• Honam Mathematical Journal
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• v.44 no.3
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• pp.402-418
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• 2022

Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.27 no.3
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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.

• Journal of the Korean Society for Advanced Composite Structures
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• v.1 no.2
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• pp.29-35
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• 2010

In addition to the Young's modulus, the Poisson's ratio is also at the center of attention in the field stochastic finite element analysis since the parameters play an important role in determining structural behavior. Accordingly, the sole effect of this parameter on the response variability is of importance from the perspective of estimation of uncertain response. To this end, a formulation to determine the response variability in laminate composite plates due to the spatial randomness of Poisson's ratio is suggested. The independent contributions of random Poisson's ratiocan be captured in terms of sub-matrices which include the effect of the random parameter in the same order, which can be attained by using the Taylor's series expansion about the mean of the parameter. In order to validate the adequacy of the proposed formulation, several example analyses are performed, and then the results are compared with Monte Carlo simulation (MCS). A good agreement between the suggested scheme and MCS is observed showing the adequacy of the scheme.

• Journal of the Korea Concrete Institute
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• v.16 no.2 s.80
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• pp.155-162
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• 2004

An analytical method to predict the time dependent flexural behavior of composite girder is presented based on sectional analysis. The time dependent constitutive relation accounting for the early-age concrete properties including maturing of elastic modulus, creep and shrinkage is derived in an incremental format by the first order Taylor series expansion. The sectional analysis calculates the axial and curvature strains based on the force and moment equilibriums. The deflection curve of the girder approximated by the quadratic polynomial function is calculated by applying to the proper boundary conditions in the consecutive segments. Numerical applications are made for the 3-span double composite steel box girder which is a composite bridge girder filled with concrete at the bottom of the steel box in the negative moment region. The calculated results are compared with those by finite element analysis results. Close agreement is observed between the two approaches.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.46 no.3
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• pp.20-25
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• 2009

We propose hardware architecture of floating-point square root and inverse square root arithmetic units using lookup tables. They are used for lighting engines and shader processor for 3D graphic processing. The architecture is based on Taylor series expansion and consists of lookup tables and correction units so that the size of look-up tables are reduced. It can be applied to 32 bit floating point formats of IEEE-754 and reduced 24 bit floating point formats. The square root and inverse square root arithmetic units for 32 bit and 24 bit floating format number are designed as the proposed architecture. They can operation in a single cycle, and satisfy the precision of $10^{-5}$ required by OpenGL 1.x ES. They are designed using Verilog-HDL and the RTL codes are verified using an FPGA.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.2
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• pp.409-422
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• 2013

For stability design and P-${\Delta}$ analysis of steel frames with semi-rigid connections, the explicit form of the exact tangential stiffness matrix of a generalized semi-rigid frame element having rotational and translational connections is firstly derived using the stability functions. And its elastic and geometric stiffness matrix is consistently obtained by Taylor series expansion. Next depending on connection types of semi-rigidity, the corresponding tangential stiffness matrices are degenerated based on penalty method and static condensation technique. And then numerical procedures for determination of effective buckling lengths of generalized semi-rigid frames members and P-${\Delta}$ and shortly addressed. Finally three numerical examples are presented to demonstrate the validity and accuracy of the proposed method. Particularly the minimum braced frames and coupled buckling modes of the corresponding frames are investigated.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.1
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• pp.17-26
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• 2014

This paper presents a dynamic crack propagation algorithm based on the Moving Least Squares(MLS) difference method. The derivative approximation for the MLS difference method is derived by Taylor expansion and moving least squares procedure. The method can analyze dynamic crack problems using only node model, which is completely free from the constraint of grid or mesh structure. The dynamic equilibrium equation is integrated by the Newmark method. When a crack propagates, the MLS difference method does not need the reconstruction of mode model at every time step, instead, partial revision of nodal arrangement near the new crack tip is carried out. A crack is modeled by the visibility criterion and dynamic energy release rate is evaluated to decide the onset of crack growth together with the corresponding growth angle. Mode I and mixed mode crack propagation problems are numerically simulated and the accuracy and stability of the proposed algorithm are successfully verified through the comparison with the analytical solutions and the Element-Free Galerkin method results.

