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Journal of Mathematical and Fundamental Sciences
ISSN : 23375760     EISSN : 23385510     DOI : https://doi.org/10.5614/j.math.fund.sci.
Core Subject : Science, Education,
Journal of Mathematical and Fundamental Sciences welcomes full research articles in the area of Mathematics and Natural Sciences from the following subject areas: Astronomy, Chemistry, Earth Sciences (Geodesy, Geology, Geophysics, Oceanography, Meteorology), Life Sciences (Agriculture, Biochemistry, Biology, Health, Medical, Pharmacy), Mathematics, Physics, and Statistics.
Articles 5 Documents
Search results for , issue "Vol. 34 No. 2" : 5 Documents clear
Compound Sums and their Applications in Finance R. Helmersr; B. Tarigan
Journal of Mathematical and Fundamental Sciences Vol. 34 No. 2&3 (2002)
Publisher : Institute for Research and Community Services (LPPM) ITB

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Abstract

Compound sums arise frequently in insurance (total claim size in a portfolio) and in accountancy (total error amount in audit populations). As the normal approximation for compound sums usually performs very badly, one may look for better methods for approximating the distribution of a compound sum, e.g. the bootstrap or empirical Edgeworth / saddlepoint approimations. We sketch some recent developments and indicate their relevance in finance. Second, we propos and investigate a simple estimator of the probability of ruin in the Poisson risk model, for the special case where the claim sizes are assumed to be exponentially distributed.
Conic Optimization, with Applications to (Robust) Truss Topology Design C. Roos; D. Chaerani
Journal of Mathematical and Fundamental Sciences Vol. 34 No. 2&3 (2002)
Publisher : Institute for Research and Community Services (LPPM) ITB

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Abstract

After a brief introduction to the field of Conic Optimization we presentsome interesting applications to the (robust) trus topologr design (TTD)problem, where the goal is to design a truss of a given weight best ableto withstand a set of given loads. We present a linear model for thesingle-load case and semidefinite models for the multi-load and the ro'bust TTD problem. All models are illustrated by examples. It is alsoshown that by using duality the size of some of these models can bereduced significantly.
Study of Nonlinear Periodic Optical System H. Alatas; A.A. Iskandar; M. O. Tjia; T.P. Valkering
Journal of Mathematical and Fundamental Sciences Vol. 34 No. 2&3 (2002)
Publisher : Institute for Research and Community Services (LPPM) ITB

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Abstract

We give a brief review of some results of our study on one-dimensional shallow nonlinear Bragg grating with nonlinear modulation and deep nonlinear Bragg grating.
On Kink-Dynamics of Stacked-Josephson Junctions H. Susanto; T. P. P. Visser; S. A. van Gils
Journal of Mathematical and Fundamental Sciences Vol. 34 No. 2&3 (2002)
Publisher : Institute for Research and Community Services (LPPM) ITB

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Abstract

Dynamics of a fluxon in a stack of coupled long Josephson junctions is studied numericallv. Based on the numerical simulations, we show that the dependence of the propagation velocity c on the external bias current γ is determined by the ratio of the critical currents of thc two junctions J.
A Global Kam-Theorem: Monodromy in Near-Integrable Perturbations of Spherical Pendulum Henk W. Broer
Journal of Mathematical and Fundamental Sciences Vol. 34 No. 2&3 (2002)
Publisher : Institute for Research and Community Services (LPPM) ITB

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Abstract

The KAM Theory for the persistence of Lagrangean invariant tori in nearly integrable Hamiltonian systems is lobalized to bundles of invariant tori. This leads to globally well-defined conjugations between near-integrable systems and their integrable approximations, defined on nowhere dense sets of positive measure associated to Diophantine frequency vectors. These conjugations are Whitney smooth diffeomorphisms between the corresponding torus bundles. Thus the geometry of the integrable torus bundle is inherited by the near-integrable perturbation. This is of intereet in cases where these bundles are nontrivial. The paper deals with the spherical pendulum as a leading example.

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