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Milang Journal of Mathematics and Its Applications
Published by Institut Pertanian Bogor
ISSN : -     EISSN : 29635233     DOI : https://doi.org/10.29244/milang.18.1
Core Subject : Science, Education, Agriculture, Engineering,
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Mathematics
The name MILANG is a Sundanese word that means “to count”, and is also an acronym of the topics covered in the journal: Mathematics in Informatics, Life Sciences, Actuarial Science, Natural Sciences, and Graph Theory.
Arjuna Subject : Matematika - Matematika (Lain-Lain)
Articles 5 Documents
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Search results for , issue "Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications" : 5 Documents clear
AN INVESTMENT STRATEGY IN PORTFOLIO SELECTION PROBLEM WITH BULLET TRANSACTION COST E. SYAHRIL
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (145.536 KB) | DOI: 10.29244/jmap.2.2.1-14

Abstract

This paper discusses an investment strategy for a con- sumption and investment decision problem for an individual who has available a riskless asset paying fixed interest rate and a risky asset driven by Brownian motion price fluctuations. The individual observes current wealth when making transactions, that transac- tions incur costs, and that decisions to transact can be made at any time based on all current information. The transactions costs is fixed for every transaction, regardless of amount transacted. In addition, the investor is charged a fixed fraction of total wealth as management fee. The investor’s objective is to maximize the expected utility of consumption over a given horizon. The prob- lem faced by the investor is formulated in a stochastic discrete- continuous-time control problem. An investment strategy is given for fixed transaction intervals.
HIGHER ORDER KORTEWEG-DE VRIES MODELS FOR INTERNAL WAVES J. JAHARUDDIN
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (96.807 KB) | DOI: 10.29244/jmap.2.2.15-22

Abstract

By using asymptotic methods, evolution equation is derived for the internal waves in density stratified fluid. This evo- lution equation arise as a solvability condition. A higher-order extension of the familiar Korteweg-de Vries equation is produced for internal waves in a density stratified flow with a free surface. All coefficients of this extended Korteweg-de Vries equation are expressed via integrals of the modal function for the linear theory of long internal waves.
BENTUK FUNGSIONAL TINGKAT FERTILITAS ALAMI DAN TINGKAT PERILAKU HENTIAN H. SUMARNO
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (311.914 KB) | DOI: 10.29244/jmap.2.2.23-36

Abstract

Tingkat fertilitas perkawinan umur a menyatakan intensitas kelahiran bagi wanita umur a, jika ia menikah mulai dari awal masa reproduksinya. Dalam model Coale-Trussell, tingkat fertilitas perkawinan umur a dapat diuraikan menjadi dua komponen, yakni tingkat fertilitas alami standar umur a, n(a), dan tingkat perilaku hentian standar umur a, v(a).  Tujuan kajian ini ialah membuat kedua komponen n(a) dan v(a) menjadi bentuk fungsional. Proses ini akan mentransformasi model Coale- Trussell menjadi kurva kontinu. Dengan menggunakan model kontinu, diharapkan akan dapat meningkatkan kemampuan model menyuai data, terutama dalam analisis data skala mikro, karena variasi intensitas kelahiran menurut umur dapat dimodelkan dengan lebih cermat.
ON THE USE OF DISCRETE FOURIER TRANSFORM FOR SOLVING BIPERIODIC BOUNDARY VALUE PROBLEM OF BIHARMONIC EQUATION IN THE UNIT RECTANGLE A. D. GARNADI
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (78.662 KB) | DOI: 10.29244/jmap.2.2.37-42

Abstract

This note is addressed to solving biperiodic boundary value problem of biharmonic equation in the unit rectangle. First, we describe the necessary tools, which is discrete Fourier trans- form for one dimensional periodic sequence, and then extended the results to 2-dimensional biperiodic sequence. Next, we use the discrete Fourier transform 2-dimensional biperiodic sequence to solve discretization of the biperiodic boundary value problem of Biharmonic Equation.
CHARACTERISTICS OF A TRUE PARAMETER OF A HIDDEN MARKOV MODEL B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 2 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (91.62 KB) | DOI: 10.29244/jmap.2.2.43-48

Abstract

Representation which generates the observed process of a hidden Markov model is not unique. The simplest one, that is, the one with minimum size is called a true parameter. This article is aimed to present characteristics of this parameter.

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