• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2007.06a
• /
• pp.728-731
• /
• 2007

Though the Hough transform is a well-known method for detecting analytical shape represented by a number of free parameters, the basic property of the Hough transform, the one-to-many mapping from an image space to a Hough space, causes the innate problem, the sensitivity to noise. To remedy this problem, Edge Strength Hough Transform (ESHT) was proposed and proved to reduce the noise sensitivity. However the performance of ESHT depends on the size of a Hough space and image and some other parameters, which play an important role in ESHT and should be decided experimentally. In this paper, we derived a formula to decide decreasing parameter. Using the derived formulae, the decreasing parameter value can be decided only with the pre-determined values, the size of a Hough space and an image, which make it possible to decide them automatically.

• Proceedings of the Korea Contents Association Conference
• /
• 2004.05a
• /
• pp.317-322
• /
• 2004

The improvement of a near-field measurement for an antenna is investigated. We propose the formula of a circular cylindrical scanning based on the Cartesian coordinate. Proposed algorithm for the circular cylindrical scanning is compared with the exact solution for a Hertzian dipole antenna, thus confirming that our approach is useful for most practical measurements.

• East Asian mathematical journal
• /
• v.25 no.4
• /
• pp.481-486
• /
• 2009

The first object of this note is to show that a summation formula due to Padmanabham for three-variables hypergeometric function $X_8$ introduced by Exton can be proved in a different (from Padmanabham's and his observation) yet, in a sense, conventional method, which has been employed in obtaining a variety of identities associated with hypergeometric series. The second purpose is to point out that one of two seemingly new hypergeometric identities due to Exton was already recorded and the other one is easily derivable from the first one. A corrected and a little more compact form of a general transform involving hypergeometric functions due to Exton is also given.

• Journal of the Korean Mathematical Society
• /
• v.57 no.5
• /
• pp.1167-1186
• /
• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• Journal of the Korean Mathematical Society
• /
• v.54 no.1
• /
• pp.117-139
• /
• 2017

This paper presents a systematic study for theoretical aspects of a unified approach to the abstract relative Fourier transforms over canonical homogeneous spaces of semi-direct product groups with Abelian normal factor. Let H be a locally compact group, K be a locally compact Abelian (LCA) group, and ${\theta}:H{\rightarrow}Aut(K)$ be a continuous homomorphism. Let $G_{\theta}=H{\ltimes}_{\theta}K$ be the semi-direct product of H and K with respect to ${\theta}$ and $G_{\theta}/H$ be the canonical homogeneous space (left coset space) of $G_{\theta}$. We introduce the notions of relative dual homogeneous space and also abstract relative Fourier transform over $G_{\theta}/H$. Then we study theoretical properties of this approach.

• Structural Engineering and Mechanics
• /
• v.52 no.4
• /
• pp.829-841
• /
• 2014

The main purpose of this study is to determine the effect of overlay on the crack propagation. In order to simplify the problem, a cement concrete pavement is modeled as an elastic plate on Winkler foundation. To derive the singular integral equations, the Fourier transform and dislocation density function are used. Lobatto-Chebyshev integration formula, as a numerical method, is used to solve the singular integral equations. The numerical solution of stress intensity factor at the crack tip is derived. In order to examine the effect of overlay for resisting crack propagation, numerical analyses are carried out for a cement concrete pavement with an embedded crack and a concrete pavement with an asphalt overlay. Results show the significant factors that influence the crack propagation.

• Bulletin of the Korean Mathematical Society
• /
• v.60 no.2
• /
• pp.361-388
• /
• 2023

In this study, we deal with American lookback option prices on dividend-paying assets under a stochastic volatility (SV) model. By using the asymptotic analysis introduced by Fouque et al. [17] and the Laplace-Carson transform (LCT), we derive the explicit formula for the option prices and the free boundary values with a finite expiration whose volatility is driven by a fast mean-reverting Ornstein-Uhlenbeck process. In addition, we examine the numerical implications of the SV on the American lookback option with respect to the model parameters and verify that the obtained explicit analytical option price has been obtained accurately and efficiently in comparison with the price obtained from the Monte-Carlo simulation.

• Honam Mathematical Journal
• /
• v.45 no.2
• /
• pp.184-197
• /
• 2023

For the numerous uses and significance of the Whittaker function in the diverse research areas of mathematical sciences and engineering sciences, This paper aims to introduce an extension of the Whittaker function by using a new extended confluent hypergeometric function of the first kind in terms of the Mittag-Leffler function. We also drive various valuable results like integral representation, integral transform and derivative formula. Further, we also analyze specific known results as a particular case of the main result.

• Korean Journal of Mathematics
• /
• v.27 no.1
• /
• pp.221-267
• /
• 2019

In the five first sections of this paper we define and study the hypergeometric transmutation operators $V^W_k$ and $^tV^W_k$ called also the trigonometric Dunkl intertwining operator and its dual corresponding to the Heckman-Opdam's theory on ${\mathbb{R}}^d$. By using these operators we define the hypergeometric translation operator ${\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, and its dual $^t{\mathcal{T}}^W_x$, $x{\in}{\mathbb{R}}^d$, we express them in terms of the hypergeometric Fourier transform ${\mathcal{H}}^W$, we give their properties and we deduce simple proofs of the Plancherel formula and the Plancherel theorem for the transform ${\mathcal{H}}^W$. We study also the hypergeometric convolution product on W-invariant $L^p_{\mathcal{A}k}$-spaces, and we obtain some interesting results. In the sixth section we consider a some root system of type $BC_d$ (see [17]) of whom the corresponding hypergeometric translation operator is a positive integral operator. By using this positivity we improve the results of the previous sections and we prove others more general results.

• Smart Media Journal
• /
• v.8 no.2
• /
• pp.16-20
• /
• 2019

Fast Fourier Transform in the vibration acceleration analysis system has recently been utilized in the field of sensor measurement. In this paper, we propose a Fast Fourier Transform based method of detecting the normal frequency among the many frequency types of diffuse field. This normal frequency is expressed by the formula of frequency damping recognition which is calculated in a similar way to the octave center frequency. Based on this theory, this paper can more accurately inform noise producers of the degree of damping, which is different from the vibration type of diffuse field.