• Title/Summary/Keyword: First Korean mathematical science journal

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STOCHASTIC GRADIENT METHODS FOR L2-WASSERSTEIN LEAST SQUARES PROBLEM OF GAUSSIAN MEASURES

  • YUN, SANGWOON;SUN, XIANG;CHOI, JUNG-IL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.25 no.4
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    • pp.162-172
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    • 2021
  • This paper proposes stochastic methods to find an approximate solution for the L2-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

19th Century Chemistry Book of Korean Mathematician Sang-Seol LEE (한국 근대수학교육의 아버지 이상설(李相卨)이 쓴 19세기 근대화학 강의록 『화학계몽초(化學啓蒙抄)』)

  • Son, Yongkeun;Kim, Chae Sik;Lee, Sang-Gu;Lee, Jae Hwa
    • Korean Journal of Mathematics
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    • v.20 no.4
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    • pp.541-563
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    • 2012
  • Sang-Seol LEE wrote a manuscript HwaHakGyeMongCho(化學啓蒙抄) in the late 19th century. HwaHakGyeMongCho was transcribed from Science Primers: Chemistry (written by H. E. Roscoe), which is translated into Chinese by Joseph Edkins in 1886. LEE did not copy original writing exactly, but he understood the contents of each chapter and sections, then summarized and edited them in his caligraphic writing. In this paper, we introduce the contents for the first time and discuss the significance of this book.

AN INVESTIGATION OF THE KOREAN GENERAL INSURANCE INDUSTRY: EVIDENCE OF STRUCTURAL CHANGES AND IMPACT OF MACRO-ECONOMIC FACTORS ON LOSS RATIOS

  • Thompson, Ephraim Kwashie;Kim, So-Yeun
    • East Asian mathematical journal
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    • v.38 no.5
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    • pp.617-641
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    • 2022
  • In this study, we first present a brief overview of the Korean general insurance market. We then explore the characteristics of the loss ratios of the Korean general insurance industry and apply Markov regime-switching methodology to model the loss ratios of these insurance companies by line of business based on changes in economic regimes. This study applies a number of confirmatory tests such as Zivot-Andrews test (2002), the Chow (1960) test and the Bai and Perron (1998) to confirm the presence of structural breaks in the time series of the loss ratios by line of business. Then, we employ Markov regime-switching methodology to model these loss ratios. We find empirical evidence that the loss ratios reported by insurance companies in Korea is characterized by two distinct regimes; a regime with high volatility and a regime with low volatility, except for vehicle insurance. Our analyses suggest that macro-economic conditions have significant explanatory effect on loss ratios but the direction of effect differs based on the line of business and the regime. Unlike previous studies that have applied linear regressions or divided the samples into different periods and then apply linear regressions to model loss ratios, we argue for the application of Markov regime-switching methodology, which are able to automatically distinguish the different regimes that may be associated with the movements of loss ratios based on differing economic conditions and regulatory upheavals. This study provides a more in depth understanding of loss ratios in the general insurance industry and will be of value to insurance practitioners in modelling the loss ratios associated with their businesses to aid in their decision making. The results may also provide a basis for further studies in other markets apart from Korea as well as for shaping policy decisions related to loss ratios.

Influence of the homogenizing grade and meathematical treatment on the determination of ground beef components with near infrared reflectance spectroscopy (식품의 근적외선 반사분광분석법에서 균질의 정도가 흡광도에 미치는 영향 및 수학적 처리방법에 관한 연구)

