• 대한수학회논문집
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• 제26권4호
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• pp.695-708
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• 2011

Based on the multiple-time-scale (MTS) method, a general formula has been presented for solving an n-th, n = 2, 3, ${\ldots}$, order ordinary differential equation with strong linear damping forces. Like the solution of the unified Krylov-Bogoliubov-Mitropolskii (KBM) method or the general Struble's method, the new solution covers the un-damped, under-damped and over-damped cases. The solutions are identical to those obtained by the unified KBM method and the general Struble's method. The technique is a new form of the classical MTS method. The formulation as well as the determination of the solution from the derived formula is very simple. The method is illustrated by several examples. The general MTS solution reduces to its classical form when the real parts of eigen-values of the unperturbed equation vanish.

• 경영과학
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• 제25권3호
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• pp.1-12
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• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• 대한수학회지
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• 제54권6호
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• pp.1853-1878
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• 2017

Let $\{U(t,s)\}_{t{\geq}s}$ be a periodic evolutionary process with period ${\tau}$ > 0 on a Banach space X. Also, let L be the generator of the evolution semigroup associated with $\{U(t,s)\}_{t{\geq}s}$ on the phase space $P_{\tau}(X)$ of all ${\tau}$-periodic continuous X-valued functions. Some kind of variation-of-constants formula for the solution u of the equation $({\alpha}I-L)^nu=f$ will be given together with the conditions on $f{\in}P_{\tau}(X)$ for the existence of coefficients in the formula involving the monodromy operator $U(0,-{\tau})$. Also, examples of ODEs and PDEs are presented as its application.

• 한국해양공학회지
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• 제18권1호
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• pp.7-9
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• 2004

Using the solution to th contour integral of the complex logarithmic function ${\oint}_cIn(z-z_{0})dz$, the following definite integral, derived from the formula to calculate the forces exerted to n circular cylinder by the discrete vortices shed from it, has been evaluated (equation omitted)

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2012년도 추계학술대회
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• pp.590-593
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• 2012

매설강관에 대한 전파상수는 대지도전율에 의한 매질 영향을 받기 때문에 대기중에서의 해석과 같지 않고 복잡한 초월식을 풀어야 하는 어려움이 있다. 이러한 매설관에 대한 전파상수 해석에 관하여는 Wait의 논문에서 연구되어 있고 이것을 근간으로 일본과 미국에서 각각 전송선 이론에 의한 초월식을 실용적으로 수립하여 제시하고 있다. 본 논문에서는 매설 강관에 대한 몇 가지 다른 형태의 전파상수 계산식에 대하여 시뮬레이션을 통한 값을 다루어 보고 유도전압에 대하여 적절한 산출 적용이 되는 지 검토하여 본 바 정학한 계의 해석에 의한 것과 Wait 근간의 일본 방식에 의한 계산값이 유사한 것으로 도출되었다.

• 아태비즈니스연구
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• 제4권2호
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• pp.41-53
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• 2013

Undoubtedly, the basic sinking fund formula gives the future value of a series of equal installments. The main underlying assumption for using this formula is that installment and compounding frequency must be in equal interval. But when installment for a deposit scheme or any other savings scheme and compounding frequency do not occur in an equal interval, which is treated as the complex annuity problems in Finance Literature, the basic sinking fund formula does not give the accurate result. As a result, the obtainable amount from different deposit schemes offered by different banks and financial institutions does not match with the amount of future value calculated through the basic sinking fund formula by the investors or savers. This study focuses the concealed facts for such type of mismatches in values and at the same time it provides a solution through developing a new formula by extending the basic formula intended not only to remove those mismatches but also get the accurate future value from a sinking fund provision in case of complex annuity. Besides, since banks and financial institutions calculate the interest on the average amount of equal installments deposited within a period of time due to complex annuity, the study also formulates an arithmetic formula for calculating the average amount of installment.

• 대한수학회보
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• 제47권6호
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• pp.1131-1138
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• 2010

In the present paper, we evaluate an analytic formula as a solution of Susceptible Infective (SI) model problem for communicable disease in which the daily contact rate (C(N)) is supposed to be varied linearly with population size N(t) that is large so that it is considered as a continuous variable of time t. Again, we introduce some Lie group of operators to make an extension of above analytic formula of the determin-istic epidemics model problem. Finally, we discuss some of its particular cases.

• 대한조선학회지
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• 제23권3호
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• pp.10-16
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• 1986

This paper deals with a simple, approximate formula to predict the natural frequencies of the sagged cable structures. Assuming that the propagation velocity of the lateral wave is dependent only on the local mass per unit length and local tension, the explicit simple formula to predict the fundamental period is newly derived. The modified form of these formula is also presented for the prediction of the fundamental period of general shaped cable structures. The results of comparison shows fairly good agreements with experimental results and with theoretical ones. This formula is also used to predict the natural frequencies of a long vertical cable and the derived approximate formula in that case, becomes identical to the exact solution.

• East Asian mathematical journal
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• 제34권5호
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• pp.623-632
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• 2018

In [7, 8] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with homogeneous boundary conditions, compute the finite element solutions using standard FEM and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. Their algorithm involves an iteration and the iteration number depends on the acuracy of stress intensity factors, which is usually obtained by extraction formula which use the finite element solutions computed by standard Finite Element Method. In this paper we investigate the dependence of the iteration number on the convergence of stress intensity factors and give a way to reduce the iteration number, together with some numerical experiments.

• East Asian mathematical journal
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• 제36권5호
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• pp.583-591
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• 2020

In [8, 9] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with corner singularities, compute the finite element solutions using standard Finite Element Methods and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. The error analysis was given in [5]. In their approaches, the singular functions and the extraction formula which give the stress intensity factor are the basic elements. In this paper we consider the biharmonic problems with the cramped and/or simply supported boundary conditions and get the singular functions and its duals and find properties of them, which are the cornerstones of the approaches of [8, 9, 10].