• Journal of Communications and Networks
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• 제16권5호
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• pp.568-577
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• 2014

We consider a mobile content delivery network (mCDN) in which special mobile devices designated as caching servers (caching-server device: CSD) can provide mobile stations with popular contents on demand via device-to-device (D2D) communication links. On the assumption that mobile CSD's are randomly distributed by a Poisson point process (PPP), an optimization problem is formulated to determine the probability of storing the individual content in each server in a manner that minimizes the average caching failure rate. Further, we present a low-complexity search algorithm, optimum dual-solution searching algorithm (ODSA), for solving this optimization problem. We demonstrate that the proposed ODSA takes fewer iterations, on the order of O(log N) searches, for caching N contents in the system to find the optimal solution, as compared to the number of iterations in the conventional subgradient method, with an acceptable accuracy in practice. Furthermore, we identify the important characteristics of the optimal caching policies in the mobile environment that would serve as a useful aid in designing the mCDN.

• 대한지리학회지
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• 제46권2호
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• pp.197-211
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• 2011

공간 상호작용의 복잡성, 공간적 재현과 모델링의 필요성에 의해서 공간 상호작용 데이터의 합역이 불가피하다. 이러한 상황에서 본 연구의 목적은 공간 상호작용 데이터를 스케일을 달리하여 합역하거나 혹은 동일 스케일에서 합역 방식을 달리하여 합역하였을 때, 공간 상호작용 모델의 결과가 어떻게 달라지는지 평가하는 것이다. 공간 상호작용 데이터의 합역은 공간단위 수정가능성의 문제(Modifiable Areal Unit Problem: MAUP)를 야기한다. 공간 상호작용 데이터의 합역을 위하여 무작위로 구역 시드를 선정한 후 인접한 공간단위를 할당하는 방법, 구역 시드와 공간단위 사이의 연구 가중 거리를 최소화하는 방법, 구역 내 상호작용 비율을 최대화하는 방법, 구역 내 상호작용 비율을 최소화하는 방법을 사용하였다. MAUP의 영향을 평가하기 위한 공간 상호작용 모텔로 기원지-목적지 제약 포아송 회귀 모델을 이용하였다. 분석 결과는 모델 잔차의 공간적 특성뿐만 아니라 파라미터 추정값, 적합도 등이 MAUP의 영향을 받는다는 것을 보여주었다. 모델은 합역 방식 보다는 합역 수준에 더 민감하게 반응하였고, 모델에 대한 스케일 효과는 구획 방식에 따라 상이하게 나타났다.

• East Asian mathematical journal
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• 제36권5호
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• pp.583-591
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• 2020

In [8, 9] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with corner singularities, compute the finite element solutions using standard Finite Element Methods and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. The error analysis was given in [5]. In their approaches, the singular functions and the extraction formula which give the stress intensity factor are the basic elements. In this paper we consider the biharmonic problems with the cramped and/or simply supported boundary conditions and get the singular functions and its duals and find properties of them, which are the cornerstones of the approaches of [8, 9, 10].

• 대한기계학회:학술대회논문집
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• 대한기계학회 2001년도 춘계학술대회논문집E
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• pp.422-429
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• 2001

A two dimensional hierarchical elements are investigated for a use on the incompressible flow computation. The construction of hierarchical elements are explained through the tensor product of 1-D hierarchical functions, and a systematic treatment of essential boundary values has been developed for the degrees of freedom corresponding to higher order terms. The numerical study for the poisson problem showed that the present scheme can increase the convergence and accuracy of finite element solutions, and can be more efficient than the standard first order with many elements. Also, for Stokes and cavity flow cases, solutions from hierarchical elements showed better resolutions and future promises for higher order solutions.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• 디지털산업정보학회논문지
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• 제6권1호
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• pp.55-67
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• 2010

Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used generalized gamma type distribution which has the efficient various property because of various shape and scale parameter. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

• 디지털산업정보학회논문지
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• 제6권3호
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• pp.9-17
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• 2010

Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used superposition which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time. Through this study, in terms of superposition model and simply model, the optimal time to using superposition model release the software developer to determine how much could count will help.

• Journal of the Korean Statistical Society
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• 제35권2호
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• pp.115-142
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• 2006

This paper studies the problem of option hedging when the underlying asset price process is a compound Poisson process. By adopting an asymptotic approach to let the security price converge to a continuous process, we find a closed-form hedging strategy that improves the classical Black-Scholes hedging strategy in a quadratic sense. We first show that the scaled Black-scholes hedging error has a limit in law, and that limit is decomposed into a part that can be traded away and a part that is purely unreplicable. The Black-Scholes hedging strategy is then modified by adding the replicable part of its hedging error and by adding the mean-variance hedging strategy to the nonreplicable part. Some results of simulation experiment s are also provided.

• Smart Structures and Systems
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• 제22권3호
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• pp.249-257
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• 2018

This study contributes to evaluate multiphase topology optimization design of plate-like elastic structures with constant thickness and Reissner-Mindlin plate theory. Stiffness and adjoint sensitivity formulations linked to Reissner-Mindlin plate potential energy of bending and shear are derived in terms of multiphase design variables. Multiphase optimization problem is solved through alternative active-phase algorithm with Gauss-Seidel version as an optimization model of optimality criteria. Numerical examples verify efficiency and diversity of the present topology optimization method of Reissner-Mindlin elastic plates depending on multiphase and Poisson's ratio.

• 대한수학회지
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• 제55권3호
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• pp.719-734
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• 2018

An image restoration problem with Poisson noise arises in many applications of medical imaging, astronomy, and microscopy. To overcome ill-posedness, Total Variation (TV) model is commonly used owing to edge preserving property. Since staircase artifacts are observed in restored smooth regions, higher-order TV regularization is introduced. However, sharpness of edges in the image is also attenuated. To compromise benefits of TV and higher-order TV, the weighted sum of the non-convex TV and non-convex higher order TV is used as a regularizer in the proposed variational model. The proposed model is non-convex and non-smooth, and so it is very challenging to solve the model. We propose an iterative reweighted algorithm with the proximal linearized alternating direction method of multipliers to solve the proposed model and study convergence properties of the algorithm.