• Industrial Engineering and Management Systems
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• 제9권4호
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• pp.323-338
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• 2010

In this paper, we introduce the implied volatility from Black-Scholes model and suggest a model for constructing implied volatility surfaces by using the two-dimensional cubic (bi-cubic) spline. In order to utilize a spline method, we acquire grid (knot) points. To this end, we first extract implied volatility curves weighted by trading contracts from market option data and calculate grid points from the extracted curves. At this time, we consider several conditions to avoid arbitrage opportunity. Then, we establish an implied volatility surface, making use of the two-dimensional cubic spline method with previously estimated grid points. The method is shown to satisfy several properties of the implied volatility surface (smile, skew, and flattening) as well as avoid the arbitrage opportunity caused by simple match with market data. To show the merits of our proposed method, we conduct simulations on market data of S&P500 index European options with reasonable and acceptable results.

• 한국생산제조학회지
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• 제8권4호
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• pp.99-105
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• 1999

The flatness is the most important nature for the surface plates. For finding such a flatnes a surface plate is surveyed along a number of straight lines parallel to the edges of plate which form a grid pattern. Next the variations in height of the grid points are measured relative to a datum point. the relation between the number of such grid points and the flatuness of a measured surface plate is formulated in this study. In addtion it is found that the grid-point-numbers suggested by KS B 5254 and JIS B 7513 have very poor reliability for estimation of flatness incase of the surface plates with poor original flatness.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2004년도 추계학술대회 논문집
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• pp.1496-1499
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• 2004

The paper persents an efficient method of extracting line segment in a grid map. The grid map is composed of 2-D grids that have both the occupancy and orientation probabilities based on the simplified Bayesian updating model. The probabilities and orientations of cells in the grid map are continuously updated while the robot explorers to their values. The line segments are, then, extracted from the clusters using Hough transform methods. The eng points of a line segment are evaluated from the cells in each cluster, which is simple and efficient comparing to existing methods. The proposed methods are illustrated by sets of experiments in an indoor environment.

• 건축역사연구
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• 제33권1호
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• pp.19-31
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• 2024

Jinhae is the oldest Western-style radial and grid city on the Korean Peninsula, and it also has the most defined structure to date, remaining largely unchanged and unlike any other in Korea. The Jinhae town plan was completed immediately after the signing of the Japan-Korea Treaty. Although the city of Jinhae was built by the Japanese, its overall organizational principle is clearly a radial-grid form that was established in the West. The Jinhae radial-grid planning was elaborately constructed with multiple layers of overlapping structures. It is the result of the application of geometry that creates symmetry and hierarchy in European countries, and the simultaneous consideration of road hierarchy and land form in the process of combining radial and grid forms. To reveal these points, four analyses are performed. First, the formation process of Western radial and grid streets is reviewed and compared to derive review points for Jinhae City. Second, the layout and geometric characteristics of radial streets are discussed. Third, the hierarchical characteristics and connections of grid streets are analyzed. The last part is a comparative analysis of the plan and the final realization.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권4호
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• pp.279-294
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• 2013

We are interested in an adaptive grid method for hyperbolic equations. A multiresolution analysis, based on a biorthogonal family of interpolating scaling functions and lifted interpolating wavelets, is used to dynamically adapt grid points according to the physical field profile in each time step. Traditional finite-difference schemes with fixed stencils produce high oscillations around sharp discontinuities. In this paper, we hybridize high-resolution schemes, which are suitable for capturing singularities, and apply a finite-difference approach to the scaling functions at non-singular points. We use a total variation diminishing Runge-Kutta method for the time integration. The computational cost is proportional to the number of points present after compression. We provide several numerical examples to verify our approach.

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1998년도 제2회 박판성형심포지엄 논문집 박판성형기술의 현재와 미래
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• pp.171-182
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• 1998

An automated surface-strain measuring system using the image processing technique is developed in the present study, which consists of the hardware to capture and to display digital images, and the software to calculate the 3D informations of grid points from two views. New or improved algorithms the mapping and establishing correspondence of grid points and elements, the camera calibration, and the subpixel measurement of grid points, are implemented. As an application of the present system the surface-strains of deformed blanks in the limitting dome height test, the square cup deep-drawing and punch stretching to obtain the forming limit diagram are measured. The results are compared with those obtained by conventional manual methods.

