• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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• pp.115-119
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• 1987

In this paper the observer design problem in bilinear systems is studied using the Walsh functions as approximating set of functions to find a finite series expansion of the state of bilinear system. A classical Liapnove method, to finding a class of observer feedback matrix, is applied to ensure uniform asymptotic stability of the observation error dynamics. An algorithm is derived for observer state eq. via Walsh function. The basic objective is to develop a computational algorithm for the determination of the coefficients in the expansion. This approach technique gives satisfactory result as well provides precise and effective method for the bilinear observer design problem.

• 전기의세계
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• 제29권4호
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• pp.256-259
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• 1980

A singular pertubation theory is applied to obtain an approximate solution for suboptimal control of nuclear reactors with spatially distributed parameters. The inverse of the neutron velocity is regarded as a small perturbing parameter, and the model, adopted for simplicity, is a cylindrically symmetrical reactor whose dynamics are described by the one group diffusion equation with one delayed neutron group. The Helmholtz mode expansion is used for the application of the optimal theory for lumped parameter systems to the spatially distributed parameter systems. An asymptotic expansion of the feedback gain matrix is obtained with construction of the boundary layer correction up to the first order.

• Journal of applied mathematics & informatics
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• 제26권5_6호
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• pp.1057-1069
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• 2008

We consider singularly perturbed Boundary Value Problems (BVPs) for third and fourth order Ordinary Differential Equations(ODEs) of convection-diffusion type with discontinuous source term and a small positive parameter multiplying the highest derivative. Because of the type of Boundary Conditions(BCs) imposed on these equations these problems can be transformed into weakly coupled systems. In this system, the first equation does not have the small parameter but the second contains it. In this paper a computational method named as 'An asymptotic finite element method' for solving these systems is presented. In this method we first find an zero order asymptotic approximation to the solution and then the system is decoupled by replacing the first component of the solution by this approximation in the second equation. Then the second equation is independently solved by a fitted mesh Finite Element Method (FEM). Numerical experiments support our theoritical results.

• Journal of the Korean Statistical Society
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• 제15권1호
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• pp.62-70
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• 1986

In this paper distribution of the determinant of B-statistic in the complex case has been derived in terms of incomplete gamma functions. Asymptotic expansion of the distribution has also been derived.

• 대한기계학회논문집
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• 제9권1호
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• pp.56-63
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• 1985

본 논문에서는 유체의 틈(gap)이 있는 동심 사각형 및 육각형 구조물의 가상 질량을 이론적으로 구하고 이를 실험치 및 수치해와 비교 검토한다. 대부분의 원자 로의 핵연료봉이 육각 또는 사각형의 통(can)에 넣어져 배열되며, 통 사이의 작은 틈 으로 냉각수가 흐르고 있으므로 본 논문은 이러한 경우에 대한 가장 간단한 모델의 하 나가 된다. 이론해는 유동을 이차원 포텐셜흐름(potential flow)으로 가정하고, 통 사이의 틈이 작을 때 정합점근전개(matched asymptotic expansion)의 방법을 써서 근 사적으로 구한다. 실험은 구조물을 외팔보로 이상화시켜 틈의 크기를 변화시켜 가면 서, 공기 중에서와 물 속에서의 고유진동수 및 감쇠계수를 측정하여 가상질량을 구한 다. 수치해는 H. Chung and S.S. Chen의 프로그램을 이용하여 유한요소법으로 구한 다.

