• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.333-344
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• 2012

We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.441-452
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• 2009

In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

• Korean Journal of Mathematics
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• 제18권3호
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• pp.299-309
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• 2010

In this paper, we study the first order nonlinear neutral difference equation: $${\Delta}(x(n)+px(n-{\tau}))+f(n,x(n-c),x(n-d))=r(n),\;n{\geq}n_0$$. Using the Banach fixed point theorem, we prove the existence of bounded positive solutions of the equation, suggest Mann iterative schemes of bounded positive solutions, and discuss the error estimates between bounded positive solutions and sequences generated by Mann iterative schemes.

• 한국전산구조공학회논문집
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• 제31권6호
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• pp.331-337
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• 2018

본 논문은 MLS(moving least squares) 차분법의 1차 미분 근사함수를 바탕으로 시간에 따른 수치해석이 가능한 해석기법을 제시한다. 오직 1차 미분 근사함수로만 지배방정식을 이산화했으며, 근사함수를 조립하는 형태로 전체 시스템 방정식을 구성하여 차분법으로 이산화된 운동방정식이 유한요소법(finite element method)과 유사한 모습을 갖게 되었다. 운동방정식을 시간적분하기 위해서 중앙차분법(central difference method)을 사용하였다. 유한요소 알고리즘을 통해서 MLS 차분법과 유한요소법의 고유진동 해석을 수행하였으며, 두 해석결과를 비교하였다. 또한, 동적해석 결과를 기존의 2차 미분 근사함수를 활용한 해석결과와 함께 도시함으로써 제안된 수치기법의 정확성을 검증하였다. 1차 미분 근사함수를 조립하는 과정에서 해석결과의 떨림현상이 억제되었으며 상대적으로 균일한 응력분포를 구할 수 있었다.

• Journal of applied mathematics & informatics
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• 제26권3_4호
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• pp.689-706
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• 2008

In this paper, a fifth order numerical method is presented for solving singularly perturbed two point boundary value problems with a boundary layer at one end point. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system. An asymptotically equivalent first order equation of the original singularly perturbed two point boundary value problem is obtained from the theory of singular perturbations. It is used in the fifth order compact difference scheme to get a two term recurrence relation and is solved. Several linear and non-linear singular perturbation problems have been solved and the numerical results are presented to support the theory. It is observed that the present method approximates the exact solution very well.

• Wind and Structures
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• 제32권3호
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• pp.193-204
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• 2021

The estimation of the extreme wind load (effect) under a mean recurrence interval (MRI) is an important task in the wind-resistant design for the structure. It can be predicted by either first-order method or full-order method, depending on the accuracy and complexity requirement. Although the first-order method with the consideration of wind directionality has been proposed, less work has been done on the full-order method, especially with the wind directionality. In this study, the full-order method considering the wind directionality is proposed based on multivariate joint probability distribution. Meanwhile, considering two wind directions, the difference of the corresponding results based on the first-order method and full-order method is analyzed. Finally, based on the measured wind speed data, the discrepancy between these two methods is investigated. Results show that the difference between two approaches is not obvious under larger MRIs while the underestimation caused by the first-order method can be larger than 15% under smaller MRIs. Overall, the first-order method is sufficient to estimate the extreme wind load (effect).

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 춘계학술대회
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• pp.135-144
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• 2005

In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy a first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.431-442
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• 2007

In this paper, we develop the noninformative priors when the parameter of interest is the difference between quantiles of two exponential distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order probability matching prior meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior. Some simulation and real example will be given.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1067-1078
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• 2005

In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

• 대한수학회보
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• 제60권2호
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• pp.425-441
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• 2023

This paper is concerned with the value distribution for meromorphic solutions f of a class of nonlinear partial differential-difference equation of first order with small coefficients. We show that such solutions f are uniquely determined by the poles of f and the zeros of f - c, f - d (counting multiplicities) for two distinct small functions c, d.