• Bulletin of the Korean Mathematical Society
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• v.34 no.1
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• pp.63-79
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• 1997

Consider an oparator equation of the form : $$ (1.1) H[y](x) = \alpha(x)\delta^2 y(x) + \beta(x)\delta y(x) = \lambda_n y(x), $$ where $\alphs(x)$ and $\beta(x)$ are polynomials of degree at most two and one respectively, $\lambda_n$ is the eigenvalue parameter, and $\delta$ is Hahn's operator $$ (1.2) \delta f(x) = \frac{(q - 1)x + \omega}{f(qx + \omega) - f(x)}, $$ for real constants $q(\neq \pm 1)$ and $\omega$.

• Journal of applied mathematics & informatics
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• v.16 no.1_2
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• pp.69-78
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• 2004

This paper treats the conditions for the existence of rotating wave solutions of a system modelling the behavior of students in graduate programs at neighbouring universities near each other which is a modified form of the model proposed by Scheurle and Seydel. We assume that both types of individuals are continuously distributed throughout a bounded two-dimension spatial domain of two types (circle and annulus), across whose boundaries there is no migration, and which simultaneously undergo simple (Fickian) diffusion. We will show that at a critical value of a system-parameter bifurcation takes place: a rotating wave solution arises.

• Journal of applied mathematics & informatics
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• v.28 no.3_4
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• pp.663-677
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• 2010

In this paper, the generalized SOR-like methods are presented for solving the saddle point problems. Based on the SOR-like methods, we introduce the uncertain parameters and the preconditioned matrixes in the splitting form of the coefficient matrix. The necessary and sufficient conditions for guaranteeing its convergence are derived by giving the restrictions imposed on the parameters. Finally, numerical experiments show that this methods are more effective by choosing the proper values of parameters.

• Kyungpook Mathematical Journal
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• v.50 no.2
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• pp.281-288
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• 2010

By introducing some parameters and using the way of weight function and the technic of real analysis and complex analysis, a new Hilbert-type integral inequality with a best constant factor and a combination kernel involving two mean values is given, which is an extension of Hilbert's integral inequality. As applications, the equivalent form and the reverse forms are considered.

• Proceedings of the KIPE Conference
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• 1998.07a
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• pp.14-19
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• 1998

This paper has described about principle and form of proposed circuit made use of soft switching technology ZVS(Zero-Voltage-Switching) to reduce turn on and off loss at switching. also, the analysis of the proposed circuit has described by using normalized parameter and operating characteristics have been evaluated as to switching frequency and parameters. In addition, this paper proves the propriety of theoretical analysis in terms of the experiments.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.36 no.4
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• pp.287-292
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• 1987

This paper deals with applications of Haar functions to parameter identification of linear systems. It is first introuduced to a new operational matrix which relates Haar functions and their integrations. The matrix can be used to identify the parameters of unknown linear systems by a least squares estimation. And then, the state equation of given systems is transformed into a computationally convenient algebraic form. This approach provides a more efficient method for the system identification problem.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.115-125
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• 1995

This paper deals with the Bayesian estimation for the NLAR(1) model with Laplacian marginals. Assuming the independent uniform priors for two parameters of the NLAT(1) model, the griddy Gbbs sampler by Ritter and Tanner(1992) is used to obtain the Bayesian estimates. Random numbers generated form the uniform priors ate used as the grids for each parameter. Some simulations are conducted and compared with the maximum likelihood estimation result.

• Journal of the Korean Statistical Society
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• v.31 no.4
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• pp.447-458
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• 2002

The influence of observations in the equicorrelation model is investigated using the local influence approach when all parameters or subsets of parameters are of interest. When a parameter of interest is scalar, an analytical form of the local influence measure can be found. We will derive a measure for identifying observations that have a large influence on the test of fitting the equicorrelation model. An example is given for illustration.

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1983.10a
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• pp.102-104
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• 1983

This paper analyzes the patterns of Toneburst Waveform that generated Volumetarily in Broadband, as various Parameters, and applicate in the case that it is mixed Random Noise. As a result, it prooves that auto correlation function is Optimal parameter in analysis of Tone Burst wave form but reference signal.

• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.417-425
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• 2013

We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.