• Journal of the Computational Structural Engineering Institute of Korea
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• v.14 no.3
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• pp.361-369
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• 2001

This paper deals with numerical efficiency of nonlinear solution technique for space trusses. It will propose the combined Arc-length method to trace structural behavior after reaching buckling load as opposed to the current Arch-length method. The combined Arc-length method uses the current stiffness parameter as a control variable. It uses Secant-Newton method in stable path and applies Arc-length method in unstable path. To evaluate efficiency of solution technique, the accuracy of solution, convergence, and computing time concerning illustrative numerical examples are compared with the current Arc-length method. It show that the combined Arc-length method, as proposed in this paper, is superior to the current Arc-length method in numerical nonlinear analysis.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.12 no.2
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• pp.43-54
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• 1992

For shallow arches with large dynamic loading, linear analysis is no longer considered as practical and accurate. In this study, a method is presented for the dynamic analysis of shallow arches in which geometric nonlinearity must be considered. A program is developed for the analysis of the nonlinear dynamic behavior and for evaluation of critical buckling loads of shallow arches. Geometric nonlinearity is modeled using Lagrangian description of the motion. The finite element analysis procedure is used to solve the dynamic equation of motion and Newmark method is adopted in the approximation of time integration. A shallow arch subject to radial step loads is analyzed. The results are compared with those from other researches to verify the developed program. The behavior of arches is analyzed using the non-dimensional time, load, and shape parameters. It is shown that geometric nonlinearity should be considered in the analysis of shallow arches and probability of buckling failure is getting higher as arches are getting shallower. It is confirmed that arches with the same shape parameter have the same deflection ratio at the same time parameter when arches are loaded with the same parametric load. In addition, it is proved that buckling of arches with the same shape parameter occurs at the same load parameter. Circular arches, which are under a single or uniform normal load, are analyzed for comparison. A parabolic arch with radial step load is also analyzed. It is verified that the developed program is applicable for those problems.

• Journal of the Society of Naval Architects of Korea
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• v.29 no.4
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• pp.227-233
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• 1992

To study the large displacement and large rotation problems, geometrically nonlinear formulation of eccentric degenerated beam element has been developed, where the restrictions of infinitesimal rotation increments are removed and the incremental equations are derived using the Taylor series expansion of the displacement function at time t+dt. The geometrically nonlinear analyses are carried out for the cases of cantilever, square frame, shallow arch and 45-degree bend beam and all of them are compared with each of the other results published. The element developed in the present research can be efficiently utilized for analysis of the nonlinear behaviours of structures when displacements and rotations are large.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.479-490
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• 1999

선형시계열모형인 AR(1)모형과 비선형시계열모형인 RCA(1), ARCH(1)모형에서 이상치(Outlier)가 존재할 경우 최소제곱추정량과 M추정량간의 점근상대효율(Asymptotic Relative Efficiency: ARE)을 구하여 두 추정량의 로버스트 성질을 비교·분석하였다. 또한 여러 유계함수(Huber, Tukey, Andrews, Hampel)들을 M추정함수에 적용하여 각각의 유계함수들을 비교·분석하였다.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.12 no.3
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• pp.407-415
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• 1999

There are two kinds of instability phenomena for shell-type structures which are snap-through and bifurcation buckling. These are very sensitive according to the shape characteristics including rise-span ratio and especially shape initial imperfection. In this study, the equilibrium path of shallow sinusoidal arches supported by hinges at both ends is investigated to grasp the instability behavior of shell-type structures with initial imperfection. The Galerkin method is used to get the nonlinear discretized equation of governing differential equation considering geometric nonlinearity of arches and the perturbation method is also used to transform the nonlinear equation to incremental form.

• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.2
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• pp.11-15
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• 2009

This paper is concerned with the elastic buckling of thin-walled arches that are subjected to uniform bending. Nonlinear strain-displacement relations with the initial curvature are substituted into the second variation of the total potential energy to obtain the energy equation including initial curvature effects. The approximation for initial curvature effects that the bending normal strain distribution is linear across the cross section is applied consistently in the derivation process. The closed form solution is obtained for flexural-torsional buckling of arches under uniform bending and, it is compared with the previous theoretical results.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.12 no.3
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• pp.417-426
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• 1999

The some papers which deal with the dynamic instability for shell-like structures under the step load have been published, but there are few papers which treat the essential phenomenon of the dynamic buckling using the phase plane for investigating occurrence of chaos. In nonlinear dynamics, examining the characteristics of attractor on the phase plane and investigating the dynamic buckling process are very important thing for understanding why unstable phenomena are sensitively originated by various initial conditions. In this study, the direct and the indirect snap-buckling of shallow arches considering geometrical nonlinearity are investigated numerically and compared with the static critical load.

• Proceedings of the Korean Society of Computer Information Conference
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• 2012.01a
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• pp.255-256
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• 2012

본 논문에서는 비선형 시계열 자료를 이용한 Quasi-Score 추정함수를 정의하고 Quasi-Score 추정함수로부터 얻은 추정량의 극한분포를 제시한다. 그리고 금융외환시장의 불확실성을 나타내는 환율, 금리, 주가지수 등의 연관성에 관한 시계열 모형을 수립하고 Quasi 우도추정법을 이용하여 모수추정을 실시한다.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.149-181
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• 2004

In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

• Computational Structural Engineering
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• v.7 no.1
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• pp.69-81
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• 1994

This paper summarizes a dynamic analysis of the shallow circular arches under dynamic loading, considering the geometric nonlinearity. The major emphasis is placed on the development of computer program, which is utilized for the analysis of the nonlinear dynamic behavior and for the evaluation of the critical buckling loads of the shallow circular arches. Geometric nonlinearity is modeled using Lagrangian description of the motion and a finite element analysis procedure is used to solve the dynamic equation of motion. A circular arch subject to normal step load is analyzed and the results are compared with those from other researches to verify the developed program. The critical buckling loads of arches are estimated using the non-dimensional time, load and shape parameters and the results are also compared with those from the linear analysis. It is found that geometric nonlinearity plays and important role in the analysis of shallow arches and the probability of buckling failure is getting higher as arches become shallower.