• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.141-152
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• 2007

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

• East Asian mathematical journal
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• v.34 no.1
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• pp.1-16
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• 2018

We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

• The Pure and Applied Mathematics
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• v.13 no.3 s.33
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• pp.237-247
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• 2006

In this paper we solve the Hyers-Ulam stability problem for quadratic functional equations on restricted domains, and then obtain an asymptotic behavior of quadratic mappings on restricted domains.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.375-381
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• 2008

Boundedness for the set of all the $\epsilon$-approximate solutions for convex optimization problems are considered. We give necessary and sufficient conditions for the sets of all the $\epsilon$-approximate solutions of a convex optimization problem involving finitely many convex functions and a convex semidefinite problem involving a linear matrix inequality to be bounded. Furthermore, we give examples illustrating our results for the boundedness.

• Journal of applied mathematics & informatics
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• v.9 no.2
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• pp.635-643
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• 2002

The asymptotic behaviour of the solutions of initial - boundary value problem for a class of nonlinear parabolic differential - functional equations is studied via the method of differential inequalities in order to obtain oscillation criterion for the solutions.

• Journal of applied mathematics & informatics
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• v.33 no.5_6
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• pp.485-502
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• 2015

A computational method for solving singularly perturbed boundary value problem of differential equation with shift arguments of mixed type is presented. When shift arguments are sufficiently small (o(ε)), most of the existing method in the literature used Taylor's expansion to approximate the shift term. This procedure may lead to a bad approximation when the delay argument is of O(ε). The main idea for this work is to deal with constant shift arguments, which are independent of ε. In the present method, we construct the formally asymptotic solution of the problem using the method of composite expansion. The reduced problem is solved numerically by using operator compact implicit method, and the second problem is solved analytically. Error estimate is derived by using the maximum norm. Numerical examples are provided to support the theoretical results and to show the efficiency of the proposed method.

• Interaction and multiscale mechanics
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• v.3 no.3
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• pp.213-234
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• 2010

A multiscale method is presented for analysis of thin slab structures in which the microstructures can not be reduced to two-dimensional plane stress models and thus three dimensional treatment of microstructures is necessary. This method is based on the classical asymptotic expansion multiscale approach but with consideration of the special geometric characteristics of the slab structures. This is achieved via a special form of multiscale asymptotic expansion of displacement field. The expanded three dimensional displacement field only exhibits in-plane periodicity and the thickness dimension is in the global scale. Consequently by employing the multiscale asymptotic expansion approach the global macroscopic structural problem and the local microscopic unit cell problem are rationally set up. It is noted that the unit cell is subjected to the in-plane periodic boundary conditions as well as the traction free conditions on the out of plane surfaces of the unit cell. The variational formulation and finite element implementation of the unit cell problem are discussed in details. Thereafter the in-plane material response is systematically characterized via homogenization analysis of the proposed special unit cell problem for different microstructures and the reasoning of the present method is justified. Moreover the present multiscale analysis procedure is illustrated through a plane stress beam example.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.337-347
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• 1995

In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

• Journal of applied mathematics & informatics
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• v.8 no.3
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• pp.829-840
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• 2001

Generally it is not easy task whether the stable systems governed by nonlinear ordinary differential equations are asymptotically stable or not. This problem often appears in studying a collision and avoidance control problem based on the stability theory. In this paper we devoted to finding conditions that the stable system obtained from the collision and avoidance control problem is asymptotically stable.

• Journal of Mechanical Science and Technology
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• v.14 no.1
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• pp.48-56
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• 2000

The bifurcation problem of thin walled structures in contact with rigid surfaces is formulated by adopting the multiple scales asymptotic technique. The general theory developed in this paper is very useful for the bifurcation analysis of waviness instabilities in the sheet metal forming. The formulation is presented in a full Lagrangian formulation. Through this general formulation, the bifurcation functional is derived within an error of O($(E^4)$) (E: shell's thickness parameter). This functional can be used in numerical solutions to sheet metal forming instability problem.