• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1343-1359
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• 2009

In this paper, we implement a relatively new analytical technique by combining the traditional variational iteration method and the decomposition method which is called as the variational decomposition method (VDM) for solving the sixth-order boundary value problems. The proposed technique is in fact the modification of variatioanal iteration method by coupling it with the so-called Adomian's polynomials. The analytical results of the equations have been obtained in terms of convergent series with easily computable components. Comparisons are made to verify the reliability and accuracy of the proposed algorithm. Several examples are given to check the efficiency of the proposed algorithm. We have also considered an example where the VDM is not reliable.

• The Journal of Asian Finance, Economics and Business
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• v.1 no.1
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• pp.5-14
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• 2014

This paper empirically examines the short-run and long-run causal relationship between stock market prices and exchange rates in Chinese stock markets using monthly data from January 2002 to December 2012 retrieved from the National Bureau of Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity Wald tests, impulse responses, variance decomposition techniques and structural break tests are employed. This study found 1) long-run causality from exchange rates to stock prices in Chinese stock markets and 2) short-run causality from Japanese yen and Korean won exchange rates to stock prices in the Shanghai Stock Exchange strongly prevails while in the Shenzhen Stock Exchange weakly prevails. The impact of the global financial crisis from 2007 to 2009 on Chinese stock markets was insignificant.

• Communications of the Korean Mathematical Society
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• v.14 no.4
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• pp.815-832
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• 1999

High-order weighted difference schemes with uniform meshes are considered for the convection-diffusion problem depending on Reynolds numbers. For small Reynolds numbers, a weighed cen-tral difference scheme is suggested since there is no boundary layer. For large Reynolds numbers, we propose a modified up wind method with an artificial diffusion in order to overcome nonphysical oscilla-tion of central schemes and obtain good accuracy in the boundary later. Existence and corresponding error estimates of the solution for the difference scheme have been shown. Numerical experiments are provided to back up the analysis.

• Journal of the Korean Mathematical Society
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• v.51 no.2
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• pp.267-288
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• 2014

We propose and analyze two-scale product approximation for semilinear heat equations in the mixed finite element method. In order to efficiently resolve nonlinear algebraic equations resulting from the mixed method for semilinear parabolic problems, we treat the nonlinear terms using some interpolation operator and exploit a two-scale grid algorithm. With this scheme, the nonlinear problem is reduced to a linear problem on a fine scale mesh without losing overall accuracy of the final system. We derive optimal order $L^{\infty}((0, T];L^2({\Omega}))$-error estimates for the relevant variables. Numerical results are presented to support the theory developed in this paper.

• Journal of the Korean Mathematical Society
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• v.51 no.4
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• pp.679-702
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• 2014

Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

• Proceedings of the KSME Conference
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• 2000.11a
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• pp.541-547
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• 2000

This paper presents the closed-form forward kinematics of the 6-6 Stewart platform of planar base and moving platform. Based on algebraic elimination method and with one extra linear sensor, it first derives an 8th-degree univariate equation and then finds tentative solution sets out of which the actual solution is to be selected. In order to provide more exact solution despite the error between measured sensor value and the theoretical one, a correction method is also used. The overall procedure requires so little computation time that it can be efficiently used for realtime applications. In addition, unlike the iterative schemes e.g. Newton-Raphson, the algorithm does not require initial estimates of solution and is free of the problems that it does not converge to actual solution within limited time. The presented method has been implemented in C language and a numerical example is given to confirm the effectiveness and accuracy of the developed algorithm.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.55 no.2
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• pp.107-115
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• 2006

In this paper, a new speed sensorless control based on an instantaneous reactive power is proposed for the interior permanent magnet synchronous motor(IPMSM) drives. In proposed algorithm, the current observer estimates the line currents and the estimated speed can be yielded from the voltage equation because the information of speed is included in back EMF. To implement speed sensorless control, the current observer is composed by using the voltage equation of the IPMSM in the stationary reference frame fixed to the stator. The estimated speed of the rotor is composed by using the voltage equation of the IPMSM in the rotating reference frame fixed to the rotor The estimated speeds to minimize the speed error compensated by using the instantaneous reactive power. The instantaneous reactive power is calculated on the rotating reference frame fixed to the rotor. The effectiveness of the preposed algorithm is confirmed by the experiments.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.87-100
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• 2002

Poorly-posed problems in the balanced discriminant analysis was considered. We restrict consideration to the case of observations and the number of variables are the same and small. When these problems exist, we do not use a maximum likelihood estimates(MLE) to estimate covariance matrices. Instead of MLE, an alternative estimate for the covariance matrices are proposed. This alternative method make good use of two regularization parameters, $\lambda$} and $\gamma$. A new test rule for the discriminant function is suggested and examined via limited hut informative simulation study. From the simulation study, it is shown that the suggested test rule gives better test result than other previously suggested method in terms of error rate criterion.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.181-186
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• 2005

Many data sets obtained from surveys or medical trials often include missing observations. When these data sets are analyzed, it is general to use only complete cases. However, it is possible to have big biases or involve inefficiency. In this paper, we consider a method for estimating parameters in logistic linear models involving non-ignorable missing data mechanism. A binomial response and normal exploratory model for the missing data are used. We fit the model using the EM algorithm. The E-step is derived by Metropolis-hastings algorithm to generate a sample for missing data and Monte-carlo technique, and the M-step is by Newton-Raphson to maximize likelihood function. Asymptotic variances of the MLE's are derived and the standard error and estimates of parameters are compared.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.707-718
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• 2012

We propose a semi-parametric model to analyze clustered and interval-censored data; in addition, we plugged-in a gamma frailty to the model to measure the association of members within the same cluster. We propose an estimation procedure based on EM algorithm. Simulation results showed that our estimation procedure may result in unbiased estimates. The standard error is smaller than expected and provides conservative results to estimate the coverage rate; however, this trend gradually disappeared as the number of members in the same cluster increased. In addition, our proposed method was illustrated with data taken from diabetic retinopathy studies to evaluate the effectiveness of laser photocoagulation in delaying or preventing the onset of blindness in individuals with diabetic retinopathy.