• 대한수학회지
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• 제59권2호
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• pp.311-335
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• 2022

This paper treats Merton's classical portfolio optimization problem for a market participant who invests in safe assets and risky assets to maximize the expected utility. When the state process is a d-dimensional Markov diffusion, this problem is transformed into a problem of solving a Hamilton-Jacobi-Bellman (HJB) equation. The main purpose of this paper is to solve this HJB equation by a deep learning algorithm: the deep Galerkin method, first suggested by J. Sirignano and K. Spiliopoulos. We then apply the algorithm to get the solution to the HJB equation and compare with the result from the finite difference method.

• Steel and Composite Structures
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• 제32권3호
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• pp.293-304
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• 2019

In the present paper, the element free Galerkin (EFG) method is developed for geometrically nonlinear analysis of deep beams considering small scale effect. To interpret the behavior of structure at the nano scale, the higher-order gradient elasticity nonlocal theory is taken into account. The radial point interpolation method with high order of continuity is used to construct the shape functions. The nonlinear equation of motion is derived using the principle of the minimization of total potential energy based on total Lagrangian approach. The Newmark method with the small time steps is used to solve the time dependent equations. At each time step, the iterative Newton-Raphson technique is applied to minimize the residential forces caused by the nonlinearity of the equations. The effects of nonlocal parameter and aspect ratio on stiffness and dynamic parameters are discussed by numerical examples. This paper furnishes a ground to develop the EFG method for large deformation analysis of structures considering small scale effects.

• 대한토목학회논문집
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• 제4권3호
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• pp.53-61
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• 1984

본(本) 연구(硏究)에서는 2차원(次元) 탄성(彈性) 뼈대 구조물(構造物)의 기하학적(幾何學的) 비선형(非線型) 해석(解析)을 위하여 Total Lagrangian 방법(方法)에 의한 보 유한요소(有限要素)(NB6)의 Formulation을 보여주고 있다. 이 보 요소(要素)는 3 차원(次元) 연속체(連續體)로부터 깊은 보 가정(假定) 이용(利用)하여 유도(誘導)되며 3개(個)의 기준절점(基準節點)과 3개(個)의 상대절점(相對節點)으로 이루어진다. 보의 운동방정식(運動方程式)은 Galerkin의 가중잔차법(加重殘差法)으로 Discretization 되며 요소강도(要素剛度) 및 질량(質量)매트릭스는 Newton-Raphson 방법(方法)으로 해하중(每荷重) 단계(段階)마다 반복계산(反復計算)되어 감소적분법(減少積分法)으로 구해진다. 본(本) 연구(硏究)에서 제안(提案)되는 NB6 비선형(非線形) 보 요소(要素) 정확도(正確度)와 효율성(效率性) 고찰(考察)하기 위하여 몇 가지 예제(例題) 해석(解析)하였다.

• International Journal of Naval Architecture and Ocean Engineering
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• 제10권6호
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• pp.692-710
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• 2018

The Three-dimensional (3-D) dynamical behaviors of a fluid-conveying pipe subjected to vortex-induced vibration are investigated with different internal flow velocity ${\nu}$. The values of the internal flow velocity are considered in both subcritical and supercritical regimes. During the study, the 3-D nonlinear equations are discretized by the Galerkin method and solved by a fourth-order Runge-Kutta method. The results indicate that for a constant internal flow velocity ${\nu}$ in the subcritical regime, the peak Cross-flow (CF) amplitude increases firstly and then decrease accompanied by amplitude jumps with the increase of the external reduced velocity. While two response bands are observed in the In-line (IL) direction. For the dynamics in the lock-in condition, 3-D periodic, quasi-periodic and chaotic vibrations are observed. A variety of CF and IL responses can be detected for different modes with the increase of ${\nu}$. For the cases studied in the supercritical regime, the dynamics shows a great diversity with that in the subcritical regime. Various dynamical responses, which include 3-D periodic, quasi-periodic as well as chaotic motions, are found while both CF and IL responses are coupled while ${\nu}$ is beyond the critical value. Besides, the responses corresponding to different couples of ${\mu}_1$ and ${\mu}_2$ are obviously distinct from each other.

• 대한토목학회논문집
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• 제6권1호
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• pp.61-68
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• 1986

본(本) 연구(硏究)에서는 포텐셜에너지 이론(理論)을 바탕으로 탄성정력학적(彈性靜力學的) 문제(問題)에 대한 재차 Euler 방정식(方程式)을 완벽히 만족(滿足)하는 새로운 형태(形態)의 형상함수(形狀函數)를 제안(提案)하였다. Shear locking 현상(現像)을 피하기 위한 함차적분(咸差積分)이 필요(必要)없는 이 형상함수(形狀函數)를 사용(使用)한 보 유한요소(有限要素)를 Galerkin 가중잔차법(加重殘差法)으로 유도(誘導)하여 보의 자유진동(自由振動)과 정력학적(靜力學的) 문제(問題)를 해석(解析)하여 이 형상함수(形狀函數)의 효율성(効率性)과 정확도(正確度)를 고찰(考察)하였다. 본(本) 연구(硏究)에서 제안(提案)된 형상함수(形狀函數)를 이용(利用)한 유한요소해(有限要素解)는 보의 靜的解析의 경우 정확해(正確解)와 완벽히 일치(一致)하였으며 자유진동해석(自由振動解析)의 경우에도 월등(越等)한 정확도(正確度)를 보여주었다. 따라서 본(本) 연구(硏究)에서 제안(提案)된 형상함수(形狀函數)의 개념(槪念)은 모든 탄성정력학적(彈性靜力學的) 문제(問題) 유한요소해(有限要素解)를 구하는데 적용(適用)될 수 있다고 사료된다.

• Steel and Composite Structures
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• 제24권2호
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• pp.151-176
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• 2017

This paper deals with general equations of motion for free vibration analysis response of thick three-layer doubly curved sandwich panels (DCSP) under simply supported boundary conditions (BCs) using higher order shear deformation theory. In this model, the face sheets are orthotropic laminated composite that follow the first order shear deformation theory (FSDT) based on Rissners-Mindlin (RM) kinematics field. The core is made of orthotropic material and its in-plane transverse displacements are modeled using the third order of the Taylor's series extension. It provides the potentiality for considering both compressible and incompressible cores. To find these equations and boundary conditions, Hamilton's principle is used. Also, the effect of trapezoidal shape factor for cross-section of curved panel element ($1{\pm}z/R$) is considered. The natural frequency parameters of DCSP are obtained using Galerkin Method. Convergence studies are performed with the appropriate formulas in general form for three-layer sandwich plate, cylindrical and spherical shells (both deep and shallow). The influences of core stiffness, ratio of core to face sheets thickness and radii of curvatures are investigated. Finally, for the first time, an optimum range for the core to face sheet stiffness ratio by considering the existence of in-plane stress which significantly affects the natural frequencies of DCSP are presented.