• 한국컴퓨터정보학회논문지
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• 제26권1호
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• pp.69-76
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• 2021

최근 특이성 교란 미적분 경계값 문제를 해결하기 위해 신경회로망 접근이 연구되고 있다. 특히 다양한 학습 알고리즘을 가진 백프로파게이션 알고리즘에 의해 훈련하는 피드-포워드 신경회로망의 이론적 모델이 제시되고 있으며, 딥러닝, 전이학습, 연합학습 등의 신경회로망 모델이 매우 빠르게 개발되고 있다. 본 논문의 목적은 특이성 교란 문제를 점근법적 방법과 함께 해결하기 위해 고도의 정확성과 속도를 가진 신경회로망 접근법에 관해 연구하는 것이다. 이를 위해 본 논문에서는 특이성 교란문제의 결과치와 교란되지 않은 문제의 결과치의 차이에 대해 신경회로망 접근 식을 사용하여 시뮬레이션 하였고 신경회로망 접근식의 효율성도 제시하였다. 결론적으로 특이성 교란 문제를 수식이 아닌 단순한 신경회로망 접근으로 효율적으로 해결할 수 있음을 제시한 것이 본 논문의 주요 기여사항이다.

• Steel and Composite Structures
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• 제50권1호
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• pp.25-43
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• 2024

In this article, a mathematical model is developed to predict the dynamic behavior of bio-inspired composite beam with helicoidal orientation scheme under variable axial load using a unified higher order shear deformation beam theory. The geometrical kinematic relations of displacements are portrayed with higher parabolic shear deformation beam theory. Constitutive equation of composite beam is proposed based on plane stress problem. The variable axial load is distributed through the axial direction by constant, linear, and parabolic functions. The equations of motion and associated boundary conditions are derived in detail by Hamilton's principle. Using the differential quadrature method (DQM), the governing equations, which are integro-differential equations are discretized in spatial direction, then they are transformed into linear eigenvalue problems. The proposed model is verified with previous works available in literatures. Parametric analyses are developed to present the influence of axial load type, orthotropic ratio, slenderness ratio, lamination scheme, and boundary conditions on the natural frequencies of composite beam structures. The present enhanced model can be used especially in designing spacecrafts, naval, automotive, helicopter, the wind turbine, musical instruments, and civil structures subjected to the variable axial loads.

• Communications for Statistical Applications and Methods
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• 제22권1호
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• pp.95-103
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• 2015

We introduce a surplus process which follows a diffusion process with positive drift and is subject to two types of claim. We assume that type I claim occurs more frequently, however, its size is stochastically smaller than type II claim. We obtain the ruin probability that the level of the surplus becomes negative, and then, decompose the ruin probability into three parts, two ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example, when the sizes of both types of claim are exponentially distributed, to compare the impacts of two types of claim on the ruin probability of the surplus along with that of the diffusion process.

• 대한수학회지
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• 제50권1호
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• pp.111-125
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• 2013

In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

• 전자공학회논문지A
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• 제32A권12호
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• pp.48-54
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• 1995

Dielectrically filled parallel-plate waveguide with finite number of periodic slots in its upper plate as a leaky wave antenna is analysed for E-polarization case. The integro-differential equation whose unknown is the slot equivalent magnetic current over the slot is formulated and solved by use of Galerkin's method. From knowledge of the equivalent magnetic current, the propagation constant and radiation pattern for the finite periodic structure are determined and compared with the results of the infinite case. Good correspondence between them is observed.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.471-479
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• 1995

A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

• Journal of electromagnetic engineering and science
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• 제7권2호
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• pp.59-63
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• 2007

This paper suggests a novel method to efficiently calculate the spatial-domain Green's functions of 2D electromagnetic problems Briefly speaking, this method combines spectral and spatial domain calculation schemes and prevents the Green's functions from poor convergence due to the singularities that complicate the process of the Method of Moment(MoM) applications For the validation of this proposed method, fields will be evaluated along the spatial distance including zero distance for 2D free-space and periodic homogeneous geometry The numerical results show the validity of the prosed method and correspondng physics.

• 충청수학회지
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• 제33권1호
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• pp.165-171
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• 2020

In this paper we consider a mixed fractional Brownian motion (mfBm) with jumps. The prices of European barrier options can be evaluated by solving a partial integro-differential equation (PIDE) with variable coefficients, which is derived from the mfBm with jumps. The 2-step backward differentiation formula (BDF2 method) proposed in [6] is applied with the second-order convergence rate in the time and spatial variables. Numerical simulations are carried out to observe the convergence behaviors of the BDF2 method under the mfBm with the Kou model.

• East Asian mathematical journal
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• 제35권1호
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• pp.59-66
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• 2019

In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.

• Structural Engineering and Mechanics
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• 제34권4호
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• pp.507-523
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• 2010

Parametric and forced non-linear vibrations of an axially moving rotor both in non-resonance and near-resonance cases have been investigated analytically in this paper. The axial speed is assumed to involve a mean value along with small harmonic fluctuations. Hamilton's principle is employed for this gyroscopic system to derive three coupled non-linear equations of motion. Longitudinal inertia is neglected under the quasi-static stretch assumption and two integro-partial-differential equations are obtained. With introducing a complex variable, the equations of motion is presented in the form of a single, complex equation. The method of multiple scales is applied directly to the resulting equation and the approximate closed-form solution is obtained. Stability boundaries for the steady-state response are formulated and the frequency-response curves are drawn. A number of case studies are considered and the numerical simulations are presented to highlight the effects of system parameters on the linear and nonlinear natural frequencies, mode shapes, limit cycles and the frequency-response curves of the system.