• Journal of Korean Society of Coastal and Ocean Engineers
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• v.8 no.1
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• pp.72-80
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• 1996

Two analytical solutions for oscillations in a rectangular harbour are presented. In this paper, the correct solution is obtained by use of matched asymptotic expansion method, which was first derived by Mei(1989). The other solution derived from eigenfunction expansion method is also presented, in which more accurate numerical integration is employed. In order to check the solutions, amplification factors inside the harbor are calculated and plotted by both analytical methods and numerical boundary integral equation method.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.181-192
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• 2016

We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.30 no.1
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• pp.28-35
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• 2002

In cavity flow, the rectangular step generates so strong sound that many researchers have investigated method to suppress the nois during interaction between vortical flow and rectangular forward step. In this study the flow noise from the vortex motion in two-dimentional low Mach number flow past a forward step with various chamfering angle is calculated numerically. Inviscid incompressible discrete vortex model and matched asymptotic expansion(MAE) theory are applied to obtain the inner flow field and the outer noise field. Both source acoustic pressure and sound intensity are obtained with various chamfering height, chamfering angle and initial vortex position. The pressure amplitude is most suppressed when the chamfering angle is between $15^{\circ}C$ and $30^{\circC}$ at the chamfering length of 30% of the step height.

• Structural Engineering and Mechanics
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• v.44 no.4
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• pp.521-538
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• 2012

In this study, the transverse vibrations of an axially moving flexible beams resting on multiple supports are investigated. The time-dependent velocity is assumed to vary harmonically about a constant mean velocity. Simple-simple, fixed-fixed, simple-simple-simple and fixed-simple-fixed boundary conditions are considered. The equation of motion becomes independent from geometry and material properties and boundary conditions, since equation is expressed in terms of dimensionless quantities. Then the equation is obtained by assuming small flexural rigidity. For this case, the fourth order spatial derivative multiplies a small parameter; the mathematical model converts to a boundary layer type of problem. Perturbation techniques (The Method of Multiple Scales and The Method of Matched Asymptotic Expansions) are applied to the equation of motion to obtain approximate analytical solutions. Outer expansion solution is obtained by using MMS (The Method of Multiple Scales) and it is observed that this solution does not satisfy the boundary conditions for moment and incline. In order to eliminate this problem, inner solutions are obtained by employing a second expansion near the both ends of the flexible beam. Then the outer and the inner expansion solutions are combined to obtain composite solution which approximately satisfying all the boundary conditions. Effects of axial speed and flexural rigidity on first and second natural frequency of system are investigated. And obtained results are compared with older studies.

• Journal of applied mathematics & informatics
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• v.12 no.1_2
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• pp.81-105
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• 2003

This paper deals with the very interesting problem about the influence of piecewise smooth boundary conditions on the distribution of the eigenvalues of the negative Laplacian in R$^3$. The asymptotic expansion of the trace of the wave operator (equation omitted) for small ｜t｜ and i=√-1, where (equation omitted) are the eigenvalues of the negative Laplacian (equation omitted) in the (x$^1$, x$^2$, x$^3$)-space, is studied for an annular vibrating membrane $\Omega$ in R$^3$together with its smooth inner boundary surface S$_1$and its smooth outer boundary surface S$_2$. In the present paper, a finite number of Dirichlet, Neumann and Robin boundary conditions on the piecewise smooth components (equation omitted)(i = 1,...,m) of S$_1$and on the piecewise smooth components (equation omitted)(i = m +1,...,n) of S$_2$such that S$_1$= (equation omitted) and S$_2$= (equation omitted) are considered. The basic problem is to extract information on the geometry of the annular vibrating membrane $\Omega$ from complete knowledge of its eigenvalues by analysing the asymptotic expansions of the spectral function (equation omitted) for small ｜t｜.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.19-27
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• 1998

We considered the bandwidth selection method which has asymptotic optimal convergence rate $n^{-1/2}$ in kernel regression function estimation. For the proposed bandwidth selection, we considered Mean Averaged Squared Error as a performance criterion and its Taylor expansion to the fourth order. Then we estimate the bandwidth which minimizes the estimated approximate value of MASE. Finally we show the relative convergence rate between optimal bandwidth and proposed bandwidth.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.6
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• pp.993-1000
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• 2002

The objective of this work is to develop the capability to analyze accurately the mixed-mode propagation of a crack in composite structures with elastic orthotropic material stiffness properties and anisotropic material strength characteristics. In order to develop the capability to fully analyze fracture growth and failure in anisotropic structures, we examined the fundamental problem of mixed mode fracture by carrying out the analysis on orthotropic materials with an inclined crack subject to biaxial loading. Our goal here is to include an additional term in the asymptotic expansion of the crack tip stress field and to show that the direction of crack initiation can be significantly affected by that term. We employ the normal stress ratio theory to predict the direction of crack extension. It is shown that the angle of crack extension can be altered by horizontal loads and the use of second order term in the series expansion is important f3r the accurate determination of crack growth direction.

• Journal of Mechanical Science and Technology
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• v.19 no.11
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• pp.1975-1987
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• 2005

An input time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via digital computers. In this paper a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed. The mathematical structure of the new discretization method is analyzed. On the basis of this structure the sampled-data representation of nonlinear systems with time-delayed multi-input is presented. The delayed multi-input general equation has been derived. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. Additionally, hybrid discretization schemes that result from a combination of the scaling and squaring technique (SST) with the Taylor series expansion are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method's parameters to meet CPU time and accuracy requirements, are examined as well. A performance of the proposed method is evaluated using a nonlinear system with time delay maneuvering an automobile.

• Bulletin of the Society of Naval Architects of Korea
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• v.27 no.1
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• pp.63-72
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• 1990

The linear hydrodynamic forces, acting on a forced oscillating cylinder from its mean position on a free surface with a small amplitude, are calculated in the time domain. The integral equation method using a time dependent Green function is employed. The numerical results for the heaving and swaying circular cylinder are shown and give good agreements with others Furthermore it is shown that the use of the Green function, which is expressed by a series expansion or asymptotic expansion according to time range, reduces computing time greatly.

• Proceedings of the KIEE Conference
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• 1986.07a
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• pp.591-594
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• 1986

An asymptotic solution of electro-magnetic waves diffracted by a dielectric wedge of the angle larger than $180^{\circ}$ is obtained in case of the incidence of a E-polarized plane wave. Based on the dual integral equation in the spectral domain, physical optics approximation is supplemented by correction currents distributed along the interfaces. Those currents are expanded in a series of Bessel functions, known as Neumann's expansion of which fractional order is chosen to satisfy the static edge condition as the limiting value of dynamic case. Numerical results of edge diffraction patterns and field patterns are presented for some typical cases.