• East Asian mathematical journal
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• v.27 no.1
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• pp.91-100
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• 2011

It is important to find an optimal strategy which maximize the surplus of the insurance company at the maturity time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy, under the CEV model, which maximizes the expected exponential utility of the final value of the surplus at T. To do this optimization problem, the corresponding Hamilton-Jacobi-Bellman equation will be transformed a linear partial differential equation by applying a Legendre transform.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.397-412
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• 2011

In this paper, the equation of the transient Stokes flow of an incompressible viscous fluid is studied. Growth and decay estimates are established associating some appropriate cross sectional line and area integral measures. The method of the proof is based on a first-order differential inequality leading to an alternative of Phragm$\'{e}$n-Lindell$\"{o} $f type in terms of an area measure of the amplitude in question. In the case of decay, we also indicate how to bound the total energy.

• Proceedings of the KIEE Conference
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• 1989.11a
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• pp.211-215
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• 1989

This paper presents the thermal analysis of EHV OF cable accessories using FEM. The governing equation about the temperature in the cable accessories is induced by the energy balance equation. Since the temperature distribution is a function of space and time, the weighted residual method is adopted for FEM formulation. The difference approximation is used to treat the time differential term in the element equation. Automatic mesh generation which save time and labor is introduced for the data input process. It will be expected that the following thermal analysis result will be very useful to cable accessories design.

• Journal of KSNVE
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• v.10 no.5
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• pp.849-858
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• 2000

In this paper the chaotic out-of-plane vibrations of the uniformly curved pipe with pulsating flow are theoretically investigated. The derived equations of motion contain the effects of nonlinear curvature and torsional coupling. The corresponding nonlinear ordinary differential equation is a type of nonhomogenous Hill's equation . this is transformed into the averaged equation by averaging theorem. Bifurcation curves of chaotic motion are obtained by Melnikov's method and plotted in several cases of frequency ratios. The theoretically obtained results are demonstrated by numerical simulation. And strange attractors are shown.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2002.10a
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• pp.440-445
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• 2002

The characteristic equation for regenerative chatter loop including a delay element replaced by a rational function is presented by a linear differential-difference equation, accounting for the dynamics of the AMB controllers, the uncut chip thickness equation and the cutting process as well as the rigid spindle dynamics itself. The chatter stability analysis of a rigid milling spindle suspended by 5-axes active magnetic bearings(AMBs) is also performed to investigate the influences of the damping and stiffness coefficients of AMBs on the chatter free cutting conditions, as they are allowed to vary within the stable region formed by the AMB control gains. Several cutting tests varying the derivative gains of the AMB were performed to investigate the regenerative chatter vibrations, and it was concluded that the theoretical analysis results are in good consistency with the test results.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.7
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• pp.740-748
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• 1990

In this paper, we consider the problem of parameter estimation, i.e., definding the internal structure of a linear distribution parameter system from its input/output data. First, a linear partial differential equation describing the system is double-integrated with respect to two variables and then transformed into an integral equation. Next the Walsh Operation Matrix for Walsh function and their integration are introduced to transform the integral equation into algebraic simultaneous equations. Finally, we develop an algorithm to estimate the parameters of the linear distributed parameter system from the simple linear algebraic simultaneous equations. It is also shown that our algorithm could be effective in real time data processing since it uses the Fast Walsh Transform.

• ETRI Journal
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• v.45 no.1
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• Structural Engineering and Mechanics
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• v.42 no.5
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• pp.715-728
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• 2012

This paper deals with determining the fundamental frequency of tall buildings that consist of framed tube, shear core, belt truss and outrigger systems in which the framed tube and shear core vary in size along the height of the structure. The effect of belt truss and outrigger system is modeled as a concentrated rotational linear spring at the belt truss and outrigger system location. Many cantilevered tall structures can be treated as cantilevered beams with variable cross-section in free vibration analysis. In this paper, the continuous approach, in which a tall building is replaced by an idealized cantilever continuum representing the structural characteristics, is employed and by using energy method and Hamilton's variational principle, the governing equation for free vibration of tall building with variable distributed mass and stiffness is obtained. The general solution of governing equation is obtained by making appropriate selection for mass and stiffness distribution functions. By applying the separation of variables method for time and space, the governing partial differential equation of motion is reduced to an ordinary differential equation with variable coefficients with the assumption that the transverse displacement is harmonic. A power-series solution representing the mode shape function of tall building is used. Applying boundary conditions yields the boundary value problem; the frequency equation is established and solved through a numerical process to determine the natural frequencies. Computer program has been developed in Matlab (R2009b, Version 7.9.0.529, Mathworks Inc., California, USA). A numerical example has been solved to demonstrate the reliability of this method. The results of the proposed mathematical model give a good understanding of the structure's dynamic characteristics; it is easy to use, yet reasonably accurate and suitable for quick evaluations during the preliminary design stages.

• Journal of the Korean Society for Marine Environment & Energy
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• v.13 no.3
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• pp.174-180
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• 2010

The inhomogeneous Helmholtz equation is introduced for variable water depth and potential function and separation of variables are introduced for the derivation. Only harmonic wave motions are considered. The governing equation composed of the potential function for irrotational flow is directly applied to the still water level, and the inhomogeneous Helmholtz equation for variable water depth is obtained. By introducing the wave amplitude and wave phase gradient the governing equation with complex potential function is transformed into two equations of real variables. The transformed equations are the first and second-order ordinary differential equations, respectively, and can be solved in a forward marching manner when proper boundary values are supplied, i.e. the wave amplitude, the wave amplitude gradient, and the wave phase gradient at a side boundary. Simple spatially-centered finite difference numerical schemes are adopted to solve the present set of equations. The equation set is applied to two test cases, Booij’ inclined plane slope profile, and Bragg’ wavy bed profile. The present equations set is satisfactorily verified against other theories including the full linear equation, Massel's modified mild-slope equation, and Berkhoff's mild-slope equation etc.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.6
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• pp.753-759
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• 1999

BPF(block pulse function) has been used widely in the system analysis and controller design. The integral operational matrix of BPF converts the system represented in the form of the differential equation into the algebraic problem. Therefore, it is important to reduce the error caused by the integral operational matrix. In this paper, a new integral operational matrix is derived from the approximating function using Lagrange's interpolation formula. Comparing the proposed integral operational matrix with another, the result by proposed matrix is closer to the real value than that by the conventional matrix. The usefulness of th proposed method is also verified by numerical examples.