• 대한수학회보
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• 제58권2호
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• pp.349-364
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• 2021

This paper studies the optimal surrender policies for a variable annuity (VA) contract with a surrender option and a fixed insurance fee for guaranteed minimum maturity benefits (GMMB). In our proposed model, a policyholder pays the fixed insurance fee. Based on the integral transform techniques, we derive the analytic integral equations for the optimal surrender boundary and the value function of the VA contract that can be solved numerically by recursive integration method. We provide numerical values for the value function, the optimal surrender boundary, and the expected optimal surrender time.

• 한국항행학회논문지
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• 제7권2호
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• pp.180-190
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• 2003

실수축 상의 적분 방법에 의한 정확한 closed-form 그린함수를 이용하여 코플래너 도파로의 불연속에 대한 공간영역 full-wave 해석을 하였다. MPIE(Mixed Potential Integral Equation)를 풀기 위한 수치계산 방법으로는 삼각형 요소를 이용한 갤러킨 방법을 사용하였다. 경계면에서 삼각형 요소상의 기저함수로는 선형함수를 사용하였으며, 관측점과 전원점이 일치하는 특이점 근방의 적분 계산을 위해 면적분을 선적분 형태로 바꾸어 피적분 함수의 특이점이 사라지도록 하는 해석적인 방법을 사용하였다. 실수축 적분방법에 의한 그린함수를 이용함으로써 불연속에 대한 정확한 특성을 구하였다.

• 한국지진공학회논문집
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• 제9권6호
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• pp.53-58
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• 2005

본 연구에서는 지진하중을 받는 교량의 거동을 확률밀도함수를 통하여 분석할 수 있는 기법을 개발하였다. 확률밀도함수의 전개는 추계론적 이론을 이용한 반해석적 방법을 통하여 구하였으며, 반해석적 방법은 교량운동방정식으로부터 상응하는 Fokker-Planck equation을 구한 후, path-integral solution을 유도하여 이를 수치적으로 해석함으로써 구할 수 있다. 교량거동의 확률밀도 함수전개로부터 교량거동의 확률적 특성을 파악하고 확률밀도함수의 범위로부터 교량응답거동의 포락선을 얻을 수 있으며 이를 이용하여 최대응답의 범위를 결정할 수 있다는 것을 밝혔다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2007년도 추계학술대회논문집
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• pp.1366-1370
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• 2007

Predicting the noise radiated from vibrating structures is important in the automotive, aerospace, construction equipment, and defense industries. In this paper, a numerical implementation of the boundary element method in solving the Helmholtz integral equation for radiated noise prediction is presented. To predict the noise emitted by vibrating structure, the developed code can use the results from a structure analysis performed by a multi-purpose structural finite element code like ANSYS and directly measured data by non-contact vibration sensor like Laser Doppler Vibrometer. To verify the accuracy of developed code, two kinds of verification are perfomed. Firstly, the computer code used the harmonic analysis results of ANSYS in simple model and try to match with SYSNOISE. After matching with simulation results, the code compared with the result from SYSNOISE which used the velocity data from the LDV measurement with different number of points. The performance of the developed code for vibro-acoustic noise prediction is presented using the experimental results of the non-contact sensor

• International Journal of Safety
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• 제2권1호
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• pp.17-22
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• 2003

In order to analyze general three dimensional cracks in an infinite body, the symmetric Galerkin boundary element method formulated by Li and Mear is used. A crack is modelled as distribution of displacement discontinuities, and the governing equation is formulated as singularity-reduced integral equations. With the proposed method several example problems for three dimensional cracks in an infinite solid, as well as their growth under fatigue, are solved and the accuracy and efficiency of the method are demonstrated.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 춘계학술대회논문집
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• pp.791-796
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• 2003

Some basic guidelines for changing non-uniform boundary condition in an acoustically small cavity are presented. In this paper, modal summation technique is used to represent inside sound field. From this formulation, corner effect is defined and proposed. The corner in a cavity is good position for changing boundary condition effectively. Impedance circle with same absorption coefficient is defined to find appropriate impedance of absorptive material for better noise control performance.

• 한국해안해양공학회지
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• 제3권4호
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• pp.223-234
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• 1991

본 연구에서는 경계적분 방법을 사용하여 기존에 문제점으로 지적되온 외해 경계조건을 임의의 가상 경계상에 용출점을 분포시키는 기법으로 처리하여 항만 입구의 방파제나 기타 구조물 등에 의하여 발생되는 파랑의 회절효과를 반영하였다. 또한 항내 에너지 손실효과는 부분 반사개념을 사용하여 해석하였다. 본 연구의 수치적 검증은 해석해를 구할 수 있는 직사각형 항만과 여러 반원형 항만에 대한 파랑응답 특성을 비교하였으며 그 결과는 잘 일치하였다. 또한 후포항에 대한 파고분포를 계산하여 수리 모형실험의 결과 및 시간의존 완경사 방정식을 이용한 수치모형의 결과와 비교하여 좋은 결과를 얻었다.

• Journal of Mechanical Science and Technology
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• 제14권9호
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• pp.920-927
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• 2000

A multi-layered orthotropic material with a center crack is subjected to an anti-plane shear loading. The problem is formulated as a mixed boundary value problem by using the Fourier integral transform method. This gives a Fredholm integral equation of the second kind. The integral equation is solved numerically and anti-plane shear stress intensity factors are analyzed in terms of the material orthotropy for each layer, number of layers, crack length to layer thickness and the order of the loading polynomial. Also, the case of monolithic and hybrid composites are investigated in terms of the local fiber volume fraction and the global fiber volume fraction.

• 전자공학회논문지D
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• 제35D권1호
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• pp.8-15
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• 1998

An analysis of the microstripline is started as an assumption of the axial & transveral current distribution. Applying the boundary conditions to the scalar wave equations of a electric & magnetic potential, the two simultaneous coupled integral equations are produced. The electronmagnetic fields in microstrip line can be obtained by solving these two coupled integral equaltion. In general, either a numerical analysis method or a Galerkin method was used to solve them. In this paper, a residue theorem is proposed to solve them. The electromagnetic fields are expressed as integral equations for LSE and LSM mode in the spectral domain. Applying a residue theorem to the Fourier transformed equation and Fourier inverse transformed equation which is necessary for interchanging the space domain and the spectral domain, the electromagnetic fields are expressed as algebraic equations whichare relatively easier to handle. the distributions of the electromagnetic field are shown at the range of -5w/2.leq.x.leq.5w/2, 0.lep.y.leq.4h for z=0. It agrees well with the results of the Quasi-TEM mode analysis.

• Structural Engineering and Mechanics
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• 제27권5호
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• pp.609-623
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• 2007

The problem of a semi-infinite magneto-electro-elastically impermeable mode-III crack in a magneto-electro-elastic material is considered under the action of impact loads. For the case when a pair of concentrated anti-plane shear impacts, electric displacement and magnetic induction impacts are exerted symmetrically on the upper and lower surfaces of the crack, the magneto-electro-elastic field ahead of the crack tip is determined in explicit form. The dynamic intensity factors and dynamic energy density factor are obtained. The method adopted is to reduce the mixed initial-boundary value problem, by using the Laplace and Fourier transforms, into three simultaneous dual integral equations, one of which is converted into an Abel's integral equation and the others into a singular integral equation with Cauchy kernel. Based on the obtained fundamental solutions of point impact loads, the solutions of two kinds of different loading cases are evaluated by integration. For some particular cases, the present results reduce to the previous results.