• Journal of Wetlands Research
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• v.21 no.spc
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• pp.69-79
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• 2019

In Korea, more than 60% of the whole lands are mountainous area. Since many decades ago, hydroelectric power plants have been constructed and eco-friendly energy has been produced. Hydropower can cope with the rapidly changing energy supply and demand, and produce eco-friendly energy. However, when the reservoir is built, it is often inevitable to damage the environment due to construction of large structure. In this study, the optimal reservoir operation model was developed to maximize power generation by monthly operation for long-term operation planning. The dam operation model was developed using the linear programming which is widely used in the optimal resources allocation problems. And the reservoir operation model can establish monthly operation plan for 1 year. Linear programming requires both object function and constraints to be linear. However, since the power generation equation is nonlinear, it is linearized using the Taylor Expansion technique. The optimization results were compared with the 2009-2018 historical data of five hydropower reservoirs. As a result, the total optimal generation is about 10~37% higher than the historical generation.

• Journal of Korea Water Resources Association
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• v.51 no.spc
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• pp.1079-1089
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• 2018

The majority of existing studies for quantifying uncertainties in climate change impact assessments suggest only the uncertainties of each stage, and not the total uncertainty and its propagation in the whole procedure. Therefore, this study has proposed a new method, the Uncertainty Delta Method (UDM), which can quantify uncertainties using the variances of projections (as the UDM is derived from the first-order Taylor series expansion), to allow for a comprehensive quantification of uncertainty at each stage and also to provide the levels of uncertainty propagation, as follows: total uncertainty, the level of uncertainty increase at each stage, and the percentage of uncertainty at each stage. For quantifying uncertainties at each stage as well as the total uncertainty, all the stages - two emission scenarios (ES), three Global Climate Models (GCMs), two downscaling techniques, and two hydrological models - of the climate change assessment for water resources are conducted. The total uncertainty took 5.45, and the ESs had the largest uncertainty (4.45). Additionally, uncertainties are propagated stage by stage because of their gradual increase: 5.45 in total uncertainty consisted of 4.45 in emission scenarios, 0.45 in climate models, 0.27 in downscaling techniques, and 0.28 in hydrological models. These results indicate the projection of future water resources can be very different depending on which emission scenarios are selected. Moreover, using Fractional Uncertainty Method (FUM) by Hawkins and Sutton (2009), the major uncertainty contributor (emission scenario: FUM uncertainty 0.52) matched with the results of UDM. Therefore, the UDM proposed by this study can support comprehension and appropriate analysis of the uncertainty surrounding the climate change impact assessment, and make possible a better understanding of the water resources projection for future climate change.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.2331-2334
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• 2003

The basic difference between the EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) stems from the manner in which Gaussian random variables(GRV) are represented for propagating through system dynamics. In the EKF, the state distribution is approximated by a GRV, which is then propagated analytically through the first-order linearization of the nonlinear system. This can possibly introduce large errors in the true posterior mean and covariance of the transformed GRV, which may lead to sub-optimal performance and sometimes divergence of the filter. However, the UKF addresses this problem by using a deterministic sampling approach. The state distribution is also approximated by a GRV, but is now represented using a minimal set of carefully chosen sample points. These sample points completely capture the true mean and covariance of the GRV, and UKF captures the posterior mean and covariance accurately up to the 2nd order(Taylor series expansion) for any nonlinearity. This paper utilizes the UKF to determine spacecraft orbit when only magnetometer is available. Several catastrophic failures of spacecraft in orbit have been attributed to failures of the spacecraft mission. Recently studies on contingency-major sensor failure cases- have been performed. For mission success, contingency design or plan should be implemented in case of a major sensor failure. Therefore the algorithm presented in this paper can be used for a spacecraft without GPS or contingency design in case of GPS failure.