• 대한수학회지
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• 제59권2호
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• pp.311-335
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• 2022

This paper treats Merton's classical portfolio optimization problem for a market participant who invests in safe assets and risky assets to maximize the expected utility. When the state process is a d-dimensional Markov diffusion, this problem is transformed into a problem of solving a Hamilton-Jacobi-Bellman (HJB) equation. The main purpose of this paper is to solve this HJB equation by a deep learning algorithm: the deep Galerkin method, first suggested by J. Sirignano and K. Spiliopoulos. We then apply the algorithm to get the solution to the HJB equation and compare with the result from the finite difference method.

• East Asian mathematical journal
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• 제38권3호
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• pp.293-319
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• 2022

In this paper, we introduce a higher order split least-squares characteristic mixed element scheme for Sobolev equations. First, we use a characteristic mixed element method to manipulate both convection term and time derivative term efficiently and obtain the system of equations in the primal unknown and the flux unknown. Second, we define a least-squares minimization problem and a least-squares characteristic mixed element scheme. Finally, we obtain a split least-squares characteristic mixed element scheme for the given problem whose system is uncoupled in the unknowns. We establish the convergence results for the primal unknown and the flux unknown with the second order in a time increment.

• 한국마린엔지니어링학회:학술대회논문집
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• 한국마린엔지니어링학회 2006년도 전기학술대회논문집
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• pp.249-250
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• 2006

In this paper, hardware design and implementation of digital controller for the High Precision Digital Power Supply (HPDPS) based on Digital Signal Processor (DSP) and Field Programmable Gate Array (FPGA) is presented. Developed digital controller is composed of high resolution Digital Pulse Width Modulation (DPWM) and high resolution analog to digital converter circuit with anti-aliasing filter. And Digital Signal Processor (DSP) has the capability of a few micro-second calculation time for one feedback loop. 32-bit DSP and DPWM with 150[ps] step resolution is used to implement the HPDPS. Also 18-bit 2 mega sample per second ADC board is adopted for the developed digital controller. Also, hardware structure of the developed digital controller and experimental results of the first prototype board for HPDPS is described.

• 제어로봇시스템학회논문지
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• 제13권1호
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• pp.52-57
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• 2007

In this paper we proposed multi-directional matching windows combined by multi-dimensional feature vector matching, which uses not only intensity values but also multiple feature values, such as variance, first and second derivative of pixels. Multi-dimensional feature vector matching has the advantage of compensating the drawbacks of area-based stereo matching using one feature value, such as intensity. We define matching cost of a pixel by the minimum value among eight multi-dimensional feature vector distances of the pixels expanded in eight directions having the interval of 45 degrees. As best stereo matches, we determine the two points with the minimum matching cost within the disparity range. In the experiment we used aerial imagery and IKONOS satellite imagery and obtained more accurate matching results than that of conventional matching method.

• 소음진동
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• 제6권1호
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• pp.27-34
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• 1996

In this paper, design sensitivity of vibration displacement and acceleration is computed and design sensitivity, the derivative information of responses with respect to design perameters, is used as a design guidance tool to reduce the vibration. First, the harmonic vibration analysis of deck and simplified ship structures is performed by finite element method and secondly continuum disign sensityivity for excessive dynamic response is computed by continuum method. Both the direct and modal frequency response methods for the finite element analysis are adopted. Sensitivities of structural components such as upper plate, side wall, bilge, bottom plate are compared and the reductionof vibration is obtained by the proper increase of thickness of each component.

• 한국공작기계학회논문집
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• 제12권5호
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• pp.67-72
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• 2003

For the analysis of Kirchhoff plate bending problems, a new meshless method is implemented. For the satisfaction of the $C^1$ continuity condition in which the first derivative is treated an another primary variable, Hermite interpolation is enforced on standard reproducing kernel particle method. In order to impose essential boundary conditions on solving $C^1$ continuity problems, shape function modifications are adopted. Through numerical tests, the characteristics and accuracy of the HRKPM are investigated and compared with the finite element analysis. By this implementatioa it is shown that high accuracy is achieved by using HRKPM for solving Kirchhoff plate bending problems.

• Membrane and Water Treatment
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• 제9권2호
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• pp.129-136
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• 2018

In this contribution, the control of multivariable reverse osmosis (RO) desalination plant using proportional-integral-derivative (PID) controllers is presented. First, feed-forward compensators are designed using simplified decoupling method and then the PID controllers are tuned for flux (flow-rate) and conductivity (salinity). The tuning of PID controllers is accomplished by minimization of the integral of squared error (ISE). The ISEs are minimized using a recently proposed algorithm named as teacher-learner-based-optimization (TLBO). TLBO algorithm is used due to being simple and being free from algorithm-specific parameters. A comparative analysis is carried out to prove the supremacy of TLBO algorithm over other state-of-art algorithms like particle swarm optimization (PSO), artificial bee colony (ABC) and differential evolution (DE). The simulation results and comparisons show that the purposed method performs better in terms of performance and can successfully be applied for tuning of PID controllers for RO desalination plants.

• 전기학회논문지P
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• 제65권4호
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• pp.292-297
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• 2016

The first-order plus dead time(FOPDT) and second-order plus dead time(SOPDT), which describes a linear monotonic process quite well in most chemical and industrial processes and is often sufficient for PID and IMC controller tuning. This paper presents an application of heuristic harmony search(HS) optimization algorithm to the identification of linear continuous time-delay systems from step response. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through a number of simulation examples.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2003년도 학술발표논문집
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• pp.627-630
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• 2003

This research determined the spectral reflectance characteristics and vegetation indices when intermixed with field crops and soil. Ground-level spectral reflectance were collected in the field experiment containing plots of soybean and other seven crops. The first and second derivative of reflectance spectra showed several peaks that were dependent in different degrees on leaf age and chlorophyll concentration in the crop leaves. This study evaluated a number of spectral indices for estimating chlorophyll concentrations at the leaf scale difference, using samples from field crops at various stages of senescence. Five vegetation indices were evaluated which had advantages over previous techniques. Experimental data recorded on field crops during the growing season are in good agreement with previous theoretical results.

• 디지털콘텐츠학회 논문지
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• 제3권1호
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• pp.89-99
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• 2002

포화 경로 선정 알고리즘은 주로 전술적 응용 및 패킷 라디오 망에 유용한 경로 선정 알고리즘으로 알려져 있는데, 이유는 통화로 개설 시간이 짧고 경로 선정 테이블을 갖고 있지 않기 때문이다. 통신망 효율 면에서는 통제 메시지의 오버 해드로 인해 약점이 있기도 하다. 본 논문에서는 4개의 링크로 구성된 격자형 전술 회선 교환망에 두개의 우선 순위 음성 트래픽을 갖는 망을 고려하였다. 최소 1차 미분 길이를 갖는 경로를 이용하여 통화로 개설 시간 및 알고리즘 처리 부하를 증가 시키지 않으면서 회선망의 차단 확률을 향상 시켰다.