• Title/Summary/Keyword: 확장지수함수

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Fuzziness for Buckling Loads of Columns with Uncertain Medums (불확실한 매체를 갖는 기둥 좌굴하중의 애매성)

  • 이병구;오상진
    • Journal of the Korean Institute of Intelligent Systems
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    • v.5 no.2
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    • pp.86-96
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    • 1995
  • In this paper the fuzzy extension for the classical engineering mechanics problems is studied. The governing differential equation is derived for the buckling loads of the columns with uncertain mediums: the their own weight and the flexural rigidity. The columns with one typical end constraint(hinged1 clarnped/free) and the other finite rotational spring with fuzzy constant are considered in numerical examples. The vertex method is used to evaluate the fuzzy functions. The Runge-Kutta method and Determinant Search method are used to solve the differential equation and determine the buckling loads, respectively. The membership functions of the buckling load are calculated. The index of fuzziness to quantitatively describe the propagation of fuzziness is defined. According to the fuzziness of governing factors, the varlation of index of fuzziness for buckling load is investigated, and the sensitivity for the end constraints is analyzed.

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Option Pricing with Leptokurtic Feature (급첨 분포와 옵션 가격 결정)

  • Ki, Ho-Sam;Lee, Mi-Young;Choi, Byung-Wook
    • The Korean Journal of Financial Management
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    • v.21 no.2
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    • pp.211-233
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    • 2004
  • This purpose of paper is to propose a European option pricing formula when the rate of return follows the leptokurtic distribution instead of normal. This distribution explains well the volatility smile and furthermore the option prices calculated under the leptokurtic distribution are shown to be closer to the market prices than those of Black-Scholes model. We make an estimation of the implied volatility and kurtosis to verify the fitness of the pricing formula that we propose here.

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Index Transitivity and Transformation of Separable Systems (분리가능 시스템의 지수 추이성과 변환)

  • 변석우
    • Journal of KIISE:Software and Applications
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    • v.31 no.5
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    • pp.658-666
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    • 2004
  • Separable systems are defined in term rewriting systems, respecting the notion of separability in the λ-calculus. In this research, we generalize separable systems of term rewriting systems, which was studied in restrictive systems such as constructive systems. We also associate separability with index-transitivity and with forward branching Separability is identified with forward branching, and strong sequentiality with index-transitivity satisfies separability. These are such good properties that enable us to describe the procedure of pattern-matching as an index tree, which is a sort of automata, and to transform separable systems into a constructor system with a simple pattern. Separable systems, in particular, can be translated into the λ-calculus. This research can serve a theoretical basis which allows functional languages to be explained by the λ-calculus, since functional languages such as ML and Haskell belong to a subclass of separable systems.

Fractal characteristics of spatial variance in atmospheric pressure (기압의 공간 편차에서 나타나는 프랙탈 특성)

  • Kim, JongChun;Paik, Kyungrock
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.4-4
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    • 2015
  • 기압 분포의 공간 구조를 이해하고, 그것의 변동을 살펴보는 것은 풍속의 경향을 파악하는 것은 물론, 장기적인 측면에서는 기후변화를 예측하기 위한 기본 과정이라 할 수 있다. 본 연구에서는 장기간에 걸쳐 공간적으로 연속적인 관찰이 가능한 20CR(20th Century Reanalysis) 원격탐사 재분석 자료의 지오포텐셜(geopotential) 값을 활용하여 동아시아 지역 기압의 공간 분포를 살펴보았다. 그 결과 특정 범위 내에서 계산되는 기압의 편차 값과 해당 범위를 정의하는 수평 거리 사이의 관계(변동도; variogram)가 멱함수를 따르는 것을 확인하였다. 흥미로운 점은 지난 반세기 동안 멱함수의 계수 값이 풍속과 동일한 패턴으로 변화하는 반면, 지수 값 (프랙탈 차원)은 일정하게 유지되고 있다는 사실이다. 또한, 2000년 이후로는 계절 별로 한랭한 기단 (겨울철)과 온난한 기단 (여름철)이 번갈아가며 동아시아 지역으로 세력을 확장하는 경향을 보였으며, 그로인해 전반적인 기압의 편차가 증가하였다.

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Local Observer Design for MIMO Nonlinear Systems (MIMO 비선형 시스템의 로컬 관측기 설계)

  • Lee, Sung-Ryul
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.45 no.1
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    • pp.9-14
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    • 2008
  • This paper presents an observer design methodology for a special class of multi input multi output(MIMO) nonlinear systems. First, we characterize the class of MIMO nonlinear systems with a triangular structure. Also, the observability matrices that plays an important role in proving the convergence of the proposed observer are generalized to MIMO systems. By using the generalized observability matrices, it is shown that under the boundedness conditions of system state and input, the proposed observer guarantees the local exponential convergence to zero of the estimation error.

