• Bulletin of the Korean Mathematical Society
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• v.47 no.3
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• pp.455-465
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• 2010

In this paper, by using the semi-order method, two new existence theorems of coupled quasi-solutions for a class of nonlinear operator equations in Banach spaces are proved under some suitable conditions.

• Communications of the Korean Mathematical Society
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• v.28 no.2
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• pp.419-423
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• 2013

In this paper we present a robust duality theory for generalized convex programming problems under data uncertainty. Recently, Jeyakumar, Li and Lee [Nonlinear Analysis 75 (2012), no. 3, 1362-1373] established a robust duality theory for generalized convex programming problems in the face of data uncertainty. Furthermore, we extend results of Jeyakumar, Li and Lee for an uncertain multiobjective robust optimization problem.

• Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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• 2000.09a
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• pp.95-102
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• 2000

선형분산을 가정한 Berkhoff(1972)의 완경사방정식은 단일주기파(monochromaticwave)에 대해 심해로부터 천해까지 수심에 제한 없이 파랑의 변형을 해석할 수 있으나 식의 유도과정 중 바닥이 완경사(｜∇h｜/kh≪1) 라는 가정을 도입함으로써, 바닥곡률항(∇$^2$h)과 바닥경사의 제곱항(｜∇h｜$^2$)으로 대표되는 고차수심효과를 무시하였다. (중략)

• East Asian mathematical journal
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• v.31 no.1
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• pp.77-89
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• 2015

We establish a coupled coincidence and common coupled fixed point theorem for hybrid pair of mappings under generalized non-linear contraction. An example supporting to our result has also been cited. We improve, extend and generalize several known results.

• Journal of KIEE
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• v.10 no.1
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• pp.23-27
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• 2000

The relative degree one and weakly minimum-phase conditions have been major obstacles for passification of the given system. In this paper, a dynamic output feedback passifier which can remove the obstacles is presented. The proposed method does not require any modification of the given output except just adding a new term. Therefore, the scheme is more suitable for output feedback passification.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.755-763
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• 2008

This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

• Journal of the Korean Mathematical Society
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• v.55 no.6
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• pp.1337-1358
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• 2018

In this paper, we study the solvability of the nonlinear Dirichlet problem with sum of the operators of independent non standard growths $$-div\({\mid}{\nabla}u{\mid}^{p_1(x)-2}{\nabla}u\)-\sum\limits^n_{i=1}D_i\({\mid}u{\mid}^{p_0(x)-2}D_iu\)+c(x,u)=h(x),\;{\in}{\Omega}$$ in a bounded domain ${\Omega}{\subset}{\mathbb{R}}^n$. Here, one of the operators in the sum is monotone and the other is weakly compact. We obtain sufficient conditions and show the existence of weak solutions of the considered problem by using monotonicity and compactness methods together.

• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.1289-1291
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• 1996

In this paper, we propose a new adaptive pre-processing technique for the linearization of a weakly nonlinear system which can be modeled by a Volterra series up to third order. To compensate the nonlinear effects of a given system, an update algorithm for the linear filter coefficients of the proposed adaptive pre-processor is introduced, and to compensate the linear distortion of the given system, the linear inverse filter is also utilized. For the performance test of the proposed adaptive pre-processor, computer simulation results obtained by analyzing an ANRSS loudspeaker model are provided.

• Proceedings of the Korea Water Resources Association Conference
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• 1987.07a
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• pp.223-234
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• 1987

A weakly nonlinear solution is presented for the two-dimensional wave kinematics forced by a generic wavemaker of variable-draft. The solution is valid for both piston and hinged wavemakers of variable-draft that may be double articulated. The second-order propagating waves generated by a planar wave board are composed of two components; viz., a Stokes second-order wave and a second-harmonic wave forced by the wavemaker which travels at a different speed. A previously neglected time-independent solution that is required to satisfy a kinematic boundary condition on the wavemaker as well as a mixed boundary condition on the free surface is included for the first time. A component of the time-independent solution is found to accurately estimate the mean return current(correct to second-order) in a closed wave flume. This mean return current is usually estimated from kinematic considerations by a conservation of mass principle.

• Bulletin of the Korean Chemical Society
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• v.15 no.1
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• pp.25-28
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• 1994

Weakly electron withdrawing bromine substituted poly(2-bromo-1,4-phenylenevinylene) (PBrPV) was synthesized th-rough water-soluble precursor method. The linear and nonlinear optical properties of PBrPV were compared with those of poly(1,4-phenylenevinylene) (PPV). The third-order nonlinear optical susceptibility, X^{(3)}$, was measured by using third-harmonic generation (THG) technique at 1907 nm, fundamental wavelength. The calculated $X^{(3)}$ values of PPV and PBrPV were 3${\times}$ 10$^{-12}$ esu and 2${\times}$10$^{-12}$ esu, respectively.