• Structural Engineering and Mechanics
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• 제54권4호
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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.

• 지구물리와물리탐사
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• 제3권4호
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• pp.125-128
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• 2000

본 연구에서는 탄성파 임펄스 반응 해를 구하는 하나의 대안으로서 시간적분(formal time-integration)을 이용하여 시간 영역에서의 이론 변위를 계산하는 방법에 대해 고찰하였다. 이는 복소 적분법을 이용하여 푸리에 적분식을 직접 적분하는 대신 우선 가속도에 대한 해를 유도하고, 이로부터 시간적분을 이용하여 변위에 대한 해를 유도하는 방법이다. 이 방법은 시간에 대한 푸리에 적분식을 복소적분을 이용하여 구하는 경우 야기되는 유인성과 관련된 혼란을 피할 수 있어, 변위에 대한 이론 임펄스 반응 해가 직관적인 델타함수와 층계함수에 대한 미적분 관계만을 사용하여 쉽게 구해진다.

• 아태비즈니스연구
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• 제13권2호
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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

• Structural Engineering and Mechanics
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• 제52권4호
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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.

• 한국강구조학회 논문집
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• 제15권6호통권67호
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• pp.693-700
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• 2003

CFD를 이용하여 풍하중을 받는 구조부재의 Indicial 함수를 구하고 이로부터 플러터 계수를 얻는 방법을 제안한다. 이를 위해 유한요소법을 이용한 CFD 프로그램을 개발하고 이것을 사용하여 순간적 영각 변화에 따른 공기력계수의 시간적 변화, 즉 Indicial 함수를 구한다. 이 함수를 Fourier적분하여 플러터 계수를 구한다. 이 방법에서는 유체 속에서 진동하는 물체를 직접 시뮬레이션 하는 대신에 일정한 영각을 갖는 고정된 구조물의 수직력 및 회전력의 시간적 변화만을 구하면 된다. 이 방법의 타당성을 검증하기 위해 단면비가 다른 2개의 직사각 단면에 대해 본 연구에서 개발한 프로그램을 사용하여 플러터 계수를 구하고, 또 풍동실험을 실시하여 같은 단면에 대한 플러터 계수를 구하여 서로 비교하였다. 본 연구결과는 교량의 예비설계 단계에서 효과적으로 사용할 수 있을 것이다.

• 대한토목학회논문집
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• 제12권4호
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• pp.71-79
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• 1992

지진에 관한 지반가속도 기록이나 동적실험에서 계측된 가속도 기록에는, 가속도계의 응답특성, A/D변환기의 성능 및 수치화 과정, 그리고 기록계의 특성 등으로 여러 가지 오차가 포함된다. 이들 오차들은 데이터 해석이나 동적해석시 왜곡된 결과를 유발시킨다. 본 연구에서는 가속도 기록에 포함된 오차를 효율적으로 보정하는 방법을 제안하였다. 제안된 오차보정방법은 다음과 같이 4단계로 나뉘어 진행된다; 1) 보간법을 이용하여 보정에 적절한 데이터를 만든다, 2) 저주파와 고주파 성분이 주를 이루는 수치화 오차를 band-pass필터를 이용하여 제거한다, 3) 가속도계의 특성으로 인한 오차들을 보정한다, 4) 보정된 기록을 적분하여 속도와 변위를 얻는다. 현재 band-pass 필터로는 FIR필터나 IIR필터가 주로 이용되고 있는 데 초기데이터의 왜곡, 위상의 변화, 계산량의 과다와 같은 문제점들을 가지고 있다. 제안된 오차보정방법은 이들 필터의 여러 문제점을 개선하였으며, Fourier 변환의 특성을 이용하여 미분과 적분을 수행함으로써 가속도계의 특성으로 인한 오차의 보정과 속도 및 변위 계산의 정확성을 높였다.

• 한국광학회지
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• 제19권1호
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• pp.1-8
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• 2008

샥-하트만(Shack-Hartmann) 파면 측정 센서는 여러 분야에서 다양하게 사용되고 있다. 특히 적응광학은 주요 응용분야 중 하나이다. 적응광학 시스템은 실시간으로 빠르게 동작되어야 하므로 고속 파면 측정이 필수적이다. 고속 파면 측정에서는 카메라의 노출시간이 매우 작기 때문에 파면 측정시에 광자 잡음(photon noise)와 판독 잡음(readout noise)등의 잡음의 영향을 크게 받는다. 따라서 잡음에 둔감한 고속 중심점 탐색 알고리즘이 요구된다. 본 논문에서는 잡음에 둔감한 고속 중심점 탐색 알고리즘으로 다중 해상도 상관관계법이 제안되었다. 이 방법은 고속 푸리에 변환(fast Fourier transform)을 이용한 상관관계법과 비교하여 다중 해상도 이미지를 이용함으로써 계산시간을 향상시켰다. 본 논문에서는 무게중심법(center of mass method)과 상관관계법(correlation method)과 다중해상도 상관관계법(multi-resolution correlation method)의 계산시간과 측정 정확도를 비교하기 위해 전산모사 방법이 사용되었다. 제안된 방법의 정확도는 기존의 상관관계법과 유사한 것을 확인하였다.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.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.

• 한국해양공학회지
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• 제34권6호
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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.

• 지능정보연구
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• 제5권1호
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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.