• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.563-585
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• 2008

This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.42 no.4
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• pp.537-548
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• 2022

It is important to design the pavement thickness considering heavy-duty traffic loads, which can cause excessive stress and strain in the pavement. Port-rear roads and industrial roads have many problems due to early stress in pavement because these have a higher ratio of heavy loads than general roads such as national roads and expressways. Internationally, composite pavement has been widely applied in pavement designs in heavy-duty areas. Composite pavement is established as an economic pavement type that can increase the design life by nearly double compared to that of existing pavement while also decreasing maintenance and user costs. This study suggests a thickness design method for composite pavement using roller-compacted concrete as a base material to ensure long-term serviceability in heavy-duty areas such as port-rear roads and industrial roads. A three-dimensional finite element analysis was conducted to investigate the mechanical behavior and the long-term pavement performance ultimately to suggest a thickness design method that considers changes in the material properties of the roller-compacted concrete (RCC) base layer. In addition, this study presents a user-friendly catalog design method for RCC-base composite pavement considering the concept of linear damage accumulation for each container trailer depending on the season.

• Journal of Biomedical Engineering Research
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• v.25 no.5
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• pp.361-367
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• 2004

The axial compressive strength, relative 3-D stability and osteoconductive shape design of an intervertebral fusion cage are important biomechanical factors for successful intervertebral fusion. Changes in the stress distribution of the vertebral end plate and in cage stability due to changes in the spike shape of a newly contrived box-shaped fusion cage are investigated. In this investigation, the initial contact of the cage's spikes with the end plate and the penetration of the cage's spikes into the end plate are considered. The finite element analysis is conducted to study the effects of the cage's spike height, tip width and angle on the stress distribution of the vertebral end plate, and the micromigration of the cage in the A-P direction. The stress distribution in the end plate is examined when a normal load of 1700N is applied to the vertebra after inserting 2 cages. The micromigration of the cage is examined when a pull out load of l00N is applied in the A-P direction. The analysis results reveal that the spike tip width significantly influences the stress concentration in the end plate, but the spike height and angle do not significantly influence the stress distribution in the end plate touching the cage's spikes. In addition, the analysis results show that the micromigration of the cage can be reduced by adjusting the spike angle and spike arrangement in the A-P direction. This study proposes the optimal shape of an intervertebral fusion cage, which promotes bone fusion, reduces the stress concentration in a vertebral end plate, and increases mechanical stability.

• Geophysics and Geophysical Exploration
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• v.6 no.4
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• pp.165-170
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• 2003

Recently, resistivity surveys have been frequently carried out over the irregular terrain such as mountainous area. Such an irregular terrain itself can produce significant anomalies which may lead to misinterpretations. In this study, topographic effects in resistivity survey were studied using the physical scale modeling as well as the numerical one adopting finite element method. The scale modeling was conducted at a pond, so that we could avoid the edge effect, the inherent problem of the scale modeling conducted in a water tank in laboratory. The modeling experiments for two topographic features, a ridge and a valley with various slope angles, confirmed that the results by the two different modeling techniques coincide with each other fairly well for all the terrain models. These experiments adopting dipole-dipole array showed the distinctive terrain effects, such that a ridge produces a high apparent resistivity anomaly at the ridge center flanked by zones of lower apparent resistivity. On the other hand, a valley produces the opposite anomaly pattern, a central low flanked by highs. As the slope of a terrain model becomes steeper, the terrain-induced anomalies become stronger, and moreover, apparent resistivity can become even negative for the model with extremely high slope angle. All the modeling results led us to the conclusion that terrain effects should be included in the numerical modeling and/or the inversion process to interpret data acquired at the rugged terrain area.

• The korean journal of orthodontics
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• v.31 no.1 s.84
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• pp.25-38
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• 2001

