
Volume 14, Issue 4 - Dec 2010
Volume 14, Issue 3 - Sep 2010
Volume 14, Issue 2 - Jun 2010
Volume 14, Issue 1 - Mar 2010
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A FAST AND ACCURATE NUMERICAL METHOD FOR MEDICAL IMAGE SEGMENTATION
Li, Yibao ; Kim, Jun-Seok ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 14, issue 4, 2010, Pages 201~210
We propose a new robust and accurate method for the numerical solution of medical image segmentation. The modified Allen-Cahn equation is used to model the boundaries of the image regions. Its numerical algorithm is based on operator splitting techniques. In the first step of the splitting scheme, we implicitly solve the heat equation with the variable diffusive coefficient and a source term. Then, in the second step, using a closed-form solution for the nonlinear equation, we get an analytic solution. We overcome the time step constraint associated with most numerical implementations of geometric active contours. We demonstrate performance of the proposed image segmentation algorithm on several artificial as well as real image examples.
MULTI-TYPE FINANCIAL ASSET MODELS FOR PORTFOLIO CONSTRUCTION
Oh, Jae-Pill ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 14, issue 4, 2010, Pages 211~224
We define some asset models which are useful for portfolio construction in various terms of time. Our asset models are geometric jump-diffusions defined by the solutions of stochastic differential equations which are decomposed by various terms of time basically. We also can study pricing and hedging strategy of options in our models roughly.
DYNAMIC ANALYSIS OF A PERIODICALLY FORCED HOLLING-TYPE II TWO-PREY ONE-PREDATOR SYSTEM WITH IMPULSIVE CONTROL STRATEGIES
Kim, Hye-Kyung ; Baek, Hun-Ki ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 14, issue 4, 2010, Pages 225~247
In this paper, we establish a two-competitive-prey and one-predator Holling type II system by introducing a proportional periodic impulsive harvesting for all species and a constant periodic releasing, or immigrating, for the predator at different fixed time. We show the boundedness of the system and find conditions for the local and global stabilities of two-prey-free periodic solutions by using Floquet theory for the impulsive differential equation, small amplitude perturbation skills and comparison techniques. Also, we prove that the system is permanent under some conditions and give sufficient conditions under which one of the two preys is extinct and the remaining two species are permanent. In addition, we take account of the system with seasonality as a periodic forcing term in the intrinsic growth rate of prey population and then find conditions for the stability of the two-prey-free periodic solutions and for the permanence of this system. We discuss the complex dynamical aspects of these systems via bifurcation diagrams.
VALUATION FUNCTIONALS AND STATIC NO ARBITRAGE OPTION PRICING FORMULAS
Jeon, In-Tae ; Park, Cheol-Ung ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 14, issue 4, 2010, Pages 249~273
Often in practice, the implied volatility of an option is calculated to find the option price tomorrow or the prices of, nearby' options. To show that one does not need to adhere to the Black- Scholes formula in this scheme, Figlewski has provided a new pricing formula and has shown that his, alternating passive model' performs as well as the Black-Scholes formula . The Figlewski model was modified by Henderson et al. so that the formula would have no static arbitrage . In this paper, we show how to construct a huge class of such static no arbitrage pricing functions, making use of distortions, coherent risk measures and the pricing theory in incomplete markets by Carr et al. . Through this construction, we provide a more elaborate static no arbitrage pricing formula than Black-Sholes in the above scheme. Moreover, using our pricing formula, we find a volatility curve which fits with striking accuracy the synthetic data used by Henderson et al. .
A MODELING PERSPECTIVE OF DELIBERATE SELF-HARM
Do, Tae-Sug ; Lee, Young-S. ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 14, issue 4, 2010, Pages 275~284
Deliberate self-harm (DSH) is the act of deliberately harming your own body, such as cutting or burning yourself, without suicidal intent. It has especially become a problem among adolescents and college-age students in institutional settings such as boarding schools, Greek houses, detention centers and hospitals. We focus on contagion of DSH among adolescents and young adults by creating a deterministic epidemiological model. We study the impact of actual peer pressure, virtual peer pressure (the Internet) and treatment analytically in terms of a basic reproduction number through stability analysis of a system of ordinary differential equations. All parameters are approximated and results are also explored by simulations. The model shows that DSH is present in an endemic state in the population considered, and the control strategies are discussed.