• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.45-48
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• 2002

Consider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first three terms of the asymptotic expansion of the mean distance by means of Stochastic Differential Equation(SDE) for Brownian motion on Riemannian manifold. This method proves to be much simpler for further expansion than the methods developed by Liao and Zheng(1995). Our expansion gives the same characterizations as the mean exit time from a small geodesic ball with regard to Euclidean space and the rank 1 symmetric spaces.

• Proceedings of the Korean Society For Composite Materials Conference
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• 2005.04a
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• pp.134-136
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• 2005

Homogenization method is adopted to predict the permeability tenor for glass fiber plain woven fabrics. Calculating the permeability tensor numerically is an encouraging task because the permeability tensor is a key parameter in resin transfer molding (RTM). Based on multi-scale approach of the homogenization method, the permeability for the micro-unit cell within fiber tow is computed and compared with that obtained from flow analysis for the same micro-unit cell. It is found that they are in good agreement. In order to calculate the permeability tensor of macro-unit cell for the plain woven fabrics, the Stokes and Brinkman equations which describe inter-tow and intra-tow flow respectively are employed as governing equations. The effective permeabilities homogenized by considering intra-tow flow are compared with those obtained experimentally. Control volume finite element method (CVFEM) is used as a numerical method. It is shown that the asymptotic expansion homogenization method is an attractive method to predict the effective permeability for heterogeneous media.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.1 no.1
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• pp.81-86
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• 1989

Herein the surge-heave-pitch motion of a ship has been analyzed within the framework of linear potential theory. The ship is assumed slender weakly moored along the centerline of a rectangular harbor with constant depth and straight coastline. The method of matched asymptotic expansion is us-ed to obtain the leading-order solution. The ship and harbor responses to incident long waves can be re-presented in terms of Green's function, which is the solution of the Helmholtz equation satisfying necessary boundary conditions. Numerical results clearly indicate the importance of the surge motion.

• Communications of the Korean Mathematical Society
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• v.15 no.1
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• pp.173-181
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• 2000

The objective of this paper is to study two dimensional steady gravitational waves on the interface between two immiscible, inviscid and incompressible fluids bounded above by a horizontal rigid boundary and below by a rigid step. A KdV equation for the first order perturbation in an asymptotic expansion can appear. However the coefficient of the KdV theory fails in that case. By a unified asymptotic method, we overcome this difficulty and derive a modified KdV equation with forcing. We find homogeneous steady solutions and present numerical solutions.

• Journal of applied mathematics & informatics
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• v.5 no.3
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• pp.669-690
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• 1998

In this paper we develop a new theory of adjoint and symmetric method in the class of general implicit one-step fixed-stepsize methods. These methods arise from simple and natral def-initions of the concepts of symmetry and adjointness that provide a fruitful basis for analysis. We prove a number of theorems for meth-ods having these properties and show in particular that only the symmetric methods possess a quadratic asymptotic expansion of the global error. In addition we give a very simple test to identify the symmetric methods in practice.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.55-64
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• 2000

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

• Communications of the Korean Mathematical Society
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• v.18 no.4
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• pp.755-765
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• 2003

Krylov-Bogoliubov-Mitropolskii method has been extended to obtain asymptotic solution of n-th order nonlinear differential system characterized by certain non-oscillatory processes. The damping force is considered in such a manner that one of the characteristic roots of the linear system becomes small and others are in integral multiple. The method is illustrated by an example. The solutions for different initial conditions show a good agreement with those obtained by numerical method.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• Communications for Statistical Applications and Methods
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• v.26 no.6
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• pp.527-538
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• 2019

This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.10 no.6
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• pp.140-145
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• 2011

An anisotropic beam model is proposed by employing an asymptotic expansion method for thermo-mechanical multiphysics environment. An asymptotic method based on virtual work is introduced first, and then the variables of mechanical displacement and temperature rise are asymptotically expanded by taking advantage of geometrical slenderness of elastic bodies. Subsequently substituting these expansions into the virtual work principle allows us to asymptotically expand the virtual work. This will yield a set of recursive virtual works from which two-dimensional microscopic and one-dimensional macroscopic equations are systematically derived at each order. In this way, homogenized stiffnesses and thermomechanical coupling coefficients are derived. To demonstrate the validity and efficiency of the proposed approach, composite beams are taken as a test-bed example. The results obtained herein are compared to those of three-dimensional finite element analysis.