• Earthquakes and Structures
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• v.19 no.3
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• pp.215-226
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• 2020

A self-centering wall (SCW) is a lateral resistant rocking system that incorporates posttensioned (PT) tendons to provide a self-centering capacity along with dampers to dissipate energy. This paper investigates the rocking responses of a SCW with base viscous dampers under a sinusoidal-type pulse considering yielding and fracture behaviour of the PT tendon. The differences in the overturning acceleration caused by different initial forces in the PT tendon are computed by the theoretical method. The exact analytical solution to the linear approximate equation of motion is also provided for slender SCWs. Finally, the effects of the ductile behaviour of PT tendons on the rocking response of a SCW are analysed. The results demonstrate that SCWs exhibit two overturning modes under pulse excitation. The overturning region with Mode 1 in the PT force cases separates the safe region of the wall into two parts: region S1 with an elastic tendon and region S2 with a fractured tendon. The minimum overturning acceleration of a SCW with an elastic-brittle tendon becomes insensitive to excitation frequency as the PT force increases. After the plastic behaviour of the PT tendon is considered, the minimum overturning acceleration of a SCW is increased significantly in the whole range of the studied w_g/p.

• Communications of the Korean Mathematical Society
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• v.33 no.3
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• pp.1025-1037
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• 2018

We consider an ill-posed problem for the heat equation $u_{xx}=u_t$ in the quarter plane {x > 0, t > 0}. We propose a new method to compute the heat flux $h(t)=u_x(1,t)$ from the boundary temperature g(t) = u(1, t). The operator $g{\mapsto}h=Hg$ is unbounded in $L^2({\mathbb{R}})$, so we approximate h(t) by $h_{\delta}(t)=u_x(1+{\delta},\;t)$, ${\delta}{\rightarrow}0$. When noise is present, the data is $g_{\epsilon}$ leading to a corresponding heat $h_{{\delta},{\epsilon}}$. We obtain an estimate of the error ${\parallel}h-h_{{\delta},{\epsilon}}{\parallel}$, as well as the error when $h_{{\delta},{\epsilon}}$ is approximated by the trapezoidal rule. With an a priori choice rule ${\delta}={\delta}({\epsilon})$ and ${\tau}={\tau}({\epsilon})$, the step size of the trapezoidal rule, the main theorem gives the error of the heat flux as a function of noise level ${\epsilon}$. Numerical examples show that the proposed method is effective and stable.

• Bulletin of the Korean Mathematical Society
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• v.48 no.4
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• Proceedings of the KIEE Conference
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• 2000.11d
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• pp.765-768
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• 2000

Linearization of the biped dynamic equations and design of linear controller for the linearized equations are studied in this paper. The biped robot with inverted pendulum type trunk, used to stabilize the dynamic balancing of the biped robot during dynamic walking period, is modelled with 14 DOF and simulated. Despite of well defined linear control theories so far, the linear control methods was limited to the applications for a walking robot, because they have been inherently strong nonlinear properties, such as a modeling parameter uncertainties, external forces as noise, inertial and Coriolis terms by three dimensional modeling and so on. To linearize the nonlinear equations of motion of biped robot on MIMO and time varying linear equations of motion, 1st order Taylor series is used to formulate the linear equation. And a 2nd order numerical perturbation method Is used to approximate partial differential equations. Using the linearized equations of motion, a linear controller is designed by pole placement method with feed forward compensation. Using the obtained linearized equations and linear controller, the continuous walking simulation is performed.

• Computational Structural Engineering
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• v.8 no.4
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• pp.129-136
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• 1995

This paper presents a boundary element method for obtaining approximate solutions of 2-dimensional consolidation problems based on the Biot's linear theory. Laplace transform is applied to differential equation system in order to eliminate the time dependency. The boundary integral equations in transformed space are formulated and the fundamental solutions are shown in a closed form. In order to convert the transformed solutions to the ones in real space, the Hosono's numerical Laplace transform inversion method is applied. As a numerical example, a half-space consolidation problem subjected to a strip local load is selected and the applicability of the method is demonstrated through the comparison with the exact solutions.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.10
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• pp.98-103
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• 1997

