• Proceedings of the KSME Conference
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• 2004.11a
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• pp.1247-1252
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• 2004

The present paper is devoted to the modeling method based on an averaging approach for thermal analysis of microchannel heat sinks subjected to the uniform wall temperature condition. Solutions for velocity and temperature distributions are presented using the averaging approach. When the aspect ratio of the microchannel is higher than 1, these solutions accurately evaluate thermal resistances of heat sinks. Asymptotic solutions for velocity and temperature distributions at the high-aspect-ratio limit are alsopresented by using the scale analysis. Asymptotic solutions are simple, but shown to predict thermal resistances accurately when the aspect ratio is higher than 10. The effects of the aspect ratio and the porosity on the friction factor and the Nusselt number are presented. Characteristics of the thermal resistance of microchannel heat sinks are also discussed.

• Journal of information and communication convergence engineering
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• v.15 no.1
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• pp.21-27
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• 2017

In this research, we study the outage probability for distributed space-time coding-based cooperative (DSTC) systems with amplify-and-forward relaying over Rayleigh fading channels with a high temporal correlation where the direct link between the source and the destination is available. In particular, we derive the upper and lower bounds of the outage probability as well as their corresponding asymptotic expressions. In addition, using only the average channel powers for the source-to-relay and relay-to-destination links, we propose an efficient power allocation scheme between the source and the relay to minimize the asymptotic upper bound of the outage probability. Through a numerical investigation, we verify the analytical expressions as well as the effectiveness of the proposed efficient power allocation. The numerical results show that the lower and upper bounds tightly correspond to the exact outage probability, and the proposed efficient power allocation scheme provides an outage probability similar to that of the optimal power allocation scheme that minimizes the exact outage probability.

• 한국전산유체공학회:학술대회논문집
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• 2004.10a
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• pp.7-14
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• 2004

It is well known that preconditioning methods are efficient for convergence acceleration at compressible low Mach number flows. In this study, the original Euler equations and three preconditioners nondimensionalized differently are implemented in two dimensional inviscid bump flows using the 3rd order MUSCL and DADI schemes as flux discretization and time integration respectively. The multigrid and local time stepping methods are also used to accelerate the convergence. The test case indicates that a properly modified local preconditioning technique involving concepts of a global preconditioning one produces Mach number independent convergence. Besides, an asymptotic analysis for properties of preconditioning methods is added.

• Journal of the Optical Society of Korea
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• v.20 no.4
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• pp.451-463
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• 2016

The misalignment errors and fluctuations in irradiance due to atmospheric turbulence can severely degrade the performance of free-space optical (FSO) systems. In this paper, we investigate the asymptotic bit error rate (BER) performance and diversity orders of FSO links using parallel transmit-diversity schemes. The BER expressions of FSO links with the switch-and-examine transmit (SET), switch-and-examine transmit with post-selection (SETps), dual-branch transmit laser selection (Dual-TLS), and group transmit laser selection (Group-TLS) schemes are derived, based on an approximate channel model. Then numerical simulations for these four schemes in the region of high average signal-to-noise ratio (SNR) are presented under different channel conditions. The results show that the four transmit-diversity schemes can reduce system complexity and overcome the limitation of peak power, without much BER deterioration.

• Journal of applied mathematics & informatics
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• v.29 no.3_4
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• pp.955-967
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• 2011

In this paper we have considered a nonautonomous predator-prey model with discrete time delay due to gestation, in which there are two prey habitats linked by isotropic migration. One prey habitat contains a predator and the other (a refuge) does not. Here, we have established some sufficient conditions on the permanence of the system by using in-equality analytical technique. By Lyapunov functional method, we have also obtained some sufficient conditions for global asymptotic stability of this model. We have observed that the per capita migration rate among two prey habitats and the time delay has no effect on the permanence of the system but it has an effect on the global asymptotic stability of this model. The aim of the analysis of this model is to identify the parameters of interest for further study, with a view to informing and assisting policy-maker in targeting prevention and treatment resources for maximum effectiveness.

• Journal of the Chungcheong Mathematical Society
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• v.20 no.1
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• pp.11-21
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• 2007

Given a nonlinear function f : $\mathbb{R}{\rightarrow}\mathbb{R}$ that has a simple real zero ${\alpha}$, a new numerical method to be called k-fold pseudo- Halley's method is proposed and it's error analysis is under investigation to confirm the convergence behavior near ${\alpha}$. Under the assumption that f is sufficiently smooth in a small neighborhood of ${\alpha}$, the order of convergence is found to be at least k+3. In addition, the corresponding asymptotic error constant is explicitly expressed in terms of k, ${\alpha}$ and f as well as the derivatives of f. A zero-finding algorithm is written and has been successfully implemented for numerous examples with Mathematica.

• East Asian mathematical journal
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• v.37 no.5
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• pp.553-566
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• 2021

In the over-the-counter market, option's buyers could have a problem for default risk caused by option's writers. In addition, many participants try to maximize their benefits obviously in investing the financial derivatives. Taking all these circumstances into consideration, we deal with the vulnerable power options under a constant elasticity variance (CEV) model. We derive an analytic pricing formula for the vulnerable power option by using the asymptotic analysis, and then we verify that the analytic formula can be obtained accurately by comparing our solution with Monte-Carlo price. Finally, we examine the effect of CEV on the option price based on the derived solution.

• Journal of applied mathematics & informatics
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• v.41 no.1
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• pp.33-50
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• 2023

Foreign exchange options are derivative financial instruments that can exchange one currency for another at a prescribed exchange rate on a specified date. In this study, we examine the analytic formulas for vulnerable foreign exchange options based on multi-scale stochastic volatility driven by two diffusion processes: a fast mean-reverting process and a slow mean-reverting process. In particular, we take advantage of the asymptotic analysis and the technique of the Mellin transform on the partial differential equation (PDE) with respect to the option price, to derive approximated prices that are combined with a leading order price and two correction term prices. To verify the price accuracy of the approximated solutions, we utilize the Monte Carlo method. Furthermore, in the numerical experiments, we investigate the behaviors of the vulnerable foreign exchange options prices in terms of model parameters and the sensitivities of the stochastic volatility factors to the option price.

• Proceedings of the Korean Nuclear Society Conference
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• 2004.10a
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• pp.101-102
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• 2004

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.399-422
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• 2003

In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, some vector-valued ${PCI}_p$ ${C}_p$=(${C}_{px}$, ${C}_{py}$),${C}_{pk}$=(${C}_{pkx}$, ${C}_{pky}$) and ${C}_{pm}$=(${C}_{pmx}$, ${C}_{pmy}$) considering univariate PCIs ${C}_p$,${C}_{pk}$ and ${C}_{pm}$ are studied. First, we propose some asymptotic confidence regions of our vector-valued PCIs with bootstrap. And we examine the performance of asymptotic confidence regions of our vector-valued PCIs ${C}_p$ and ${C}_{pk}$ under the assumption of bivariate normal distribution BN($\mu_{x}$, $\mu_{y}$, $\sigma_{x}^{2}$, $\sigma_{y}^{2}$, $\rho$) and bivariate chi-square distribution Bivariate $x^2$(5,5,$\rho$).