• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1473-1479
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• 2009

We introduce the resistant length and examine its properties. We also consider the geometric applications of resistant length to the boundary behavior of analytic functions, conformal mappings and derive the theorem in connection with the fundamental sequences, purely geometric problems. The method of resistant length leads a simple proofs of theorems. So it shows us the usefulness of the method of resistant length.

• Journal of the Korean Operations Research and Management Science Society
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• v.22 no.1
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• pp.1-24
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• 1997

In this paper, we have proposed new solution methods to solve TSLP (two-stage stochastic linear programming) problems. One solution method is to combine the analytic center concept with Benders' decomposition strategy to solve TSLP problems. Another method is to apply an idea proposed by Geoffrion and Graves to modify the L-shaped algorithm and the analytic center algorithm. We have compared the numerical performance of the proposed algorithms to that of the existing algorithm, the L-shaped algorithm. To effectively compare those algorithms, we have had computational experiments for seven test problems.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.5
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• pp.27-34
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• 1998

This paper is on the discrete model reduction method over disc-type analytic domains. We define hankel singular value over the disc that is mapped by standard bilinear mapping. And the generalized singular perturbation approximation and the direct truncation are generalized to GSPA and DT over a disc. Furthermore, it is shown that the reduced order model over a smaller domaing has a smaller .inf.-norm error bound. And the poposed reduction method is used to obtain the regional pole placement property.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.22 no.4
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• pp.289-294
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• 2018

In this work, a recently developed semi-analytic technique, so called the residual power series method, is generalized to process higher-dimensional linear and nonlinear partial differential equations. The solutions obtained takes a form of an infinite power series which can, in turn, be expressed in a closed exact form. The results reveal that the proposed generalization is very effective, convenient and simple. This is achieved by handling the (m+1)-dimensional Burgers equation.

• Journal of the Korean Institute of Telematics and Electronics
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• v.19 no.6
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• pp.55-61
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• 1982

An analytic solution for the spectral response of linearly-chirped grating filter is derived, which takes the finite physical length of filter into account. In the usual case of broad-band linearly-chirped grating filter the analytic solution is expressed in terms of elementary functions, by approximating asymptotically the involved parabolic cylinder functions over different ranges of its argument. It is also shown that derived results are general enough to include previously-available approximations as particular cases, and that they agree well with the numerical solutions based upon the Runge-Kutta method.

• Bulletin of the Korean Mathematical Society
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• v.48 no.4
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• Journal of the Society of Naval Architects of Korea
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• v.52 no.3
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• pp.187-197
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• 2015

This study aims the development of a semi-analytic method for the parametric roll of large containerships advancing in longitudinal waves. A 1.5 Degree-of-Freedom(DOF) model is proposed to account the change of transverse stability induced by wave elevations and vertical motions (heave and pitch). By approximating the nonlinearity of restoring moment at large heel angles, the magnitude of roll amplitude is predicted as well as susceptibility check for parametric roll occurrence. In order to increase the accuracy of the prediction, the relationship between righting arm(GZ) and metacentric height(GM) is examined in the presence of incident waves, and then a new formula is proposed. Based on the linear approximation of the mean and first harmonic component of GM, the equation of parametric roll in irregular wave excitations is introduced, and the computational results of the proposed model are validated by comparing those of weakly nonlinear simulation based on an impulse-response-function method combined with strip theory. The present semi-analytic doesn’ t require heavy computational effort, so that it is very efficient particularly when numerous sea conditions for the analysis of parametric roll should be considered.

• Nuclear Engineering and Technology
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• v.49 no.1
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• pp.113-123
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• 2017

In human reliability analysis, dependence assessment is an important issue in risky large complex systems, such as operation of a nuclear power plant. Many existing methods depend on an expert's judgment, which contributes to the subjectivity and restrictions of results. Recently, a computational method, based on the Dempster-Shafer evidence theory and analytic hierarchy process, has been proposed to handle the dependence in human reliability analysis. The model can deal with uncertainty in an analyst's judgment and reduce the subjectivity in the evaluation process. However, the computation is heavy and complicated to some degree. The most important issue is that the existing method is in a positive aspect, which may cause an underestimation of the risk. In this study, a new evidential analytic hierarchy process dependence assessment methodology, based on the improvement of existing methods, has been proposed, which is expected to be easier and more effective.

• Proceedings of the KIEE Conference
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• 1996.11a
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• pp.39-41
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• 1996

While the z-transform method is a basic mathematical tool to relate the signals only at the sampling instants in analyzing and designing sampled-data control systems, the modified z-transform which is a variation of the z-transform is widely used to represent the details of continuous signals between the sampling instants. Regarding the modified z-transform method, some properties were established to relate the modified z-transform to the regular z-transform. This paper will show that these properties, in their current forms, cause some analytic problems, when they are applied to the signals with discontinuities at the sampling instants, which accordingly limit their applications significantly. In this paper, those analytic problems will be investigated, and the theorems of the modified z-transform will be revised by adopting a new notation so that those can be correctly interpreted and used without any analytic problems in the analysis of sampled data systems. Also some useful schemes of applying the modified z-transform will be developed.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.3
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• pp.129-138
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• 1993

In this study, the applicability of finite analytic method (FAM) is studied by selecting linearized-Burgers equation and Burgers equation which have convective and diffusive behaviors as the model equation of Navier-Stokes equations and by comparing numerical solution of finite difference method (FDM) and finite analytic method. The results are as follows. It is shown that the convergence of FAM for steady-state analytic solution of linearized-Burgers equation and Burgers equation is better than that of FDM under the same criteria. Also the accuracy of FAM for transient solution of Burgers equation is excellent. Especially, it is shown that oscillation phenomenon due to dispersion errors which occur according to the choice of grid size in FDM does not occur in FAM at all. So, it can be thought that FAM is numerically very stable scheme, which is free from dispersion errors.