• Journal of the Korean Mathematical Society
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• v.42 no.1
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• pp.17-35
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• 2005

Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not continuously differentiable but only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

• Bulletin of the Korean Mathematical Society
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• v.45 no.1
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• pp.191-205
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• 2008

In this paper, we construct the analytic solutions and numerical solutions for a two-dimensional Riemann problem for Burgers' equation. In order to construct the analytic solution, we use the characteristic analysis with the shock and rarefaction base points. We apply the composite scheme suggested by Liska and Wendroff to compute numerical solutions. The result is coincident with our analytic solution. This demonstrates that the composite scheme works pretty well for Burgers' equation despite of its simplicity.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.281-283
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• 2006

In this paper, we consider the problem of batch processing of orders, where either a single order or a pair of orders which satisfies specific conditions may be grouped in the same batch. The objective of the problem is to minimize the number of batches formed to accommodate all orders. We prose an approach based on a Known algorithm proven to be optimal for special class of problems with tree structure and show the approach to have the worst case ratio of $2-{\frac{2}{n}}$

• Bulletin of the Korean Mathematical Society
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• v.41 no.2
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• pp.337-345
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• 2004

In allelic model X = ($\chi_1\chi$_2ㆍㆍㆍ, \chi_d$), M_f(t) = f(p(t)) - ${{\int^t}_0}\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show existence and uniqueness of solution for stochastic differential equation and martingale problem associated with mean vector. Also, we examine that if the operator related to this martingale problem is connected with Markov processes under certain circumstance, then this operator must satisfy the maximum principle.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1-8
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• 2006

This paper considers an interesting transportation problem where trailers and tractors are involved in moving material. We identified a class of combinatorial optimization problems for minimizing the number of tractors and trailers required to accommodate the transportation needs. Then, we show that the fundamental problem is NP-hard and analyze its properties to develop efficient heuristic to handle the problem effectively.

• Journal of the Korean Mathematical Society
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• v.47 no.1
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• pp.83-100
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• 2010

In this article, an optimal control problem associated with convection-diffusion equation is considered. Using Lagrange multiplier, the optimality system is obtained. The derived optimal system becomes coupled, non-symmetric partial differential equations. For discretizations and implementations, the finite element multigrid V-cycle is employed. The convergence analysis of finite element multigrid methods for the derived optimal system is shown. Some numerical simulations are performed.

• Bulletin of the Korean Mathematical Society
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• v.31 no.2
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• pp.309-318
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• 1994

The approach presented in this paper is based on the transformation of the Stefan problem in one space dimension to an initial-boundary value problem for the heat equation in a fixed domain. Of course, the problem is non-linear. The finite element approximation adopted here is the standared continuous Galerkin method in time. In this paper, only the regular case is discussed. This means the error analysis is based on the assumption that the solution is sufficiently smooth. The aim of this paper is the existence of the solution in a finite Galerkin system of ordinary equations.

• Journal of Mechanical Science and Technology
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• v.20 no.10
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• pp.1557-1566
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• 2006

We present a procedure for the application of global orthogonal polynomial into an atmospheric re-entry maneuvering problem. This trajectory optimization is imbedded in a family of canonically parameterized optimal control problem. The optimal control problem is transcribed to nonlinear programming via global orthogonal polynomial and is solved a sparse nonlinear optimization algorithm. We analyze the optimal trajectories with respect to the performance of re-entry maneuver.

• Proceedings of the KIEE Conference
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• 2004.11b
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• pp.252-254
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• 2004

This paper studies power quality problem of utility interconnected distributed generation. Recently, electronic devices that are sensitive to power quality have been increasing. Both utility and customer are interested in power quality problem. Therefore, we studied an effect of utility power quality caused by distributed generation. We detect and analysis voltage sag which is one of power quality indicator. Also, we used Matlab to simulate power quality problem.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.17-23
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• 2001

The evaluation of a few of the smallest eigenpairs of large symmetric eigenvalue problem is of great interest in many physical and engineering applications. A deflation-preconditioned conjugate gradient(PCG) scheme for a such problem has been shown to be very efficient. In the present paper we provide the numerical stability of a deflation-PCG with partial shifts.