• 한국통신학회논문지
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• 제23권6호
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• pp.1454-1460
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• 1998

이 논문에서는 중앙값을 움직인 부호를 바탕으로 한 검파기를 제안하고 그 점근 성능과 우한 표본 성능을 살펴본다. 이 검파기를 중앙값을 움직인 부호 검파기라 부르는데, 이는 고전적인 부호 검파기를 확장한 것이다. 먼저, 점근 최적 이동 중앙값들과 그들의 특성을 알아보고, 이 검파기의 점근 상대효율을 생각해 본다. 확률밀도함수를 알고 있는 잡음환경에서 알려진 신호를 검파하는 문제와 분포를 거의 알 수 없는 잡음에서 알려진 신호를 검파하는 문제를 다룬다.

• 한국CDE학회논문집
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• 제8권4호
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• pp.262-269
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• 2003

An approach to compute characteristic curves such as section curves, reflection characteristic lines, and asymptotic curves on a surface is introduced. Each problem is formulated as a surface-plane inter-section problem. A single-valued function that represents the characteristics of a problem constructs a property surface on parametric space. Using a contouring algorithm, the property surface is intersected with a horizontal plane. The solution of the intersection yields a series of points which are mapped into object space to become characteristic curves. The approach proposed in this paper eliminates the use of traditional searching methods or non-linear differential equation solvers. Since the contouring algorithm has been known to be very robust and rapid, most of the problems are solved efficiently in realtime for the purpose of visualization. This approach can be extended to any geometric problem, if used with an appropriate formulation.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.709-717
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• 2008

The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

• 대한수학회보
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• 제51권5호
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• pp.1357-1368
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• 2014

This paper is concerned with a reaction-diffusion single species model with harvesting on n-dimensional isotropically growing domain. The model on growing domain is derived and the corresponding comparison principle is proved. The asymptotic behavior of the solution to the problem is obtained by using the method of upper and lower solutions. The results show that the growth of domain takes a positive effect on the asymptotic stability of positive steady state solution while it takes a negative effect on the asymptotic stability of the trivial solution, but the effect of the harvesting rate is opposite. The analytical findings are validated with the numerical simulations.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.55-58
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• 2005

This paper discusses the asymptotic efficiency of estimators for optimal portfolios when returns are vector-valued non-Gaussian stationary processes. We give the asymptotic distribution of portfolio estimators ${\hat{g}}$ for non-Gaussian dependent return processes. Next we address the problem of asymptotic efficiency for the class of estimators ${\hat{g}}$ First, it is shown that there are some cases when the asymptotic variance of ${\hat{g}}$ under non-Gaussianity can be smaller than that under Gaussianity. The result shows that non-Gaussianity of X(t) does not always affect worse. Second, we give a necessary and sufficient condition for ${\hat{g}}$ to be asymptotically efficient when the return process is Gaussian, which shows that ${\hat{g}}$ is not asymptotically efficient generally. From this point of view we propose to use maximum likelihood type estimators for g, which are asymptotically efficient. We examine our approach numerically.

• International Journal of Reliability and Applications
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• 제4권4호
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• pp.171-181
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• 2003

This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

• Multiscale and Multiphysics Mechanics
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• 제1권1호
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• pp.15-33
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• 2016

In this paper, an asymptotic method is employed to formulate nano- or micro-beams based on strain gradient elasticity. Although a basic theory for the strain gradient elasticity has been well established in literature, a systematic approach is relatively rare because of its complexity and ambiguity of higher-order elasticity coefficients. In order to systematically identify the strain gradient effect, an asymptotic approach is adopted by introducing the small parameter which represents the beam geometric slenderness and/or the internal atomistic characteristic. The approach allows us to systematically split the two-dimensional strain gradient elasticity into the microscopic one-dimensional through-the-thickness analysis and the macroscopic one-dimensional beam analysis. The first-order beam problem turns out to be different from the classical elasticity in terms of the bending stiffness, which comes from the through-the-thickness strain gradient effect. This subsequently affects the second-order transverse shear stress in which the surface shear stress exists. It is demonstrated that a careful derivation of a first strain gradient elasticity embraces "Gurtin-Murdoch traction" as the surface effect of a one-dimensional Euler-Bernoulli-like beam model.

• 대한기계학회논문집A
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• 제39권6호
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• pp.583-588
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• 2015

완전접촉 문제를 이론적으로 해석하기 위해서 점근해법이 많이 사용된다. 점근해로서의 응력장은 특이항 만으로 구성되므로 접촉경계로부터 멀어질수록 정확도가 감소한다. 이에 반해 유한요소해석 방법은 요소크기의 제한으로 인해 완전접촉 문제에서의 응력특이성을 엄밀히 표현할 수 없다. 따라서 본 연구에서는 이론적 해법을 보조하고 또 그와 비교하기 위해 응착접촉 상태에 있는 완전접촉 문제를 이론적으로 해석한 후, 모아레 실험 및 유한요소해석 방법으로 접촉부 부근의 응력장을 분석하였다. 실험은 알루미늄과 구리 합금을 접촉각 $120^{\circ}$, $135^{\circ}C$로 가공하여 수행하였으며 모아레 무늬로부터 얻은 변위장과 유한요소해석을 수행한 결과와 비교하였다. 이로부터 타당성이 확보된 수치적 방법을 이용하여 실험조건에서의 일반화 응력확대계수와 접촉부 응력장을 구하여 이론 해와 비교하였으며, 접촉경계로부터 멀어질 때 나타나는 이론과 수치 해의 차이를 분석하였다.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.409-418
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• 2006

We propose a nonparametric test procedure for the K-sample problem with grouped data. We construct the test statistics using the scores derived for the linear model based on likelihood ratio principle and obtain asymptotic distribution. Also we illustrate our procedure with an example. Finally we discuss some concluding remarks.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1081-1096
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• 2011

In this paper, a steady axisymmetric MHD flow of two dimensional incompressible fluids is studied under the influence of a uniform transverse magnetic field. The governing equations are reduced to nonlinear boundary value problem by applying the integribility conditions. Optimal Homotopy Asymptotic Method (OHAM) is applied to obtain solution of reduced fourth order nonlinear boundary value problem. For comparison, the same problem is also solved by Variational Iteration Method (VIM).