Given the small bit allocation for motion information in very low bit-rate coding, motion estimation using the block matching algorithm(BMA) fails to maintain an acceptable level of prediction errors. The reson is that the motion model, or spatial transformation, assumed in block matching cannot approximate the motion in the real world precisely with a small number of parameters. In order to overcome the drawback of the conventional block matching algorithm, several triangle-based methods which utilize triangular patches insead of blocks have been proposed. To estimate the motions of image sequences, these methods usually have been based on the combination of optical flow equation, affine transform, and iteration. But the compuataional cost of these methods is expensive. This paper presents a fast motion estimation algorithm using a multiple linear regression model to solve the defects of the BMA and the triange-based methods. After describing the basic 2-D triangle-based method, the details of the proposed multiple linear regression model are presented along with the motion estimation results from one standard video sequence, representative of MPEG-4 class A data. The simulationresuls show that in the proposed method, the average PSNR is improved about 1.24 dB in comparison with the BMA method, and the computational cost is reduced about 25% in comparison with the 2-D triangle-based method.

• Proceedings of the KSME Conference
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• 2003.04a
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• pp.2157-2161
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• 2003

In this paper, the response surface method using three-dimensional Navier-Stokes analysis to optimize the shape of a forward-curved blades centrifugal fan, is described. For numerical analysis, Reynolds-averaged Navier-Stokes equations with standard k-e turbulence model are transformed into non-orthogonal curvilinear coordinate system, and are discretized with finite volume approximations. Due to the large number of blades in forward-curved blades centrifugal fan, the flow inside of the fan is regarded as steady flow by introducing the impeller force models for economic calculations. Linear Upwind Differencing Scheme(LUDS) is used to approximate the convection terms in the governing equations. SIMPLEC algorithm is used as a velocity-pressure correction procedure. Design variables, location of cur off, radius of cut off, expansion angle of scroll and width of impeller were selected to optimize the shapes of scroll and blades. Data points for response evaluations were selected by D-optimal design, and linear programming method was used for the optimization on the response surface. As a main result of the optimization, the efficiency was successfully improved. It was found that the optimization process provides reliable design of this kind of fans with reasonable computing time

• Composites Research
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• v.23 no.2
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• pp.40-47
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• 2010

In this paper, the hybrid response surface method(HRSM) is proposed and examined. Hybrid response surface method calculate a approximate model repeatedly based on MPP coordinates. To verify the performance, probability of failure, MPP(Most Probable failure Point) and reliability index are calculated for nonlinear function and composite laminated plate by using reliability analysis method and compared with results by using typical response surface method(RSM). Probability of failure is calculated under the assumption of the nonlinear limit state equation and given failure criterion. The results of proposed method shows performance improvement in estimating the probability of failure.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.11
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• pp.3454-3462
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• 1996

Compared to a full three dimensional FEM, the Slab-FEM hybrid method reduces the required computation time distinctly and it can be applied to the analysis of a shape rolling process. However, the method is somewhat approximate and predictions by the method contain certain inaccuracies. In the present investigation a parameter called T-factor was introduced to compensate the inaccuracies of the method and proper values of the parameter were estimated for different widths of bars and reduction ratios. Then, the method was applied to analyze cold and hot rollings of rectangular bars and predicted results were compared to those of experiments. Nonuniform distributions of temperature in the bars were predicted by utilizing the temperature equation obtained for a semi-infinite solid under radiation and convection boundary conditions. It was found out that accuracies of spread and roll separating force predictions could be enhanced by using proper values of the T-factor.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.7
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• pp.144-153
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• 1997

The inverse kinematics problem of a reclaimer which excavates and transports raw materials in a raw yard is investigated. Because of the geometric feature of the equipment in which scooping buckets are attached around the rotating disk, kinematic redundancy occurs in determining joint variable. Link coordinates are introduced following the Denavit-Hartenbery representation. For a given excavation point the forward kinematics yields 3 equations, however the number of involved joint variables in the equations is four. It is shown that the rotating disk at the end of the boom provides an extra passive degree of freedom. Two approaches are investigated in obtaining inverse kinematics solutions. The first method pre-assigns the height of excavation point which can be determined through path planning. A closed form solution is obtained for the first approach. The second method exploits the orthogonality between the normal vector at the excavation point and the z axis of the end-effector coordinate system. The geometry near the reclaiming point has been approximated as a plane, and the plane equation has been obtained by the least square method considering 8 adjacent points near the point. A closed form solution is not found for the second approach, however a linear approximate solution is provided.