  • Oh, Eun-Kyong;Grossklaus, Dieter
    • Korean Journal of Food Science and Technology
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    • v.24 no.5
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    • pp.408-413
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    • 1992
  • This study was conducted to determine the effect of the homogenizing grade of sample on absorbance of near infrared reflectance spectrophotometer with which chemical compositions of food were rapidly and effectively analyzed. By the mathematical treatment of absorbance values standard error of prediction was reduced as follows. 1. The absorbance values of various samples ground for the same periods of time were calibrated before or after treatment with first or second derivative in an attempt to accurately predict the components of samples ground for the different periods of time. The standard error of prediction for moisture content were 1.478%, 0.658% and 0.580%, respectively, those for fat content 0.949%, 0.637% and 0.527%, respectively, and those for protein content 0.514%, 0.493% and 0.394%, respectively. Calibration of absorbance values after second derivative treatment showed the highest accuracy in predicting sample components. 2. The absorbance values of various samples ground for the different periods of time were calibrated before or after treatment with first or second derivative in order to accurately predict the components of samples ground for the different periods of time. The standard error of prediction for moisture content were 1.026%, 0.589% and 0.568%, respectively, and those for protein content 0.860%, 0.557% and 0.399%, respectively. The standard error of prediction were lower in the order of calibrations before and after first and second derivative treatments. As a result, calibration of absorbance values after second derivative treatment showed higher accuracy regardless of grinding time of samples.

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Mathematical Model for Acousto-Optical Tomography and Its Numerical Simulation (음향광학 단층촬영(Acousto-Optical Tomography)의 수학적 모델과 수치해석적 시뮬레이션)

  • Nam, Hae-Won;Hur, Jang-Yong;Kim, So-Young;Lee, Re-Na
    • Progress in Medical Physics
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    • v.23 no.1
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    • pp.42-47
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    • 2012
  • In this paper, Acousto-Optical tomography is modeled by a linear integral equation and an inverse problem involving a diffusion equation in n-spatial dimensions. We make two-step mathematical model. First, we solve a linear integral equation. Assuming the optical energy fluence rate has been recovered from the previous equation, the absorption coefficient ${\mu}$ is then reconstructed by solving an inverse problem. Numerical experiments are presented for the case n=2. The traditional gradient descent method is used for the numerical simulations. The result of the gradient descent method produces the blurring effect. To get rid of the blurring effect, we suggest the total variation regularization for the minimization problem.

Mathematical Simulation of the Temperature Dependence of Time Temperature Integrator (TTI) and Meat Qualities (육류의 품질과 Time Temperature Integrator(TTI) 온도의존성에 대한 수학적 Simulation)

  • Park, Han-Jo;Shim, Soo-Dong;Min, Sang-Gi;Lee, Seung-Ju
    • Food Science of Animal Resources
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    • v.29 no.3
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    • pp.349-355
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    • 2009
  • The temperature dependence of time temperature integrator (TTI) was investigated in terms of the Arrhenius activation energy (Ea) to determine TTI requirements to accurately predict meat quality during storage. Mathematical simulation was conducted using a numerical analysis. First, using Euler's method and MS Excel VBA, the TTI color change was kinetically modeled and numerically calculated under several storage conditions. From the TTI color variable profiles calculated from the storage time-temperature profiles, $T_{eff}$, which is a constant temperature representing the whole temperature profiles, was calculated. Upon predicting Pseudomonas spp. concentrations (one of the meat qualities) from $T_{eff}$, it was found that if $Ea_{microbial\;spoilage}=Ea_{TTI}$ be true, then Pseudomonas concentrations were calculated to be constant with the same TTI color values, regardless of time-temperature profiles, whereas if $Ea_{microbial\;spoilage}{\neq}Ea_{TTI}$ then Pseudomonas concentrations varied even with the same TTI color values. This indicates that each TTI color value represents its own fixed degree of meat quality, only if $Ea_{meat\;qualities}=Ea_{TTI}$.

