• Journal of the Korean Mathematical Society
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• v.38 no.3
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• pp.683-695
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• 2001

In this paper we are concerned with theoretical properties of gap functions for the extended variational inequality problem (EVI) in a general Banach space. We will present a correction of a recent result of Chen et. al. without assuming the convexity of the given function Ω. Using this correction, we will discuss the continuity and the differentiability of a gap function, and compute its gradient formula under tow particular situations in a general Banach space. Our results can be regarded as infinite dimensional generalizations of the well-known results of Fukushima, and Zhu and Marcotte with soem modifications.

• Korean Journal of Mathematics
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• v.16 no.1
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• pp.57-84
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• 2008

In this paper, a boundary control problem for a flow governed by the time-dependent two dimensional Navier-Stokes equations is considered. We derive a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the drag due to the flow. After showing the existence of an optimal solution, the first order optimality conditions are derived. The strict differentiability of the state solution in regard to the control parameter shall be exposed rigorously, and the necessary conditions along with the system for the optimal solution shall be deduced in conjunction with the evaluation of the first order Gateaux derivative to the performance functional.

• Journal of the Korean Mathematical Society
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• v.43 no.2
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• pp.357-371
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• 2006

Let $X\;=\;(X_t,\;t{\in}[0, T])$ be a generalized Brownian motion(gBm) determined by mean function a(t) and variance function b(t). Let $L^2({\mu})$ denote the Hilbert space of square integrable functionals of $X\;=\;(X_t - a(t),\; t {in} [0, T])$. In this paper we consider a class of nonlinear functionals of X of the form F(. + a) with $F{in}L^2({\mu})$ and discuss their analysis. Firstly, it is shown that such functionals do not enjoy, in general, the square integrability and Malliavin differentiability. Secondly, we establish regularity conditions on F for which F(.+ a) is in $L^2({\mu})$ and has its Malliavin derivative. Finally we apply these results to compute the price and the hedging portfolio of a contingent claim in our financial market model based on a gBm X.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.108.3-108
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• 2001

In this work, we consider a real time optimal control problem of mechanical systems with restrictions for actuators i.e. input restrictions and constraints for the movable area i.e. state constraints. First, we formulate an optimal control problem which evaluates the cost function for a finite time horizon with input restrictions and state constraints of a wheeled vehicle as an example of mechanical systems. In this problem, the differentiability of the cost function is not required and this implies that the problem cannot be solved analytically. Therefore, in this work, we use an optimization method to solve the optimal control problem and a new real time optimization method is proposed to solve the problem. In this method, we provide a parameter that indicates the ...

• Journal of computational fluids engineering
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• v.6 no.3
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• pp.10-18
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• 2001

Genetic Algorithm(GA) is applied to aerodynamic shape optimization and demonstrated its merits in global searching ability and the independency of differentiability. However, applications of GA are limited due to slow convergence rate, premature termination, and high computing costs. The present aerodynamic designs such as wing shape optimizations using GA have seldom been applied because of high computing costs. This paper has two objects; improvement of the efficiency of GA and application of GA into aerodynamic shape optimization for 2D and 3D wings. The study indicates that GA can be applied to aerodynamic design and its performance is comparable to traditional design methods.

• Journal of Advanced Marine Engineering and Technology
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• v.21 no.2
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• pp.108-116
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• 1997

유전알고리즘은 진화원리에서 발견된 몇몇 특징들을 컴퓨터 알고리즘과 결합시켜 복잡한 최적화 문제를 해결하려는 도구로서 1975년 미국의 Holland 교수에 의해 처음으로 개발되었다. 주어진 문제에서 탐색환경이 다변수 또는 다봉(multi-modal)이 되어 대단히 복잡하거나 또는 부분적으로 알려질 경우는, 구배(gradient)에 기초한 재래식 방법을 사용하여 최적화하는 것은 매우 어렵게 되고 경우에 따라서는 불가능할 수도 있다. 이러한 이유로 유전알고리즘과 같은 강인한 탐색법이 요구된다. 유전알고리즘의 장점은 연속성(continuity), 미분가능성(differentiability), 단봉성(unimodality) 등과 같이 탐색공간에 대한 제약으로부터 자유롭다는 것이다. 다시 말하면 목적함수 외 탐색공간에 대한 사전지식을 필요로 하지 않고, 매우 크고 복잡한 공간일지라도 전역해 쪽으로 수렴해 갈수 있다는 것이다. 이러한 특성 때문에 유전알고리즘은 실제 환경에서 많은 복잡한 최적화 문제를 해결하는 방법으로 인정을 받고 있으며, 함수의 최적화, 신경회로망의 학습, 동적시스템의 식별및 제어, 신호처리등 여러 분야에 성공적으로 응용되고 있다. 이러한 중요성에 비해 유전알고리즘에 대한 연구는 국내적으로는 아직 미진한 수준이나 최근 이에 대한 관심이 고조되고 있으며, 또한 그 응용분야도 점점 넓어져 이론 개발과 실질적인 응용에 확산되리라 생각된다. 따라서 본 해설기사는 유전알고리즘의 원리와 응용 사례를 살펴봄으로서 최적화 문제를 해결하려는 독자들에게 조금이나마 도움을 주고자 한다.

• Journal of the Korean Mathematical Society
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• v.43 no.1
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• pp.45-63
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• 2006

This paper is concerned with a boundary control problem for the vorticity minimization, in which the flow is governed by the stationary two dimensional Stokes equations. We wish to find a mathematical formulation and a relevant process for an appropriate control along the part of the boundary to minimize the vorticity due to the flow. After showing the existence and uniqueness of an optimal solution, we derive the optimality conditions. The differentiability of the state solution in regard to the control parameter shall be conjunct with the necessary conditions for the optimal solution. For the minimizer, an algorithm based on the conjugate gradient method shall be proposed.

• Korean Journal of Mathematics
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• v.23 no.2
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• pp.293-312
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• 2015

We deal with a boundary control problem for the vorticity minimization, in which the ow is governed by the time-dependent two dimensional incompressible Navier-Stokes equations. We derive a mathematical formulation and a process for an appropriate control along the portion of the boundary to minimize the vorticity motion due to the ow in the fluid domain. After showing the existence of an optimal solution, we derive the optimality system for which optimal solutions may be determined. The differentiability of the state solution in regard to the control parameter shall be conjunct with the necessary conditions for the optimal solutions.

• Phonetics and Speech Sciences
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• v.2 no.2
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• pp.69-75
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• 2010

We propose an automatic pronunciation diagnosis system to evaluate the pronunciation of a foreign language without the uttered text. We recorded English utterances spoken by native and Korean speakers, and utterances spoken by Koreans are evaluated by native speakers based on three criteria: fluency, accuracy of phones and intonation. The system evaluates the utterances of test Korean speakers based on the differences of log-likelihood given two models: one is trained by English speech uttered by native speakers, and the other is trained by English speech uttered by Korean speakers. We also applied purification algorithm to increase class differentiability. The purification can detect and eliminate the non-speech frames such as short pauses, occlusive silences that do not help to discriminate between utterances. As the results, our proposed system has higher correlation with the human scores than the baseline system.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.329-339
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• 1993

Kernel regression is a nonparametric regression technique which requires only differentiability of the true function. If one wants to use the kernel regression technique to produce smooth estimates of a curve over a finite interval, one can realize that there exist distinct boundary problems that detract from the global performance of the estimator. This paper develops a kernel to handle boundary problem. In order to develop the boundary kernel, a generalized jacknife method by Gray and Schucany (1972) is adapted. Also, it will be shown that the boundary kernel has the same order of convergence rate as non-boundary.