• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.15 no.2
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• pp.83-96
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• 2011

This work proposes a binomial method for pricing the cliquet options, which provide a guaranteed minimum annual return. The proposed binomial tree algorithm simplifies the standard binomial approach, which is problematic for cliquet options in the computational point of view, or other recent methods, which may be of intricate algorithm or require pre- or post-processing computations. Our method is simple, efficient and reliable in a Black-Scholes framework with constant interest rates and volatilities.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2000.06a
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• pp.435-440
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• 2000

It is shown, in nonlinear two-degree-of freedom system, that the bifurcating modes are created by the stability changes of normal modes. There are four types of stability criterion, each of which gives rise to a distinct functional form of bifurcating modes; the bifurcating mode is born in the form of eigenfunction through which the stability is changed. Then a procedure is formulated to compute the bifurcating mode by the method of harmonic balance. Application of bifurcating mode to forced vibrations is introduced.

• Journal of the Korean Society for Precision Engineering
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• v.6 no.4
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• pp.43-51
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• 1989

Free jet was investigated experimentally and numerically in range of Reynolds number from 9900 to 21000. The working fluid was air; the mean velocity components and turbulent quantities were measured by a hot-wire anemometer. In numerical computations, the governing partial differential equations of elliptic type were solved with conventional k- ${\epsilon}$ turbulence model. The measurements show that the jet increased linearly in flow direction, and that similarity for each turbulent quantity such as Reynolds shear stress, or turbulent kinetic energy was revealed in the fully developed region. The computational results show good agreements with experiments.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2006.11a
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• pp.411-414
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• 2006

This paper describes a recent development on the divergence free basis function based on a hermite stream function. The well-known cavity problem has been used to compare the accuracy and the convergence of the present method with those of a modified residual method known as one of the stabilized finite e1ement methods. The comparison showed the present method performs better in the accuracy and convergence.

• International Journal of Control, Automation, and Systems
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• v.2 no.2
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• pp.165-170
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• 2004

RAIM techniques based on TLS have rarely been addressed because TLS requires a great number of computations. In this paper, the particular form of the observation matrix H, is exploited so as to develop a new TLS-based sequential algorithm to identify an errant satellite. The algorithm allows us to enjoy the advantages of TLS with less computational burden. The proposed algorithm is verified through a numerical simulation.

• Journal of electromagnetic engineering and science
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• v.1 no.2
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• pp.173-175
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• 2001

A polarizability fur a circular aperture near a conducting plane is derived. The Mantel-transform and mode-matching is used to obtain a simple series solution. The presented series solution is fast convergent so that it is very efficient fur numerical computations.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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• 1999.11a
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• pp.168-171
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• 1999

This paper describes the influence of conducting particle within the coaxial cylindrical electrodes gap under alternating voltage condition investigated using charge simulation method. If the conducting particles precent in the gas insulated system, they can cause decrement of breakdown voltage. Thus, three dimensions computations of electric fields and electrostatic forces have been carried out according to particle location. The results show a good agreement with those of outside country, which can offer a practical reference on the insulation design of domestic GIS.

• Communications of the Korean Mathematical Society
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• v.32 no.4
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• pp.979-990
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• 2017

Inspired by the results obtained by Brychkov ([2]), the authors evaluate a large number of new and interesting double definite integrals. The results are obtained with the use of classical hypergeometric summation theorems and a well-known double finite integral due to Edwards ([3]). The results are given in terms of Psi and Hurwitz zeta functions suitable for numerical computations.

• Journal of applied mathematics & informatics
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• v.18 no.1_2
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• pp.1-23
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• 2005

The decentralized static output feedback design problem is considered. A constrained trust region method is developed that solves this optimal control problem when a complete set of state variables is not available. The considered problem is interpreted as a non-linear (non-convex) constrained matrix optimization problem. Then, a decentralized constrained trust region method is developed for this problem class exploiting the diagonal structure of the problem and using inexact computations. Finally, numerical results are given for the proposed method.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.945-949
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• 2003

In this paper, we present that now and heat transfer characteristics of oscillatory impinging jet which have been numerically investigated using parallel computations. Numerical value were obtained for dimensionless distance H=4, dimensionless outlet length L=45 and Reynolds number Re= 1500. It was found that the oscillatory impinging jet generated the regular heat transfer area even though the maximum heat transfer is lower than nonoscillatory impinging jet. We also found that heat transfer depends on the period of nozzle for the oscillatory impinging jet.