• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1305-1314
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• 2010

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations driven by a Brownian motion and the martingales of Teugels associated with an independent L$\acute{e}$vy process having a stochastic Lipschitz coefficient. We derive the existence and uniqueness of solutions for these equations via Snell envelope and the fixed point theorem.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.229-235
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• 2007

We consider a ruin model whose surplus process is formed by a compound Poisson process. If the level of surplus reaches V > 0, it is assumed that a certain amount of surplus is invested. In this paper, we apply the optional sampling theorem to the surplus process and obtain the expectation of period T, time from origin to the point where the level of surplus reaches either 0 or V. We also derive the total and average amount of surplus during T by establishing a backward differential equation.

• 한국지하수토양환경학회:학술대회논문집
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• 한국지하수토양환경학회 2005년도 총회 및 춘계학술발표회
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• pp.304-307
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• 2005

A numerical modelling method using a backward-in-time advection dispersion equation is introduced in assessing the vulnerability of groundwater to contaminants as an alternative to classical vulnerability mapping methods. The flux and resident concentration measurements are normalized by the total contaminants mass released to the system to provide the travel time probability density function and the location probability function. With the results one can predict the expected travel time of a contaminant from up stream location to a well and also the relative concentration of the contaminant at a well. More specific groundwater vulnerability can be mapped by these predicted measurements.

• Archives of Metallurgy and Materials
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• 제64권3호
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• pp.1175-1182
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• 2019

In this study, we present a new method for obtaining the parameters of the Johnson-Mehl-Avrami-Kolmogorov equation for dynamic recrystallization grain size. The method consists of finite-element analysis and optimization techniques. An optimization tool iteratively minimizes the error between experimental values and corresponding finite-element solutions. Isothermal backward extrusion of the AA6060 aluminum alloy was used to acquire the main parameters of the equation for predicting DRX grain size. We compared grain sizes predicted using optimized and reference parameters with experimental values from the literature and found better agreement when the optimized parameters were applied.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2003년도 The Fifth Asian Computational Fluid Dynamics Conference
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• pp.107-109
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• 2003

We propose a wall distance free one-equation turbulence model. The model is organized in an extremely simple form. Only a few model constants were introduced into the model. The model is numerically tough and easy-of-use. The model also demonstrated the ability to simulate the laminar to turbulent flow transition. The model has been applied to the channel flow, the plane jet, the backward facing step flow, the flat plate boundary layer, as well as the flow around the 2D airfoil at large angles of attack, which obtained satisfactory results.

• 대한수학회보
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• 제56권5호
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• pp.1129-1141
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• 2019

We propose a stochastic delay financial model which describes influences driven by historical events. The underlying is modeled by stochastic delay differential equation (SDDE), and the delay effect is modeled by a stopping time in coefficient functions. While this model makes good economical sense, it is difficult to mathematically deal with this. Therefore, we circumvent this model with similar delay effects but mathematically more tractable, which is by the backward time integration. We derive the option pricing equation and provide the option price and the perfect hedging portfolio.

• 한국정보통신학회논문지
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• 제17권10호
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• pp.2403-2408
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• 2013

본 연구에서는 이중게이트 MOSFET에 대한 차단전류를 분석하기 위하여 도핑분포함수에 따라 상단과 하단게이트에 의한 전류분포를 분석할 것이다. 분석을 위하여 실험치에 유사한 결과를 얻을 수 있도록 채널도핑농도의 분포함수로써 가우시안함수를 사용하여 유도한 포아송방정식의 이차원 해석학적 전위모델을 이용하여 차단전류를 분석하였다. 특히 소자 파라미터인 채널길이, 채널두께, 게이트산화막 두께 및 채널도핑농도 등을 파라미터로 하여 가우스함수의 이온주입범위 및 분포편차의 변화에 대한 차단전류의 변화를 분석하였다. 분석결과 차단전류는 소자파라미터에 의한 상하단 전류의 변화에 따라 커다란 변화를 보이고 있었으며 특히 채널도핑함수인 가우시안 함수의 형태에 따라서도 큰 변화를 보이고 있다는 것을 관찰할 수 있었다.

• 전자공학회논문지B
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• 제32B권10호
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• pp.1326-1337
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• 1995

In this paper, we transformed the bilinear filter into an equivalent linear multichannel filter and derived QR decomposition based recursive least squares algorithms for bilinear lattice filters. We also defined order update relation of the forward and the backward input vectors by using the channel decomposition. The forward and the backward data matrices were defined by using the forward and the backward input vectors and orthogonalized with the QR decomposition. we can obtain the lattice equations of the bilinear filters by using the channel decomposition. we can be derived the lattice equations of the bilinear filters using this decomposition process which are the same as the lattice equations derived by Baik, we can use the coefficient transformation algorithm proposed by Baik. We derived the equation error and the output error algorithm of the QRD based RLS bilinear lattice algorithm. Also, we evaluated the performance of the proposed algorithms through the system identification of the bilinear system.

• Advances in concrete construction
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• 제14권1호
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• pp.35-43
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• 2022

Based on novel Galerkin's technique, the theoretical study gives a prediction to estimate the vibrations of FG rotating cylindrical shell. Terms of ring supports have been introduced by a polynomial function. Three different laws of volume fraction are utilized for the vibration of cylindrical shells. Variation frequencies with the locations of ring supports have been analyzed and these ring supports are placed round the circumferential direction. The base of this approach is an approximate estimation of eigenvalues of proper functions which are the results of solutions of vibrating equation. Each longitudinal wave number corresponds to a particular boundary condition. The results are given in tabular and graphical forms. By increasing different value of height-to-radius ratio, the resulting backward and forward frequencies increase and frequencies decrease on increasing length-to-radius ratio. There is a new form of frequencies is obtained for different positions of ring supports, which is bell shaped. Moreover, on increasing the rotating speed, the backward frequencies increases and forward frequencies decreases.

• Structural Engineering and Mechanics
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• 제15권3호
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• pp.299-314
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• 2003

This investigation presents an efficient method for identifying modal characteristics from the measured displacement, velocity and acceleration signals of multiple channels on structural systems. A Vector Backward Auto-Regressive model (VBAR) that describes the relationship between the output information in different time steps is used to establish a backward state equation. Generally, the accuracy of the identified dynamic characteristics can be improved by increasing the order of the Auto-Regressive model (AR) in cases of measurement of data under noisy circumstances. However, a higher-order AR model also induces more numerical modes, only some of which are the system modes. The proposed VBAR model provides a clear characteristic boundary to separate the system modes from the spurious modes. A numerical example of a lumped-mass model with three DOFs was established to verify the applicability and effectiveness of the proposed method. Finally, an offshore platform model was experimentally employed as an application case to confirm the proposed VBAR method can be applied to real-world structures.