• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.21-32
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• 2016

We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

• Journal of Korean Medical classics
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• v.33 no.4
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• pp.67-81
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• 2020

Objectives : This research aims to suggest a automatic data extract method for herbal formula combinations from medical classics' texts. Methods : This research was carried out by using Access of Microsoft Office 365 in Windows 10 of Microsoft. The subject text for extraction was 『Euijongsonik』. Using data sets of herb and dosage terminology, herbal medicinals and their dosages were extracted. Afterwards, using the position value of the character string, the formula combinations were automatically extracted. Results :The PC environment of this research was Intel Core i7-1065G7 CPU 1.30GHz, with 8GB of RAM and a Windows 10 64bit operation system. Out of 6,115 verses, 19,277 herb-dosage combinations were extracted. Conclusions : In this research, it was demonstrated that in the case of classical texts that are available as data, knowledge on herbal medicine could be extracted without human or material resources. This suggests an applicability of classical text knowledge to clinical practice.

• Journal of the Korean Geotechnical Society
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• v.18 no.2
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• pp.137-146
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• 2002

Field piezocone dissipation tests are performed, and the results are compared to the Rowe cell consolidation tests results to investigate the consolidation characteristics of soft marine deposit at the same location in Korea. From these results, statistical formula fur the relation between the coefficients of horizontal consolidation$(c_r)$ from Rowe cell consolidation tests and $t_{50}$ from pore pressure dissipation tests by Piezocone is suggested through the regression analysis. The results are also compared to the existing theoretical formula. It is also shown that suggested formula is similar to Torstensson's(1977) formula based on cylindrical cavity expansion theory and Houlsby and Teh's(1988) formula based on strain path method.

• Journal of Welding and Joining
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• v.28 no.1
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• pp.92-99
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• 2010

For the last couple of decades many studies have been carried out to find out solutions to improve the effectiveness and productivity of the plate forming process. The practical way for the automation of the plate forming process has not been, however, developed yet. Since the characteristics of heating machines may be different form each other, it is necessary to investigate the thermal deformation characteristics of the heating machine to be used in the automation system. And their characteristics may be updated as new information about thermal deformation by heating is accumulated. In this paper, data base system has been constructed based on the results of experiments and numerical analyses, which will be used in deriving the deformation estimation formula. The computer code which can automatically derive the deformation estimation formula has been also developed. This paper also illustrates how the formula is updated as experimental data are added. From the present findings, it can be said that the automatic deriving procedure may be important in the automated plate forming system since the heating line information to be generated must be directly influenced by the deformation estimation formula.

• Journal of the Korean Society for Precision Engineering
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• v.32 no.2
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• pp.149-157
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• 2015

Ball and roller bearings are commonly used machine elements for supporting rotating motion about shafts in simple devices including bicycles, in-line skates, and electric motors, as well as in complex machines. Heat is generated by the friction in the bearings, which causes the temperature inside the bearing to increase. If the heat is not appropriately removed from the bearing, elevated temperatures may give rise to premature failure. It is, therefore, important to be able to calculate the temperature in the bearings due to friction.Here, we describe a method to estimate the frictional torque in bearings using an empirical formula developed using a method based on bearing analysis tool and the measured frictional torque in a spindle system. Thermal analysis of the spindle system including the bearings was achieved using the finite element method (FEM), and the bearing temperature was compared with measured data to verify the empirical formula.

• Smart Media Journal
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• v.8 no.2
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• pp.80-85
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• 2019

Generally, interlayer noise is measured in decibels (A) in terms of free field. In this paper, we propose a measurement method of interlayer vibration acceleration in the diffusion field perspective. The proposed method can represent a vibration-embodied formula similar to the sensitivity of earthquake intensity when the natural vibration of apartment house is measured by acceleration with its average value of $20mm/s^2$ represented by an the geometric progression of radix. Based on this theory, this paper proposes a method to show the optimal user experience (UX) by applying the interlayer vibration acceleration of the epicenter to the system of human - computer interaction (HCI).

