• Nuclear Engineering and Technology
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• 제31권2호
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• pp.172-181
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• 1999

Series expansion methods to compute the exponential of a matrix have been compared by applying them to fuel depletion calculations. Specifically, Taylor, Pade, Chebyshev, and rational Chebyshev approximations have been investigated by approximating the exponentials of bum matrices by truncated series of each method with the scaling and squaring algorithm. The accuracy and efficiency of these methods have been tested by performing various numerical tests using one thermal reactor and two fast reactor depletion problems. The results indicate that all the four series methods are accurate enough to be used for fuel depletion calculations although the rational Chebyshev approximation is relatively less accurate. They also show that the rational approximations are more efficient than the polynomial approximations. Considering the computational accuracy and efficiency, the Pade approximation appears to be better than the other methods. Its accuracy is better than the rational Chebyshev approximation, while being comparable to the polynomial approximations. On the other hand, its efficiency is better than the polynomial approximations and is similar to the rational Chebyshev approximation. In particular, for fast reactor depletion calculations, it is faster than the polynomial approximations by a factor of ∼ 1.7.

• 대한기계학회논문집A
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• 제26권12호
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• pp.2631-2635
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• 2002

The semi-analytic sensitivity analysis using Pade approximation is presented for linear elastic structures. Although the semi-analytic method has several advantages, accuracy of the method prevents it from practical application. One of promising remedies is the use of geometric series for the matrix inversion. Though series expansion of order three has been successfully applied to the calculation of the structural sensitivity in the most range of the design perturbation, it is prone to have a slow convergence for large perturbation. To overcome this shortage, Pade approximation is introduced so that it can broaden the trust region of the perturbation without adding expansion terms. Numerical results show that the confident sensitivity can be obtained with tiny expenses of computation effort.

• Interaction and multiscale mechanics
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• 제2권3호
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• pp.295-319
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• 2009

In this work, we discuss a reproducing kernel collocation method (RKCM) for solving $2^{nd}$ order PDE based on strong formulation, where the reproducing kernel shape functions with compact support are used as approximation functions. The method based on strong form collocation avoids the domain integration, and leads to well-conditioned discrete system of equations. We investigate the convergence and the computational complexity for this proposed method. An important result obtained from the analysis is that the degree of basis in the reproducing kernel approximation has to be greater than one for the method to converge. Some numerical experiments are provided to validate the error analysis. The complexity of RKCM is also analyzed, and the complexity comparison with the weak formulation using reproducing kernel approximation is presented.

• 대한의용생체공학회:의공학회지
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• 제41권1호
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• pp.28-34
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• 2020

In this paper, we introduce motion artifact reduction algorithm for interleaved MRI using an advanced 3D approximation algorithm. The motion artifact framework of this paper is data corrected by post-processing with a new 3-D approximation algorithm which uses data structure for each voxel. In this study, we simulate and evaluate our algorithm using Shepp-Logan phantom and T1-MRI template for both scattered dataset and uniform dataset. We generated motion artifact using random generated motion parameters for the interleaved MRI. In simulation, we use image coregistration by SPM12 (https://www.fil.ion.ucl.ac.uk/spm/) to estimate the motion parameters. The motion artifact correction is done with using full dataset with estimated motion parameters, as well as use only one half of the full data which is the case when the half volume is corrupted by severe movement. We evaluate using numerical metrics and visualize error images.

• 한국해안·해양공학회논문집
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• 제20권6호
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• pp.553-563
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• 2008

만일 임의의 지형을 다수의 계단으로 근사하면 이 지형 위를 지나는 선형 파랑의 변형을 계산하기 위해 변분근사법과 고유함수 전개법을 사용할 수 있다. 본 논문에서는 반사율과 투과율을 계산하기 위해 변분근사식과 연계된 산란체법을 제시하였다. 본 기법은 O'Hare and Davies의 변환행렬 축차법보다 간단하고 직접적인 방법임을 보였다. 또한 수 개의 수치실험을 실시하여 기존 결과와 거의 같은 결과를 얻었다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권3호
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제30권1호
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• pp.67-81
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• 2023

The current article manages with new generalization of Post-Widder operators preserving constant function and other test functions in Bohmann-Korovkin sense and studies the approximation properties via different estimation tools like modulus of continuity and approximation in weighted spaces. The viability of the recently modified operators as per classical Post-Widder operators is introduced in specific faculties also. Numerical examples are additionally introduced to verify our theortical results. In second last section we introduce Grüss-Voronovskaya results and in last section, we show the better approximation our new modified operators via graphical exmaples using Mathematica.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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• pp.440-444
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• 1998

In this paper, we consider numerical solution of a H-J-B (Hamilton-Jacobi-Bellman) equation of elliptic type arising from the stochastic control problem. For the numerical solution of the equation, we take an approach involving contraction mapping and finite difference approximation. We choose the It(equation omitted) type stochastic differential equation as the dynamic system concerned. The numerical method of solution is validated computationally by using the constructed test case. Map of optimal controls is obtained through the numerical solution process of the equation. We also show how the method applies by taking a simple example of nonlinear spacecraft control.

• Kyungpook Mathematical Journal
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• 제61권2호
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• pp.383-393
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• 2021

In this paper, numerical techniques are presented for solving initial value problems of fractional differential equations with variable coefficients. The method is derived by applying a Taylor vector approximation. Moreover, the operational matrix of fractional integration of a Taylor vector is provided in order to transform the continuous equations into a system of algebraic equations. Furthermore, numerical examples demonstrate that this method is applicable and accurate.

• 한국해안해양공학회지
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• 제19권5호
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• pp.446-456
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• 2007

본 연구에서는 Lynett and Liu(2004a, b)에 의해 유도된 2층 Boussineaq방정식을 이용하여 일정수심상의 규칙파 조건에서 직립벽을 따른 연파를 해석하고, 수리모형실험결과 및 포물형근사식에 의한 해석결과와 비교하였다. 두 가지 수치모형에 의한 해석결과는 수리실험결과와 비교적 잘 일치하였으나, 입사각이 증가할수록 Boussinesq 모형이 포물형모형보다 우수한 결과를 주는 것으로 나타났다. 특히 파랑의 비선형성에 의한 고차 조화성분의 발생은 Boussinesq모형에서만 관찰되었다.