• Journal of the Korean Geographical Society
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• v.46 no.2
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• pp.197-211
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• 2011

Due to the complexity of spatial interaction and the necessity of spatial representation and modeling, aggregation of spatial interaction data is indispensible. Given this, the purpose of this paper is to evaluate the effects of modifiable areal unit problem (MAUP) on a spatial interaction model. Four aggregation schemes are utilized at eight different scales: 1) randomly select seeds of district and then allocate basic spatial units to them, 2) minimize the sum of population weighted distance within a district, 3) maximize the proportion of flow within a district, and 4) minimize the proportion of flow within a district. A simple Poisson regression model with origin and destination constraints is utilized. Analysis results demonstrate that spatial characteristics of residuals, parameter values, and goodness-of-fit of the model were influenced by aggregation scale and schemes. Overall, the model responded more sensitively to aggregation scale than aggregation schemes and the scale effect on the model was varied according to aggregation schemes.

• East Asian mathematical journal
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• v.36 no.5
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• pp.583-591
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• 2020

In [8, 9] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with corner singularities, compute the finite element solutions using standard Finite Element Methods and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. The error analysis was given in [5]. In their approaches, the singular functions and the extraction formula which give the stress intensity factor are the basic elements. In this paper we consider the biharmonic problems with the cramped and/or simply supported boundary conditions and get the singular functions and its duals and find properties of them, which are the cornerstones of the approaches of [8, 9, 10].

• Proceedings of the KSME Conference
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• 2001.06e
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• pp.422-429
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• 2001

A two dimensional hierarchical elements are investigated for a use on the incompressible flow computation. The construction of hierarchical elements are explained through the tensor product of 1-D hierarchical functions, and a systematic treatment of essential boundary values has been developed for the degrees of freedom corresponding to higher order terms. The numerical study for the poisson problem showed that the present scheme can increase the convergence and accuracy of finite element solutions, and can be more efficient than the standard first order with many elements. Also, for Stokes and cavity flow cases, solutions from hierarchical elements showed better resolutions and future promises for higher order solutions.

• Journal of the Korean Statistical Society
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• v.36 no.2
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• pp.237-256
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• 2007

This paper studies the problem of option pricing in an incomplete market. The market incompleteness comes from the discontinuity of the underlying asset price process which is, in particular, assumed to be a compound Poisson process. To find a reasonable price for a European contingent claim, we first find the unique minimal martingale measure and get a price by taking an expectation of the payoff under this measure. To get a closed-form price, we use an asymptotic expansion. In case where the minimal martingale measure is a signed measure, we use a sequence of martingale measures (probability measures) that converges to the equivalent martingale measure in the limit to compute the price. Again, we get a closed form of asymptotic option price. It is the Black-Scholes price and a correction term, when the distribution of the return process has nonzero skewness up to the first order.

• Journal of Korea Society of Digital Industry and Information Management
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• v.6 no.1
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• pp.55-67
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• 2010

Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used generalized gamma type distribution which has the efficient various property because of various shape and scale parameter. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

• Journal of Korea Society of Digital Industry and Information Management
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• v.6 no.3
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• pp.9-17
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• 2010

Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used superposition which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time. Through this study, in terms of superposition model and simply model, the optimal time to using superposition model release the software developer to determine how much could count will help.

• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.115-142
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• 2006

This paper studies the problem of option hedging when the underlying asset price process is a compound Poisson process. By adopting an asymptotic approach to let the security price converge to a continuous process, we find a closed-form hedging strategy that improves the classical Black-Scholes hedging strategy in a quadratic sense. We first show that the scaled Black-scholes hedging error has a limit in law, and that limit is decomposed into a part that can be traded away and a part that is purely unreplicable. The Black-Scholes hedging strategy is then modified by adding the replicable part of its hedging error and by adding the mean-variance hedging strategy to the nonreplicable part. Some results of simulation experiment s are also provided.

• Smart Structures and Systems
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• v.22 no.3
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• pp.249-257
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• 2018

This study contributes to evaluate multiphase topology optimization design of plate-like elastic structures with constant thickness and Reissner-Mindlin plate theory. Stiffness and adjoint sensitivity formulations linked to Reissner-Mindlin plate potential energy of bending and shear are derived in terms of multiphase design variables. Multiphase optimization problem is solved through alternative active-phase algorithm with Gauss-Seidel version as an optimization model of optimality criteria. Numerical examples verify efficiency and diversity of the present topology optimization method of Reissner-Mindlin elastic plates depending on multiphase and Poisson's ratio.

• Journal of the Korean Mathematical Society
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• v.55 no.3
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• pp.719-734
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• 2018

An image restoration problem with Poisson noise arises in many applications of medical imaging, astronomy, and microscopy. To overcome ill-posedness, Total Variation (TV) model is commonly used owing to edge preserving property. Since staircase artifacts are observed in restored smooth regions, higher-order TV regularization is introduced. However, sharpness of edges in the image is also attenuated. To compromise benefits of TV and higher-order TV, the weighted sum of the non-convex TV and non-convex higher order TV is used as a regularizer in the proposed variational model. The proposed model is non-convex and non-smooth, and so it is very challenging to solve the model. We propose an iterative reweighted algorithm with the proximal linearized alternating direction method of multipliers to solve the proposed model and study convergence properties of the algorithm.

• The Journal of Fisheries Business Administration
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• v.36 no.2 s.68
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• pp.121-134
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• 2005

In order to evaluate the effectiveness of management measures and to provide policy suggestions for the allocation of total allowable catch between recreational and commercial sectors, the economic value of red grouper recreational fishery in the United States Gulf of Mexico was estimated using a Travel Cost Method(TCM), Due to the characteristic of count data, a Poisson model(PM) and a Negative binomial model(NBM) were used in the TCM. Results of models showed that the NBM was statistically more suitable than the PM since the overdispersion problem occurred in the PM. Results also indicated all signs of the estimated parameters were as expected and were significant, except for a Boat parameter in both models. Based on the results of NBM, the total economic value of the recreational red grouper fishery was estimated to be $\$698.6$ and the value per trip was $\$179.5$. In addition, the total changes in expected consumer surplus due to changes in catch rates was $ \$42.3$.