• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.141-152
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• 2007

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.21-32
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• 2016

We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.12
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• pp.2631-2635
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• 2002

The semi-analytic sensitivity analysis using Pade approximation is presented for linear elastic structures. Although the semi-analytic method has several advantages, accuracy of the method prevents it from practical application. One of promising remedies is the use of geometric series for the matrix inversion. Though series expansion of order three has been successfully applied to the calculation of the structural sensitivity in the most range of the design perturbation, it is prone to have a slow convergence for large perturbation. To overcome this shortage, Pade approximation is introduced so that it can broaden the trust region of the perturbation without adding expansion terms. Numerical results show that the confident sensitivity can be obtained with tiny expenses of computation effort.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.22 no.2
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• pp.125-136
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• 2018

In this article, a homotopy perturbation transform method (HPTM) and the Laplace transform combined with Taylor expansion method are presented for solving Volterra integral equations with a convolution kernel. The (HPTM) is innovative in Laplace transform algorithm and makes the calculation much simpler while in the Laplace transform and Taylor expansion method we first convert the integral equation to an algebraic equation using Laplace transform then we find its numerical inversion by power series. The numerical solution obtained by the proposed methods indicate that the approaches are easy computationally and its implementation very attractive. The methods are described and numerical examples are given to illustrate its accuracy and stability.

• Bulletin of the Korean Chemical Society
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• v.24 no.6
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• pp.859-863
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• 2003

We report on the theoretical positron affinities of closed-shell atomic anions. The second-order many-body perturbation theory is applied taking the positron-electron interaction as a perturbation. The corrections for the complete basis set effects to the second order affinity are calculated based on the variational and nonvariational energy functionals of explicitly correlated geminals. It is shown that the explicitly correlated methods accelerate the convergence of the expansion significantly giving the account of the cusp behavior outside the orbital space.

• Bulletin of the Korean Mathematical Society
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• v.47 no.1
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• pp.73-79
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• 2010

A pair of point vortices of the same strength but opposite sign is called a vortex dipole. We consider the limiting case where two vortices approach infinitely close while the ratio of the strength to the distance kept constant. The motion of such point vortex dipole on the ellipsoid of revolution is investigated geometrically to conclude that the trajectory draws a geodesic up to the leading order of perturbation, whose direction is determined by the initial orientation of the dipole. Related issues are also remarked.

• Bulletin of the Korean Mathematical Society
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• v.38 no.2
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• pp.337-346
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• 2001

A linearization owing to Oseen originally is performed to study the recirculating Navier-Stokes flows at high Reynolds numbers. The procedure is generalized to produce higher order asymptotic expansion for the flow velocity. We call this the Oseen-type expansion of the given flow. As a concrete example, the velocity of a steady Navier-Stockes flow due to a swimming flexible sheet in two-dimensional infinite strip domain is calculated by an asymptotic expansion technic with two-parameters, the Reynolds number R and the perturbation parameter $\varepsilon$ first and then R secondly. The asymptotic result is up to second order in $\varepsilon$.

• Applied Chemistry for Engineering
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• v.20 no.6
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• pp.646-652
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• 2009

Present study deals with a three phase flow problem of determining drag acting on spheres wetted by liquid flow by gas flow through the spheres in simple cubic (SC), body-center cubic (BCC) and face-centered cubic (FCC) array, respectively, when the inertia of gas is negligibly small. The liquid flow driven by gravity on the spheres is assumed to be unaffected by the countercurrent gas flow. A perturbation method coupled with a multipole expansion method is used to calculate the hydrodynamic interactions between spheres and hence determine the effect of liquid film and flow on the gas flow for each periodic array of spheres. An approximate method for evaluating the effect of the liquid film is also presented for simple estimations. It is found that the approximation results are in a reasonable agreement with the numerical calculations.

• Nuclear Engineering and Technology
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• v.27 no.3
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• pp.374-384
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• 1995

The mathematical adjoint solution of the Analytic Function Expansion (AFEN) method is found by solving the transposed matrix equation of AFEN nodal equation with only minor modification to the forward solution code AFEN. The perturbation calculations are then performed to estimate the change of reactivity by using the mathematical adjoint The adjoint calculational scheme in this study does not require the knowledge of the physical adjoint or the eigenvalue of the forward equation. Using the adjoint solutions, the exact and first-order perturbation calculations are peformed for the well-known benchmark problems (i.e., IAEA-2D benchmark problem and EPRI-9R benchmark problem). The results show that the mathematical adjoint flux calculated in the code is the correct adjoint solution of the AFEN method.

• Water Engineering Research
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• v.1 no.1
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• pp.63-74
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• 2000

This paper presents a two- phase search scheme for optimal pipe expansion of expansion of existing water distribution systems. In pipe network problems, link flows affect the total cost of the system because the link flows are not uniquely determined for various pipe diameters. The two-phase search scheme based on stochastic optimization scheme is suggested to determine the optimal link flows which make the optimal design of existing pipe network. A sample pipe network is employed to test the proposed method. Once the best tree network is obtained, the link flows are perturbed to find a near global optimum over the whole feasible region. It should be noted that in the perturbation stage the loop flows obtained form the sample existing network are employed as the initial loop flows of the proposed method. It has been also found that the relationship of cost-hydraulic gradient for pipe expansion of existing network affects the total cost of the sample network. The results show that the proposed method can yield a lower cost design than the conventional design method and that the proposed method can be efficiently used to design the pipe expansion of existing water distribution systems.