• 대한수학회보
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• 제57권2호
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• pp.311-330
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• 2020

This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제2권1호
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• pp.27-39
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• 1998

We describe a fast numerical method for non-separable elliptic equations in self-adjoin form on irregular adaptive domains. One of the most successful results in numerical PDE is developing rapid elliptic solvers for separable EPDEs, for example, Fourier transformation methods for Poisson problem on a square, however, it is known that there is no rapid elliptic solvers capable of solving a general nonseparable problems. It is the purpose of this paper to present an iterative solver for linear EPDEs in self-adjoint form. The scheme discussed in this paper solves a given non-separable equation using a sequence of solutions of Poisson equations, therefore, the most important key for such a method is having a good Poison solver. High performance is achieved by using a fast high-order adaptive Poisson solver which requires only about 500 floating point operations per gridpoint in order to obtain machine precision for both the computed solution and its partial derivatives. A few numerical examples have been presented.

• 오토저널
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• 제15권1호
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• pp.81-88
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• 1993

A direct treatment of the min-max type objective function of the dynamic response optimization problem is proposed. Previously, the min-max type objective function was transformed to an artificial design variable and an additional point-wise state variable constraint function was imposed, which increased the complexity of the optimization problem. Especially, the design sensitivity analysis for the augmented Lagrangian functional with the suggested treatment is established by using the adjoint variable method and a computer program to implement the proposed algorithm is developed. The optimization result of the proposed treatment are obtained for three typical problems and compared with those of the previous treatment. It is concluded that the suggested treatment in much more efficient in the computational effort than the previous treatment with giving the similar optimal solutions.

• 대한수학회보
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• 제58권3호
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• pp.669-688
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• 2021

The aim of this paper is to prove the existence of an admissible inertial manifold for mild solutions to infinite delay evolution equation of the form $$\{{\frac{du}{dt}}+Au=F(t,\;u_t),\;t{\geq}s,\\\;u_s({\theta})={\phi}({\theta}),\;{\forall}{\theta}{\in}(-{{\infty}},\;0],\;s{\in}{\mathbb{R}},$$ where A is positive definite and self-adjoint with a discrete spectrum, the Lipschitz coefficient of the nonlinear part F may depend on time and belongs to some admissible function space defined on the whole line. The proof is based on the Lyapunov-Perron equation in combination with admissibility and duality estimates.

• 전산구조공학
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• 제1권1호
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• pp.87-94
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• 1988

반복 비선형 계획법의 하나인 선형화 기법을 절대수렴의 전제아래 합성 구조물의 최적 설계에 응용한다. 선형화 기법은 설계문제의 제약조건을 선형화된 등가 제약조건으로 변형시키며 active-set 정책을 구사한다. 결과, 매 설계단계에서 풀어야 할 상태 및 수반 방정식의 수를 줄임으로써 실질적인 계산의 절감을 기한다. 기둥으로 받쳐진 판-보 구조물은 최적화 기법의 능력을 시험키 위한 합성구조물의 좋은 예로서, 설계결과 선형화 기법은 만족할만한 수렴치로써 최적해를 산출함을 알 수 있고 나아가 이 방법은 모든 종류의 최적화 문제에 적용될 수 있을 것으로 보인다.

• 유체기계공업학회:학술대회논문집
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• 유체기계공업학회 2006년 제4회 한국유체공학학술대회 논문집
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• pp.33-36
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• 2006

As the computing environment is rapidly improved, the interests of CFD are gradually focused on large-scale computation over complex geometry. Keeping pace with the trend, essential computational tools to obtain solutions of complex aerospace flow analysis and design problems are examined. An accurate and efficient flow analysis and design codes for large-scale aerospace problem are presented in this work. With regard to original numerical schemes for flow analysis, high-fidelity flux schemes such as RoeM, AUSMPW+ and higher order interpolation schemes such as MLP (Multi-dimensional Limiting Process) are presented. Concerning the grid representation method, a general-purpose basis code which can handle multi-block system and overset grid system simultaneously is constructed. In respect to design optimization, the importance of turbulent sensitivity is investigated. And design tools to predict highly turbulent flows and its sensitivity accurately by fully differentiating turbulent transport equations are presented. Especially, a new sensitivity analysis treatment and geometric representation method to resolve the basic flow characteristics are presented. Exploiting these tools, the capability of the proposed approach to handle complex aerospace simulation and design problems is tested by computing several flow analysis and design problems.

• Steel and Composite Structures
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• 제30권1호
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• pp.57-67
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• 2019

This paper deals with the static analysis of axially functionally graded rectangular plates. It is assumed that the flexural rigidity of the plate varies exponentially along one of the plate's in-plane dimensions. Both an analytical approach and a numerical method are utilized to solve the problem. The analytical solution is obtained by using the Green's function method. To employ this approach, the adjoint boundary value problem is established. Then, exact solutions for deflection of the plate for different boundary conditions are found. In another way, a finite element formulation for the problem is developed. In order to demonstrate the validity of the Authors' formulation, the results obtained via both mentioned schemes are compared with each other for functionally graded plates and with results of previously published works for homogeneous plates. The effect of plate parameters on the response of the plate is also investigated. To remind the research background, a brief review on the application of Green's function method in plates' analysis and functionally graded plates is also presented.

• Nuclear Engineering and Technology
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• 제53권5호
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• pp.1391-1402
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• 2021

The aim of this work is to prepare a neutron noise calculator based on the second order of average current nodal expansion method (ACNEM). Generally, nodal methods have the ability to fulfill the neutronic analysis with adequate precision using coarse meshes as large as a fuel assembly size. But, for the zeroth order of ACNEM, the accuracy of neutronic simulations may not be sufficient when coarse meshes are employed in the reactor core modeling. In this work, the capability of second order ACNEM is extended for solving the neutron diffusion equation in the frequency domain using coarse meshes. For this purpose, two problems are modeled and checked including a slab reactor and 2D BIBLIS PWR. For validating of results, a semi-analytical solution is utilized for 1D test case, and for 2D problem, the results of both forward and adjoint neutron noise calculations are exploited. Numerical results indicate that by increasing the order of method, the errors of frequency dependent coarse mesh solutions are considerably decreased in comparison to the reference. Accordingly, the accuracy of second order ACNEM can be acceptable for the neutron noise calculations by using coarse meshes in the nuclear reactor core.

• 대한기계학회논문집
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• 제17권1호
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• pp.141-152
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• 1993

본 연구에서는 축대칭 열전도 고체의 형상설계민감도 해석을 위하여 2차원 문 제를 다룬 Lee, Choi와 Kwak의 방법을 축대칭 문제로 확장하였다.축대칭 형태로 표 시된 직접 및 간접 경계적분방정식의 정식화에 기초하여 전미분방접과 보조변수방법으 로 형상최적화 문제에서 발생하는 일반적인 성능 범함수의 형상설계민감도 공식을 유 도하고, 온도 및 열속의 제한조건에 이를 응용하였다. 제시된 민감도해석방법의 정 확성을 검증하기 위하여 해석적인 해를 갖는 원통문제와 구문제를 다루었는데, 두 문 제에 대하여 민감도 공식을 이용하여 수치계산된 결과를 해석적인 민감도와 비교하였 다. 또한 복잡한 수치해로서 냉각핀(cooling fin)문제를 다루었으며, 민감도 공식에 의한 계산 결과를 유한차분(finite difference)으로 수치미분한 결과와 비교하였다.