• Journal of applied mathematics & informatics
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• 제23권1_2호
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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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• 제23권1호
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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.

• 대한기계학회논문집A
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• 제26권12호
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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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• 제22권2호
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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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• 제24권6호
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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.

• 대한수학회보
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• 제47권1호
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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.

• 대한수학회보
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• 제38권2호
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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 $\varepsilon$.

• 공업화학
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• 제20권6호
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• pp.646-652
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• 2009

본 연구는 표면에 액체 막이 입혀진 구 입자를 지나는 기체의 흐름이 구 입자에 작용하는 항력을 결정하는 3상계 문제를 다룬다. 기체 흐름의 관성은 무시할 정도로 작으며, 구 입자의 표면에서 액체는 중력에 의해 흐르고 액체 막이 기체 흐름에 영향을 받지 않는 경우를 고려한다. SC (simple cubic), BCC (body centered cubic), FCC (face centered cubic) 각 배열의 구 입자들에 대해 외란 기법(perturbation method)과 멀티폴 전개(multipole expansion) 방법을 이용하여 입자들의 수력학적 상호 작용을 계산하고 궁극적으로 액체 막과 액체의 흐름이 기체 흐름에 미치는 영향을 수치적으로 결정한다. 근사적인 방법으로 액체 막의 효과에 구하고 이를 엄밀한 계산 값들과 비교한 결과, 대체로 일치함을 보인다.

• Nuclear Engineering and Technology
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• 제27권3호
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• pp.374-384
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• 1995

해석함수 전개 노달방법의 수학적 수한해를 AFEN코드에 약간의 수정을통하여 AFEN노달 방정식의 전치행 렬 방정식을 풀어서 계산하였다. 또한 이 수반해를 사용하여 섭동이론(정확한 섭동이론과 일차근사 섭동이론)을 이용한 계산이 반응도 변화를 예측하기 위해 두개의 잘 알려진 표준문제를 통하여 수행되었다. 본 연구에서 수반해의 계산방법은 물리적 수반해 및 정방정식의 고유치를 필요로 하지 않는다. 계산결과들은 본 논문에서 계산된 수반해가 AFEN방법의 정화한 수학적 수반해임을 보여준다.

• Water Engineering Research
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• 제1권1호
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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.