• Title/Summary/Keyword: 평균 변형률

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확장된 평균-지니 기준의 헤지모형에 활용 가능성 평가

  • Gwon, Taek-Ho;Jo, Dae-Woo
    • The Korean Journal of Financial Management
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    • v.12 no.2
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    • pp.143-162
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    • 1995
  • 평균-분산 기준보다 우수한 기준이라고 할 수 있는 평균-지니 기준은 위험회피 정도를 고려할 수 있는 확장된 평균-지니 기준으로 확장되면서 선물시장에서의 헤지모형에 도입되어 분포특성과는 무관하게 헤지비율의 특성을 분석할 수 있다는 측면에서 관심의 대상이 되었다. 그러나 확장된 평균-지니 기준을 실제로 적용하기 위해서는 확장된 지니평차를 계산가능한 형태로 변환해야 하는 문제와, 수익률의 누적확률 값을 추정해야 하는 문제점이 있다. 누적확률 값을 추정하는 방법으로 수익률의 분포함수와는 관계없이 순위에 의한 방법이 이용되었다. 본 연구에서는 실제로 분포의 확률밀도함수를 이용해서 누적확률을 계산하는 경우와 순위를 이용해 추정하는 방법을 비교함으로써 순위방법의 정확성을 평가하고자 하였으며, 확장된 지니평차를 실제로 계산하는 데 있어서의 문제점도 검토하였다. 이러한 검토를 통해 확장된 평균-지니 기준을 헤지 모형에 도입하여 활용하는 것의 현실적 유용성을 종합적으로 평가하고자 하였다. 분석결과 확장된 지니평차의 계산을 위해 변형한 식에 대한 정밀한 검토가 필요하다는 점과, 확장된 지니평차를 헤지모형에 적용하기 위해서는 누적확률을 정확하게 계산하는 문제의 해결이 선행되어야 한다는 점을 밝힐 수 있었다.

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Development of Hybrid Fiber-reinforced High Strength Lightweight Cementitious Composite (하이브리드 섬유로 보강한 고강도 경량 시멘트 복합체의 개발)

  • Bang, Jin-Wook;Kim, Jung-Su;Lee, Bang-Yeon;Jang, Young-Il;Kim, Yun-Yong
    • Composites Research
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    • v.23 no.4
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    • pp.35-43
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    • 2010
  • The purpose of this paper is to develop a Hybrid Fiber-reinforced High Strength Lightweight Cementitious Composite (HFSLCC) incorporated with lightweight filler and hybrid fibers for lightness and high ductility. Optimal ingredients and mixture proportion were determined on the basis of the micromechanical analysis and the steady-state cracking theory considering the fracture characteristics of matrix and the interfacial properties between fibers and matrix. Then 4 mixture proportions were determined according to the type and amount of fibers and the experiment was performed to evaluate the mechanical performance of those. The HFSLCC showed 3% of tensile strain, 4.2MPa of ultimate tensile stress, 57MPa of compressive strength and $1,660kg/m^3$ of bulk density. The mechanical performance of HFSLCC incorporated with PVA fibers of 1.0 Vol.% and PE fibers of 0.5 Vol.% is similar to those of the HFSLCC incorporated with fibers of 2.0 Vol.%.

Shear Behavior Prediction of Reinforced Concrete Beams by Transformation Angle Truss Modul (변환각 트러스 모델에 의한 철근콘크리트 보의 전단거동 예측에 관한 연구)

  • 김상우;이정윤
    • Journal of the Korea Concrete Institute
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    • v.13 no.2
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    • pp.130-138
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    • 2001
  • This paper presents on the shear behavior prediction of reinforced concrete beams using Transformation Angle Truss Model (TATM). The TATM can evaluate the stress-strain relationships for cracked concrete by transforming stresses and strains for principal plane into those over the crack surfaces. This proposed analytical method simplifies the Fixed Angle Softened Truss Model (FA-STM) and removes the limitation of applicability of the FA-STM. The shear.strength and strain of reinforced concrete beams are predicted by using the TATM. For the verification of proposed method, experimental results of reinforced concrete beams were compared with theoretical results by the TATM, FA-STM and Rotating Angle Softened Truss Model (RA-STM).