The purpose of this study was to compare the force, the displacement and the stress distribution on the maxillary first molars altered by the application of various asymmetric head-gear. For this study, the finite element models of unilateral Cl II maxillary dental arch was made. Also, the finite element models of asymmetric face-bow was made. Three types of asymmetric face-bow were made : each of the right side 15mm, 25mm and 35mm shorter than the left side. We compared the forces, the displacement and the distribution of stress that were generated by application of various asymmetric head-gear, The results were as follows. 1. The total forces that both maxillary first molars received were similar in all groups. But the forces that mesially positioned tooth received were increased as the length of the outer-bow shortened, and the forces that normally positioned tooth received were decreased as the length of the outer-bow shortened. 2. In lateral force comparison, the buccal forces that normally positioned tooth received were increased as the length of the outer-bow shortened, and the buccal fortes that mesially positioned tooth received were decreased as the length of the outer-bow shortened. Though the net lateral force moved to the buccal side of normally positioned tooth as the length of the outer-bow shortened, both maxillary first molars received the buccal force. That showed 'Avchiai Expansion Effect' 3. The distal forces, the extrusion forces and the magnitudes of the crown distal tipping that mesially positioned tooth received were increased as the length of the outer-bow shortened, and the forces that normally positioned tooth received were decreased as the length of the outer-bow was shortened. 4. The magnitude of the distal-in rotation that normally positioned tooth received were increased as the length of the outer-bow was shortened. But, mesially positioned tooth show two different results. For the outer-bow 15mm shortened, mesially positioned tooth showed the distal-in rotation, hut for the outer-bow 25mm and 35mn shortened, mesially positioned tooth showed the distal-out rotation. Thus, the turning point exists between 15mm and 25mm. 5. This study of the initial stress distribution of the periodontal ligament at slightly inferior of the furcation area revealed that the compressive stress in the distobuccal root of the normally positioned tooth moved from the palatal side to the distal side and the buccal side successively as the length of the outer-bow shortened. 6. This study of the initial stress distribution of the periodontal ligament at slightly inferior of the furcation area revealed that the magnitudes of stress were altered but the total stress distributions were not altered in the mesiobuccal root and the palatal root of normally positioned tooth, and also three roots of mesially positioned tooth as the length of the outer-bow shortened.

• Journal of the Korean Geotechnical Society
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• v.39 no.5
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• pp.27-40
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• 2023

A pile is a structural element that is used to transfer external loads from superstructures and has been widely utilized in construction fields all over the world. The method of installing a pile into the ground should be selected based on geotechnical conditions, location, site status, environmental factors, and construction costs, among others. It can be divided into two types: direct hammering and preboring. The direct hammering method installs a pile into the bearing layer, such as rock, using a few types of hammer, generating a considerable amount of pile driving-induced vibration. The vibration from pile driving influences adjacent structures and the ground; therefore, quantitatively investigating the effects of vibration is inevitably required. In this study, two-dimensional dynamic numerical modeling and analysis are performed using the finite difference method to investigate the influence on the adjacent slope, including temporary supporting system. Time-dependent loading induced by pile driving is estimated and used in the numerical analysis. Consequently, large surface displacement is estimated due to surface waves and less wave deflection, and refraction at the surface. The total displacement decreases with the increase of the distance from the source. However, lateral displacement at the top of the slope shows a larger value than vertical displacement, and the overall displacement tends to be concentrated near the face of the slope.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.23 no.4
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• pp.313-325
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• 2011

Finite element grid system using h-refinement on the Yellow Sea was constructed based on previous study (Suh, 1999b) from 14 K to 210 K and special attention was concentrated on refining the coastal zone. In grid generation, depth change between adjacent points and non-dimensional tidal wave length ratio were considered. As a result approximately a quarter of the total nodes are located nearby 5 m of shallow area. Accurate bathymetry data using 30's and ETOPO1 with open boundary conditions of 8 major tidal constituents extracted automatically from FES2004 have been applied. In tidal simulation a 3-dimensional nonlinear harmonic model was setup and tidal amplification due to changes in vertical turbulent and bottom friction were simulated. In this study not only 8 major tidal constituents but also nonlinear shallow tides $M_4,$, $MS_4$ and long period $M_f,$, $M_{sf}$ were reproduced. It is found that implication of spatial variation of friction coefficient plays a very important role in reproduction of astronomical and shallow tides which are computed by iterative computation of nonlinear terms. Also it should be considered differently with respect to tidal periods. To understand the distribution of tidal asymmetry, amplitude ratio of $M_4/M_2$ and phase differences $2g(M_2)-g(M_4)$ were calculated. Tidal distortion ratio marks up to 0.2 on the west coast showing shallow coastal characteristics and somewhat wide range of ebb-dominances in front of Mokpo area are reproduced.

