• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.73-93
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• 2005

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

• Nonlinear Functional Analysis and Applications
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• v.26 no.2
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• pp.303-322
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• 2021

The concepts of new classes of mappings are introduced in the spaces which are more general space than the usual metric spaces. The existence and uniqueness of common fixed points and fixed point results are established in the setting of complete complex valued b-metric spaces. An illustration is given by establishing the existence of solution of periodic differential equations in the framework of a complete complex valued b-metric spaces.

• Nonlinear Functional Analysis and Applications
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• v.27 no.3
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• pp.679-689
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• 2022

In this paper, we establish sufficient conditions for the existence and uniqueness of solution for a class of initial boundary value problems with Dirichlet condition in regard to a category of fractional-order partial differential equations. The results are established by a method based on the theorem of Lax Milligram.

• Nonlinear Functional Analysis and Applications
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• v.29 no.1
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• pp.83-98
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• 2024

In this paper, we investigate the existence and uniqueness of solutions to a new class of integro-differential equation boundary value problems (BVPs) with ㄒ-Hilfer operator. Our problem is converted into an equivalent fixed-point problem by introducing an operator whose fixed points coincide with the solutions to the given problem. Using Banach's and Schauder's fixed point techniques, the uniqueness and existence result for the given problem are demonstrated. The stability results for solutions of the given problem are also discussed. In the end. One example is provided to demonstrate the obtained results

• Steel and Composite Structures
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• v.26 no.4
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• pp.453-461
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• 2018

In this paper, nonlinear vibrations of the unsymmetrical laminated composite beam (LCB) on a nonlinear elastic foundation are studied. The governing equation of the problem is derived by using Galerkin method. Two different end conditions are considered: the simple-simple and the clamped-clamped one. The Hamiltonian Approach (HA) method is adopted and applied for solving of the equation of motion. The advantage of the suggested method is that it does not need any linearization of the problem and the obtained approximate solution has a high accuracy. The method is used for frequency calculation. The frequency of the nonlinear system is compared with the frequency of the linear system. The influence of the parameters of the foundation nonlinearity on the frequency of vibration is considered. The differential equation of vibration is solved also numerically. The analytical and numerical results are compared and is concluded that the difference is negligible. In the paper the new method for error estimation of the analytical solution in comparison to the exact one is developed. The method is based on comparison of the calculation energy and the exact energy of the system. For certain numerical data the accuracy of the approximate frequency of vibration is determined by applying of the suggested method of error estimation. Finally, it has been indicated that the proposed Hamiltonian Approach gives enough accurate result.

• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.695-708
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• 2011

Based on the multiple-time-scale (MTS) method, a general formula has been presented for solving an n-th, n = 2, 3, ${\ldots}$, order ordinary differential equation with strong linear damping forces. Like the solution of the unified Krylov-Bogoliubov-Mitropolskii (KBM) method or the general Struble's method, the new solution covers the un-damped, under-damped and over-damped cases. The solutions are identical to those obtained by the unified KBM method and the general Struble's method. The technique is a new form of the classical MTS method. The formulation as well as the determination of the solution from the derived formula is very simple. The method is illustrated by several examples. The general MTS solution reduces to its classical form when the real parts of eigen-values of the unperturbed equation vanish.

• Journal of the Korea Computer Industry Society
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• v.3 no.5
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• pp.569-574
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• 2002

We model the torsional oscillation of a suspension bridge, which is the forced sine-Cordon equation on a bounded domain. We use finite difference method to solve nonlinear partial differential equation numerically. The partial differential equation has multiple periodic solutions. Whether the span oscillates with small or large amplitude depends oかy on its initial displacement and velocity. Moreover, we observe that the qualitative properties are consistent with the behavior observed at the Tacoma Narrows Bridge on the day of its collapse.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.11a
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• pp.1212-1217
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• 2007

ATM(automated teller machine) is a machine which can deposit and withdraw money directly. For effective transfer of bills in the machine, crown belts are used. In this paper, the transverse vibration of crown belt is investigated. The equation of motion of the belt is derived using Lagrange's equation. Galerkin's method is applied to convert the partial differential equation to the ordinary differential equations. Experimental investigations are performed on the belt system with the variation of pulley type, eccentricity, and tension. The results of numerical analysis show in good agreement with the experimental results.

• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2438-2440
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• 2004

This study is concerned with development of 3-Dimensional simulator of a biped robot that has a prismatic balancing weight or a revolute balancing weight. The dynamic stability equation of a biped robot which have a prismatic balancing weight is conditional linear but a walking robot's stability equation with a revolute balancing weight is nonlinear. To get a stable gait of a biped robot, stabilization equations with ZMP (Zero Moment Point) are modeled as non-homogeneous second order differential equations for each balancing weight type. A trajectory of balancing weight can be directly calculated with the FDM (Finite Difference Method) solution of the linearized differential equation. In this paper, the 3-Dimensional graphic simulator is programmed to get and calculate the desired ZMP and the actual ZMP. Walking of 4 steps was simulated and verified. This balancing system will be applied to a biped humanoid robot, which consist Begs and upper body, at future work.

• Wind and Structures
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• v.6 no.4
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• pp.249-262
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• 2003

The purpose of this study is to propose a procedure for evaluating quantitatively the increase of the equivalent damping ratio of a structure with passive/active vibration control systems subjected to a stationary wind load. A Lyapunov function governing the response of a structure and its differential equation are formulated first. Then the state-space equation of the structure coupled with the secondary damping system is solved. The results are substituted into the differential equation of the Lyapunov function and its derivative. The equivalent damping ratios are obtained from the Lyapunov function of the combined system and its derivative, and are used to assess the control effect of various damping devices quantitatively. The accuracy of the proposed procedure is confirmed by applying it to a structure with nonlinear as well as linear passive/active control systems.