• Structural Engineering and Mechanics
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• v.54 no.4
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• pp.623-648
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• 2015

A numerical approach is presented for the analysis of the forced vibration of a rigid surface foundation with arbitrary shape. In the analysis, the foundation is discretized into a number of sub squaree-lements. The dynamic response within each sub-element is described by the Green's function, which is obtained by the Fourier-Bessel transform and Precise Integration Method (PIM). Incorporating the displacement boundary condition and force equilibrium of the foundation, it obtains a system of linear algebraic equation in terms of the contact forces within each sub-element. Solving the equation leads to the desired dynamic impedance functions of the foundation. Numerical results are obtained for foundation not only with simple geometrical configurations, such as rectangular and circular foundation, but also the case of irregularly shaped foundation. Several comparisons between the proposed approach and other methods are made. Very good agreement is reached. Also, parametric studies are carried out on the dynamic response of foundation. Addressed in this study are the effects of Poisson's ratio, material damping and contact condition of soil-foundation interface. Several conclusions are drawn the significance of the factors.

• Structural Engineering and Mechanics
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• v.52 no.4
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• pp.829-841
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• 2014

The main purpose of this study is to determine the effect of overlay on the crack propagation. In order to simplify the problem, a cement concrete pavement is modeled as an elastic plate on Winkler foundation. To derive the singular integral equations, the Fourier transform and dislocation density function are used. Lobatto-Chebyshev integration formula, as a numerical method, is used to solve the singular integral equations. The numerical solution of stress intensity factor at the crack tip is derived. In order to examine the effect of overlay for resisting crack propagation, numerical analyses are carried out for a cement concrete pavement with an embedded crack and a concrete pavement with an asphalt overlay. Results show the significant factors that influence the crack propagation.

• Geophysics and Geophysical Exploration
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• v.3 no.4
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• pp.125-128
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• 2000

An ad hoc method of deriving three-dimensional elastic Greens solution for displacements is proposed in this study; Instead of direct evaluation of four-dimensional Fourier integral that is usual in spectral approaches, we first derived the expression for particle acceleration using the calculus of residues, and then, derived the expression for particle displacement by direct formal integration with respect to time. As a result, we can detour the disconcertion related to causality due to directly evaluating the integral with respect to angular frequency in conventional spectral approach.

• Asia-Pacific Journal of Business
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• v.13 no.2
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• pp.23-37
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• 2022

Purpose - The purpose of this paper is to analyze the dynamic factors of the daily FX implied volatility based on the fractional integration methods focusing on long memory feature and structural changes. Design/methodology/approach - This paper uses the daily FX implied volatility data of the EUR-USD and the JPY-USD exchange rates. For the fractional integration analysis, this paper first applies the basic ARFIMA-FIGARCH model and the Local Whittle method to explore the long memory feature in the implied volatility series. Then, this paper employs the Adaptive-ARFIMA-Adaptive-FIGARCH model with a flexible Fourier form to allow for the structural changes with the long memory feature in the implied volatility series. Findings - This paper finds statistical evidence of the long memory feature in the first two moments of the implied volatility series. And, this paper shows that the structural changes appear to be an important factor and that neglecting the structural changes may lead to an upward bias in the long memory feature of the implied volatility series. Research implications or Originality - The implied volatility has widely been believed to be the market's best forecast regarding the future volatility in FX markets, and modeling the evolution of the implied volatility is quite important as it has clear implications for the behavior of the exchange rates in FX markets. The Adaptive-ARFIMA-Adaptive-FIGARCH model could be an excellent description for the FX implied volatility series

• Journal of Korean Society of Steel Construction
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• v.15 no.6 s.67
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• pp.693-700
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• 2003

An evaluation method for flutter derivatives is proposed, using indicial functions of structural members produced by Computational Fluid Dynamics (CFD). Flutter derivatives are obtained by Fourier integration of indicial functions. Instead of direct simulation of oscillating objects, only the calculation of time-dependent lift and moment variations of fixed objects with constant attack angle are necessary.The Finite Element Method (FEM) is developed as a tool for the numerical method. For two rectangular sections having different aspect ratios, the numerical analysis and wind tunnel test are carried out to inspect the adequacy of this study. The results proved to be good, and they could be used for a preliminary design.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.12 no.4
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• pp.71-79
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• 1992

In general, the accelerogram of earthquake ground motion or the accelerogram obtained from dynamic tests contain various errors. In these errors of the accelerograms, there are instrumental errors(magnitude and phase distortion) due to the response characteristics of accelerometer and the digitizing error concentrated in low and high frequency components and random errors. Then, these errors may be detrimental to the results of data processing and dynamic analysis. An efficient method which can correct the errors of the accelerogram is proposed in this study. The correction of errors can be accomplished through four steps as followes ; 1) using an interpolation method a data form appropriate to the error correction is prepared, 2) low and high frequency errors of the accelerogram are removed by band-pass filter between prescribed frequency limits, 3) instrumental errors are corrected using dynamic equilibrium equation of the accelerometer, 4) velocity and displacement are obtained by integrating corrected accelerogram. Presently, infinite impulse response(IIR) filter and finite impulse response (FIR) filter are generally used as band-pass filter. In the proposed error correction procedure, the deficiencies of FIR filter and IIR filter are reduced and, using the properties of the differentiation and the integration of Fourier transform, the accuracy of instrument correction and integration is improved.

