• 대한산업공학회지
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• 제42권2호
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• pp.86-95
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• 2016

We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

• 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.

• Advances in materials Research
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• 제13권4호
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• pp.285-297
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• 2024

The theory of nonlinear elastic wave propagation is important in multiple scientific and engineering fields. In this study, we present a comprehensive examination of nonlinear elastic wave profiles through a contemporary approach of successive approximation. This research is related to nonlinear elastic wave models along different types of nonlinearities. Murnaghan potential is used due to the assumption of the hyper-elastic materials. We explore the complication of the governing equations and go through the behaviors of nonlinear waves in one dimension. The comparative aspect of our study is a distinctive feature, as we evaluate and contrast the results obtained using successive approximation along different nonlinearities. Additionally, we present graphical representations of our findings, enhancing the visual comprehension of the wave profiles and their evolution. This study contributes to the nonlinear elastic wave analysis and comparison.

• 한국해양공학회지
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• 제15권1호
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• pp.12-18
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• 2001

This study concentrates on the second-order diffraction problem around circular cylinders in multi-frequency waves. The method of solution is a time-domain Rankine panel method which adopts a higher-order approximation for the velocity potential and wave elevation. In the present study, the multiple second-order quadratic transfer functions are extracted from the second-order time signal generated in random waves, and the comparison with other bench-mark test results shows a good agreement. This approach is directly applicable to prediction of nonlinear forces on offshore structures in random ocean.

• Journal of Mechanical Science and Technology
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• 제15권9호
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• pp.1257-1267
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• 2001

For efficient mechanical system optimization, a new two-point approximation method is presented. Unlike the conventional two-point approximation methods such as TPEA, TANA, TANA-1, TANA-2 and TANA-3, this introduces the shifting level into each exponential intervening variable to avoid the lack of definition of the conventional exponential intervening variables due to zero-or negative-valued design variables. Then a new quadratic approximation whose Hessian matrix has only diagonal elements of different values is proposed in terms of these shifted exponential intervening variables. These diagonal elements are determined in a closed form that corrects the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the previous point. Finally, in order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve six typical design problems. These optimization results are compared with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

• 대한수학회지
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• 제49권5호
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• pp.927-945
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• 2012

An approximation of singular source terms in elliptic problems is developed and analyzed. Under certain assumptions on the curve where the singular source is defined, the second order convergence in the maximum norm can be proved. Numerical results present its better performance compared to previously developed regularization techniques.

• Korean Journal of Mathematics
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• 제26권3호
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• pp.467-481
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• 2018

In this paper we present a postprocessing scheme for the Raviart-Thomas mixed finite element approximation of the second order elliptic eigenvalue problem. This scheme is carried out by solving a primal source problem on a higher order space, and thereby can improve the convergence rate of the eigenfunction and eigenvalue approximations. It is also used to compute a posteriori error estimates which are asymptotically exact for the $L^2$ errors of the eigenfunctions. Some numerical results are provided to confirm the theoretical results.

• 유변학
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• 제4권2호
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• pp.127-137
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• 1992

묽은 고분자 용액의 유변학적 거동을 elastic dumbbell 모델을 사용하여 연구하면서 hydrodynamic interaction(H.I) 효과를 주로 살펴보았다. 먼저 consistent averaging방법을 사용하면서 Oseen tensor와 Rotne-Prager-Yama-kawa(R-P-Y) tensor를 H. I. tensor로 각 각 사용하여 그차이를 비교하였으며 oseen tensor를 사용하는 경우 tti-nger의 알고리듬과 Ahn과 Lee의 알고리듬을 비교하였다. 또 H.I. tensor를 처리하는 방법으로 consistent averaging 방법과 Gaussian approximation 방법의 차이에 대하여도 살펴보았다. Ahn과 Lee 의 알고리듬이 ttinger의 알고리듬보다 훨씬 빠른 계산시간을 보여주었으며 Gaussian approximation 방법을 사용하는 경우 consistent averaging 방법과 달리 second normal stress coefficient가 음의 값을 보이므로 더 합리적인 방법으로 생각된다.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.233-244
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• 2000

Confidence intervals for survival function give useful information about the lifetime distribution. In this paper we develop Edgeworkth expansions as approximation to the true and bootstrap distributions of normalized nonparametric maximum likelihood estimator of survival function in the Koziol-Green model and then use these results to show that the bootstrap approximations have second order accuracy.