• Explosives and Blasting
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• v.30 no.2
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• pp.29-42
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• 2012

Variables influencing the free face movement due to rock blasting include the physical and mechanical properties, in particular the discontinuity characteristics, explosive type, charge weight, burden, blast-hole spacing, delay time between blast-holes or rows, stemming conditions. These variables also affects the blast vibration, air blast and size of fragmentation. For the design of surface blasting, the priority is given to the safety of nearby buildings. Therefore, blast vibration has to be controlled by analyzing the free face movement at the surface blasting sites and also blasting operation needs to be optimized to improve the fragmentation size. High-speed digital image analysis enables the analyses of the initial movement of free face of rock, stemming optimality, fragment trajectory, face movement direction and velocity as well as the optimal detonator initiation system. Even though The high-speed image analysis technique has been widely used in foreign countries, its applications can hardly be found in Korea. This thesis aims at carrying out a fundamental study for optimizing the blast design and evaluation using the high-speed digital image analysis. A series of experimentation were performed at two large surface blasting sites with the rock type of shale and granite, respectively. Emulsion and ANFO were the explosives used for the study. Based on the digital images analysis, displacement and velocity of the free face were scrutinized along with the analysis fragment size distribution. In addition, AUTODYN, 2-D FEM model, was applied to simulate detonation pressure, detonation velocity, response time for the initiation of the free face movement and face movement shape. The result show that regardless of the rock type, due to the displacement and the movement velocity have the maximum near the center of charged section the free face becomes curved like a bow. Compared with ANFO, the cases with Emulsion result in larger detonation pressure and velocity and faster reaction for the displacement initiation.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.26 no.3
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• pp.174-183
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• 2014

Seabed beneath and near coastal structures may undergo large excess pore water pressure composed of oscillatory and residual components in the case of long durations of high wave loading. This excess pore water pressure may reduce effective stress and, consequently, the seabed may liquefy. If liquefaction occurs in the seabed, the structure may sink, overturn, and eventually increase the failure potential. In this study, to evaluate the liquefaction potential on the seabed, numerical analysis was conducted using the expanded 2-dimensional numerical wave tank to account for an irregular wave field. In the condition of an irregular wave field, the dynamic wave pressure and water flow velocity acting on the seabed and the surface boundary of the composite breakwater structure were estimated. Simulation results were used as input data in a finite element computer program for elastoplastic seabed response. Simulations evaluated the time and spatial variations in excess pore water pressure, effective stress, and liquefaction potential in the seabed. Additionally, the deformation of the seabed and the displacement of the structure as a function of time were quantitatively evaluated. From the results of the analysis, the liquefaction potential at the seabed in front and rear of the composite breakwater was identified. Since the liquefied seabed particles have no resistance to force, scour potential could increase on the seabed. In addition, the strength decrease of the seabed due to the liquefaction can increase the structural motion and significantly influence the stability of the composite breakwater. Due to limitations of allowable paper length, the studied results were divided into two portions; (I) focusing on the dynamic response of structure, acceleration, deformation of seabed, and (II) focusing on the time variation in excess pore water pressure, liquefaction, effective stress path in the seabed. This paper corresponds to (II).

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.26 no.3
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• pp.160-173
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• 2014

Seabed beneath and near coastal structures may undergo large excess pore water pressure composed of oscillatory and residual components in the case of long durations of high wave loading. This excess pore water pressure may reduce effective stress and, consequently, the seabed may liquefy. If liquefaction occurs in the seabed, the structure may sink, overturn, and eventually increase the failure potential. In this study, to evaluate the liquefaction potential on the seabed, numerical analysis was conducted using the expanded 2-dimensional numerical wave tank to account for an irregular wave field. In the condition of an irregular wave field, the dynamic wave pressure and water flow velocity acting on the seabed and the surface boundary of the composite breakwater structure were estimated. Simulation results were used as input data in a finite element computer program for elastoplastic seabed response. Simulations evaluated the time and spatial variations in excess pore water pressure, effective stress, and liquefaction potential in the seabed. Additionally, the deformation of the seabed and the displacement of the structure as a function of time were quantitatively evaluated. From the results of the analysis, the liquefaction potential at the seabed in front and rear of the composite breakwater was identified. Since the liquefied seabed particles have no resistance to force, scour potential could increase on the seabed. In addition, the strength decrease of the seabed due to the liquefaction can increase the structural motion and significantly influence the stability of the composite breakwater. Due to limitations of allowable paper length, the studied results were divided into two portions; (I) focusing on the dynamic response of structure, acceleration, deformation of seabed, and (II) focusing on the time variation in excess pore water pressure, liquefaction, effective stress path in the seabed. This paper corresponds to (I).