• The Journal of Asian Finance, Economics and Business
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• v.8 no.3
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• pp.1-10
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• 2021

This study examines the dynamic pattern of the exchange rate volatilities of the ASEAN-5 currencies from January 2006 to August 2020. The exchange rates applied in this study comprise bilateral and effective exchange rates in order to investigate the influence of the US dollar on the stability of the ASEAN-5 currencies. Since a volatility model employed in this study is a natural cubic spline volatility model, the Monte Carlo simulation is consequently conducted to determine an appropriate criterion to select a number of quantile knots for this model. The simulation results reveal that, among four candidate criteria, Generalized Cross-Validation is a suitable criterion for modeling the ASEAN-5 exchange rate volatilities. The estimated volatilities showed the inconstant dynamic patterns reflecting the uncertain exchange rate risk arising in international transactions. The bilateral exchange rate volatilities of the ASEAN-5 currencies to the US dollar are more variable than their corresponding effective exchange rate volatilities, indicating the influence of the US dollar on the stability of the ASEAN-5 currencies. The findings of this study suggest that the natural cubic spline volatility model with the quantile knots selected by Generalized Cross-Validation is practical and can be used to examine the dynamic patterns of the financial volatility.

• Steel and Composite Structures
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• v.24 no.3
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• pp.339-349
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• 2017

In this paper, a conventional refined plastic hinge analysis is improved to account for the effects of local buckling and lateral-torsional buckling. The degradation of flexural strength caused by these effects is implicitly considered using practical LRFD equation. The second-order effect is captured using stability functions to minimize modeling and solution time. An incremental-iterative scheme based on the generalized displacement control method is employed to solve the nonlinear equilibrium equations. A computer program is developed to predict the second-order inelastic behavior of space steel frames. To verify the accuracy and efficiency of the proposed program, the obtained results are compared with the existing results and those generated using the commercial finite element package ABAQUS. It can be concluded that the proposed program proves to be a reliable and effective tool for daily use in engineering design.

• Kyungpook Mathematical Journal
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• v.57 no.2
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• pp.287-299
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• 2017

In this paper, we develop an enhanced Chebyshev collocation method based on an integration scheme of the generalized Chebyshev interpolations for solving stiff initial value problems. Unlike the former error embedded Chebyshev collocation method (CCM), the enhanced scheme calculates the solution and its truncation error based on the interpolation of the derivative of the true solution and its integration. In terms of concrete convergence and stability analysis, the constructed algorithm turns out to have the $7^{th}$ convergence order and the A-stability without any loss of advantages for CCM. Throughout a numerical result, we assess the proposed method is numerically more efficient compared to existing methods.

• The Journal of the Korea Contents Association
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• v.2 no.4
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• pp.93-98
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• 2002

Functional equations are useful in the experimental science because they play very important role for researchers to formulate mathematical models in general terms, through some not very restrictive equations that only stipulate basic properties of functions showing in these equations, without postulating the exact forms of such functions. Of lots of such functional equations, in this paper we adopt and solve some generalized quadratic functional equation a$^2$f((x+y/a))+b$^2$f((x-y/b)) = 2f(x)+2f(y)

• Communications of the Korean Mathematical Society
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• v.27 no.1
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• pp.149-158
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• 2012

In this paper, we prove the superstability and the generalized Hyers-Ulam stability of Jordan *-homomorphisms between unital $C^*$-algebras associated with the following functional equation$$f(\frac{-x+y}{3})+f(\frac{x-3z}{c})+f(\frac{3x-y+3z}{3})=f(x)$$. Morever, we investigate Jordan *-homomorphisms between unital $C^*$-algebras associated with the following functional inequality $${\parallel}f(\frac{-x+y}{3})+f(\frac{x-3z}{3})+f(\frac{3x-y+3z}{3}){\parallel}\leq{\parallel}f(x)\parallel$$.

• Journal of the Korean Society for Precision Engineering
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• v.18 no.11
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• pp.58-66
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• 2001

GPC has been reported as a useful self-tuning control algorithm for systems with unknown time-delay and parameters. GPC is easy to understand and implement, and thus has won popularity among many practicing engineers. Despite its success, GPC does not guarantee is nominal stability. So, in this paper, GPC is rederived in frequency domain instead of in the time domain to guarantee its nominal stability. Derivation of GPC in frequency domain involves spectral factorization and Diophantine equation. Frequency domain GPC control law is stable because the zeros of characteristic polynomial are strictly Schur. Recursive least square algorithm is used to identify unknown parameters. To see the effectiveness of the proposed controller, the controller is simulated for a numerical problem that changes in dead-time, in order and in parameters.

• Journal of Korean Association for Spatial Structures
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• v.3 no.2 s.8
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• pp.101-107
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• 2003

There exists a structural problem for link structures in the unstable state. The primary characteristics of this problem are in the existence of rigid body displacements without strain, and in the possibility of the introduction of prestressing to change an unstable state into a stable state. When we make local linearized incremental equations in order to obtain knowledge about these unstable structures, the determinant of the coefficient matrices is zero, so that we face a numerically unstable situation. This is similar to the situation in the stability problem. To avoid such a difficult situation, in this paper a simple and straightforward method was presented by means of the generalized inverse for the numerical analysis of stability problem.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.12 no.2
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• pp.223-231
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• 1999

본 연구는 복합하중을 받는 구조물에 있어서 구조물의 안정경계점을 계산하는 방법을 제시하고 있다. 여기에서는 우선 안정경계점에 놓여 있는 기지의 점에 대한 선형해를 일반역행열을 이용하여 선형 증분 평형방정식의 여해와 특이해의 선형결합으로 나타내었다. 다음으로 두 개의 하중계수를 구속하는 선형조건을 도입하고, 그 구속조건하에서 하중계수 비가 일정하게 되도록 반복계산을 수행하므로써, 안정경계점위의 다음 목표점이 얻어진다. 얻어진 이 점을 초기점으로 이용한다. 평형경로를 추적할 때, 본래의 두 개의 하중계수 문제는 하중계수의 비가 일정하다는 조건을 도입하여 단일 하중계수의 문제로 된다. 두 개의 예를 들어 수치해석을 행하였으며, 얻어진 결과로부터 본 연구에서 채택된 방법은 구조물의 경계안정점을 찾는 문제에 적합하며 더욱 개발할 여지가 있음을 보여주고 있다.

• Korean Journal of Mathematics
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• v.19 no.2
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• pp.171-180
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• 2011

In this paper, we study the superstability problem bounded by two-variables of Th. M. Rassias type for the generalized sine functional equations $$g(x+y)f(x-y)=f(x)^2-f(y)^2 \\ f(x+y)g(x-y)=f(x)^2-f(y)^2 \\ g(x+y)g(x-y)=f(x)^2-f(y)^2$$, which does not use his iteration method.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.159-162
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• 1997

This paper describes robust stabilization of nonlinear single-input uncertain systems without matching conditions. We consider nonlinear systems with a vector of unknown constant parameters perturbed about a known value. The approach utilizes the generalized controller canonical form to lump the unmatched uncertainties recursively into the matched ones. This can be achieved via nonlinear coordinate transformations which depend not only on the states of the nonlinear system but also on the control input. Then the dynamic robust control law is derived and the stability result is also presented.