Regional frequency analysis using spatial data extension method : II .Flood frequency inference for ungaged watersheds (공간확장자료를 이용한 지역빈도분석 : II. 미계측 유역의 홍수빈도 추론)

  • Kim, Nam Won;Lee, Jeong Eun;Lee, Jeongwoo;Jung, Yong
    • Journal of Korea Water Resources Association
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    • v.49 no.5
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    • pp.451-458
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    • 2016
  • In order to infer regional flood frequency for ungauged watersheds, index flood method was applied for this study. To pursuit this given purpose, annual peak flood data for 22 watersheds located at the upstream of the Chungju Dam watershed were obtained from the spatial extension technique. The regionalization of mean annual flood was performed from extended flood data at 22 points. Based on the theory that flood discharge and watershed size follows the power law the regionalization generated the empirical relationship. These analyses were executed for the full size of the Chungju Dam watershed as one group and three different mid-size watersheds groups. From the results, the relationship between mean annual flood and watershed sizes follow the power law. We demonstrated that it is appropriate to use the relationship between specific flood discharges from the upper and lower watersheds in terms of estimating the floods for the ungaged watersheds. Therefore, not only the procedure of regional frequency analysis but also regionalizaion analaysis using finer discretization of the regions interest with respect to the regional frequency analyisis for the ungauged watersheds is important.

Empirical Equations for Physical Properties of Halon-1301 and $CO_2$ (Halon-1301과 $CO_2$의 물성에 관한 실험식)

  • 노경호;송명석;한순구;김재덕;이윤우
    • Fire Science and Engineering
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    • v.16 no.2
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    • pp.51-58
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    • 2002
  • For Halon-1301 regulated by Montreal Protocol and $CO_2$as its alternatives, the empirical equations of density, viscosity, and enthalpy were correlated in terms of temperature. They were obtained by regression analysis from the experimental data in the literature. The empirical equation of density was expressed as compressibility factor by the second- order function of temperature. The empirical equation of viscosity was formulated as a power function, and a correction factor was considered to cover the wider range of temperature. Finally, heat capacity as well as enthalpy were well fitted by empirical form of the second-order temperature. The correlation coefficients of the empirical equations in this work were more than 0.99.

Further study on the risk model with a continuous type investment (연속적으로 투자가 이루어지는 보험상품 리스크 모형의 추가 연구)

  • Choi, Seung Kyoung;Lee, Eui Yong
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.751-759
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    • 2018
  • Cho et al. (Communications for Statistical Applications and Methods, 23, 423-432, 2016) introduced a risk model with a continuous type investment and studied the stationary distribution of the surplus process. In this paper, we extend the earlier analysis by assuming that additional instant investment is made when the surplus process reaches a certain sufficient level. We obtain the explicit form of the stationary distribution of the surplus process. The case is shown as an example, when the amount of claim is exponentially distributed.

Statistical Estimation for Hazard Function and Process Capability Index under Bivariate Exponential Process (이변량 지수 공정 하에서 위험함수와 공정능력지수에 대한 통계적 추정)

  • Cho, Joong-Jae;Kang, Su-Mook;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.449-461
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    • 2009
  • Higher sigma quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The process capability indices and the sigma level $Z_{st}$ ave been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on statistical estimation under normal process which may result in unreliable assessments of process performance. In this paper, we consider statistical estimation for bivariate VPCI(Vector-valued Process Capability Index) $C_{pkl}=(C_{pklx},\;C_{pklx})$ under Marshall and Olkin (1967)'s bivariate exponential process. First, we derive some limiting distribution for statistical inference of bivariate VPCI $C_{pkl}$. And we propose two asymptotic normal confidence regions for bivariate VPCI $C_{pkl}$. The proposed method may be very useful under bivariate exponential process. A numerical result based on our proposed method shows to be more reliable.

A Simple Static Overmodulation Scheme using Space Vector PWM Method (공간벡터 PWM을 이용한 간단한 정적 과변조기법)

  • Lee, Dong-Myung;Kim, Jin-Ho;Yang, Hyun-Suk;Jung, Jin-Woo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.16 no.3
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    • pp.234-241
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    • 2011
  • This paper proposes a simple static overmodulation strategy that extends the linearity of the inverter output voltage. The proposed method obtains the reference vector having the instantaneous value directly from the modulation index based on the magnitude of fundamental voltage, and has a simplified form of phase command. This method does not need trigonometric functions for calculating the magnitude of the reference vector. The magnitude of reference voltage and holding angle in the overmodulation region corresponding to the modulation index are determined in advance to have the same fundamental voltage magnitude by using the result of Fourier series expansion.