• Korean Journal of Mathematics
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• v.25 no.2
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• pp.229-246
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• 2017

This paper concerns barrier option of American type where the underlying price is monitored during only part of the option's life. Analytic valuation formulas of the American partial barrier options are obtained by approximation method. This approximation method is based on barrier options along with exponential early exercise policies. This result is an extension of Jun and Ku [10] where the exercise policies are constant.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.57-69
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• 2012

In this paper, we prove the existence of mild solutions for a first order impulsive neutral differential inclusion with state dependent delay. We assume that the state-dependent delay part generates an analytic resolvent operator and transforms it into an integral equation. By using a fixed point theorem for condensing multi-valued maps, a main existence theorem is established.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.430-430
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• 2000

This paper presents a new analytic approach using tetrahedrons to determine the forward kinematics of the 3-6-type Stewart platform. By using of the tetrahedral geometry, this approach has the advantage of greatly reducing the complexity of formulation and the computational burden required by the conventional methods which have been solved the forward kinematics with three unknown angles. As a result, this approach allows a significant abbreviation in the formulations and provides an easier means of obtaining the solutions. The proposed method is well verified through a series of numerical simulation.

• 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.

• Korean Journal of Mathematics
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• v.31 no.4
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• pp.433-444
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• 2023

Given a function f analytic in open disk centred at origin of radius unity and satisfying the condition |f(z)/g(z) - 1| < 1 for a analytic function g with certain prescribed conditions in the unit disk, radii constants R are determined for the values of Rzf'(Rz)/f(Rz) to lie inside the domain enclosed by the curve |w² - 1| = 1 (lemniscate of Bernoulli). This, in turn, provides a partial solution to the conjectures and problems for determination of sharp bounds R for such functions f.

• Proceedings of the Korean Nuclear Society Conference
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• 1999.05a
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• pp.15-15
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• 1999

• Proceedings of the Korean Nuclear Society Conference
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• 1999.10a
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• pp.52-52
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• 1999

• Journal of Mechanical Science and Technology
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• v.20 no.12
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• pp.2230-2241
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• 2006

This paper presents a sole application of boundary element method to the conjugate heat transfer problem of thermally developing laminar flow in a thick walled pipe when the fluid velocities are fully developed. Due to the coupled mechanism of heat conduction in the solid region and heat convection in the fluid region, two separate solutions in the solid and fluid regions are sought to match the solid-fluid interface continuity condition. In this method, the dual reciprocity boundary element method (DRBEM) with the axial direction marching scheme is used to solve the heat convection problem and the conventional boundary element method (BEM) of axisymmetric model is applied to solve the heat conduction problem. An iterative and numerically stable BEM solution algorithm is presented, which uses the coupled interface conditions explicitly instead of uncoupled conditions. Both the local convective heat transfer coefficient at solid-fluid interface and the local mean fluid temperature are initially guessed and updated as the unknown interface thermal conditions in the iterative solution procedure. Two examples imposing uniform temperature and heat flux boundary conditions are tested in thermally developing region and compared with analytic solutions where available. The benchmark test results are shown to be in good agreement with the analytic solutions for both examples with different boundary conditions.

• Aerospace Engineering and Technology
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• v.3 no.2
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• pp.42-49
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• 2004

Analytical solutions are developed to predict temperature of a satellite box during launch stage under the assumption of worst hot condition. The considered time period is from fairing jettison to separation of satellite during launch stage. After fairing jettison, a box mounted on outer surface of satellite are exposed to space environments such as direct solar flux, Earth IR, Albedo, and free molecular heating. The thermal governing equation is simplified to 1st order ordinary differential equation such that analytic solutions are acquired after the box is assumed as a single lumped mass. The analytical solutions are also available for mass varying box. Finally, the practical application is performed for the case of STSAT-1 launch scenario.

• Structural Engineering and Mechanics
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• v.44 no.3
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• pp.289-303
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• 2012

Existing plane stress solutions for thin plates and disks have shown several qualitative features which are difficult to handle with the use of commercial numerical codes (non-existence of solutions, singular solutions, rapid growth of the plastic zone with a loading parameter). In order to understand the effect of temperature and pressure-dependency of the yield criterion on some of such features as well as on the distribution of residual stresses and strains, a semi-analytic solution for a thin hollow disk fixed to a rigid container and subject to thermal loading and subsequent unloading is derived. The material model is elastic-perfectly/plastic. The Drucker-Prager pressure-dependent yield criterion and the equation of incompressibity for plastic strains are adopted. The distribution of residual stresses and strains is illustrated for a wide range of the parameter which controls pressure-dependency of the yield criterion.