Evaluation of Shrinkage Strain of Alkali-Activated Slag Concrete (알칼리활성 슬래그 콘크리트의 건조수축 변형률 평가)

  • Yang, Keun-Hyeok;Seo, Eun-A
    • Journal of the Korea Concrete Institute
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    • v.25 no.6
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    • pp.593-599
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    • 2013
  • The unrestrained shrinkage strain of alkali-activated (AA) slag concrete was examined and compared with design equations specified in code provisions and empirical equations proposed by Yang et al. The main parameters investigated were the water-to-binder ratio (W/B), unit water content and fine aggregate-to-total aggregate ratio (S/a). Test results revealed that shrinkage strain of AA slag concrete is nearly proportional to the W/B ratio, whereas its time function is independent of the W/B ratio. The shrinkage strain of AA slag concrete increased significantly when the unit water content is above $185kg/m^3$, whereas it is marginally affected by the S/a ratio. The design equation of ACI 209 considerably overestimates the shrinkage behavior of AA slag concrete, whereas CEB-FIP equation tends to underestimate the shrinkage at the age more than 28 days. The empirical equation of Yang et al. is in better agreement with test results, showing that values of mean and standard deviation of error coefficients obtained from each specimen are 016 and 0.07, respectively.

Model and Method for Post-Failure Analysis of Composite Structure (복합재 구조물의 초기파손후의 거동묘사를 위한 모델과 해석방법)

  • 김용완;황창선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.3
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    • pp.506-513
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    • 1992
  • 본 연구에서는 복합재 구조물에 대하여 유한요소해석법에 현상학적 모델인 전 단지연해석을 도입하여 강성저하와 모재파손을 예측하고 변형률을 매개변수로 한 Wei- bull 함수를 섬유파손해석에 도입하여 초기파손후의 거동을 묘사하고자 한다. 그리 고 면내전단하중이 작용하는 경우에 대해 전단지연해석을 수행할 수 있도록 모델링을 확장했다. 모재균열의 존재로 인한 단층의 강성변화는 실험으로 측정이 불가능하므 로 유한요소해석을 수행하여 비교하였다. 이 모델로부터 전단강성의 저하를 평가하 는 방법을 사용하였으며, 모재파손의 밀도 예측도 평균변형률 개념으로 전단효과를 고 려할 수 있도록 수정하였다. 그리고 초기파손후의 거동을 점진적으로 해석하기 위해 비선형 유한요소프그램을 작성하고, 상기의 모델을 도입하여 초기파손후의 거동을 보 다 정확히 묘사할 수 있는 방법을 제시하고 예로서 평시편에 대해 해석하고 실험치 및 타방법의 결과와 비교하였다.

Effective Moment of Inertia of Flexural Members Based on the Concrete Stress-Strain Curve in EC-2 (EC-2의 콘크리트 응력-변형률 곡선에 기반한 휨부재의 유효단면2차모멘트)

  • Yum, Hwan-Seok;Kim, Woo
    • Journal of the Korea Concrete Institute
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    • v.28 no.6
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    • pp.655-663
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    • 2016
  • The present study shows the moment-average curvature relationship and effective inertia moment of RC beams obtained from the nonlinear analysis based on the parabola-rectangular stress-strain curve defined in EC-2 code. The variables examined are concrete strength and steel ratio, and moment-average curvature relationship and effective inertia moment obtained are compared with those of the current KCI provisions. As the results of the comparison, the followings could be said: Since the KCI provisions(the Branson method) were originally derived based on the experimental data ranged from 2.2 to 4 of $M/M_{cr}$ and 1.3 to 3.5 of $I_{ut}/I_{cr}$, thereby within these ranges the inertia moments obtained from the nonlinear analysis are closely agreed with those predicted by the Branson method. However, beyond those range the remarkable difference could be found between the two results. In particular, for beams having low steel ratio the inertia moment resulted from the nonlinear analysis are significantly smaller than those obtained from the KCI(Branson) method. This result may imply that the deflection of lightly reinforced members, such as slabs in buildings, becomes much larger than those calculated according to the current design provisions.

