• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.695-708
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• 2011

Based on the multiple-time-scale (MTS) method, a general formula has been presented for solving an n-th, n = 2, 3, ${\ldots}$, order ordinary differential equation with strong linear damping forces. Like the solution of the unified Krylov-Bogoliubov-Mitropolskii (KBM) method or the general Struble's method, the new solution covers the un-damped, under-damped and over-damped cases. The solutions are identical to those obtained by the unified KBM method and the general Struble's method. The technique is a new form of the classical MTS method. The formulation as well as the determination of the solution from the derived formula is very simple. The method is illustrated by several examples. The general MTS solution reduces to its classical form when the real parts of eigen-values of the unperturbed equation vanish.

• Korean Management Science Review
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• v.25 no.3
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• pp.1-12
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• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• Journal of the Korean Mathematical Society
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• v.54 no.6
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• pp.1853-1878
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• 2017

Let $\{U(t,s)\}_{t{\geq}s}$ be a periodic evolutionary process with period ${\tau}$ > 0 on a Banach space X. Also, let L be the generator of the evolution semigroup associated with $\{U(t,s)\}_{t{\geq}s}$ on the phase space $P_{\tau}(X)$ of all ${\tau}$-periodic continuous X-valued functions. Some kind of variation-of-constants formula for the solution u of the equation $({\alpha}I-L)^nu=f$ will be given together with the conditions on $f{\in}P_{\tau}(X)$ for the existence of coefficients in the formula involving the monodromy operator $U(0,-{\tau})$. Also, examples of ODEs and PDEs are presented as its application.

• Journal of Ocean Engineering and Technology
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• v.18 no.1
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• pp.7-9
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• 2004

Using the solution to th contour integral of the complex logarithmic function ${\oint}_cIn(z-z_{0})dz$, the following definite integral, derived from the formula to calculate the forces exerted to n circular cylinder by the discrete vortices shed from it, has been evaluated (equation omitted)

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2012.10a
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• pp.590-593
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• 2012

There are a few formula for calculation of propagation constant of buried pipeline. These formula are basically based on the Wait's analytical expressions. Each transformed expression is from America and Japan. And also a propagation constant calculated by a developed bidirectional search algorithm for an application to an exact solution of underground fields represented. This solution is presented by Bridge's article. So several methods are used and values by them are compared whether they are appropriate to estimate an induction voltage. Japan's formula and exact solution are similar to apply for calculation of propagation constant.

• Asia-Pacific Journal of Business
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• v.4 no.2
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• pp.41-53
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• 2013

Undoubtedly, the basic sinking fund formula gives the future value of a series of equal installments. The main underlying assumption for using this formula is that installment and compounding frequency must be in equal interval. But when installment for a deposit scheme or any other savings scheme and compounding frequency do not occur in an equal interval, which is treated as the complex annuity problems in Finance Literature, the basic sinking fund formula does not give the accurate result. As a result, the obtainable amount from different deposit schemes offered by different banks and financial institutions does not match with the amount of future value calculated through the basic sinking fund formula by the investors or savers. This study focuses the concealed facts for such type of mismatches in values and at the same time it provides a solution through developing a new formula by extending the basic formula intended not only to remove those mismatches but also get the accurate future value from a sinking fund provision in case of complex annuity. Besides, since banks and financial institutions calculate the interest on the average amount of equal installments deposited within a period of time due to complex annuity, the study also formulates an arithmetic formula for calculating the average amount of installment.

• Bulletin of the Korean Mathematical Society
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• v.47 no.6
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• pp.1131-1138
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• 2010

In the present paper, we evaluate an analytic formula as a solution of Susceptible Infective (SI) model problem for communicable disease in which the daily contact rate (C(N)) is supposed to be varied linearly with population size N(t) that is large so that it is considered as a continuous variable of time t. Again, we introduce some Lie group of operators to make an extension of above analytic formula of the determin-istic epidemics model problem. Finally, we discuss some of its particular cases.

• Bulletin of the Society of Naval Architects of Korea
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• v.23 no.3
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• pp.10-16
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• 1986

This paper deals with a simple, approximate formula to predict the natural frequencies of the sagged cable structures. Assuming that the propagation velocity of the lateral wave is dependent only on the local mass per unit length and local tension, the explicit simple formula to predict the fundamental period is newly derived. The modified form of these formula is also presented for the prediction of the fundamental period of general shaped cable structures. The results of comparison shows fairly good agreements with experimental results and with theoretical ones. This formula is also used to predict the natural frequencies of a long vertical cable and the derived approximate formula in that case, becomes identical to the exact solution.

• East Asian mathematical journal
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• v.34 no.5
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• pp.623-632
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• 2018

In [7, 8] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with homogeneous boundary conditions, compute the finite element solutions using standard FEM and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. Their algorithm involves an iteration and the iteration number depends on the acuracy of stress intensity factors, which is usually obtained by extraction formula which use the finite element solutions computed by standard Finite Element Method. In this paper we investigate the dependence of the iteration number on the convergence of stress intensity factors and give a way to reduce the iteration number, together with some numerical experiments.

• East Asian mathematical journal
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• v.36 no.5
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• pp.583-591
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• 2020

In [8, 9] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities. They consider the Poisson equations with corner singularities, compute the finite element solutions using standard Finite Element Methods and use the extraction formula to compute the stress intensity factor(s), then they posed new PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor(s), which converges with optimal speed. From the solution they could get an accurate solution just by adding the singular part. The error analysis was given in [5]. In their approaches, the singular functions and the extraction formula which give the stress intensity factor are the basic elements. In this paper we consider the biharmonic problems with the cramped and/or simply supported boundary conditions and get the singular functions and its duals and find properties of them, which are the cornerstones of the approaches of [8, 9, 10].