• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.313-328
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• 1998

In this paper we establish the equivalence between the generalized nonlinear mixed variational inequalities and the gener-alized resolvent equations. This equivalence is used to suggest and analyze a number of iterative algorithms for solving generalized vari-ational inequalities. We also discuss the convergence analysis of the propose algorithms. As special cases we obtain various known re-sults from our results.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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• pp.539-544
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• 1992

An iterative lear-rung control scheme is newly designed in tile frequency domain. Purposing for batch process control, a generic form of feedback-assisted first-order learning is considered first, and the inverse model-based learning algorithm is derived through convergence analysis in the frequency domain. To enhance the robustness of the proposed scheme, a filtered version is also presented. Performance of the proposed scheme is evaluated through numerical simulations.

• Korean Journal of Mathematics
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• 제24권2호
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• pp.181-198
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• 2016

In this work, we suggest a new system of generalized nonlinear regularized nonconvex variational inequalities in a real Hilbert space and establish an equivalence relation between this system and fixed point problems. By using the equivalence relation we suggest a new perturbed projection iterative algorithms with mixed errors for finding a solution set of system of generalized nonlinear regularized nonconvex variational inequalities.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

• Journal of the Korean Statistical Society
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• 제5권1호
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• pp.35-48
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• 1976

Since the solution vector for input-output forecasting models is not directly obtainable, several iterative procedures have been proposed and utilized. As is often the case in numerical analysis, the question of the consistency between the original system and the converged system of the proposed iteration has been ignored, and no one has tried to express the converged solution explicitly. This paper examines this question and points out the inconsistencies between various well-known iterative procedures used to solve input-output models and the original input-output system.

• 한국원자력학회:학술대회논문집
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• 한국원자력학회 1996년도 춘계학술발표회논문집(1)
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• pp.282-287
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• 1996

We. develop in this study a wavelet transform method to apply to the flux reconstruction problem in reactor analysis. When we reconstruct pinwise heterogeneous flux by iterative methods, a difficulty arises due to the near singularity of the matrix as the mesh size becomes finer. Here we suggest a wavelet transform to tower the spectral radius of the near singular matrix and thus to converge by a standard iterative scheme. We find that the spectral radios becomes smatter than one after the wavelet transform is performed on sample problems.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제29권4호
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• pp.255-275
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• 2022

In this paper, we introduce a new system of set-valued variational inclusion problems in semi-inner product spaces. We use resolvent operator technique to propose an iterative algorithm for computing the approximate solution of the system of set-valued variational inclusion problems. The results presented in this paper generalize, improve and unify many previously known results in the literature.

• Nonlinear Functional Analysis and Applications
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• 제27권4호
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• pp.731-742
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• 2022

In this paper, we present a new mixed type iterative process for approximating the common fixed points of single-valued nonexpansive mapping and multi-valued nonexpansive mapping in a CAT(0) space. We demonstrate strong and weak convergence theorems for the new iterative process in CAT(0) spaces, as well as numerical results to support our theorem.

• Nonlinear Functional Analysis and Applications
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• 제27권4호
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• pp.785-795
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• 2022

In this paper, we introduce a Mann-like three step iteration method and show that it can be used to approximate the fixed point of a weak contraction mapping. Furthermore, we prove that this scheme is equivalent to the Mann iterative scheme. A comparison is made with the other third order iterative methods. Results are presented in a table to support our conclusion.

• 대한산업공학회지
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• 제38권4호
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• pp.244-248
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• 2012

We present a simple numerical method for pricing American put options under a constant elasticity of variance (CEV) model. Our analysis is done in a general framework where only the risk-neutral transition density of the underlying asset price is given. We obtain an integral equation of early exercise premium. By exploiting a modification of the integral equation, we propose a novel and simple numerical iterative valuation method for American put options.