• 제어로봇시스템학회:학술대회논문집
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• 1992.10b
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• pp.208-213
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• 1992

In this paper we are concerned with optimal control problems whose costs am quadratic and whose states are governed by linear delay equations and general boundary conditions. The basic new idea of this paper is to Introduce a new class of linear operators in such a way that the state equation subject to a starting function can be viewed as an inhomogeneous boundary value problem in the new linear operator equation. In this way we avoid the usual semigroup theory treatment to the problem and use only linear operator theory.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.73-93
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• 2005

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

• Structural Engineering and Mechanics
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• v.17 no.1
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• pp.1-14
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• 2004

Numerical solution to linear bending analysis of circular plates is obtained by the method of harmonic differential quadrature (HDQ). In the method of differential quadrature (DQ), partial space derivatives of a function appearing in a differential equation are approximated by means of a polynomial expressed as the weighted linear sum of the function values at a preselected grid of discrete points. The method of HDQ that was used in the paper proposes a very simple algebraic formula to determine the weighting coefficients required by differential quadrature approximation without restricting the choice of mesh grids. Applying this concept to the governing differential equation of circular plate gives a set of linear simultaneous equations. Bending moments, stresses values in radial and tangential directions and vertical deflections are found for two different types of load. In the present study, the axisymmetric bending behavior is considered. Both the clamped and the simply supported edges are considered as boundary conditions. The obtained results are compared with existing solutions available from analytical and other numerical results such as finite elements and finite differences methods. A comparison between the HDQ results and the finite difference solutions for one example plate problem is also made. The method presented gives accurate results and is computationally efficient.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.317-329
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• 2006

In this paper, a singularly perturbed ordinary differential equation with non-smooth data is considered. The numerical method is generated by means of a Petrov-Galerkin finite element method with the piecewise-exponential test function and the piecewise-linear trial function. At the discontinuous point of the coefficient, a special technique is used. The method is shown to be first-order accurate and singular perturbation parameter uniform convergence. Finally, numerical results are presented, which are in agreement with theoretical results.

• Kyungpook Mathematical Journal
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• v.60 no.4
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• pp.797-803
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• 2020

The Brück conjecture is still open for an entire function f with hyper order of no less than 1/2, which is not an integer. In this paper, it is proved that the hyper order of solutions of a linear complex differential equation that is related to the Brüuck Conjecture is infinite. The results show that the conjecture holds in a special case when the hyper order of f is 1/2.

• Structural Engineering and Mechanics
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• v.70 no.6
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• pp.737-750
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• 2019

This paper investigates the static and dynamic behaviors of imperfect single walled carbon nanotube (SWCNT) modeled as a beam structure by using energy-equivalent model (EEM), for the first time. Based on EEM Young's modulus and Poisson's ratio for zigzag (n, 0), and armchair (n, n) carbon nanotubes (CNTs) are presented as functions of orientation and force constants. Nonlinear Euler-Bernoulli assumptions are proposed considering mid-plane stretching to exhibit a large deformation and a small strain. To simulate the interaction of CNTs with the surrounding elastic medium, nonlinear elastic foundation with cubic nonlinearity and shearing layer are employed. The equation governed the motion of curved CNTs is a nonlinear integropartial-differential equation. It is derived in terms of only the lateral displacement. The nonlinear integro-differential equation that governs the buckling of CNT is numerically solved using the differential integral quadrature method (DIQM) and Newton's method. The linear vibration problem around the static configurations is discretized using DIQM and then is solved as a linear eigenvalue problem. Numerical results are depicted to illustrate the influence of chirality angle and imperfection amplitude on static response, buckling load and dynamic behaviors of armchair and zigzag CNTs. Both, clamped-clamped (C-C) and simply supported (SS-SS) boundary conditions are examined. This model is helpful especially in mechanical design of NEMS manufactured from CNTs.

• Journal of the Korean Mathematical Society
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• v.34 no.2
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• pp.407-426
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• 1997

We consider a system of perturbed linear differential equation x' =A(t)x + f(t,x) and obtain conditions to ensure the strong-equiasymptotic stability of the zero solution.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.3
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• pp.495-502
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• 2014

In this paper, we show the ${\psi}$-uniform stability for linear impulsive differential equations and their perturbations by using the impulsive Gronwall's inequalities.

• Journal of the Korean Statistical Society
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• v.34 no.4
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• pp.281-295
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• 2005

We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian motion (fBm). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein- Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).

• The Pure and Applied Mathematics
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• v.14 no.4
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• pp.335-354
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• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.