• Korean Journal of Mathematics
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• v.5 no.1
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• pp.17-27
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• 1997

In this paper we define a torsion function ${\log}\;T(M,{\varphi})(t)$) for $t{\gg}0$ and show that it has an asymptotic expansion $\frac{1}{2}{\chi}(M)t$ as $t{\rightarrow}{\infty}$.

• 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.

• 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.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.37-42
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• 2003

We study the asymptotic expansion in small time of the mean distance of Brownian motion on Riemannian manifolds. We compute the first four terms of the asymptotic expansion of the mean distance by using the decomposition of Laplacian into homogeneous components. This expansion can he expressed in terms of the scalar valued curvature invariants of order 2, 4, 6.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.191-200
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• 1993

An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

• Journal of applied mathematics & informatics
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• v.41 no.6
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• pp.1409-1418
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• 2023

The Hurwitz-type Euler zeta function ζ_E(z, q) is defined by the series ${\zeta}_E(z,\,q)\,=\,\sum\limits_{n=0}^{\infty}{\frac{(-1)^n}{(n\,+\,q)^z}},$ for Re(z) > 0 and q ≠ 0, -1, -2, . . . , and it can be analytic continued to the whole complex plane. An asymptotic expansion for ζ^'_E(-m, q) has been proved based on the calculation of Hermite's integral representation for ζ_E(z, q).

• Bulletin of the Korean Mathematical Society
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• v.55 no.3
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• pp.679-698
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• 2018

In this paper, with optimal normalized constants, the asymptotic expansions of the distribution and density of the normalized maxima from generalized Maxwell distribution are derived. For the distributional expansion, it shows that the convergence rate of the normalized maxima to the Gumbel extreme value distribution is proportional to 1/ log n. For the density expansion, on the one hand, the main result is applied to establish the convergence rate of the density of extreme to its limit. On the other hand, the main result is applied to obtain the asymptotic expansion of the moment of maximum.

• 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 $\varepsilon$.

• Interaction and multiscale mechanics
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• v.3 no.3
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• pp.213-234
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• 2010

A multiscale method is presented for analysis of thin slab structures in which the microstructures can not be reduced to two-dimensional plane stress models and thus three dimensional treatment of microstructures is necessary. This method is based on the classical asymptotic expansion multiscale approach but with consideration of the special geometric characteristics of the slab structures. This is achieved via a special form of multiscale asymptotic expansion of displacement field. The expanded three dimensional displacement field only exhibits in-plane periodicity and the thickness dimension is in the global scale. Consequently by employing the multiscale asymptotic expansion approach the global macroscopic structural problem and the local microscopic unit cell problem are rationally set up. It is noted that the unit cell is subjected to the in-plane periodic boundary conditions as well as the traction free conditions on the out of plane surfaces of the unit cell. The variational formulation and finite element implementation of the unit cell problem are discussed in details. Thereafter the in-plane material response is systematically characterized via homogenization analysis of the proposed special unit cell problem for different microstructures and the reasoning of the present method is justified. Moreover the present multiscale analysis procedure is illustrated through a plane stress beam example.

• Kyungpook Mathematical Journal
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• v.59 no.4
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• pp.735-769
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• 2019

In this paper, we consider the Robin-Dirichlet problem for a nonlinear wave equation of Kirchhoff-Carrier type with a viscoelastic term. Using the Faedo-Galerkin method and the linearization method for nonlinear terms, the existence and uniqueness of a weak solution are proved. An asymptotic expansion of high order in a small parameter of a weak solution is also discussed.