• Journal of applied mathematics & informatics
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• 제26권5_6호
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• pp.1273-1287
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• 2008

In this paper, the numerical integration method for general singularly perturbed two point boundary value problems with mixed boundary conditions of both left and right end boundary layer is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

• Journal of applied mathematics & informatics
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• 제22권1_2호
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• pp.49-65
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• 2006

A robust numerical method for a singularly perturbed second-order ordinary differential equation having two parameters with a discontinuous source term is presented in this article. Theoretical bounds are derived for the derivatives of the solution and its smooth and singular components. An appropriate piecewise uniform mesh is constructed, and classical upwind finite difference schemes are used on this mesh to obtain the discrete system of equations. Parameter-uniform error bounds for the numerical approximations are established. Numerical results are provided to illustrate the convergence of the numerical approximations.

• 한국전산구조공학회논문집
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• 제17권1호
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• pp.83-91
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• 2004

랜덤동요된 조화가진력을 받는 임팩트시스템의 비선형거동을 개발된 반해석적절차에 의해 확률영역에서 분석하였다. 반해석적절차는 path-integral solution을 이용하여 임팩트시스템의 추계론적 미분방정식으로부터 구함으로 얻어진다. 결합확률밀도함수의 전개를 구하고 시스템의 비선형거동 특성인 혼돈거동에 대하여 분석하고 노이즈의 영향을 시간영역과 확률영역에서 알아보았다. 결과로부터 반해석적절차는 결합확률밀도함수를 통하여 임팩트시스템의 거동에 대한 정보를 제공하는 것을 알 수 있었다. 노이즈의 영향은 혼돈거동의 특성을 약화시키며 궁극적으로 사라지게 함을 알 수 있었으며 또한 혼돈거동의 특성이 상대적으로 높은 노이즈아래에서도 남아있는 것을 밝혔다. 결합확률밀도함수는 응답앙상블이 약정상과정임을 확인시켜 주었다.

• Interaction and multiscale mechanics
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• 제4권4호
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• pp.291-311
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• 2011

To simulate the self excited torsional vibrations of rotating drill strings (DSs) in vertical bore-holes, the nonlinear wave models of homogeneous and sectional torsional pendulums are formulated. The stated problem is shown to be of singularly perturbed type because the coefficient appearing before the second derivative of the constitutive nonlinear differential equation is small. The diapasons ${\omega}_b\leq{\omega}\leq{\omega}_l$ of angular velocity ${\omega}$ of the DS rotation are found, where the torsional auto-oscillations (of limit cycles) of the DS bit are generated. The variation of the limit cycle states, i.e. birth (${\omega}={\omega}_b$), evolution (${\omega}_b<{\omega}<{\omega}_l$) and loss (${\omega}={\omega}_l$), with the increase in angular velocity ${\omega}$ is analyzed. It is observed that firstly, at birth state of bifurcation of the limit cycle, the auto-oscillation generated proceeds in the regime of fast and slow motions (multiscale motion) with very small amplitude and it has a relaxation mode with nearly discontinuous angular velocities of elastic twisting. The vibration amplitude increases as ${\omega}$ increases, and then it decreases as ${\omega}$ approaches ${\omega}_l$. Sectional drill strings are also considered, and the conditions of the solution at the point of the upper and lower section joints are deduced. Besides, the peculiarities of the auto-oscillations of the sectional DSs are discussed.

• Communications for Statistical Applications and Methods
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• 제22권1호
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• pp.95-103
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• 2015

We introduce a surplus process which follows a diffusion process with positive drift and is subject to two types of claim. We assume that type I claim occurs more frequently, however, its size is stochastically smaller than type II claim. We obtain the ruin probability that the level of the surplus becomes negative, and then, decompose the ruin probability into three parts, two ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example, when the sizes of both types of claim are exponentially distributed, to compare the impacts of two types of claim on the ruin probability of the surplus along with that of the diffusion process.

• Journal of Astronomy and Space Sciences
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• 제15권1호
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• pp.209-220
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• 1998

The stability problem of steady motion of a rigid body with multi-elastic appendages and multi-liquid-filled cavities, in the presence of no external forces or torque, is considered in this paper. The flexible appendages are modeled as the clamped -free-free-free rectangular plates, or/and as the discrete mass- spring sub-system. The motion of liquid in every single ellipsoidal cavity is modeled as the uniform vortex motion with a finite number of degrees of freedom. Assuming that stationary holonomic constraints imposed on the body allow its rotation about a spatially fixed axis, the equation of motion for such a systematic configuration can be very complex. It consists of a set of ordinary differential equations for the motion of the rigid body, the uniform rotation of the contained liquids, the motion of discrete elastic parts, and a set of partial differential equations for the elastic appendages supplemented by appropriate initial and boundary conditions. In addition, for such a hybrid system, under suitable assumptions, their equations of motion have four types of first integrals, i.e., energy and area, Helmholtz' constancy of liquid - vortexes, and the constant of the Poisson equation of motion. Chetaev's effective method for constructing Liapunov functions in the form of a set of first integrals of the equations of the perturbed motion is employed to investigate the sufficient stability conditions of steady motions of the complete system in the sense of Liapunov, i.e., with respect to the variables determining the motion of the solid body and to some quantities which define integrally the motion of flexible appendages. These sufficient conditions take into account the vortexes of the contained liquids, the vibration of the flexible components, and coupling among the liquid-elasticity solid.

• Journal of the Korean Data and Information Science Society
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• 제24권1호
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• pp.1-12
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• 2013

본 논문에서는 잉여금이 양의 추세모수를 갖는 확산과정을 따라 움직이고, 두 가지 유형의 보험청구가 있는 리스크 모형을 소개한다. 두 유형의 보험청구 금액은 서로 독립이고, 각각 지수분포를 따른다고 가정한다. 유형 I의 보험청구는 잦은 빈도로 발생하지만 청구 금액은 적고, 유형 II의 보험청구는 상대적으로 드물게 발생하지만 청구 금액이 많다고 가정한다. 적미분 방정식을 세워 잉여금이 없어지는 파산확률을 구하고, 각 유형에 의한 파산확률과 확산과정에 의해 자연적으로 파산이 이루어지는 확률을 함께 구한다. 또한 예제를 통해 두 유형의 보험청구와 확산과정이 전체 파산확률에 미치는 영향을 수치적으로 비교 분석한다.