Radiosensitivity and the Occurrence of Radiation-related Cataract and Epilation

  • Tomita, Makoto;Otake, Masanori;Moon, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.889-904
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    • 2006
  • Our purpose is to ascertain, if possible, whether atomic bomb survivors with cataracts and epilation were more radiosensitive than those survivors with cataracts but without epilation. A major ophthalmologic survey was conducted in Hiroshima and Nagasaki in 1963-64. At that time, 2125 individuals were examined. Among these individuals, estimated eye organ doses, based on the DS86 dosimetry system, and information on the occurrence of epilation within the first 60 days following the bombings are available on 1742. In the analysis of these data we have assumed that each individual represents a sample of one from a binomial distribution, and that the occurrence of cataracts and epilation are independent biological phenomena. We got following results. The threshold for cataract induction and its 95% confidence limits have been estimated from data on the occurrence of cataract and epilation. Among the 1742 study subjects, 40 had both cataracts and severe epilation. The estimated threshold based on these cases is 0.98 sievert(Sv), with 95% lower and upper confidence bounds of 0.72, and 1.32 Sv, respectively, and is highly statistically significant. Among the 27 cases of cataracts where severe epilation was not reported, the estimated threshold is 1.74 Sv with 95% lower and upper confidence bounds of 1.21 Sv, and "not estimable". The difference between these two estimates is not statistically significant although the effect of dose is highly significant in both instances. The potential importance of biases in the DS86 dose estimates is discussed. The difference between the threshold estimated from cataract cases with epilation and that from cases without epilation is not statistically significant at the 5% or 10% level, and thus affords no support for the notion of increased radiosensitivity.

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YEH CONVOLUTION OF WHITE NOISE FUNCTIONALS

  • Ji, Un Cig;Kim, Young Yi;Park, Yoon Jung
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.825-834
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    • 2013
  • In this paper, we study the Yeh convolution of white noise functionals. We first introduce the notion of Yeh convolution of test white noise functionals and prove a dual property of the Yeh convolution. By applying the dual object of the Yeh convolution, we study the Yeh convolution of generalized white noise functionals, which is a non-trivial extension. Finally, we study relations between the Yeh convolution and Fourier-Gauss, Fourier-Mehler transform.

Analysis of the Singular Point of Cyclic Voltammograms Recorded with Various Scan Rates

  • Chang, Byoung-Yong
    • Journal of Electrochemical Science and Technology
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    • v.8 no.3
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    • pp.244-249
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    • 2017
  • This paper presents the results of an investigation into the isoamperic point of cyclic voltammograms, which is defined as the singular point where the voltammograms of various scan rates converge. The origin of the unique point is first considered from a theoretical perspective by formulating the voltammetric curves as a system of linear equations, the solution of which indicates that a trivial solution is only available at the potential at which the net current is zero during the reverse potential scan. In addition, by way of a mathematical formulation, it was also shown that the isoamperic point is dependent on the switching potential of the potential scanning. To validate these findings, theoretical and practical cyclic voltammmograms were studied using finite-element based digital simulations and 3-electrode cell experiments. The new understanding of the nature of the isoamperic point provides an opportunity to measure the charge transfer effects without the influence of the mass transfer effects when determining the thermodynamic and kinetic characteristics of a faradaic system.

Crack Detection, Localization and Estimation of the Depth In a Turbo Rotor

  • Park, Rai-Wung
    • Journal of Mechanical Science and Technology
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    • v.14 no.7
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    • pp.722-729
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    • 2000
  • The goal of this paper is to describe an advanced method of a crack detection: a new way to localize position and to estimate depth of a crack on rotating shaft. As a first step, the shaft is physically modelled with a finite element method and the dynamic mathematical model is derived using the Hamilton principle; thus, the system is represented by various subsystems. The equations of motion of the shaft with a crack are established by adapting the local stiffness change through breathing and gaping from the crack to an undamaged shaft. This is the reference system for the given system. Based on a model for transient behavior induced from vibration measured at the bearings, a nonlinear state observer is designed to detect cracks on the shaft. This is the elementary NL-observer (Beo). Using the observer, an Estimator (Observer Bank) is established and arranged at the certain position on the shaft. When a crack position is localized, the procedure for estimating of the depth is engaged.

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