• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.463-473
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• 2009

A family of quasi-interpolatory wavelet system was introduced in [10], extending and unifing the biorthogonal Coiffman wavelet system. The corresponding refinable functions and wavelets have vanishing moment of a certain order (say, L), which is a key property for data representation and approximation. One of main advantages of this wavelet systems is that we can get optimal smoothness in the sense of smoothing factors in the scaling filters. In this paper, we first discuss the biorthogonality condition of the quisi-interpolatory wavelet system. Then, we study the properties of the scaling and wavelet filters, related to the polynomial reproduction and the vanishing moment respectively, which in fact determines the approximation orders of biorthogonal projections. In addition, we discuss the approximation orders of the wavelet projections.

• Journal of Korea Multimedia Society
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• v.22 no.10
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• pp.1160-1167
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• 2019

Because of the dynamic range limitation of digital equipment, it is impossible to obtain dark and bright areas at the same time with one shot. In order to solve this problem, an exposure fusion technique for fusing a plurality of images photographed at different exposure amounts into one is being studied. Among them, Laplacian pyramid decomposition based fusion method can generate natural HDR image by fusing images of various scales. But this requires a lot of computation time. Therefore, in this paper, we propose an approximation technique that achieves similar performance and greatly shortens computation time. The concept of vanishing point image for approximation is introduced, and the validity of the proposed approach is verified by comparing the computation time with the resultant image.

• Korean Journal of Mathematics
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• v.30 no.3
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• pp.539-553
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• 2022

In the present paper, we aim to obtain several approximation properties of Stancu form Szász-Mirakjan-Durrmeyer operators based on Bézier basis functions with shape parameter λ ∈ [-1, 1]. We estimate some auxiliary results such as moments and central moments. Then, we obtain the order of convergence in terms of the Lipschitz-type class functions and Peetre's K-functional. Further, we prove weighted approximation theorem and also Voronovskaya-type asymptotic theorem. Finally, to see the accuracy and effectiveness of discussed operators, we present comparison of the convergence of constructed operators to certain functions with some graphical illustrations under certain parameters.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.27 no.3
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• Structural Engineering and Mechanics
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• v.34 no.6
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• pp.779-799
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• 2010

In order to consider high-order effects on the actual limit state function, a new response surface method is proposed for structural reliability analysis by the use of high-order approximation concept in this study. Hermite polynomials are used to determine the highest orders of input random variables, and the sampling points for the determination of highest orders are located on Gaussian points of Gauss-Hermite integration. The cross terms between two random variables, only in case that their corresponding percent contributions to the total variation of limit state function are significant, will be added to the response surface function to improve the approximation accuracy. As a result, significant reduction in computational cost is achieved with this strategy. Due to the addition of cross terms, the additional sampling points, laid on two-dimensional Gaussian points off axis on the plane of two significant variables, are required to determine the coefficients of the approximated limit state function. All available sampling points are employed to construct the final response surface function. Then, Monte Carlo Simulation is carried out on the final approximation response surface function to estimate the failure probability. Due to the use of high order polynomial, the proposed method is more accurate than the traditional second-order or linear response surface method. It also provides much more efficient solutions than the available high-order response surface method with less loss in accuracy. The efficiency and the accuracy of the proposed method compared with those of various response surface methods available are illustrated by five numerical examples.

• International Journal of Control, Automation, and Systems
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• v.4 no.6
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• pp.689-696
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• 2006

This paper presents a new algorithm for the closed-loop $H_{\infty}$ composite control of weakly coupled bilinear systems with time-varying parameter uncertainties and exogenous disturbance using the successive Galerkin approximation(SGA). By using weak coupling theory, the robust $H_{\infty}$ control can be obtained from two reduced-order robust $H_{\infty}$ control problems in parallel. The $H_{\infty}$ control theory guarantees robust closed-loop performance but the resulting problem is difficult to solve for uncertain bilinear systems. In order to overcome the difficulties inherent in the $H_{\infty}$ control problem, two $H_{\infty}$ control laws are constructed in terms of the approximated solution to two independent Hamilton-Jacobi-Isaac equations using the SGA method. One of the purposes of this paper is to design a closed-loop parallel robust $H_{\infty}$ control law for the weakly coupled bilinear systems with parameter uncertainties using the SGA method. The other is to reduce the computational complexity when the SGA method is applied to the high order systems.

