• Kyungpook Mathematical Journal
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• 제55권2호
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• pp.301-311
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• 2015

In this paper, we present the error control techniques for the error correction methods (ECM) which is recently developed by P. Kim et al. [8, 9]. We formulate the local truncation error at each time and calculate the approximated solution using the solution and the formulated truncation error at previous time for achieving uniform error bound which enables a long time simulation. Numerical results show that the error controlled ECM provides a clue to have uniform error bound for well conditioned problems [1].

• 대한수학회보
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• 제44권1호
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• pp.125-130
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• 2007

We propose a simple and intuitive method to derive the exact convergence rate of global $L_{2}-norm$ error for strong numerical approximation of stochastic differential equations the result of which has been reported by Hofmann and $M{\"u}ller-Gronbach\;(2004)$. We conclude that any strong numerical scheme of order ${\gamma}\;>\;1/2$ has the same optimal convergence rate for this error. The method clearly reveals the structure of global $L_{2}-norm$ error and is similarly applicable for evaluating the convergence rate of global uniform approximations.

• East Asian mathematical journal
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• 제19권1호
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• pp.17-26
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• 2003

This paper demonstrates the CAS technique of analyzing the nature and the structure of the numerical error for education and research purposes. This also illustrates the CAS approach in experimenting with the numerical operations in an arbitrary computer number system and also in doing error analysis in a visual manner.

• 대한수학회보
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• 제52권3호
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• pp.809-823
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• 2015

This paper is devoted to presenting a MacWilliams type identity for m-spotty RT weight enumerators of byte error control codes over finite commutative Frobenius rings, which can be used to determine the error-detecting and error-correcting capabilities of a code. This provides the relation between the m-spotty RT weight enumerator of the code and that of the dual code. We conclude the paper by giving three illustrations of the results.

• 대한수학회논문집
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• 제17권4호
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• pp.741-754
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• 2002

In this paper we present an error bound for cubic spline approximation of conic section curve. We compare it to the error bound proposed by Floater [1]. The error estimating function proposed in this paper is sharper than Floater's at the mid-point of parameter, which means the overall error bound is sharper than Floater's if the estimating function has the maximum at the midpoint.

• 대한수학회지
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• 제48권3호
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• pp.475-486
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• 2011

The paper deals with repeated low-density burst error detecting codes with a specied weight or less. Linear codes capable of detecting such errors have been studied. Further codes capable of correcting and simultaneously detecting such errors have also been dealt with. The paper obtains lower and upper bounds on the number of parity-check digits required for such codes. An example of such a code has also been provided.

• 한국수학교육학회지시리즈E:수학교육논문집
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• 제35권4호
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• pp.425-444
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• 2021

본 연구는 수학적 과정을 고려한 측정 활동의 구성을 통해 측정 영역에서 추구하는 목표에 도달할 수 있다는 가정 아래 초등학교 4학년 학급에 측정 오차를 활용한 삼각형의 내각의 합 지도 방안을 적용하고 결과를 분석하였다. 연구 결과 첫째, 학생들은 측정 오차를 활용하여 삼각형의 내각의 합을 학습함으로써 측정 오차의 발생 가능성을 인식할 수 있었다. 둘째, 측정 오차에 기반한 토론 과정은 학생들이 수학적 정당화를 시도할 수 있는 바탕이 되었다. 셋째, 반원을 활용한 조작 활동은 학생들에게 자연스럽고 직관적인 수학적 정당화의 방법으로 인식되었고 일반화를 이끌었다. 넷째, 측정 오차를 활용한 삼각형의 내각의 합 지도 방안은 학생들의 수학적 의사소통 능력과 수학에 대한 긍정적인 태도의 함양에 기여하였다.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.459-471
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• 2002

In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.

• 호남수학학술지
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• 제9권1호
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• pp.99-111
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• 1987

In this paper we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.

• 대한수학회지
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• 제44권4호
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• pp.835-844
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• 2007

This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.