• 한국경영과학회지
• /
• 제14권2호
• /
• pp.97-104
• /
• 1989

This paper extends the existence proofs of a Nash equilibrium to a more general class of differentila game models with constraints on the control spaces. With the assumptions of continuity, convexity, and compactness, the existence is proved using Kakutani Theorem and via a path-following approach. Furthermore, the proof for a period-by-period optimization of multi-period problems provides an insight to a numerical solution algorithm to differential game models with constraints.

• 대한수학회보
• /
• 제53권5호
• /
• pp.1411-1425
• /
• 2016

We provide a partial differential equation for European options on a stock whose price process follows a general geometric Riemannian Brownian motion. The existence and the uniqueness of solutions to the partial differential equation are investigated, and then an expression of the value for European options is obtained using the fundamental solution technique. Proper Riemannian metrics on the real number field can make the distribution of return rates of the stock induced by our model have the character of leptokurtosis and fat-tail; in addition, they can also explain option pricing bias and implied volatility smile (skew).

• 대한수학회논문집
• /
• 제33권4호
• /
• pp.1181-1203
• /
• 2018

In this paper, we are mainly devoted to find out the general meromorphic solution of some specific type of differential equation. We have also answered an open question posed by Banerjee-Chakraborty [4] by extending their results in a large extent. We have provided an example showing that the conclusion of the results of Zhang-Yang [16] is not general true. Some examples have been exhibited to show that certain claims are true in our main result. Finally some questions have been posed for the future research in this direction.

• East Asian mathematical journal
• /
• 제26권1호
• /
• pp.95-103
• /
• 2010

In this paper using Lipschitz continuity of the resolvent operator associated with general H-maximal m-relaxed $\eta$-monotone operators, existence and uniqueness of the solution of a variational inclusion system is proved. Also, an iterative algorithm and its convergence analysis is given.

• 대한조선학회지
• /
• 제17권4호
• /
• pp.46-54
• /
• 1980

The ship structural design problem is formulated as a general nonlinear optimization problem with constraints. Characteristics of the general structural problems and various optimization techniques are discussed, with special emphasis on penalty function method for constrained problems. A simple example of the solution of a midship structure design of cargo vessel, which complies with the rules of the Korean Register of Shipping is shown using SUMT-exterior method with some search methods.

• 한국원자력학회:학술대회논문집
• /
• 한국원자력학회 1996년도 춘계학술발표회논문집(1)
• /
• pp.137-141
• /
• 1996

A new general high order consistent nodal method for solving the 3-D multigroup neutron kinetic equations in (x-y-z) geometry has been derived by expending the flux in a multiple polynomial series for the space variables by without the quadratic fit approximations of the transverse leakage and for the time variable and using a weighted-integral technique. The derived equation set is consistent mathematically, and therefore, we can expect very accurate solutions and less computing time since we can use coarse meshes in time variable as well as in spatial variables and the solution would converge exactly in fine mesh limit.

• Korean Journal of Mathematics
• /
• 제29권3호
• /
• pp.527-545
• /
• 2021

The aim of this article is to give a numerical method for solving Abel's general fuzzy linear integral equations with arbitrary kernel. The method is based on approximations of fractional integrals and Caputo derivatives. The convergence analysis for the proposed method is also given and the applicability of the proposed method is illustrated by solving some numerical examples. The results show the utility and the greater potential of the fractional calculus method to solve fuzzy integral equations.

• 대한두경부종양학회지
• /
• 제9권1호
• /
• pp.3-9
• /
• 1993

저자들은 뉴질랜드산 흰 가토의 대퇴부에 총 대퇴동맥의 분지를 영양혈관으로 하는 비복근을 이용한 유경 근피판을 만든 후에 영양혈관을 차단 직전과 12시간 동안의 허혈 기간을 가진 후 이 영양혈관으로 생리 식염수로 관류하여 씻어낸 대조군과 urokinase로 관류한 비교군 I, 최근 개발된 인체의 장기 이식시 사용되는 장기(organ) 보존용제인 UW용액을 이용한 비교군 II, UW용액과 pentoxifylline용액으로 관류한 비교군 III에서 재관류 12시간 후에 허혈 및 괴사 정도를 육안적인 관찰과 근육의 전기 자극 검사, TTC 염색, Wet/Dry 무게비 등으로 비교 분석하여 다음과 같은 결과를 얻었다. 육안적 소견상 대조군과 urokinase 사용군에 비해 비교군 II와 III에서 괴사가 적었으며(p<0.05) 근육 조직의 전기 자극 심사에서도 대조군과 비교군 I 은 각각 $1.76{\pm}1.01,\;2.36{\pm}\1.02$로 차이가 없었으나 비교군 II와 III에서 각각 $3.54{\pm}0.93,\;3.49{\pm}1.37gm/mm^2$으로서 대조군에 비해 근육의 강직도가 의의있게 강하게 나타났다(p<0.05). 그리고 TTC 염색에서 대조군의 7례에서 허혈성 괴사 소견이 보였고 비교군 I도 3례에서 허혈성 괴사 소견이 있었으나 비교군 II과 III에서는 허혈성 괴사가 없었으며(p<0.05) 근피판의 wet/dry 무게비에서 대조군과 비교군 I은 각각 $4.55{\pm}0.37,\;4.33{\pm}0.36$으로 차이가 없었으나 비교군 II와 III는 각각 $3.84{\pm}0.29,\;3.75{\pm}0.48$로 대조군과 비교군 I에 비해 부종이 적음을 나타내었다(p<0.05).

• Journal of Electrical Engineering and Technology
• /
• 제2권3호
• /
• pp.312-319
• /
• 2007

The solution of the power flow is one of the most important problems in electrical power systems. These traditional methods such as Gauss-Seidel method and Newton-Raphson (NR) method have had drawbacks up to now such as initial values, abnormal operating solutions and divergences in heavy loads. In order to overcome theses problems, the power flow solution incorporating genetic algorithm (GA) is introduced in this paper. General operator of genetic algorithm, arithmetic crossover, and non-uniform mutation operator of GA are suggested to solve the power flow problem. While abnormal solution cannot be obtained by a NR method, multiple power flow solution can be obtained by a GA method. With a heavy load, both normal solution and abnormal solution can be obtained by a proposed method. In this paper, a floating number representation instead of the binary number representation is introduced for accuracy. Simulation results have been compared with traditional methods.

• 한국항행학회논문지
• /
• 제4권1호
• /
• pp.45-49
• /
• 2000

GPS에 의한 관측치는 시각오차, 전리층과 대류층 지연오차, 다중경로 오차와 같은 다양한 오차를 내포하고 있어서 GPS 관측치 위치계산시 일반적으로 최소자승해를 구하게 된다. GPS 관측치는 비선형 방정식을 만족하므로 최소자승해를 구하기 위해서는 비선형 Newton 알고리즘을 이용할 수도 있으나 대개 간편성과 효율성 때문에 선형화 알고리즘을 적용하게 된다. 본 연구에서는 비선형 Newton 알고리즘이나 선형화 알고리즘을 대체할 수 있는 부동점 알고리즘을 개발하여 그 유용성을 증명하였다. 비선형 Newton 알고리즘이나 선형화 알고리즘은 수렴속도가 빠른 장점을 가지고 있으나 초기값이 해와 근사하여야 한다는 단점이 있다. 반면 부동점 알고리즘은 수령속도는 다소 느리나 초기값이 대단히 부정확하여도 수렴가능한 장점이 있으므로 두 알고리즘을 적절히 혼용하는 것이 좋을 것이다.