• 소성∙가공
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• 제7권6호
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• pp.575-585
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• 1998

An automated surface-strain measuring system using the image processing technique is developed in the present study which consists of the hardware to capture and to display digital images. and the software to calculate the 3-D informations of grid points from two views. New or improved algorithms for the mapping and establishing correspondence of grid points and elements the camera calibration and the subpixel measurement of grid points are implemented. As an application of the present system the surface-strains of deformed blanks in the limitting dome height test the square cup deep-drawing and punch stretching to obtain the forming limit diagram are measured. The results are com-pared with those obtained by conventional manual methods.

• 한국전산구조공학회논문집
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• 제32권3호
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• pp.183-190
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• 2019

본 논문은 균열선단 그리드 세분화기법을 소개하고 자연요소법을 이용한 균열해석에 이 기법을 적용함으로서 그 유효성을 고찰하였다. 유한요소법에 있어서의 국부적 h-세분화와 같이 높은 응력 특이성을 보이는 균열선단 주위를 따라 자연요소법 그리드를 국부적으로 세분화하였다. 본 논문에서 소개되는 그리드 세분화기법은 2단계로 구성되며, 1단계에서는 그리드 점들이 추가되고 2단계에서는 균열선단 절점을 공유하는 델라우니 삼각형들이 나뉘게 된다. 제안하는 그리드 세분화기법의 타당성과 균열해석에서의 유효성을 입증하기 위해 대칭 엣지 균열을 갖는 평면 변형률 상태의 사각 평판을 해석하였다. 수치해석 결과의 상대비교를 위해 균일한 자연요소 그리드를 이용한 균열해석도 수행하였으며, 균열선단이 세분화된 그리드는 균일한 그리드와는 달리 이론해와 조밀한 그리드와 유사한 균열선단 응력분포를 나타내었다. 또한, 총 그리드 절점수에 대한 해석결과의 전역 상대오차에서도 세분화된 그리드가 균일한 그리드에 비해 높은 수렴율 나타내었다.

• 한국소음진동공학회논문집
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• 제26권5호
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• pp.609-615
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• 2016

Measuring similarity between two signals is a key element of the location template matching (LTM) method which is one of impact source localization technique. As a measure of similarity, the correlation coefficient is most widely used, and the group delay based method is recently proposed to improve the accuracy of finding the impact source. In practice, the LTM method assumes that the similarity between two signals decreases as the distance between two corresponding impact points increases, where the distance between two neighboring impact points defines the grid spacing. In this paper, it is shown that this assumption is not always true but the correlation coefficients fluctuate forming a main robe and many side robes as the distance between two neighboring impact points increases. On the other hand, the standard deviation of group delay sharply increases with a small increase of the grid spacing. These are demonstrated by using a simple cantilever beam. Based on these findings, an optimal way of implementing the LTM method may be suggested by combining the correlation coefficient and the group delay based approaches.

• Steel and Composite Structures
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• 제25권5호
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• pp.571-579
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• 2017

The grid structure with bolt-sphere joints is widely adopted by industrial plants with suspending crane. The alternating reciprocating action of the suspending crane will cause fatigue problems of the grid structure with bolt-sphere joints with respect to the rod, the cone, the sealing plate, the bolt ball and the high strength bolt; while the fatigue of the high strength bolt is the key issue of fatigue failure. Based on efficient and smooth loading equipment with the AMSLER fatigue testing machine, this paper conducted a constant amplitude fatigue test on 18 M20 and 14 M30 high strength bolts with 40Cr material, and obtained 19 valid failure points, 9 unspoiled points with more than 2 million cycles, and 4 abnormal failure points. In addition, it established the constant amplitude fatigue design method, ${[{\Delta}{\sigma}]_{{2{\times}10}}{^6=58.91MPa}$, and analyzed the stress concentration and the fatigue fracture of high strength bolts. It can be explained that the geometrical stress concentration of high-strength bolt caused by spiral burr is severe.