• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1033-1047
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• 2009

In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

• Communications of the Korean Mathematical Society
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• v.18 no.3
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• pp.569-580
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• 2003

The Lotka-McKendrick equation which describes the evolution of a single population under the phenomenological conditions is developed from the well-known Malthus’model. In this paper, we introduce the Lotka-McKendrick equation for the description of the dynamics of a population. We apply a discontinuous Galerkin finite element method in age-time domain to approximate the solution of the system. We provide some numerical results. It is experimentally shown that, when the mortality function is bounded, the scheme converges at the rate of $h^2$ in the case of piecewise linear polynomial space. It is also shown that the scheme converges at the rate of $h^{3/2}$ when the mortality function is unbounded.

• Journal of the Korean Mathematical Society
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• v.50 no.1
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• pp.111-125
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• 2013

In this paper, we consider a continuous time risk model involving two types of dependent claims, namely main claims and by-claims. The by-claim is induced by the main claim and the occurrence of by-claim may be delayed depending on associated main claim amount. Using Rouch$\acute{e}$'s theorem, we first derive the closed-form solution for the Laplace transform of the survival probability in the dependent risk model from an integro-differential equations system. Then, using the Laplace transform, we derive a defective renewal equation satisfied by the survival probability. For the exponential claim sizes, we present the explicit formula for the survival probability. We also illustrate the influence of the model parameters in the dependent risk model on the survival probability by numerical examples.

• Journal of applied mathematics & informatics
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• v.29 no.1_2
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• pp.211-225
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• 2011

In this paper, a class of bi-directional associative memory (BAM) fuzzy cellular neural networks with distributed delays and impulses is formulated and investigated. By employing an integro-differential inequality with impulsive initial conditions and the topological degree theory, some sufficient conditions ensuring the existence and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with distributed delays are obtained. In particular, the estimate of the exponential convergence rate is also provided, which depends on the delay kernel functions and system parameters. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.6 no.2
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• pp.9-24
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• 2002

Total Variation(TV) regularization method is effective for reconstructing "blocky", discontinuous images from contaminated image with noise. But TV is represented by highly nonlinear integro-differential equation that is hard to solve. There have been much effort to obtain stable and fast methods. C. Vogel introduced "the Fixed Point Lagged Diffusivity Iteration", which solves the nonlinear equation by linearizing. In this paper, we apply multigrid(MG) method for cell centered finite difference (CCFD) to solve system arise at each step of this fixed point iteration. In numerical simulation, we test various images varying noises and regularization parameter $\alpha$ and smoothness $\beta$ which appear in TV method. Numerical tests show that the parameter ${\beta}$ does not affect the solution if it is sufficiently small. We compute optimal $\alpha$ that minimizes the error with respect to $L^2$ norm and $H^1$ norm and compare reconstructed images.

• Structural Engineering and Mechanics
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• v.34 no.4
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• pp.507-523
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• 2010

Parametric and forced non-linear vibrations of an axially moving rotor both in non-resonance and near-resonance cases have been investigated analytically in this paper. The axial speed is assumed to involve a mean value along with small harmonic fluctuations. Hamilton's principle is employed for this gyroscopic system to derive three coupled non-linear equations of motion. Longitudinal inertia is neglected under the quasi-static stretch assumption and two integro-partial-differential equations are obtained. With introducing a complex variable, the equations of motion is presented in the form of a single, complex equation. The method of multiple scales is applied directly to the resulting equation and the approximate closed-form solution is obtained. Stability boundaries for the steady-state response are formulated and the frequency-response curves are drawn. A number of case studies are considered and the numerical simulations are presented to highlight the effects of system parameters on the linear and nonlinear natural frequencies, mode shapes, limit cycles and the frequency-response curves of the system.

• Journal of the Society of Naval Architects of Korea
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• v.50 no.4
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• pp.224-231
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• 2013

The concept of the natural frequency is useful for understanding the characters of oscillating systems. However, when a circular cylinder floating horizontally on the water surface is heaving, due to the hydrodynamic forces, the system is not governed by the equation like that of the harmonic one. In this paper, in order to shed some lights on the more correct use of the concept of the natural frequency, a problem of the heaving circular cylinder is analyzed in the time domain. The equation of motion, an integro-differential equation, was derived following the fashion of Cummins (1962), and its coefficients including the retardation function were obtained using the numerical solution of Lee (2012). The equation was solved numerically, and the experiment was also carried out in the CNU flume. Using our numerical and experimental results, the natural frequency was defined as its average value given by the motion data excluding those of the initial stage. Our results were then compared with those of the existing investigations such as Maskell and Ursell (1970), Ito (1977) and Yeung (1982) as well as the newly obtained results of Lee (2012). Comparison showed that the natural frequency obtained here agrees well with that of Lee (2012), which was found through the frequency domain analysis. It was also shown that the approximation of heaving motion by a damped harmonic oscillation, which was regarded as suitable by most previous investigators, is not physically suitable for the reason that can be clearly shown through comparing the shape of MCFRs(Modulus of Complex Frequency Response). Furthermore, we found that although the previous approximations yield the damping ratio significantly different from our result the magnitude of natural frequency is not much different from our result.