• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1995.10b
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• pp.71-77
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• 1995

In this paper are proposed robust iterative learning control(ILC) algorithms for both linear continuous time-invariant system and linear discrete-time system. In contrast to conventional methods, the proposed learning algorithms are constructed based on both time domain performance and iteration-domain performance. The convergence of the proposed learning algorithms is proved. Also, it is shown that the proposed method has robustness in the presence of external disturbances and the convergence accuracy can be improved. A numerical external disturbances and the convergence accuracy can be improved. A numerical example is provided to show the effectiveness of the proposed algorithm.

• Earthquakes and Structures
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• v.23 no.5
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• pp.419-430
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• 2022

The metallic energy dissipation device (EDD) has been widely accepted as a useful tool for passive control of buildings against earthquakes. The distribution of metallic EDDs in a multi-story building may have significant influence on its seismic performance, which can be greatly enhanced if the distribution scheme is properly designed. This paper addresses the optimal distribution problem in the aim of achieving a desired level of performance using the minimum number of metallic EDDs. Five local search heuristic algorithms are proposed to solve the problem. Four base structures are presented as numerical examples to verify the proposed algorithms. It is indicated that the performance of different algorithms may vary when applied in different situations. Based on the results of the numerical verification, the recommended guidelines are finally proposed for choosing the appropriate algorithm in different occasions.

• Journal of the Korean Mathematical Society
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• v.32 no.1
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• pp.115-139
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• 1995

Our purpose in this paper is to prove a new version of the nonlinear Chernoff theorem and to discuss the equivalence between resolvent consistency and converge nce for nonlinear algorithms acting on different Banach spaces. Such results are useful in the numerical treatment of partial differential equations via difference schemes.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.4
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• pp.271-287
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• 2008

This paper deals with American call and put options. Determining the fair price and the free boundary of an American option is a very difficult problem since they depends on each other. This paper presents numerical algorithms of finite element method based on the three-level scheme to compute both the price and the free boundary. One algorithm is designed for American call options and the other one for American put options. These algorithms are formulated on the system of the Jamshidian equation for the option price and the free boundary. Here, the Jamshidian equation is of a kind of the nonhomogeneous Black-Scholes equations. We prove the existence and uniqueness of the numerical solution by the Lax-Milgram lemma and carried out extensive numerical experiments to compare with various methods.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1277-1287
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• 2009

For stratifying skewed populations, the Lavall$\acute{e}$e-Hidiroglou(LH) algorithm is often considered to have a take-all stratum with the largest units and some take-some strata with the middle-size and small units. Related to its iterative nature have been reported some numerical difficulties such as the dependency of the ultimate stratum boundaries to a choice of initial boundaries and the slow convergence to locally-optimum boundaries. The geometric stratification has been recently proposed to provide initial boundaries that can avoid such numerical difficulties in implementing the LH algorithm. Since the geometric stratification does not pursuit the optimization but the equalization of the stratum CVs, the corresponding stratum boundaries may not be (near) optimal. This paper revisits these issues concerning convergence and near-optimality of optimal stratification algorithms using artificial numerical examples. We also discuss the formation of the strata and the sample allocation under the optimization process and some aspects related to discontinuity arisen from the finiteness of both population and sample as well.

• Computers and Concrete
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• v.5 no.3
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• pp.175-194
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• 2008

Increasingly numerical (finite element) modeling of concrete hinges on our ability to develop a representative volume element with all its heterogeneity properly discretized. Yet, despite all the sophistication of the ensuing numerical models, the initial discretization has been for the most part simplistic. Whenever the heterogeneity of the concrete is to be accounted for, a mesh is often manually crafted through the arbitrary inclusion of the particles (aggregates and/or voids) in an ad-hoc manner. This paper develops a mathematical strategy to precisely address this limitation. Algorithms for the random generation and placement of elliptical (2D) or ellipsoid (3D) inclusions, with possibly radiating cracks, in a virtual concrete model are presented. Collision detection algorithms are extensively used.

• Nuclear Engineering and Technology
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• v.48 no.2
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• pp.404-418
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• 2016

This paper presents a documentation and development method to facilitate the certification of scientific computing software used in the safety analysis of nuclear facilities. To study the problems faced during quality assurance and certification activities, a case study was performed on legacy software used for thermal analysis of a fuelpin in a nuclear reactor. Although no errors were uncovered in the code, 27 issues of incompleteness and inconsistency were found with the documentation. This work proposes that software documentation follow a rational process, which includes a software requirements specification following a template that is reusable, maintainable, and understandable. To develop the design and implementation, this paper suggests literate programming as an alternative to traditional structured programming. Literate programming allows for documenting of numerical algorithms and code together in what is termed the literate programmer's manual. This manual is developed with explicit traceability to the software requirements specification. The traceability between the theory, numerical algorithms, and implementation facilitates achieving completeness and consistency, as well as simplifies the process of verification and the associated certification.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.1-12
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• 2009

Iterative algorithms are proposed for the least-squares symmetric solution of AXB = E with a submatrix constraint. We characterize the linear mappings from their independent element space to the constrained solution sets, study their properties and use these properties to propose two matrix iterative algorithms that can find the minimum and quasi-minimum norm solution based on the classical LSQR algorithm for solving the unconstrained LS problem. Numerical results are provided that show the efficiency of the proposed methods.

• IE interfaces
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• v.23 no.3
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• pp.239-245
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• 2010

This paper considers a localization problem of a moving tag on RFID(Radio Frequency Identification) systems, where a positioning engine collects TDOA(Time-difference of Arrival) signal from a target tag to estimate the position of the tag. To localize the tag in the RFID system, we develop two heuristic algorithms and evaluate their performance in the estimation error and computational time by using randomly generated numerical examples. Based upon the performance evaluation, we can conclude our algorithms are valuable for localization the moving target.

• Journal of Korean Institute of Industrial Engineers
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• v.12 no.1
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• pp.13-18
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• 1986

This paper is concerned with flow-shop permutation scheduling problem. This paper presents an algorithm for the minimum makespan sequence. The efficiency of proposed algorithm is demonstrated by comparisons with the existing algorithms: Johnson's, branch & bound method, and heuristic algorithms. The proposed algorithm is more effective than the other algorithms. A numerical example is given to illustrate the procedure.