• Journal of Physiology & Pathology in Korean Medicine
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• v.28 no.1
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• pp.113-121
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• 2014

With the development of information technology, knowledge information-oriented and information systems are being rapidly paced. In addition, doctor's needs of the system that assist decision making is gradually increasing. Because the complex process of decision-making should be a lot. We propose a web based system for supporting medical treatment based on Korean medicine ontology. There are three kinds of processes. First, a pattern is decided for patient' symptoms, a formula for the pattern is selected and medicinal materials constituting the formula is added or removed. Second, a formula is decided for patient' symptoms, medicinal materials constituting the formula is added or removed. Third, a Treat method is decided for patient' symptoms, medicinal materials constituting the formula is added or removed. We have designed and implemented the clinical decision support system that supports flexible processes and necessary information and functions. The system shows the appropriate form of ontology knowledge as interrelated and provide analysis and processing, does not show simply search. The system is one of the systems utilizing ontology and a web based system that can be used in anywhere. Therefore, This system Will be useful as for doctors to make decision.

• Transactions of the Korean Society of Automotive Engineers
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• v.10 no.3
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• pp.237-244
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• 2002

Analyzing acoustic-structural systems such as automobiles and aircraft, the FRF-based substructuring (FBS) method is one of the most powerful tools. In this paper, a general procedure for the parametric sensitivity analysis of vibro-acoustic problems has been presented using the multi-domain FRF-based substructuring formulation. For an acoustic-structural system sub-structured by multiple domains, the substructuring formulation gives the reaction farces on the interface boundaries. The design sensitivity formula is obtained from the direct differentiation of the reaction force expression with respect to the design vector. As a practical application, the proposed design sensitivity formula is applied to an engine mount system of passenger car. An objective of the problem is to identify the most effective engine mounts and bushes in minimizing the interior noise over the concerned rpm range. The comparison of the sensitivity results with those of the finite difference method shows excellent agreement. In addition, stiffness modifications of the mounts and bushes identified through the design sensitivity analysis lead to a successful decrease of the interior noise. This results show usefulness of the present method very well.

• Nuclear Engineering and Technology
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• v.42 no.2
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• pp.163-174
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• 2010

As pointed out in the OECD BEMUSE Program, when a high computation time is taken to obtain the relevant output values of a complex physical model (or code), the number of statistical samples that must be evaluated through it is a critical factor for the sampling-based uncertainty analysis. Two alternative methods have been utilized to avoid the problem associated with the size of these statistical samples: one is based on Wilks' formula, which is based on simple random sampling, and the other is based on the conventional nonlinear regression approach. While both approaches provide a useful means for drawing conclusions on the resultant uncertainty with a limited number of code runs, there are also some unique corresponding limitations. For example, a conclusion based on the Wilks' formula can be highly affected by the sampled values themselves, while the conventional regression approach requires an a priori estimate on the functional forms of a regression model. The main objective of this paper is to assess the feasibility of the ACE-RSM approach as a complementary method to the Wilks' formula and the conventional regression-based uncertainty analysis. This feasibility was assessed through a practical application of the ACE-RSM approach to the LOFT L2-5 LBLOCA PCT uncertainty analysis, which was implemented as a part of the OECD BEMUSE Phase III program.

• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.695-708
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• 2011

Based on the multiple-time-scale (MTS) method, a general formula has been presented for solving an n-th, n = 2, 3, ${\ldots}$, order ordinary differential equation with strong linear damping forces. Like the solution of the unified Krylov-Bogoliubov-Mitropolskii (KBM) method or the general Struble's method, the new solution covers the un-damped, under-damped and over-damped cases. The solutions are identical to those obtained by the unified KBM method and the general Struble's method. The technique is a new form of the classical MTS method. The formulation as well as the determination of the solution from the derived formula is very simple. The method is illustrated by several examples. The general MTS solution reduces to its classical form when the real parts of eigen-values of the unperturbed equation vanish.