• Korean Journal of Optics and Photonics
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• v.19 no.1
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• pp.1-8
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• 2008

Shack-Hartmann sensors are widely employed as a wavefront measuring device in various applications. Adaptive optics is one of the major applications. Since an adaptive optics system should be operated in real-time, high-speed wavefront sensing is essential. In high-speed operation, integration time of an image detector is very short. In this case, noises such as readout noise and photon noise greatly influence the accuracy of wavefront sensing. Therefore a fast and noise-insensitive centroid finding algorithm is required for the real-time wavefront sensing. In this paper, the multi-resolution correlation method is proposed. By employing multi-resolution images, this method greatly reduces the computation time when compared to the fast Fourier transform (FFT) correlation method. The verification is performed through the computational simulation. In this paper, the center of mass method, correlation method and multi-resolution correlation method are employed to compare the measurement accuracy of the centroid finding algorithms. The accuracy of a Shack-Hartmann wavefront sensor using the proposed algorithm is proved to be comparable to that of the conventional correlation method.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.2
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• pp.229-234
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• 2006

Acquisition is to detect the presence of the GPS signal. Once the signal is detected, the estimated frequency and code phase are passed to a tracking loop to demodulate the navigation data. In order to detect the weak signal, multiple length of data integration is always needed. In this paper, we present five different acquisition approaches based on circular correlation and Fast Fourier Transform (FFT), using coherent as well as non-coherent integration techniques for the multiple length of collected GPS satellite signal. Moreover a general approach of determining the acquisition threshold is introduced based on noise distribution which has been proved effective, and independent of the hardware. In the end of this paper, the processing speed and acquisition gain of each method are illustrated, compared, and analyzed. The results show that coherent approach is much more time consuming compared to noncoherent approaches, and in the case of multiple length of data integration from 2ms to 8ms, the processing times consumed by the fastest non-coherent acquisition method are only 25.87% to 1.52% in a single search, and 34.76% to 1.06% in a global search of those in the coherent acquisition. However, coherent acquisition also demonstrates its better performance in the acquisition gain, and in the case of 8ms of data integration it is 4.23 to 4.41 dB higher than that in the non-coherent approaches. Finally, an applicable scheme of combining coherent and non-coherent acquisition approaches in the development of a real-time Software GPS receiver in the University of Tokyo is provided.

• Journal of Ocean Engineering and Technology
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• v.34 no.6
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• pp.406-418
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• 2020

In this study, a nonlinear wave simulation code is developed using a higher-order spectral (HOS) method. The HOS method is very efficient because it can determine the solution of the boundary value problem using fast Fourier transform (FFT) without matrix operation. Based on the HOS order, the vertical velocity of the free surface boundary was estimated and applied to the nonlinear free surface boundary condition. Time integration was carried out using the fourth order Runge-Kutta method, which is known to be stable for nonlinear free-surface problems. Numerical stability against the aliasing effect was guaranteed by using the zero-padding method. In addition to simulating the initial wave field distribution, a nonlinear adjusted region for wave generation and a damping region for wave absorption were introduced for wave generation simulation. To validate the developed simulation code, the adjusted simulation was carried out and its results were compared to the eighth order Stokes theory. Long-time simulations were carried out on the irregular wave field distribution, and nonlinear wave propagation characteristics were observed from the results of the simulations. Nonlinear adjusted and damping regions were introduced to implement a numerical wave tank that successfully generated nonlinear regular waves. According to the variation in the mean wave steepness, irregular wave simulations were carried out in the numerical wave tank. The simulation results indicated an increase in the nonlinear interaction between the wave components, which was numerically verified as the mean wave steepness. The results of this study demonstrate that the HOS method is an accurate and efficient method for predicting the nonlinear interaction between waves, which increases with wave steepness.

• Journal of Intelligence and Information Systems
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• v.5 no.1
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• pp.103-123
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• 1999

Input filtering as a preprocessing method is so much crucial to get good performance in time series forecasting. There are a few preprocessing methods (i.e. ARMA outputs as time domain filters, and Fourier transform or wavelet transform as time-frequency domain filters) for handling time series. Specially, the time-frequency domain filters describe the fractal structure of financial markets better than the time domain filters due to theoretically additional frequency information. Therefore, we, first of all, try to describe and analyze specially some issues on the effectiveness of different filtering methods from viewpoint of the performance of a neural network based forecasting. And then we discuss about neural network model architecture issues, for example, what type of neural network learning architecture is selected for our time series forecasting, and what input size should be applied to a model. In this study an input selection problem is limited to a size selection of the lagged input variables. To solve this problem, we simulate on analyzing and comparing a few neural networks having different model architecture and also use an embedding dimension measure as chaotic time series analysis or nonlinear dynamic analysis to reduce the dimensionality (i.e. the size of time delayed input variables) of the models. Throughout our study, experiments for integration methods of joint time-frequency analysis and neural network techniques are applied to a case study of daily Korean won / U. S dollar exchange returns and finally we suggest an integration framework for future research from our experimental results.