• 대한수학회보
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• 제53권3호
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• pp.733-749
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• 2016

We aim to compute discretely monitored geometric Asian option prices under the Heston model. This method involves explicit formula for multivariate generalized Fourier transform of volatility process and their integrals over different time intervals using a recursive method. As numerical results, we illustrate efficiency and accuracy of our method. In addition, we simulate scenarios which show evidently practical importance of our work.

• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1157-1169
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• 2010

This paper presents the analytical solution of the fractional Fokker-Planck equation by Adomian decomposition method. By using initial conditions, the explicit solution of the equation has been presented in the closed form and then the numerical solution has been represented graphically. Two different approaches have been presented in order to show the application of the present technique. The present method performs extremely well in terms of efficiency and simplicity.

• 한국광학회:학술대회논문집
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• 한국광학회 2009년도 동계학술발표회 논문집
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• pp.167-168
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• 2009

We propose a new computing method for Fourier hologram of 3D objects captured by lens array. Fourier hologram of the two objects which positioned at different distances can be calculated using multiple orthographic view images. The size of the Fourier hologram is in proportion to the number of the orthographic view images. By repeating the orthographic view images, the size of the Fourier hologram can be increased. The principle is verified by numerically reconstructing the hologram which is synthesized from the orthographic images captured optically.

• 한국수학사학회지
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• 제27권1호
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• pp.81-93
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• 2014

The $L^1$-convergence of Fourier series problems through additional assumptions for Fourier coefficients were presented by W. H. Young in 1913. We say that they are the classical results. Using modified trigonometric series is the convenience method to study the $L^1$-convergence of Fourier series problems. they are called the neoclassical results. This study concerns with the $L^1$-convergence of Fourier series. We introduce the classical and neoclassical results of $L^1$-convergence sequentially. In particular, we investigate $L^1$-convergence results focused on the results of Bhatia's studies. In conclusion, we present the research minor lineage of Bhatia's studies and compare the classes of $L^1$-convergence mutually.

• International Journal of CAD/CAM
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• 제8권1호
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• pp.69-72
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• 2009

In this paper, we present a new shape descriptor, which is named Poisson equation-Fourier-Mellin moment Descriptor. We solve the Poisson equation in the shape area, and use the solution to get feature function, which are then integrated using Fourier-Mellin moment to represent the shape. This method develops the Poisson equation-geometric moment Descriptor proposed by Lena Gorelick, and keeps both advantages of Poisson equation-geometric moment and Fourier-Mellin moment. It is proved better than Poisson equation-geometric moment Descriptor in shape recognition and classification experiments.

• Computers and Concrete
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• 제5권4호
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• pp.343-358
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• 2008

This article focuses on concrete structures submitted to impact loading and is aimed at predicting local damage in the vicinity of an impact zone as well as the global response of the structure. The Discrete Element Method (DEM) seems particularly well suited in this context for modeling fractures. An identification process of DEM material parameters from macroscopic data (Young's modulus, compressive and tensile strength, fracture energy, etc.) will first be presented for the purpose of enhancing reproducibility and reliability of the simulation results with DE samples of various sizes. The modeling of a large structure by means of DEM may lead to prohibitive computation times. A refined discretization becomes required in the vicinity of the impact, while the structure may be modeled using a coarse FE mesh further from the impact area, where the material behaves elastically. A coupled discrete-finite element approach is thus proposed: the impact zone is modeled by means of DE and elastic FE are used on the rest of the structure. The proposed approach is then applied to a rock impact on a concrete slab in order to validate the coupled method and compare computation times.

• 한국통신학회논문지
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• 제17권1호
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• pp.29-37
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• 1992

본 논문에서는 일반적 형태의 상승 Cosine함수와 그 n-제곱 함수에 대한 Fourier변환을 해석적으로 구하는 새롭고 용이한 방법을 제안하였다. 이는 (1+D)형 부분응답 시스템의 개념에 근거를 두고 있으며, 또 함수에 의하여 변환되는 기존의 방법에 비하여 매우 간결함을 보인다. 특히, 이러한 방법에 의하여 유도되는 해는 각각의 차수에 대하여 다루기 용이한 세 함수의 합으로 주어지며, 이들은 차수에 따라 순환적 관계를 유지한다. 따라서 이러한 과정은 컴퓨터에 의한 수치적 변환에 대해서도 매우 잘 적용된다.

• Journal of Information Processing Systems
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• 제12권4호
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• pp.555-576
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• 2016

In the conventional clustering algorithms, an object could be assigned to only one group. However, this is sometimes not the case in reality, there are cases where the data do not belong to one group. As against, the fuzzy clustering takes into consideration the degree of fuzzy membership of each pixel relative to different classes. In order to overcome some shortcoming with traditional clustering methods, such as slow convergence and their sensitivity to initialization values, we have used the Harmony Search algorithm. It is based on the population metaheuristic algorithm, imitating the musical improvisation process. The major thrust of this algorithm lies in its ability to integrate the key components of population-based methods and local search-based methods in a simple optimization model. We propose in this paper a new unsupervised clustering method called the Fuzzy Harmony Search-Fourier Transform (FHS-FT). It is based on hybridization fuzzy clustering and the harmony search algorithm to increase its exploitation process and to further improve the generated solution, while the Fourier transform to increase the size of the image's data. The results show that the proposed method is able to provide viable solutions as compared to previous work.

• 대한조선학회논문집
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• 제33권4호
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• pp.48-59
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• 1996

비정상 점성유동 수치해석단계는 연속방정식을 만족시키는 공간해석단계와 시간전진단계로 구분할 수 있다. 본 연구에서는 공간해석단계의 압력 Poisson 방정식의 해를 구하는데 스팩트럴법을 이용하였다. 압력 Poisson 방정식의 최고차미분항을 Fourier 급수로 전개하면 압력 및 압력의 1차미분항의 Fourier 급수의 적분으로 표현되므로 Gibb's 현상을 제거할 수 있어, 비주기성인 경우에도 스팩트럴법을 적용할 수 있다. 수치해법의 검증을 위하여 2차원 원주상체 및 날개주위 비정상 점성유동을 수치해석하였고, 그 결과를 비교하여 보았다.

• 대한전기학회논문지:전력기술부문A
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• 제54권6호
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• pp.293-305
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• 2005

This paper describes an improved Prony method in its speed, accuracy and reliability by efficiently determining the optimal sampling interval with use of DFT (discrete Fourier transformation). In the Prony method the computation time is dominated by the size of the linear prediction matrix, which is given by the number of data times the modeling order The size of the matrix in a general Prony method becomes large because of large number of data and so does the computation time. It is found that the Prony method produces satisfactory results when SNR is greater than three. The maximum sampling interval resulting minimum computation time is determined using the fact that the spectrum in DFT is inversely proportional to sampling interval. Also the process of computing the modes is made efficient by applying Hessenberg method to the companion matrix with complex shift and computing selectively only the dominant modes of interest. The proposed method is tested against the 2003 KEPCO system and found to be efficient and reliable. The proposed method may play a key role in monitoring in real time low frequency oscillations of power systems .