• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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• pp.419-424
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• 1999

In this paper, the comparison of the first order approximation schemes such as SLP (sequential linear programming), CONLIN(convex linearization), MMA(method of moving asymptotes) and the second order approximation scheme, SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP(sequential quadratic programming) was accomplished for optimization of and nonlinear structures. It was found that MMA and SQP are the most efficient methods for optimization. But the number of function call of SQP is much more than that of MMA. Therefore, when it is considered with the expense of computation, MMA is more efficient than SQP. In order to examine the efficiency of MMA for complex optimization problem, it was applied to the helicopter tail boom considering column buckling and local wall buckling constraints. It is concluded that MMA can be a very efficient approximation scheme from simple problems to complex problems.

• 전자공학회논문지B
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• 제29B권11호
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• pp.16-21
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• 1992

The validity of the application of the second-order Born equation to the ultrasound tomography algorithm is studied by comparing the scattered fields computed using the first-order Born equation, the first-order Rytove equation, and the second-order Born equation. The second-order Born equation turns out to provide more desirable results than the other two equations for a certain group of test objects. Phantom images with resolutions upto 1 pixel$\times$1 pixel are satisfactorily reconstructed using the second-order Born equation. It is shown that when the view angle is limited, good resonstruction results are also obtained using multi-frequency incident fields.

• Journal of Mechanical Science and Technology
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• 제14권1호
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• pp.84-92
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• 2000

A new bounce back boundary method of the second order in error is proposed for the lattice Boltzmann fluid simulation. This new method can be used for the arbitrarily irregular lattice geometry of a non-slip boundary. The traditional bounce back boundary condition for the lattice Boltzmann simulation is of the first order in error. Since the lattice Boltzmann method is the second order scheme by itself, a boundary technique of the second order has been desired to replace the first order bounce back method. This study shows that, contrary to the common belief that the bounce back boundary condition is unilaterally of the first order, the second order bounce back boundary condition can be realized. This study also shows that there exists a generalized bounce back technique that can be characterized by a single interpolation parameter. The second order bounce back method can be obtained by proper selection of this parameter in accordance with the detailed lattice geometry of the boundary. For an illustrative purpose, the transient Couette and the plane Poiseuille flows are solved by the lattice Boltzmann simulation with various boundary conditions. The results show that the generalized bounce back method yields the second order behavior in the error of the solution, provided that the interpolation parameter is properly selected. Coupled with its intuitive nature and the ease of implementation, the bounce back method can be as good as any second order boundary method.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.141-152
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• 2007

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

• Journal of Mechanical Science and Technology
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• 제15권9호
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• pp.1257-1267
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• 2001

For efficient mechanical system optimization, a new two-point approximation method is presented. Unlike the conventional two-point approximation methods such as TPEA, TANA, TANA-1, TANA-2 and TANA-3, this introduces the shifting level into each exponential intervening variable to avoid the lack of definition of the conventional exponential intervening variables due to zero-or negative-valued design variables. Then a new quadratic approximation whose Hessian matrix has only diagonal elements of different values is proposed in terms of these shifted exponential intervening variables. These diagonal elements are determined in a closed form that corrects the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the previous point. Finally, in order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve six typical design problems. These optimization results are compared with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• 전기의세계
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• 제22권1호
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• pp.28-34
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• 1973

This paper treats with the sub-optimal control problem of noninear systems by approximation method. This method involves the approximation by linearization which provides the sub-optimal solution of non-linear control problems. The result of this work shows that, in the problem in which the controlled plant is characterized by an ordinary differential equation of first order, the solution obtained by this method coincides with the exact solution of problem. In of case of the second or higher order systems, it is proved analytically that this method of linearization produces the sub-optimal solution of the given problem. It is also shown that the sub-optimality of solution by the method can be evaluated by introducing the upper and lower bounded performance indices. Discussion is made on the procedure with some illustrative examples whose performance indices are given in the quadratic forms.

• 에너지공학
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• 제16권1호
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• pp.46-52
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• 2007

특정한 방향에 대해 방향중성자속(angular neutron flux)을 정의하는 방향차분 방정식(discrete-ordinates or $S_{N}$ equation)과 달리 방향변수를 구분된 방향영역에 대하여 적분한 값을 사용하고, 해당 방향영역 내에서 방향중성자속이 일정하다고 가정하는 영역상수법(piecewise-constant method)을 개발하였다. 기존 방향차분법과 본 연구에서 개발된 영역상수법을 1계 수송방정식(1'st-order Boltzmann transport equation)과 2계 우성 방정식(even-parity equation)에 적용하여 방향차분 방정식인 $S_{N}$ 방정식과 유사 방향차분방정식($S_{N}$-like equation)인 $PC_{N}$ 방정식을 유도하였다. 우성 방정식에 영역상수법을 적용한 경우 기존 방향차분법의 단점인 광첨두 현상(ray effect)이 현저히 감소함을 확인하였는데 이는 우성 방정식의 혼합 미분항의 기여도가 작아지기 때문인 것으로 판단된다. 이러한 이론은 우성 방정식에서 혼합 미분항이 제거된 단순우성 방정식(simplified even-parity equation)을 사용하는 경우 광첨두 현상이 완전 제거 또는 극단적으로 감소되었던 이전의 결과를 이론적으로 설명한다.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.233-244
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• 2000

Confidence intervals for survival function give useful information about the lifetime distribution. In this paper we develop Edgeworkth expansions as approximation to the true and bootstrap distributions of normalized nonparametric maximum likelihood estimator of survival function in the Koziol-Green model and then use these results to show that the bootstrap approximations have second order accuracy.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권3호
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.