• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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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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• v.29 no.4
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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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• v.26 no.5_6
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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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• v.15 no.1
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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.

• Transactions of the Korean Society of Mechanical Engineers
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• v.9 no.1
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• pp.56-63
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• 1985

Methods for evaluating the added masses of square and hexagonal structures with fluid gap are presented. For a sufficiently small fluid gap, an analytical expression for the added mass is found using the method of matched asymptotic expansion. Experimental data and numerical results using finite element method are also obtained for various sizes of fluid gap. It is shown that added masses increase in inverse proportion to the fluid gap as it becomes smaller. Experimental data, theoretical and numerical results are in good agreement.

• Steel and Composite Structures
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• v.43 no.2
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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.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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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.

• Journal of the Korean Mathematical Society
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• v.58 no.6
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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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• 1998.10a
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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.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.