• Interaction and multiscale mechanics
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• v.6 no.2
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• pp.137-156
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• 2013

In this paper, a meshfree shell adaptive procedure is developed for the applications in the sheet metal forming simulation. The meshfree shell formulation is based on the first-order shear deformable shell theory and utilizes the degenerated continuum and updated Lagrangian approach for the nonlinear analysis. For the sheet metal forming simulation, an h-type adaptivity based on the meshfree background cells is considered and a geometric error indicator is adopted. The enriched nodes in adaptivity are added to the centroids of the adaptive cells and their shape functions are computed using a first-order generalized meshfree (GMF) convex approximation. The GMF convex approximation provides a smooth and non-negative shape function that vanishes at the boundary, thus the enriched nodes have no influence outside the adapted cells and only the shape functions within the adaptive cells need to be re-computed. Based on this concept, a multi-level refinement procedure is developed which does not require the constraint equations to enforce the compatibility. With this approach the adaptive solution maintains the order of meshfree approximation with least computational cost. Two numerical examples are presented to demonstrate the performance of the proposed method in the adaptive shell analysis.

• Journal of Ocean Engineering and Technology
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• v.37 no.2
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• pp.49-57
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• 2023

Since Chappelear developed a Fourier approximation method, considerable research efforts have been made. On the other hand, Fourier approximations are unsuitable for deep water waves. The purpose of this study is to provide a Fourier approximation suitable even for deep water waves and a numerical method to determine the Fourier coefficients and the wave properties. In addition, the convergence of the solution was tested in terms of its order. This paper presents a velocity potential satisfying the Laplace equation and the bottom boundary condition (BBC) with a truncated Fourier series. Two wave profiles were derived by applying the potential to the kinematic free surface boundary condition (KFSBC) and the dynamic free surface boundary condition (DFSBC). A set of nonlinear equations was represented to determine the Fourier coefficients, which were derived so that the two profiles are identical at specified phases. The set of equations was solved using Newton's method. This study proved that there is a limit to the series order, i.e., the maximum series order is N=12, and that there is a height limitation of this method which is slightly lower than the Michell theory. The reason why the other Fourier approximations are not suitable for deep water waves is discussed.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.36 no.4
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• pp.280-286
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• 1987

A new method is presented for obtaining redced-order model for time-invariant systems. This method does not require the calculation of the reciprocal transformation, the alpha table, the beta-table and the alpha-beta expansion which should be calculated in Routh approximation method, hence it is computationally very attractive better than Routh approximation method, furthemore the stability of the reduced-order model is guaranted if the original system is stable. This method starts with the continued fraction espansion of auxiliary denominator polynomial give for the denominator polynomial of the reduced-order model. The coefficients of the numerator polynomial are then obtained by equating moment of the original and the reduced-order medel.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.4
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• pp.283-300
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• 2019

In this paper, we propose a new semi-analytic approach based on the generalized Taylor series for solving nonlinear differential equations of fractional order. Assuming the solution is expanded as the generalized Taylor series, the coefficients of the series can be computed by solving the corresponding recursive relation of the coefficients which is generated by the given problem. This method is called the generalized differential transform method(GDTM). In several literatures the standard GDTM was applied in each sub-domain to obtain an accurate approximation. As noticed in [19], however, a direct application of the GDTM in each sub-domain loses a term of memory which causes an inaccurate approximation. In this work, we derive a new recursive relation of the coefficients that reflects an effect of memory. Several illustrative examples are demonstrated to show the effectiveness of the proposed method. It is shown that the proposed method is robust and accurate for solving nonlinear differential equations of fractional order.