• 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.

• Smart Structures and Systems
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• v.18 no.1
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• pp.183-196
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• 2016

In this paper a nonlinear, bistable, single degree of freedom system is considered. It consists of a Duffing oscillator externally excited by a non-resonant, harmonic force. A customized perturbation scheme is proposed to achieve an approximate expression for periodic solutions. It is based on the evaluation of the quasi-steady (slow) solution, and then on a variable change followed by two perturbation steps which aim to capture the fast, decaying contribution of the response. The reconstructed solution, given by the sum of the slow and fast contributions, is in a good agreement with the one obtained by numerical integration.

• Geomechanics and Engineering
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• v.4 no.4
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• pp.263-279
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• 2012

The present paper deals with the analysis of combined footings resting on geosynthetic reinforced granular fill overlying stone column improved poor soil. An attempt has been made to study the influence of inclusion of geosynthetic layer on the deflection of the footing. The footing has been idealized as a beam having finite flexural rigidity. Granular fill layer has been represented by Pasternak shear layer and stone columns and poor soil have been represented by nonlinear Winkler springs. Nonlinear behavior of granular fill layer, stone columns and the poor soil has been considered by means of hyperbolic stress strain relationships. Governing differential equations for the soil-foundation system have been derived and solution has been obtained employing finite difference scheme by means of iterative Gauss Elimination method. Results of a detailed parametric study have been presented, for a footing supporting typically five columns, in non-dimensional form in respect of deflection with and without geosynthetic inclusion. Geosynthetic layer has been found to significantly reduce the deflection of the footing which has been quantified by means of parametric study.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.5
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• pp.467-473
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• 2007

In this paper, we present a position-based robot hand tracking scheme where a pan-tilt camera is controlled such that a robot hand is always shown in the center of an image frame. We calculate the rotation angles of a pan-tilt camera by transforming the coordinate systems. In order to identify the model parameters, we applied two optimization techniques: a nonlinear least square optimizer and a particle swarm optimizer. From the simulation results, it is shown that the considered parameter identification problem is characterized by a highly multimodal landscape; thus, a global optimization technique such as a particle swarm optimization could be a promising tool to identify the model parameters of a robot hand tracking system, whereas the nonlinear least square optimizer often failed to find an optimal solution even when the initial candidate solutions were selected close to the true optimum.

• Land and Housing Review
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• v.1 no.1
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• pp.59-65
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• 2010

The paper presents a comparison between a semi-implicit time integration linear finite element implementation and fully-implicit nonlinear Newton-Raphson finite element implementation of a triphasic small strain mixture formulation of an elastic partially saturated porous medium. The pore air phase pressure pa is assumed atmospheric, i.e., $p_a$ = 0, although the formulation and implementation are general to handle increase in pore air pressure as a result of loading, if needed. The solid skeleton phase is assumed linear isotropic elastic and partially saturated 'consolidation' in the presence of surface infiltration and traction is simulated. The verification of the implementation against an analytical solution for partially saturated pore water flow (no deformation) and comparison between the two implementations is presented and the important of the porosity-dependent nature of the partially saturated permeability is assessed on comparison with a commercial code for the partially saturated flow with deformation. As a result, the response of partially saturated permeability subjected to the porosity influences on the saturation of a soil, and the different behaviors of the partially saturated soil between staggered and monolithic coupled programs is worth of attention because the negative pore water pressure in the partially saturated soil depends on the difference.

• Journal of the Society of Naval Architects of Korea
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• v.37 no.4
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• pp.1-10
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• 2000

A panel method based on the raised panel approach is developed for the nonlinear ship wave problem of practical hull forms. For the validation of the present numerical scheme. the developed method is first applied to Series 60 hull for which the extensive experimental data are available. As practical applications. the developed method is applied to KRISO 3600 TEU container ship and KRISO 300K VLCC. With the primary emphasis on the nonlinear effects of the global wave pattern generated by the two commercial ships. the calculated wave patterns are compared and verified with the experiments of KRISO. It is found that the calculated results of the present method are quite satisfactory compared with the linear methods like Dawson's approach and Neumann-Kelvin solution.

