• Kyungpook Mathematical Journal
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• 제59권4호
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• pp.735-769
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• 2019

In this paper, we consider the Robin-Dirichlet problem for a nonlinear wave equation of Kirchhoff-Carrier type with a viscoelastic term. Using the Faedo-Galerkin method and the linearization method for nonlinear terms, the existence and uniqueness of a weak solution are proved. An asymptotic expansion of high order in a small parameter of a weak solution is also discussed.

• 한국연소학회:학술대회논문집
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• 한국연소학회 2014년도 제49회 KOSCO SYMPOSIUM 초록집
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• pp.135-137
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• 2014

Excess enthalpy flame propagating an porous inert medium, which recirculate exhaust heat to the upstream cold mixture, is theoretically analyzed. Using the activation-energy asymptotics, the flame structure is divided into the thin reaction and the gas-phase preheat zone, as is traditionally done. Ahead and behind of the two, there exist an outer preheat zone, where heat is convectively transferred from solid to gas, and a downstream re-equilibrium zone, where thermal equilibrium between phases is established. Asymptotic solutions of species and energy equations in each zone are obtained and then matched to each other, and finally the mass burning rate is obtained as a function of the flame propagation velocity with respect to the solid phase and physical properties of gas and solid.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.535-543
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• 2003

A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.

• Journal of the Korean Statistical Society
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• 제35권4호
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• pp.453-458
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• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• Journal of the Korean Data and Information Science Society
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• 제20권6호
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• pp.1169-1175
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• 2009

In this paper, the inferences of data obtained from periodic inspection and type I censoring for the step-stress accelerated life test are studied. The exponential distribution with a failure rate function that a log-linear function of stress and the tampered failure rate model are considered. The maximum likelihood estimators of the model parameters are estimated and also the optimal stress change time which minimize the asymptotic variance of maximum likelihood estimators of parameters is determined. A numerical example will be given to illustrate the proposed inferential procedures and the sensitivity of the asymptotic variance of the estimated mean by the guessed parameters is investigated.

• Journal of applied mathematics & informatics
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• 제33권5_6호
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• pp.485-502
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• 2015

A computational method for solving singularly perturbed boundary value problem of differential equation with shift arguments of mixed type is presented. When shift arguments are sufficiently small (o(ε)), most of the existing method in the literature used Taylor's expansion to approximate the shift term. This procedure may lead to a bad approximation when the delay argument is of O(ε). The main idea for this work is to deal with constant shift arguments, which are independent of ε. In the present method, we construct the formally asymptotic solution of the problem using the method of composite expansion. The reduced problem is solved numerically by using operator compact implicit method, and the second problem is solved analytically. Error estimate is derived by using the maximum norm. Numerical examples are provided to support the theoretical results and to show the efficiency of the proposed method.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2004년도 추계학술대회
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• pp.1604-1610
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• 2004

A steady dilute premixed combustion at transonic speeds in a diverging channel is investigated. The model explores the nonlinear interactions between the near-sonic speed of the flow, the small changes in geometry from a straight channel, and the small heat release due to the one-step first-order Arrhenius chemical reaction. The reactive flow can be described by a nonhomogeneous transonic small-disturbance (TSD) equation coupled with an ordinary differencial equation for the calculation of the reactant mass fraction in the combustible gas. The asymptotic analysis results in the similarity parameters that govern the reacting flow problem. The model is used to study transonic combustion at various amounts of incoming, reactant mass, reaction rates, and channel geometries.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제15권3호
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• pp.201-222
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• 2011

In the present work, the mathematical model of wire coating in a straight annular die is developed for unsteady second grade fluid in the form of partial differential equation. The Optimal Homotopy Asymptotic Method (OHAM) is applied for obtaining the solution of the model problem. This method provides us a suitable way to control the convergence of the series solution using the auxiliary constants which are optimally determined.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.527-538
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• 2019

This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.