• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 1993년도 Fifth International Fuzzy Systems Association World Congress 93
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• pp.1230-1233
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• 1993

Numerical solution of inverse problem of Takagi-Sugeno fuzzy model is proposed. The method is located on the application of numerical optimization to the fuzzy model. Steepest descent method is used for the numerical optimization. We use the linear approximation of fuzzy model, called pseudo first order approximation, by fixing the membership value on the neighborhood of the corresponding input. It is introduced in order to reduce the difficulty of optimization process. The efficiency of this method is shown by a numerical experiment.

• Interaction and multiscale mechanics
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• 제2권2호
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• pp.129-151
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• 2009

This paper presents a meshfree procedure using a convex generalized meshfree (GMF) approximation for the large deformation analysis of particle-reinforced rubber compounds on microscopic level. The convex GMF approximation possesses the weak-Kronecker-delta property that guarantees the continuity of displacement across the material interface in the rubber compounds. The convex approximation also ensures the positive mass in the discrete system and is less sensitive to the meshfree nodal support size and integration order effects. In this study, the convex approximation is generated in the GMF method by choosing the positive and monotonic increasing basis function. In order to impose the periodic boundary condition in the unit cell method for the microscopic analysis, a singular kernel is introduced on the periodic boundary nodes in the construction of GMF approximation. The periodic boundary condition is solved by the transformation method in both explicit and implicit analyses. To simulate the interface de-bonding phenomena in the rubber compound, the cohesive interface element method is employed in corporation with meshfree method in this study. Several numerical examples are presented to demonstrate the effectiveness of the proposed numerical procedure in the large deformation analysis.

• 대한기계학회논문집
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• 제18권11호
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• pp.2999-3007
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• 1994

The unsteady numerical simulations have been presented for the laminar natural convection in a partially open compartment. Computations were performed within the domain of the compartment in order to show the thermal radiation and the partially opening effects on the flow fields and heat transfer characteristics. The results were shown for different Planck numbers(0.05~5) and opening ratios(0.25~0.75) being fixed with Ra=$10^5$ and Pr=0.71. Considering the flow which is buoyancy driven from the heated wall, and the buoyancy is not much affected by the further outside region from the opening, the numerical computations have been performed without an outer region by the particular boundary treatments on the flow velocity and temperature at the different partial openings. The confined numerical domain reduced the CPU time and the memory of computer. P-1 approximation of radiative transfer equation was employed with Marshak type boundary conditions along with the pseudo-black body approximation at the partial openings. The numerical results clearly show that the natural convective flow and heat transfer are much affected by increase of thermal radiation particularly from the initial state. When thermal radiation is not much affecting the flow ($PL{\le}1$), it was found that thermal radiation effects are almost negligible.

• 대한산업공학회지
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• 제38권4호
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• 대한수학회논문집
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• 제29권1호
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• pp.173-185
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• 2014

In the present paper, we consider an anomalous diffusion problem in two dimensional space involving Caputo time and Riesz-Feller fractional derivatives and then solve it by using a series involving bilateral eigen-functions. Also, we obtain a numerical approximation formula of this problem and discuss some of its particular cases.

• 대한수학회지
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• 제46권6호
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• pp.1267-1276
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• 2009

This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. Numerical results of the present method are compared with those of an existing method.

• Journal of applied mathematics & informatics
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• 제5권2호
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• pp.403-426
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• 1998

We present an algorithm to find an approximation for the stationary distribution for the general ergodic spatially-inhomogeneous block-partitioned upper Hessenberg form. Our approximation makes use of an associated upper block-Hessenberg matrix which is spa-tially homogeneous except for a finite number of blocks. We treat the MAP/G/1 retrial queue and the retrial queue with two types of customer as specific instances and give some numerical examples. The numerical results suggest that our method is superior to the ordinary finite-truncation method.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.583-592
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• 2007

Given the moments of a symmetric random variable, its density and distribution functions can be accurately approximated by making use of the algorithm proposed in this paper. This algorithm is specially designed for approximating symmetric distributions and comprises of four phases. This approach is essentially based on the transformation of variable technique and moment-based density approximants expressed in terms of the product of an appropriate initial approximant and a polynomial adjustment. Probabilistic quantities such as percentage points and percentiles can also be accurately determined from approximation of the corresponding distribution functions. This algorithm is not only conceptually simple but also easy to implement. As illustrated by the first two numerical examples, the density functions so obtained are in good agreement with the exact values. Moreover, the proposed approximation algorithm can provide the more accurate quantities than direct approximation as shown in the last example.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권3호
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• pp.171-179
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• 2013

In this paper we present a method of circular arc approximation by quartic B$\acute{e}$zier curve. Our quartic approximation method has a smaller error than previous quartic approximation methods due to the alternation of the error function of our quartic approximation. Our method yields a closed form of error so that subdivision algorithm is available, and curvature-continuous quartic spline under the subdivision of circular arc with equal-length until error is less than tolerance. We illustrate our method by some numerical examples.