• Journal of applied mathematics & informatics
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• v.4 no.2
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• pp.529-534
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• 1997

Even though the Shannon wavelet is a prototype of wavelets are assumed to have. By providing a sufficient condition to compute the size of Gibbs phe-nomenon for the Shannon wavelet series we can see the overshoot is propotional to the jump at discontinuity. By comparing it with that of the Fourier series we also that these two have exactly the same Gibbs constant.

• Journal of the Korean Mathematical Society
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• v.36 no.1
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• pp.159-171
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• 1999

We formulate and study a finite element method for a linearized steady state, compressible, viscous Navier-Stokes equations in 2D, based on the discontinuous Galerkin method. Dislike the standard discontinuous galerkin method, we do not assume that the triangle sides be bounded away from the characteristic direction. the unique stability follows from the inf-sup condition established on the finite dimensional spaces for the (incompressible) Stokes problem. An error analysis having a jump discontinuity for pressure is shown.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.1-23
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• 2006

In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.259-269
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• 2017

Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

• Computers and Concrete
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• v.5 no.4
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• pp.375-388
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• 2008

Crack opening governs many transfer properties that play a pivotal role in durability analyses. Instead of trying to combine continuum and discrete models in computational analyses, it would be attractive to derive from the continuum approach an estimate of crack opening, without considering the explicit description of a discontinuous displacement field in the computational model. This is the prime objective of this contribution. The derivation is based on the comparison between two continuous variables: the distribution if the effective non local strain that controls damage and an analytical distribution of the effective non local variable that derives from a strong discontinuity analysis. Close to complete failure, these distributions should be very close to each other. Their comparison provides two quantities: the displacement jump across the crack [U] and the distance between the two profiles. This distance is an error indicator defining how close the damage distribution is from that corresponding to a crack surrounded by a fracture process zone. It may subsequently serve in continuous/discrete models in order to define the threshold below which the continuum approach is close enough to the discrete one in order to switch descriptions. The estimation of the crack opening is illustrated on a one-dimensional example and the error between the profiles issued from discontinuous and FE analyses is found to be of a few percents close to complete failure.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.24 no.5
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• pp.577-588
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• 2011

This paper provides a novel extended Moving Least Squares(MLS) difference method for the potential problem with weak and strong discontinuities. The conventional MLS difference method is enhanced with jump functions such as step function, wedge function and scissors function to model discontinuities in the solution and the derivative fields. When discretizing the governing equations, additional unknowns are not yielded because the jump functions are decided from the known interface condition. The Poisson type PDE's are discretized by the difference equations constructed on nodes. The system of equations built up by assembling the difference equations are directly solved, which is very efficient. Numerical examples show the excellence of the proposed numerical method. The method is expected to be applied to various discontinuity related problems such as crack problem, moving boundary problem and interaction problems.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.765-775
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• 2012

The cross-validation is a popular method to select bandwidth in all types of kernel estimation. The maximum likelihood cross-validation, the least squares cross-validation and biased cross-validation have been proposed for bandwidth selection in kernel density estimation. In the case that the probability density function has a discontinuity point, Huh (2012) proposed a method of bandwidth selection using the maximum likelihood cross-validation. In this paper, two forms of cross-validation with the one-sided kernel function are proposed for bandwidth selection to estimate the location and jump size of the discontinuity point of density. These methods are motivated by the least squares cross-validation and the biased cross-validation. By simulated examples, the finite sample performances of two proposed methods with the one of Huh (2012) are compared.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1998.04a
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• pp.407-412
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• 1998

In this work, a new time integration method is proposed using the generalized derivative concept to simulate the dynamic phenomena having sudden constraint occurring in dynamic contact/impact problems. By the adoption of the generalized derivative concept and jump assumption, discontinuity can be incorporated in time integration and as a result, the algorithm does not need any other special consideration of jumps in dynamic field variables due to sudden constraint like dynamic contact-release conditions. To observe the characteristics of the proposed time integration method, the stability and convergence analyses are carried out. In numerical tests, several dynamic contact/impact problems are analyzed by straightforward application of the proposed time integration method with the exterior penalty method.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2011.11a
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• pp.178-181
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• 2011

Recently, micro shock tube is being extensively used in various fields of engineering applications. The flow characteristics occurring in the micro shock tube may be significantly different from that of conventional macro shock tube due to very low Reynolds number and Knudsen number effects which are, in general, manifested in such flows of rarefied gas, solid-gas two-phase, etc. In these situations, Navier-Stokes equations cannot properly predict the micro shock tube flow. In the present study, a two-dimensional CFD method has been applied to simulate the micro shock tube, with slip velocity and temperature jump boundary conditions. The effects of wall thermal conditions on the unsteady flow in the micro shock tube were also investigated. The unsteady behaviors of shock wave and contact discontinuity were, in detail, analyzed. The results obtained show much more attenuation of shock wave, compared with macro-shock tubes.