• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.31-38
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• 2003

A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

• Progress in Superconductivity
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• v.9 no.1
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• pp.11-17
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• 2007

Magnetization studies have been carried out on $MgB_2$ polycrystalline samples in the temperature range of 5 - 44 K and in the magnetic field up to 7 Tesla. The critical current density was calculated from hysteresis loops using the Bean's critical state model, and the highest value of $J_c$ at 20 K was $2.7{\times}10^5\;A/cm^2$ at 2 Tesla. The hysteresis loops were carefully examined to determine the temperature and magnetic field range where flux jumps appeared. The first jump occurred typically at 1 Tesla. Due to the strong pinning, we observed the presence of flux jump below H = 1 Tesla at temperature below 30 K.

• The Pure and Applied Mathematics
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• v.27 no.4
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• pp.231-249
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• 2020

We present an efficient and robust finite difference method for a two-asset jump diffusion model, which is a partial integro-differential equation (PIDE). To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. In addition, we use bilinear interpolation to solve integral term of PIDE. We can obtain more stable value by using the payoff-consistent extrapolation. We provide numerical experiments to demonstrate a performance of the proposed numerical method. The numerical results show the robustness and accuracy of the proposed method.

• Journal of Korea Water Resources Association
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• v.44 no.6
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• pp.461-470
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• 2011

Abrupt and gradual levee breach analyses on the flat domain were implemented by laboratory experiments and numerical simulations. To avoid the reflective wave from the side wall the experiment was performed in a large domain surrounded by waterway. A numerical model was developed for solving the two-dimensional gradual levee breach flow. The results of the numerical simulation developed in this study showed good agreement with those of the experimental data. However, even if the numerical schemes effectively replicated the trends of the observed water depth for the first shock, there were little differences for the second shock. In addition, even though the model considered the Smagorinsky horizontal eddy viscosity, the location and height of the hydraulic jump in the numerical simulation were not fairly well agree with experimental measurements. This shows the shallow water equation solver has a limitation which does not exactly reproduce the energy dissipation from the hydraulic jump. