Go to the main menu
Skip to content
Go to bottom
REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
> Journal Vol & Issue
Journal of the Korea Society for Industrial and Applied Mathematics
Journal Basic Information
Journal DOI :
The Korean Society for Industrial and Applied Mathematics
Editor in Chief :
Volume & Issues
Volume 15, Issue 4 - Dec 2011
Volume 15, Issue 3 - Sep 2011
Volume 15, Issue 2 - Jun 2011
Volume 15, Issue 1 - Mar 2011
Selecting the target year
EXISTENCE OF SOLUTIONS FOR DOUBLE PERTURBED IMPULSIVE NEUTRAL FUNCTIONAL EVOLUTION EQUATIONS
Vijayakumar, V. ; Sivasankaran, S. ; Arjunan, M. Mallika ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 253~265
In this paper, we study the existence of mild solutions for double perturbed impulsive neutral functional evolution equations with infinite delay in Banach spaces. The existence of mild solutions to such equations is obtained by using the theory of the Hausdorff measure of noncompactness and Darbo fixed point theorem, without the compactness assumption on associated evolution system. An example is provided to illustrate the theory.
A SELF SCALING MULTI-STEP RANK ONE PATTERN SEARCH ALGORITHM
Moghrabi, Issam A.R. ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 267~275
This paper proposes a new quickly convergent pattern search quasi-Newton algorithm that employs the multi-step version of the Symmetric Rank One (SRI). The new algorithm works on the factorizations of the inverse Hessian approximations to make available a sequence of convergent positive bases required by the pattern search process. The algorithm, in principle, resembles that developed in  with multi-step methods dominating the dervation and with numerical improvements incurred, as shown by the numerical results presented herein.
OPTIMAL PORTFOLIO FOR MULTI-TYPE ASSET MODELS USING FILTERED VARIOUS INFORMATION
Oh, Jae-Pill ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 277~290
We define some multi-type asset models derved from L
vy proceses which emphasize coefficients of stochastic differential equations. Also these asset models can be represented by Doleance-Dade linear equations derived from jump-type semimartingales which are decomposed by various terms of time basically. For these asset models, we can construct optimal portfolio strategy by using filtered various information at each check time.
EFFICIENT NUMERICAL METHODS FOR THE KDV EQUATION
Kim, Mi-Young ; Choi, Young-Kwang ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 291~306
We consider the second order Strang splitting method to approximate the solution to the KdV equation. The model equation is split into three sets of initial value problems containing convection and dispersal terms separately. TVD MUSCL or MUSCL scheme is applied to approximate the convection term and the second order centered difference method to approximate the dispersal term. In time stepping, explicit third order Runge-Kutta method is used to the equation containing convection term and implicit Crank-Nicolson method to the equation containing dispersal term to reduce the CFL restriction. Several numerical examples of weakly and strongly dispersive problems, which produce solitons or dispersive shock waves, or may show instabilities of the solution, are presented.
PAPER TEMPLATES FOR TRIANGULATED SURFACES
Min, Cho-Hong ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 307~318
We introduce an algorithm that automatically generates paper templates of a triangulated surface. The surface can be built by cutting, folding, and pasting the paper templates. The algorithm is branched to two strategies : one is to select the longest neghboring edge among many choices, and the other is to select the largest neighboring triangle. Three surfaces, whose triangulation sizes widely range, are successfully built by the algorithm. The two strategies are empirically evaluated in building the surfaces with respect to paper consumption, a measure of cost efficiency, and boundary length, a measure of speed efficiency. Strategy 1 performs in most cases better than the other one with respect to boundary length, but sometimes wins and sometimes loese with respect to paper consumption.
GENERATING NEW FRAMES IN
Kwon, Kil-Hyun ; Lee, Dae-Gwan ; Yoon, Gang-Joon ;
Journal of the Korea Society for Industrial and Applied Mathematics, volume 15, issue 4, 2011, Pages 319~328
be a frame (Riesz basis, respectively) of
. We obtain necessary and sufficient conditions of
becomes a frame (Riesz basis, respectively) of
> 0 and
becomes a frame of
, we present its frame operator and the canonical dual frame in a simple form. Some interesting examples are included.