• Steel and Composite Structures
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• 제43권2호
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• pp.241-256
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• 2022

In this article, an analytical procedure is presented for static analysis of composite cylinders with the geometrically nonlinear behavior, and non-uniform thickness profiles under different loading conditions by considering moderately large deformation. The composite cylinder includes two inner and outer isotropic layers and one honeycomb core layer with adjustable Poisson's ratio. The Mirsky-Herman theory in conjunction with the von-Karman nonlinear theory is employed to extract the governing equations which are a system of nonlinear differential equations with variable coefficients. The governing equations are solved analytically using the matched asymptotic expansion (MAE) method of the perturbation technique and the effects of moderately large deformations are studied. The presented method obtains the results with fast convergence and high accuracy even in the regions near the boundaries. Highlights: • An analytical procedure based on the matched asymptotic expansion method is proposed for the static nonlinear analysis of composite cylindrical shells with a honeycomb core layer and non-uniform thickness. • The effect of moderately large deformation has been considered in the kinematic relations by assuming the nonlinear von Karman theory. • By conducting a parametric study, the effect of the honeycomb structure on the results is studied. • By adjusting the Poisson ratio, the effect of auxetic behavior on the nonlinear results is investigated.

• 응용통계연구
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• 제21권5호
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• pp.755-763
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• 2008

This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

• 대한수학회지
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• 제58권6호
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• pp.1529-1547
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• 2021

In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

• 한국연소학회:학술대회논문집
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• 한국연소학회 1998년도 제17회 KOSCI SYMPOSIUM 논문집
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• pp.139-154
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• 1998

Under certain circumstance, premixed turbulent flame can be treated as wrinkled thin laminar flame and its motion in a hydrodynamic flow field has been investigated by employing G-equation. Past studies on G-equation successfully described certain aspects of laminar flame propagation such as effects of stretch on flame speed. In those studies, flames were regarded as a passive interface that does not influence the flow field. The experimental evidences, however, indicate that flow field can be significantly modified by the propagation of flames through the volume expansion of burned gas. In the present study, a new method to be used with G -equation is described to include the effect of volume expansion in the flame dynamics. The effect of volume expansion on the flow field is approximated by Biot-Savart law. The newly developed model is validated by comparison with existing analytical solutions of G -equation to predict flames propagating in hydrodynamic flow field without volume expansion. To further investigate the influence of volume expansion, present method was applied to initially wrinkled or planar flame propagating in an imposed velocity field and the average flame speed was evaluated from the ratio of flame surface area and projected area of unburned stream channel. It was observed that the initial wrinkling of flame cannot sustain itself without velocity disturbance and wrinkled structure decays into planar flame as the flame propagates. The rate of decay of the structure increased with volume expansion. The asymptotic change in the average burning speed occurs only with disturbed velocity field. Because volume expansion acts directly on the velocity field, the average burning speed is affected at all time when its effect is included. With relatively small temperature ratio of 3, the average flame speed increased 10%. The combined effect of volume expansion and flame stretch is also considered and the result implied that the effect of stretch is independent of volume release.

• 응용통계연구
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• 제30권2호
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• pp.243-257
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• 2017

본 논문에서는 옵션의 가격을 결정하기 위해 사용될 수 있는 몇 가지 근사적인 방법들을 수치적으로 비교하였다. 헤르미트 다항식 계열의 Edgeworth 확장과 A-type Gram-Charlier 방법, C-type Gram-Charlier 방법, normal inverse gaussian (NIG) 분포를 이용하는 방법, 그리고 비선형 회귀를 이용한 점근적 근사방법이 그것이다. 이 방법들을 위험중립 확률측도 하에서 수익률의 분포함수를 근사하여 옵션가격을 계산하는 방식과 옵션의 근사가격식을 먼저 구하고 모수를 추정하여 가격을 계산하는 두 가지 방식을 사용하여 비교하였다. 모의실험에서는 확률변동성 모형에서 많이 사용되는 Heston 모형과 레비확률과정에서 좋은 적합도를 보이는 NIG 모형을 이용하여 자료를 생성하였고, 실제 자료로는 KOSPI200 콜옵션을 이용하였다. 모의실험과 실제 자료분석의 결과, 근사적 가격식을 먼저 구하는 방식이 좀 더 우수한 성능을 보였고 그 가운데 A-type Gram-Charlier와 비선형 회귀를 이용한 점근적 근사방법이 좋은 성능을 보였으며, 분포함수를 추정하여 옵션가격을 계산하는 경우 NIG분포를 이용하는 것이 상대적으로 좋은 결과를 보였다.