• Management Science and Financial Engineering
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• v.21 no.2
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• pp.25-30
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• 2015

This short article compares different solution methods for a basic RBC model (Hansen, 1985). We solve and simulate the model using two main algorithms: the methods of perturbation and projection, respectively. One novelty is that we offer a type of the hybrid method: we compute easily a second-order approximation to decision rules and use that approximation as an initial guess for finding Chebyshev polynomials. We also find that the second-order perturbation method is most competitive in terms of accuracy for standard RBC model.

• Genomics & Informatics
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• v.20 no.1
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• pp.9.1-9.6
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• 2022

Mendelian randomization (MR) uses genetic variation as a natural experiment to investigate the causal effects of modifiable risk factors (exposures) on outcomes. Two-sample Mendelian randomization (2SMR) is widely used to measure causal effects between exposures and outcomes via genome-wide association studies. 2SMR can increase statistical power by utilizing summary statistics from large consortia such as the UK Biobank. However, the first-order term approximation of standard error is commonly used when applying 2SMR. This approximation can underestimate the variance of causal effects in MR, which can lead to an increased false-positive rate. An alternative is to use the second-order approximation of the standard error, which can considerably correct for the deviation of the first-order approximation. In this study, we simulated MR to show the degree to which the first-order approximation underestimates the variance. We show that depending on the specific situation, the first-order approximation can underestimate the variance almost by half when compared to the true variance, whereas the second-order approximation is robust and accurate.

• Journal of the Korean Institute of Telematics and Electronics
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• v.23 no.5
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• pp.647-652
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• 1986

The controller tuning methods proposed by Yuwana-Seborg and Suh utilizes Pade first order approximation for the delay terms in the closed loop transfer function. In this paper, the use of a Pade second-order approximation method is investigated. The simulation results show that the new method is superior to pervious approaches such as Ziegler-Nichols and Cohen-Coon methods.

• Korean Management Science Review
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• v.15 no.2
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• pp.125-142
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• 1998

The aggregation on linear large-scale dynamic systems is examined in this paper and a "two-step" approach is proposed. In this procedure, the aggregated system consists of two subsystems. The first subsystem represents aggregation through the retainment of dominant eigenvalues of the original system, leading to a first approximation of the desired output of the original system. The purpose of augmenting it with a second subsystem is to provide an estimation of the error on the first approximation, thus permitting a second correction to the output approximation and resulting in an output approximation of greater accuracy. Optimization techniques are discussed for the determination of unknown parameters in the aggregated system. These techniques use minimization principles of certain suitable performance indices and are developed for both single input-single output and multiple input-multiple output system. Numerical examples illustrating these procedures are given and the results are compared with those obtained using existing methods. Finally, a pharmacokinetics problem is studied from the aggregation point of view.

• Korean Journal of Computational Design and Engineering
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• v.12 no.1
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• pp.27-38
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• 2007

This paper describes a multiresidual approximation method for scattered volumetric data modeling. The approximation method employs a volumetric NURBS or VNURBS as a data interpolating function and proposes two multiresidual methods as a data modeling algorithm. One is called as the residual series method that constructs a sequence of VNURBS functions and their algebraic summation produces the desired approximation. The other is the residual merging method that merges all the VNURBS functions mentioned above into one equivalent function. The first one is designed to construct wavelet-type multiresolution models and also to achieve more accurate approximation. And the second is focused on its improvement of computational performance with the save fitting accuracy for more practical applications. The performance results of numerical examples demonstrate the usefulness of VNURBS approximation and the effectiveness of multiresidual methods. In addition, several graphical examples suggest that the VNURBS approximation is applicable to various applications such as surface modeling and fitting problems.