Paleostress Inferred from Calcite Twins in the Pungchon Limestone, Joseon Supergroup (조선누층군 풍촌석회암 방해석 쌍정에서 유추된 고응력장)

  • Kang, Seong-Seung;Jang, Bo-An
    • The Journal of Engineering Geology
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    • v.32 no.1
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    • pp.13-26
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    • 2022
  • Calcite twins were analyzed in six oriented samples of the Pungchon limestone, Joseon Supergroup, to reconstruct the paleostress field. The orientations of c-axis of calcite and e twin plane were measured along with the average thickness and numbers of twins, and the widths of calcite grains. Twin strain, mean width, and intensity of twinning, and the relative magnitude and orientations of principal stresses were calculated using Calcite Strain Gauge program. Twin strain, mean width, and intensity of twinning showed ranges of 1.09-15.36%, 0.53-3.72 ㎛ and 21.0-53.1 twim/mm, respectively. Metamorphic temperatures calculated from the twins were 170-200℃, indicating that the twins developed after the Pungchon limestone was uplifted to at least half of the maximum burial depth. Results for five of the samples indicate that the calcite twins formed during two events with principal stress axes of different orientations, while the remaining sample recorded only one event that produced calcite twins. The axis of maximum compressive stress was oriented mainly WNW-ESE to ENE-WSW, and to a lesser degree NW-SE and NE-SW. Comparison of paleostress orientations measured here and in other studies indicates that most twins were produced during the Songrim orogeny. However, the Daebo orogeny and the Bulguksa orogeny also produced calcite twins in the Punchon limestone.

The Dynamic Mean Crush Load of Thin-walled Square Tubes (박판 정4각튜브의 동적 평균압괴하중)

  • 김천욱;한병기;원종진
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.5
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    • pp.119-127
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    • 1998
  • Assuming that the static loaded square tube and the dynamic loaded one have no difference in their characteristics of the crush distance, the theoretical mean dynamic crush load was calculated with respect to the impact speed considering the strain rate sensitivity of the material. The ratio of dynamic to static mean crush load was predicted with previous results. The theoretical analysis was compared with the experimental results of aluminum square tubes axially loaded dynamically.

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Homogenization of Elastic Cracks in Hoek-Brown Rock (Hoek-Brown 암석에서 발생된 탄성균열의 균질화)

  • Lee, Youn-Kyou;Jeon, Seok-Won
    • Tunnel and Underground Space
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    • v.19 no.2
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    • pp.158-166
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    • 2009
  • As a basic study for investigating the development of the stress-induced crack in Hoek-Brown rock, a homogenization technique of elastic cracks is proposed. The onset of crack is monitored by Hoek-Brown empirical criterion, while the orientation of the crack is determined by the critical plane approach. The concept of volume averaging in stress and strain component was invoked to homogenize the representative rock volume which consists of intact rock and cracks. The formulation results in the constitutive relations for the homogenized equivalent anisotropic material. The homogenization model was implemented in the standard FEM code COSMOSM. The numerical uniaxial tests were performed under plane strain condition to check the validity of the propose numerical model. The effect of friction between the loading plate and the rock sample on the mode of deformation and fracturing was examined by assuming two different contact conditions. The numerical simulation revealed that the homogenized model is able to capture the salient features of deformation and fracturing which are observed commonly in the uniaxial compression test.

Nonlinear Finite Element Analysis of RC Shear Walls under Cyclic Loadings (반복하중을 받는 철근콘크리트 전단벽의 비선형 유한요소 해석)

  • 곽효경;김도연
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.16 no.4
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    • pp.353-367
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    • 2003
  • This paper describes the extension of the numerical model, which was developed to simulate the nonlinear behavior of reinforced concrete (RC) structures subjected to monotonic in plane shear and introduced in the companion paper, to simulate effectively the behavior of RE structures under cyclic loadings. While maintaining all the basic assumptions adopted in defining the constitutive relations of concrete under monotonic loadings, a hysteretic stress strain relation of concrete, which across the tension compression region, is defined. In addition, unlike previous simplified stress strain relations, curved unloading and reloading branches inferred from the stress strain relation of steel considering the Bauschinger effect we used. The modifications of the stress strain relation of steel are also introduced to reflect pinching effect depending on the shear span ratio and an average stress distribution in a cracked RC element. Finally, correlation studies between analytical results and experimental studies are conducted to establish the validity of the proposed model.