• Structural Engineering and Mechanics
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• v.12 no.2
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• pp.215-230
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• 2001

In this paper, an asymptotic two-scale method is developed for solving vibration problem of long periodic structures. Such eigenmodes appear as a slow modulations of a periodic one. For those, the present method splits the vibration problem into two small problems at each order. The first one is a periodic problem and is posed on a few basic cells. The second is an amplitude equation to be satisfied by the envelope of the eigenmode. In this way, one can avoid the discretisation of the whole structure. Applying the Floquet method, the boundary conditions of the global problem are determined for any order of the asymptotic expansions.

• Multiscale and Multiphysics Mechanics
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• v.1 no.1
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• pp.15-33
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• 2016

In this paper, an asymptotic method is employed to formulate nano- or micro-beams based on strain gradient elasticity. Although a basic theory for the strain gradient elasticity has been well established in literature, a systematic approach is relatively rare because of its complexity and ambiguity of higher-order elasticity coefficients. In order to systematically identify the strain gradient effect, an asymptotic approach is adopted by introducing the small parameter which represents the beam geometric slenderness and/or the internal atomistic characteristic. The approach allows us to systematically split the two-dimensional strain gradient elasticity into the microscopic one-dimensional through-the-thickness analysis and the macroscopic one-dimensional beam analysis. The first-order beam problem turns out to be different from the classical elasticity in terms of the bending stiffness, which comes from the through-the-thickness strain gradient effect. This subsequently affects the second-order transverse shear stress in which the surface shear stress exists. It is demonstrated that a careful derivation of a first strain gradient elasticity embraces "Gurtin-Murdoch traction" as the surface effect of a one-dimensional Euler-Bernoulli-like beam model.

• Interaction and multiscale mechanics
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• v.3 no.3
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• pp.213-234
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• 2010

A multiscale method is presented for analysis of thin slab structures in which the microstructures can not be reduced to two-dimensional plane stress models and thus three dimensional treatment of microstructures is necessary. This method is based on the classical asymptotic expansion multiscale approach but with consideration of the special geometric characteristics of the slab structures. This is achieved via a special form of multiscale asymptotic expansion of displacement field. The expanded three dimensional displacement field only exhibits in-plane periodicity and the thickness dimension is in the global scale. Consequently by employing the multiscale asymptotic expansion approach the global macroscopic structural problem and the local microscopic unit cell problem are rationally set up. It is noted that the unit cell is subjected to the in-plane periodic boundary conditions as well as the traction free conditions on the out of plane surfaces of the unit cell. The variational formulation and finite element implementation of the unit cell problem are discussed in details. Thereafter the in-plane material response is systematically characterized via homogenization analysis of the proposed special unit cell problem for different microstructures and the reasoning of the present method is justified. Moreover the present multiscale analysis procedure is illustrated through a plane stress beam example.

• Journal of the Korean Statistical Society
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• v.17 no.2
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• pp.61-80
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• 1988

For testing homogeneity of scale parameters aginst ordered alternatives, some nonparametric test statistics based on pairwise ranking method are proposed. The proposed tests are distribution-free. The asymptotic distributions of the proposed statistcs are also investigated. It is shown that the Pitman efficiencies of the proposed rank tests are the same as those of the corresponding two-sample rank tests in the scale problem. A small-sample Monte Carlo study is also performed. The results show that the proposed tests are robust and efficient.

• Journal of applied mathematics & informatics
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• v.41 no.1
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• pp.33-50
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• 2023

Foreign exchange options are derivative financial instruments that can exchange one currency for another at a prescribed exchange rate on a specified date. In this study, we examine the analytic formulas for vulnerable foreign exchange options based on multi-scale stochastic volatility driven by two diffusion processes: a fast mean-reverting process and a slow mean-reverting process. In particular, we take advantage of the asymptotic analysis and the technique of the Mellin transform on the partial differential equation (PDE) with respect to the option price, to derive approximated prices that are combined with a leading order price and two correction term prices. To verify the price accuracy of the approximated solutions, we utilize the Monte Carlo method. Furthermore, in the numerical experiments, we investigate the behaviors of the vulnerable foreign exchange options prices in terms of model parameters and the sensitivities of the stochastic volatility factors to the option price.

• Interaction and multiscale mechanics
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• v.5 no.1
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• pp.27-40
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• 2012

The two-dimensional incompressible flow of a linear viscoelastic fluid we considered in this research has rapidly oscillating initial conditions which contain both the large scale and small scale information. In order to grasp this double-scale phenomenon of the complex flow, a multiscale analysis method is developed based on the mathematical homogenization theory. For the incompressible flow of a linear viscoelastic Maxwell fluid, a well-posed multiscale system, including averaged equations and cell problems, is derived by employing the appropriate multiple scale asymptotic expansions to approximate the velocity, pressure and stress fields. And then, this multiscale system is solved numerically using the pseudospectral algorithm based on a time-splitting semi-implicit influence matrix method. The comparisons between the multiscale solutions and the direct numerical simulations demonstrate that the multiscale model not only captures large scale features accurately, but also reflects kinetic interactions between the large and small scale of the incompressible flow of a linear viscoelastic fluid.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1053-1066
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• 2005

In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

• Communications for Statistical Applications and Methods
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• v.22 no.4
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• pp.313-320
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• 2015

In this research, we compare the efficiency of two test procedures proposed by Prentice and Gloeckler (1978) and Park and Hong (2009) for grouped data with possible right censored observations. Both test statistics were derived using the likelihood ratio principle, but under different semi-parametric models. We review the two statistics with asymptotic normality and consider obtaining empirical powers through a simulation study. The simulation study considers two types of models the location translation model and the scale model. We discuss some interesting features related to the grouped data and obtain null distribution functions with a re-sampling method. Finally we indicate topics for future research.

• Smart Structures and Systems
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• v.13 no.4
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• pp.501-515
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• 2014

This paper presents a linear computational homogenization framework to evaluate the effective (or generalized) electromechanical coupling coefficient (EMCC) of adaptive structures with piezoelectric structural fiber (PSF) composite elements. The PSF consists of a silicon carbide (SiC) or carbon core fiber as reinforcement to a fragile piezo-ceramic shell. For the micro-scale analysis, a micromechanics model based on the variational asymptotic method for unit cell homogenization (VAMUCH) is used to evaluate the overall electromechanical properties of the PSF composites. At the macro-scale, a finite element (FE) analysis with the commercial FE code ABAQUS is performed to evaluate the effective EMCC for structures with the PSF composite patches. The EMCC is postprocessed from free-vibrations analysis under short-circuit (SC) and open-circuit (OC) electrodes of the patches. This linear two-scale computational framework may be useful for the optimal design of active structure multi-functional composites which can be used for multi-functional applications such as structural health monitoring, power harvest, vibration sensing and control, damping, and shape control through anisotropic actuation.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).