• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.915-920
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• 2014

We consider a continuous time surplus process with investments the sizes of which are independent and identically distributed. It is assumed that an investment of the surplus to other business is made, if and only if the surplus reaches a given sufficient level. We establish an integro-differential equation for the distribution function of the surplus and solve the equation to obtain the moment generating function for the stationary distribution of the surplus. As a consequence, we obtain the first and second moments of the level of the surplus in an infinite horizon.

• Wind and Structures
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• v.6 no.4
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• pp.249-262
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• 2003

The purpose of this study is to propose a procedure for evaluating quantitatively the increase of the equivalent damping ratio of a structure with passive/active vibration control systems subjected to a stationary wind load. A Lyapunov function governing the response of a structure and its differential equation are formulated first. Then the state-space equation of the structure coupled with the secondary damping system is solved. The results are substituted into the differential equation of the Lyapunov function and its derivative. The equivalent damping ratios are obtained from the Lyapunov function of the combined system and its derivative, and are used to assess the control effect of various damping devices quantitatively. The accuracy of the proposed procedure is confirmed by applying it to a structure with nonlinear as well as linear passive/active control systems.

• Structural Engineering and Mechanics
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• v.12 no.1
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• pp.85-100
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• 2001

In this paper, an analytical procedure for solving several static and dynamic problems of non-uniform beams is proposed. It is shown that the governing differential equations for several stability, free vibration and static problems of non-uniform beams can be written in the from of a unified self-conjugate differential equation of the second-order. There are two functions in the unified equation, unlike most previous researches dealing with this problem, one of the functions is selected as an arbitrary expression in this paper, while the other one is expressed as a functional relation with the arbitrary function. Using appropriate functional transformation, the self-conjugate equation is reduced to Bessel's equation or to other solvable ordinary differential equations for several cases that are important in engineering practice. Thus, classes of exact solutions of the self-conjugate equation for several static and dynamic problems are derived. Numerical examples demonstrate that the results calculated by the proposed method and solutions are in good agreement with the corresponding experimental data, and the proposed procedure is a simple, efficient and exact method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.50 no.6
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• pp.259-265
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• 2001

In the last two decades, many researchers proposed various usages of the orthogonal functions such as Walsh, Haar and BPF to solve the system analysis, optimal control, and identification problems from and algebraic form. In this paper, a simple procedure to design and algerbraic observer for the descriptor system is presented by using block pulse function expansions. The main characteristic of this technique is that it converts differential observer equation into an algerbraic equation. And furthermore, a simple recursive algorithm is proposed to obtain BPFs coefficients of the observer equation.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.8
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• pp.792-804
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• 1990

This paper describes an efficient optimization algorithm by calculating sensitivity function for power system stabilization. In power system, the dynamic performance of exciter, governor etc. following a disturbance can be presented by a nonlinear differential equation. Since a nonlinear equation can be linearized for small disturbances, the state equation is expressed by a system matrix with system parameters. The objective function for power system operation will be related to the system parameter and the initial state at the optimal control condition for control or stabilization. The object function sensitivity to the system parameter can be considered to be effective in selecting the optimal parameter of the system.

• Structural Engineering and Mechanics
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• v.17 no.1
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• pp.1-14
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• 2004

Numerical solution to linear bending analysis of circular plates is obtained by the method of harmonic differential quadrature (HDQ). In the method of differential quadrature (DQ), partial space derivatives of a function appearing in a differential equation are approximated by means of a polynomial expressed as the weighted linear sum of the function values at a preselected grid of discrete points. The method of HDQ that was used in the paper proposes a very simple algebraic formula to determine the weighting coefficients required by differential quadrature approximation without restricting the choice of mesh grids. Applying this concept to the governing differential equation of circular plate gives a set of linear simultaneous equations. Bending moments, stresses values in radial and tangential directions and vertical deflections are found for two different types of load. In the present study, the axisymmetric bending behavior is considered. Both the clamped and the simply supported edges are considered as boundary conditions. The obtained results are compared with existing solutions available from analytical and other numerical results such as finite elements and finite differences methods. A comparison between the HDQ results and the finite difference solutions for one example plate problem is also made. The method presented gives accurate results and is computationally efficient.

• Magazine of the Korean Society of Agricultural Engineers
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• v.34 no.4
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• pp.97-105
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• 1992

The main purpose of this paper is to present the buckling loads of tapered columns due to dynamic concept. The ordinary differential equation governing the bucking loads for tapered columns is derived on the basis of dynamic concept. Three kinds of cross sectional shape are considered in the governing equation. The Improved Euler method and Determinant Search method are used to perform the integration of the differential equation and to determine the buckling loads, respectively. The hinged-hinged, hinged-clamped, clamped-clamped and free-clamped end constraints are applied in numerical examples. The buckling loads are reported as the function of section ratio, and the effects of cross-sectional shapes are investigated. The buckling load equation, which are fitted by numerical data, are proposed as a function of section ratio. It is expected that these equations can be utilized in structural engineering field.

• Journal of applied mathematics & informatics
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• v.28 no.1_2
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• pp.49-58
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• 2010

In the present article we consider the diffusive Nicholson's blowflies equation with nonlocal delay incorporated into an integral convolution over all the past time and the whole infinite spatial domain $\mathbb{R}$. When the kernel function takes a special function, we construct a pair of lower and upper solutions of the corresponding travelling wave equation and obtain the existence of travelling fronts according to the existence result of travelling wave front solutions for reaction diffusion systems with nonlocal delays developed by Wang, Li and Ruan (J. Differential Equations, 222(2006), 185-232).

• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.877-894
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• 2013

In this paper, we study the existence and uniqueness of solutions for a singular system of nonlinear fractional differential equations with integral boundary conditions. We obtain existence and uniqueness results of solutions by using the properties of the Green's function, a nonlinear alternative of Leray-Schauder type, Guo-Krasnoselskii's fixed point theorem in a cone. Some examples are included to show the applicability of our results.

• Communications of the Korean Mathematical Society
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• v.33 no.4
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• pp.1181-1203
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• 2018

In this paper, we are mainly devoted to find out the general meromorphic solution of some specific type of differential equation. We have also answered an open question posed by Banerjee-Chakraborty [4] by extending their results in a large extent. We have provided an example showing that the conclusion of the results of Zhang-Yang [16] is not general true. Some examples have been exhibited to show that certain claims are true in our main result. Finally some questions have been posed for the future research in this direction.