• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.209-213
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• 2005

본 논문에서는 1차 자기회귀모형에서 자기회귀계수에 대한 여러 가지 추정량들의 분포함수에 대한 근사적추론 방법에 대해 연구하였다. 이차형식에 대한 안장점근사의 결과를 이용한 이 근사법은 여러 형태의 추정량들에 대해 근사분포의 유도과정이 불필요하며, 소표본은 물론 통계적 추론의 주요 관심영역에서의 근사정도가 매우 뛰어난 장점을 가지고 있다. 모의실험을 통해 Edgeworth근사를 비롯한 기존의 여러 근사법보다 효율이 뛰어남을 확인하였다.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1994.04a
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• pp.134-147
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• 1994

고차근사가 혼돈응답에 미치는 영향을 조사하기 위하여 비선형문제의 전형인 탄성진자계를 집중적으로 조사하였다. 조화가진력을 가진 탄성진자계는 비자율계(원래계)로 나타나는데 다중시간법을 사용하여 이 계를 이차근사에 의한 자율계 (근사화계)로 변환하였다. 점근해의 초기조건에 대한 민감도의 척도인 Lyapunov 지수를 통하여 비교해 본 결과, 이차근사에 의한 근사화계가 일차근사에 의한 근사화계보다 원래계를 더 잘 반영하고 있음을 확인하였다. 이로써 고차근사가 정상상태 주기응답 뿐만 아니라 혼돈응답을 더 정확하게 예측하는 데도 유용함을 알 수 있었다.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.571-579
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• 2016

Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.103-115
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• 2007

In this paper we studied the small sample asymptotic inference for the autoregressive coefficient in AR(1) model. Based on saddlepoint approximations to the distribution of quadratic forms, we suggest a new approximation to the distribution of the estimators of the noncircular autoregressive coefficients. Simulation results show that the suggested methods are very accurate even in the small sample sizes and extreme tail area.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.171-179
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• 2009

In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.

• Journal of Korean Society of Steel Construction
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• v.18 no.3
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• pp.373-383
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• 2006

In a steel structural system, noncomposite form deck one-way slab is the plate element supported by four-edged steel beams with unequaled stiffness. However, design criterion has analyzed the one-way slab as the continuous beam. Because the end beams that support the one-way slab have elastic supports t hat cause different deflections according to the support conditions and locations, the bending moments corresponding to the support ic support effect is not considered in the design criterion. Accordingly, to conduct a reasonable estimation of approximate moment coefficients considering the unequaled elastic support conditions, this study analyzes and estimates various models with varia bles for the ratios of live load to dead load and pattern arangements of live loads and span lengths. The analytical methods considering the finite three-dimensional plate element, the two-dimensional elastic support and the infinite stifnes suport are performed.

• Journal of the Korea institute for structural maintenance and inspection
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• v.17 no.6
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• pp.1-10
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• 2013

Probabilistic nonlinear first ply failure loads of flat composite panels and nonlinear buckling loads of curved composite panels with cutouts are estimated to provide the more reliable main load carrying structure in the renewable energy industry and offshore structures. The response surface method approximates limit state surface to a second order polynomial form of random variables with the results of deterministic finite element analyses at given sampling design points. Furthermore, the iterative linear interpolation scheme is used to obtain a more accurate approximation of the limit state surface near the most probable failure point (MPFP). The advanced first order second moment method and the Monte Carlo method are performed on an approximated limit state surface to evaluate the probability of failure. Finally, the sensitivity of the reliability index with respect to transformed random variables is investigated to figure out the main random variables that have an effect on failures.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.2
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• pp.236-247
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• 1992

Optimization has been developed to minimize the cost function while satisfying constraints. Nonlinear Programming method is used as a tool for the optimization. Usually, cost and constraint function calculations are required in the engineering applications, but those calculations are extremely expensive. Especially, the function and sensitivity analyses cause a bottleneck in structural optimization which utilizes the Finite Element Method. Also, when the functions are quite noisy, the informations do not carry out proper role in the optimization process. An algorithm called "Second-order Approximation Method" has been proposed to overcome the difficulties recently. The cost and constraint functions are approximated by the second-order Taylor series expansion on a nominal points in the algorithm. An optimal design problem is defined with the approximated functions and the approximated problem is solved by a nonlinear programming numerical algorithm. The solution is included in a candidate point set which is evaluated for a new nominal point. Since the functions are approximated only by the function values, sensitivity informations are not needed. One-dimensional line search is unnecessary due to the fact that the nonlinear algorithm handles the approximated functions. In this research, the method is analyzed and the performance is evaluated. Several mathematical problems are created and some standard engineering problems are selected for the evaluation. Through numerical results, applicabilities of the algorithm to large scale and complex problems are presented.presented.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.14 no.2
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• pp.135-141
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• 2001

차량 충돌시 자동차의 시트는 승객 및 운전자를 보호해야 한다. 따라서 자동차시트는 충분한 강도를 가져야 하며 이것은 여러 가지 법규에 의해서 제재되고 있다. 물리적 실험 결과가 법규에 정한 규정치를 만족시키기 위해 과대설계 될 수 있다. 그러나 이것은 연비를 줄이기 위한 경량화의 만족이라는 설계요구에 상충한다. 본 논문에서는 헤드레스트 강도시험을 시뮬레이션하고 과대 설계되어 있다고 판단되는 어퍼암을 최적화 모델로 최적설계를 수행하였다. 순차 이차 계획법인 PLBA 알고리즘과 민감도 해석을 위하여 직접근사해석법을 사용하였다.

• Korean Journal of Air-Conditioning and Refrigeration Engineering
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• v.7 no.4
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• pp.667-680
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• 1995

튜브 내의 입구영역에서 난류 유동에 의한 대류와 비회복사(non-gray radiation)가 동시에 일어날 때의 열전달특성을 수치해석적으로 연구하였다. 작동유체는 이산화탄소, 수증기, 질소의 혼합가스라고 가정하였다. 지배방정식을 계산하기 위해 유한차분법이 이용되었고, 복사전달방정식을 이차편미분방정식으로 바꾸기 위해 P-1 근사법이 사용되었다. 그리고 혼합가스의 비회흡수계수(non-gray absorption coefficient)는 지수광폭밴드모형(exponential wide band model)을 이용해서 구하였다. 열전달특성에 대한 온도조건의 영향을 조사하기 위해 튜브의 축방향에 대한 평균 온도와 뉴셀트수(Nusselt number)의 변화를 몇 가지 다른 온도조건에 대해 나타내었다. 또한, 가스의 성분조성에 대한 영향을 조사하였으며, 이러한 결과에 기초해서 튜브 내에서 난류유동에 의한 대류와 비화복사가 동시에 일어날 때의 복사 뉴셀트수를 쉽게 예측할 수 있는 방법을 제시하였다.