• Advances in nano research
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• v.10 no.4
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• pp.385-395
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• 2021

This research concentrates on the effects of distributions and volume fractions of carbon nanotubes (CNT) on the nonlinear bending behavior of deep cylindrical panels reinforced by functionally graded carbon nanotubes under thermo-mechanical loading, hitherto not reported in the literature. Assuming the effects of shear deformation and moderately high value of the radius-to-side ratio (R/a), based on the first-order shear deformation theory (FSDT) and von Karman type of geometric nonlinearity, the governing system of equations is obtained. The analytical solution of field equations is carried out using the Ritz method together with the Newton-Raphson iterative scheme. The effects of radius-to-side ratio, temperature change, and boundary conditions on the nonlinear response of the functionally graded carbon nanotubes reinforced composite deep cylindrical panel (FG-CNTRC) are investigated. It is concluded that, among the five possible distribution patterns of CNT, FG-V CNTRC deep cylindrical panel is strongest with the highest bending moment and followed by UD, X, O, and Ʌ-ones. Also, considering the present deep cylindrical panel formulation increases the accuracy of the results. Hence, according to the noticeable amount of R/a in FG-CNTRC cylindrical panels, it is mandatory to apply strain-displacement relations of deep cylindrical panels for bending analysis of FG-CNTRC which certainly is desirable for industrial application.

• Nonlinear Functional Analysis and Applications
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• v.28 no.2
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• pp.497-520
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• 2023

Numerous problems in science and engineering defined by nonlinear functional equations can be solved by reducing them to an equivalent fixed point problem. Fixed point theory provides essential tools for solving problems arising in various branches of mathematical analysis, such as split feasibility problems, variational inequality problems, nonlinear optimization problems, equilibrium problems, complementarity problems, selection and matching problems, and problems of proving the existence of solution of integral and differential equations.The theory of fixed is known to find its applications in many fields of science and technology. For instance, the whole world has been profoundly impacted by the novel Coronavirus since 2019 and it is imperative to depict the spread of the coronavirus. Panda et al. [24] applied fractional derivatives to improve the 2019-nCoV/SARS-CoV-2 models, and by means of fixed point theory, existence and uniqueness of solutions of the models were proved. For more information on applications of fixed point theory to real life problems, authors should (see [6, 13, 24] and the references contained in).

• Proceedings of the KSEEG Conference
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• 2002.04a
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• pp.167-169
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• 2002

The extended Born, or localized nonlinear approximation of integral equation (IE) solution has been applied to inverting single-hole electromagnetic (EM) data using a cylindrically symmetric model. The extended Born approximation is less accurate than a full solution but much superior to the simple Born approximation. When applied to the cylindrically symmetric model with a vertical magnetic dipole source, however, the accuracy of the extended Born approximation is greatly improved because the electric field is scalar and continuous everywhere. One of the most important steps in the inversion is the selection of a proper regularization parameter for stability. Occam's inversion (Constable et al., 1987) is an excellent method for obtaining a stable inverse solution. It is extremely slow when combined with a differential equation method because many forward simulations are needed but suitable for the extended Born solution because the Green's functions, the most time consuming part in IE methods, are repeatedly re-usable throughout the inversion. In addition, the If formulation also readily contains a sensitivity matrix, which can be revised at each iteration at little expense. The inversion algorithm developed in this study is quite stable and fast even if the optimum regularization parameter Is sought at each iteration step. Tn this paper we show inversion results using synthetic data obtained from a finite-element method and field data as well.

• Geotechnical Engineering
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• v.14 no.4
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• pp.129-140
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• 1998

Elasto-plastic finite element analysis of geotechnical boundary value problems necessitate the stress integration for the known strain increments. For the elasto-plastic constitutive model, the stress integration is generally achieved by numerical schemes, because analytical integration is impossible for general strain path. In this case, the accuracy of numerical stress integration has an important role on the overall accuracy of nonlinear finite element solution. In this study, the Sloan's substepping method which is one of explicit integration methods has been adopted and iris applicability has been checked. The unstability and inaccuracy of ifs results initiated from initial stress level were revealed. So. a new modified numerical integration method which employs the basic concept of modified Euler scheme for error control is proposed and accuracy and stability of the solutions are confirmed by triaxial test simulation.