• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• Smart Structures and Systems
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• v.26 no.5
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• pp.575-589
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• 2020

For vibration control of stay cables in cable-stayed bridges, viscous dampers are frequently used, and they are regularly installed between the cable and the bridge deck. In practice, neoprene rubber bushings (or of other types) are also widely installed inside the cable guide pipe, mainly for reducing the bending stresses of the cable near its anchorages. Therefore, it is important to understand the effect of the bushings on the performance of the external damper. Besides, for long cables, external dampers installed at a single position near a cable end can no longer provide enough damping due to the sag effect and the limited installation distance. It is thus of interest to improve cable damping by additionally installing dampers inside the guide pipe. This paper hence studies the combined effects of an external damper and an internal damper (which can also model the bushings) on a stay cable. The internal damper is assumed to be a High Damping Rubber (HDR) damper, and the external damper is considered to be a viscous damper with intrinsic stiffness, and the cable sag is also considered. Both the cases when the two dampers are installed close to one cable end and respectively close to the two cable ends are studied. Asymptotic design formulas are derived for both cases considering that the dampers are close to the cable ends. It is shown that when the two dampers are placed close to different cable ends, their combined damping effects are approximately the sum of their separate contributions, regardless of small cable sag and damper intrinsic stiffness. When the two dampers are installed close to the same end, maximum damping that can be achieved by the external damper is generally degraded, regardless of properties of the HDR damper. Field tests on an existing cable-stayed bridge have further validated the influence of the internal damper on the performance of the external damper. The results suggest that the HDR is optimally placed in the guide pipe of the cable-pylon anchorage when installing viscous dampers at one position is insufficient. When an HDR damper or the bushing has to be installed near the external damper, their combined damping effects need to be evaluated using the presented methods.

• Journal for History of Mathematics
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• v.25 no.4
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• pp.53-67
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• 2012

Today, it is necessary to calculate orbits with high accuracy in space flight. The key words of Poincar$\acute{e}$ in celestial mechanics are periodic solutions, invariant integrals, asymptotic solutions, characteristic exponents and the non existence of new single-valued integrals. Poincar$\acute{e}$ define an invariant integral of the system as the form which maintains a constant value at all time $t$, where the integration is taken over the arc of a curve and $Y_i$ are some functions of $x$, and extend 2 dimension and 3 dimension. Eigenvalues are classified as the form of trajectories, as corresponding to nodes, foci, saddle points and center. In periodic solutions, the stability of periodic solutions is dependent on the properties of their characteristic exponents. Poincar$\acute{e}$ called bifurcation that is the possibility of existence of chaotic orbit in planetary motion. Existence of near exceptional trajectories as Hadamard's accounts, says that there are probabilistic orbits. In this context we study the eigenvalue problem in early 20th century in three body problem by analyzing the works of Darwin, Bruns, Gyld$\acute{e}$n, Sundman, Hill, Lyapunov, Birkhoff, Painlev$\acute{e}$ and Hadamard.