• Bulletin of the Korean Mathematical Society
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• v.58 no.2
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• pp.349-364
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• 2021

This paper studies the optimal surrender policies for a variable annuity (VA) contract with a surrender option and a fixed insurance fee for guaranteed minimum maturity benefits (GMMB). In our proposed model, a policyholder pays the fixed insurance fee. Based on the integral transform techniques, we derive the analytic integral equations for the optimal surrender boundary and the value function of the VA contract that can be solved numerically by recursive integration method. We provide numerical values for the value function, the optimal surrender boundary, and the expected optimal surrender time.

• Journal of Advanced Navigation Technology
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• v.7 no.2
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• pp.180-190
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• 2003

By using accurate closed-form Green's functions obtained from real-axis integration method, the full-wave analysis of CPW discontinuities are performed in space domain. In solving MPIE(Mixed Potential Integral Equation), Galerkin's scheme is employed with the linear basis functions on the triangular elements in air-dielectric boundary. In the singular integral arising when the observation point and source point coincides, the surface integral is transformed into the line integral and the integral is evaluated by regular integration. By using the Green's function from the real-axis integration method, the discontinuities are characterized accurately.

• Journal of the Earthquake Engineering Society of Korea
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• v.9 no.6 s.46
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• pp.53-58
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• 2005

Semi-analytical methodology to examine the dynamic responses of a bridge is developed via the joint probability density function. The evolution of joint probability density function is evaluated by the semi-analytical procedure developed. The joint probability function of the bridge responses can be obtained by solving the path-integral solution of the Fokker-Planet equation corresponding to the stochastic differential equations of the system. The response characteristics are observed from the joint probability density function and the boundary of the envelope of the probability density function can provide the maxima ol the bridge responses.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.11a
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• pp.1366-1370
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• 2007

Predicting the noise radiated from vibrating structures is important in the automotive, aerospace, construction equipment, and defense industries. In this paper, a numerical implementation of the boundary element method in solving the Helmholtz integral equation for radiated noise prediction is presented. To predict the noise emitted by vibrating structure, the developed code can use the results from a structure analysis performed by a multi-purpose structural finite element code like ANSYS and directly measured data by non-contact vibration sensor like Laser Doppler Vibrometer. To verify the accuracy of developed code, two kinds of verification are perfomed. Firstly, the computer code used the harmonic analysis results of ANSYS in simple model and try to match with SYSNOISE. After matching with simulation results, the code compared with the result from SYSNOISE which used the velocity data from the LDV measurement with different number of points. The performance of the developed code for vibro-acoustic noise prediction is presented using the experimental results of the non-contact sensor

• International Journal of Safety
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• v.2 no.1
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• pp.17-22
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• 2003

In order to analyze general three dimensional cracks in an infinite body, the symmetric Galerkin boundary element method formulated by Li and Mear is used. A crack is modelled as distribution of displacement discontinuities, and the governing equation is formulated as singularity-reduced integral equations. With the proposed method several example problems for three dimensional cracks in an infinite solid, as well as their growth under fatigue, are solved and the accuracy and efficiency of the method are demonstrated.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.791-796
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• 2003

Some basic guidelines for changing non-uniform boundary condition in an acoustically small cavity are presented. In this paper, modal summation technique is used to represent inside sound field. From this formulation, corner effect is defined and proposed. The corner in a cavity is good position for changing boundary condition effectively. Impedance circle with same absorption coefficient is defined to find appropriate impedance of absorptive material for better noise control performance.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.3 no.4
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• pp.223-234
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• 1991

In this paper, the harbor tranquility problem is analysed by an improved boundary integral equation method. The effect of the diffracted wave transformation induced by the breakwater and structures located at a harbor mouth is considered. Partial reflection concept is also used to consider energy dissipation effects. The present model is verified by comparing the results of the model for rectangular and semi-circular harbors with the analytic solutions. they show a reasonable agreement. Also the wave height distribution of the HUPO harbor computed using the present model agree well to those from the previous hydraulic model tests. It also shows a good agreement with the results from the time-dependent mild slope equation model.

• Journal of Mechanical Science and Technology
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• v.14 no.9
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• pp.920-927
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• 2000

A multi-layered orthotropic material with a center crack is subjected to an anti-plane shear loading. The problem is formulated as a mixed boundary value problem by using the Fourier integral transform method. This gives a Fredholm integral equation of the second kind. The integral equation is solved numerically and anti-plane shear stress intensity factors are analyzed in terms of the material orthotropy for each layer, number of layers, crack length to layer thickness and the order of the loading polynomial. Also, the case of monolithic and hybrid composites are investigated in terms of the local fiber volume fraction and the global fiber volume fraction.

• Journal of the Korean Institute of Telematics and Electronics D
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• v.35D no.1
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• pp.8-15
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• 1998

An analysis of the microstripline is started as an assumption of the axial & transveral current distribution. Applying the boundary conditions to the scalar wave equations of a electric & magnetic potential, the two simultaneous coupled integral equations are produced. The electronmagnetic fields in microstrip line can be obtained by solving these two coupled integral equaltion. In general, either a numerical analysis method or a Galerkin method was used to solve them. In this paper, a residue theorem is proposed to solve them. The electromagnetic fields are expressed as integral equations for LSE and LSM mode in the spectral domain. Applying a residue theorem to the Fourier transformed equation and Fourier inverse transformed equation which is necessary for interchanging the space domain and the spectral domain, the electromagnetic fields are expressed as algebraic equations whichare relatively easier to handle. the distributions of the electromagnetic field are shown at the range of -5w/2.leq.x.leq.5w/2, 0.lep.y.leq.4h for z=0. It agrees well with the results of the Quasi-TEM mode analysis.

• Structural Engineering and Mechanics
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• v.27 no.5
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• pp.609-623
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• 2007

The problem of a semi-infinite magneto-electro-elastically impermeable mode-III crack in a magneto-electro-elastic material is considered under the action of impact loads. For the case when a pair of concentrated anti-plane shear impacts, electric displacement and magnetic induction impacts are exerted symmetrically on the upper and lower surfaces of the crack, the magneto-electro-elastic field ahead of the crack tip is determined in explicit form. The dynamic intensity factors and dynamic energy density factor are obtained. The method adopted is to reduce the mixed initial-boundary value problem, by using the Laplace and Fourier transforms, into three simultaneous dual integral equations, one of which is converted into an Abel's integral equation and the others into a singular integral equation with Cauchy kernel. Based on the obtained fundamental solutions of point impact loads, the solutions of two kinds of different loading cases are evaluated by integration. For some particular cases, the present results reduce to the previous results.