• Title/Summary/Keyword: expansion formula

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Theoretical Development and Design Aids for Expansion Joint Spacings

  • Lee, Hong-Jae;Lee, Cha-Don
    • KCI Concrete Journal
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    • v.12 no.1
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    • pp.101-111
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    • 2000
  • It has been a well known fact that buildings having inappropriate expansion joints in their spacings may be subject to exterior damages due to extensive cracks on the outer walls under service loads and structural damages due to excessive moment induced by temperature changes at ultimate load conditions. Unfortunately, consistent code provisions are unavailable regarding spacings of expansion joints from different foreign structural codes. And a more serious problem is that no quantitative measurements on spacings is given in our codes for building structures. In order to establish a rational guideline on the spacing of expansion joints, theoretical approaches are taken in this study. The developed theoretical formula is, then, converted to a design chart for structural designers' convenience in its use. The chart considers both service and ultimate load stages.

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Higher Order Coordinates Conversion for UTM Projection (UTM 투영에 의한 고차 좌표변환)

  • Seo, Seung-Nam
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.3
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    • pp.277-290
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    • 2008
  • In order to apply UTM coordinates conversion in zones larger than $14^{\circ}$ wide, a new conversion formula, based on the 12th expansion of Taylor series, is derived which is shown to be an extension of Thomas' formula(1952). Some examples of coordinate conversion between WGS84 and UTM are presented and convergences of computational results are also tested according to the order of formula. The present conversion formula can be used to make rectangular coordinate grid systems for numerical models to compute long wave propagation such as tide or tsunami around Korea.

DERIVATIVE FORMULAE FOR MODULAR FORMS AND THEIR PROPERTIES

  • Aygunes, Aykut Ahmet
    • Journal of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.333-347
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    • 2015
  • In this paper, by using the modular forms of weight nk ($2{\leq}n{\in}\mathbb{N}$ and $k{\in}\mathbb{Z}$), we construct a formula which generates modular forms of weight 2nk+4. This formula consist of some known results in [14] and [4]. Moreover, we obtain Fourier expansion of these modular forms. We also give some properties of an operator related to the derivative formula. Finally, by using the function $j_4$, we obtain the Fourier coefficients of modular forms with weight 4.

APPROXIMATION FORMULAS FOR SHORT-MATURITY NEAR-THE-MONEY IMPLIED VOLATILITIES IN THE HESTON AND SABR MODELS

  • HYUNMOOK CHOI;HYUNGBIN PARK;HOSUNG RYU
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.27 no.3
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    • pp.180-193
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    • 2023
  • Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

SOME FAMILIES OF INFINITE SUMS DERIVED BY MEANS OF FRACTIONAL CALCULUS

  • Romero, Susana Salinas De;Srivastava, H.M.
    • East Asian mathematical journal
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    • v.17 no.1
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    • pp.135-146
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    • 2001
  • Several families of infinite series were summed recently by means of certain operators of fractional calculus(that is, calculus of derivatives and integrals of any real or complex order). In the present sequel to this recent work, it is shown that much more general classes of infinite sums can be evaluated without using fractional calculus. Some other related results are also considered.

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Improving Percentile Points of $x^2$ Distribution ($x^2$분포의 백분위수의 개선에 관한 연구)

  • 이희춘
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.137-143
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    • 1993
  • Generally there are three methods to derive an approximation formula: 1) approching standard normal distribution by appropriate changing variable 2) using standardization variable for expansion 3) deriving approximation formula by direct method. This paper present correction terms having the form of $C_{1/v^{n/2}}/{\;}+{\;}C_2{\;}(n=1,2)$ with respect to $x^2_{\alpha}(v)$ distribution (${\nu}{\;}{\leq}{\;}30$), which minimize the error by EDA method and least square method.

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Case Deletion Diagnostics for Intraclass Correlation Model

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.253-260
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    • 2014
  • The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

FURTHER EXPANSION AND SUMMATION FORMULAS INVOLVING THE HYPERHARMONIC FUNCTION

  • Gaboury, Sebastien
    • Communications of the Korean Mathematical Society
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    • v.29 no.2
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    • pp.269-283
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    • 2014
  • The aim of the paper is to present several new relationships involving the hyperharmonic function introduced by Mez$\ddot{o}$ in (I. Mez$\ddot{o}$, Analytic extension of hyperharmonic numbers, Online J. Anal. Comb. 4, 2009) which is an analytic extension of the hyperharmonic numbers. These relations are obtained by using some fractional calculus theorems as Leibniz rules and Taylor like series expansions.

Partial Fraction Expansions for Newton's and Halley's Iterations for Square Roots

  • Kouba, Omran
    • Kyungpook Mathematical Journal
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    • v.52 no.3
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    • pp.347-357
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    • 2012
  • When Newton's method, or Halley's method is used to approximate the pth root of 1-z, a sequence of rational functions is obtained. In this paper, a beautiful formula for these rational functions is proved in the square root case, using an interesting link to Chebyshev's polynomials. It allows the determination of the sign of the coefficients of the power series expansion of these rational functions. This answers positively the square root case of a proposed conjecture by Guo(2010).

Topological Derivative for Fast Imaging of Two-Dimensional Thin Dielectric Inclusions in The Wave Propagation Environment

  • Park, Won-Kwang
    • Journal of electromagnetic engineering and science
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    • v.11 no.1
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    • pp.56-61
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    • 2011
  • In this paper, we consider the topological derivative concept for developing a fast imaging algorithm of thin inclusions with dielectric contrast with respect to an embedding homogeneous domain with a smooth boundary. The topological derivative is evaluated by applying asymptotic expansion formulas in the presence of small, perfectly conducting cracks. Through the careful derivation, we can design a one-iteration imaging algorithm by solving an adjoint problem. Numerical experiments verify that this algorithm is fast, effective, and stable.