• Ocean Systems Engineering
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• v.7 no.1
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• pp.53-74
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• 2017

Ship shaped FPSO (Floating Production, Storage and Offloading) units are the most commonly used floating production units to extract hydrocarbons from reservoirs under the seabed. These structures are usually much larger than general cargo ships and have their natural frequency outside the wave frequency range. This results in the response to first order wave forces acting on the hull to be negligible. However, second order difference frequency forces start to significantly impact the motions of the structure. When the difference frequency between wave components matches the roll natural frequency, the structure experiences a significant roll motion which is also termed as second order roll. This paper describes the theory and numerical implementation behind the calculation of second order forces and motions of any general floating structure subjected to waves. The numerical implementation is validated in zero speed case against the commercial code OrcaFlex. The paper also describes in detail the popular approximations used to simplify the computation of second order forces and provides a discussion on the limitations of each approximation.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.2
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• pp.236-247
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• 1992

Optimization has been developed to minimize the cost function while satisfying constraints. Nonlinear Programming method is used as a tool for the optimization. Usually, cost and constraint function calculations are required in the engineering applications, but those calculations are extremely expensive. Especially, the function and sensitivity analyses cause a bottleneck in structural optimization which utilizes the Finite Element Method. Also, when the functions are quite noisy, the informations do not carry out proper role in the optimization process. An algorithm called "Second-order Approximation Method" has been proposed to overcome the difficulties recently. The cost and constraint functions are approximated by the second-order Taylor series expansion on a nominal points in the algorithm. An optimal design problem is defined with the approximated functions and the approximated problem is solved by a nonlinear programming numerical algorithm. The solution is included in a candidate point set which is evaluated for a new nominal point. Since the functions are approximated only by the function values, sensitivity informations are not needed. One-dimensional line search is unnecessary due to the fact that the nonlinear algorithm handles the approximated functions. In this research, the method is analyzed and the performance is evaluated. Several mathematical problems are created and some standard engineering problems are selected for the evaluation. Through numerical results, applicabilities of the algorithm to large scale and complex problems are presented.presented.

• Proceedings of the Optical Society of Korea Conference
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• 2000.08a
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• pp.90-91
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• 2000

2차 비선형 현상인 제2고조파(Second Harmonic Generation:SHG)는 electric dipole approximation에 의하면 중심대칭성이 있는 물질에서는 발생하지 않는다. 그러나 표면에 대해서는 그 중심대칭성이 깨져 제2고조파가 발생할 수 있게 된다. 즉 bulk에서는 제2고조파가 나오지 않는 반면, 표면에서는 나오게 된다. 본 연구에서는 electric dipole approximation 이상(예를 들면 magnetic dipole, electric quadrupole)을 고려해 시료의 물리적인 성질을 실제 물질계에 가깝게 기술하고자 했다. (중략)

• Journal of computational fluids engineering
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• v.11 no.1 s.32
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• pp.8-15
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• 2006

The existing approximations of diffusion flux in unstructured cell-centered finite volume methods are examined in detail with each other and clarified to have indefinite expressions in several respects. A new numerical approximation of diffusion flux at cell face center is then proposed, which is second-order accurate even on irregular grids and may be easily implemented in CFD code using cell-centered finite volume method with unstructured grids composed of arbitrary convex polyhedral shape.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.3
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• pp.121-127
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• 2004

This paper presents a new vertex selection scheme for shape approximation. In the proposed method, final vertex points are determined by "two-step procedure". In the first step, initial vertices are simply selected on the contour, which constitute a subset of the original contour, using conventional methods such as an iterated refinement method (IRM) or a progressive vertex selection (PVS) method In the second step, a vertex adjustment Process is incorporated to generate final vertices which are no more confined to the contour and optimal in the view of the given distortion measure. For the optimality of the final vertices, the dynamic programming (DP)-based solution for the adjustment of vertices is proposed. There are two main contributions of this work First, we show that DP can be successfully applied to vertex adjustment. Second, by using DP, the global optimality in the vertex selection can be achieved without iterative processes. Experimental results are presented to show the superiority of our method over the traditional methods.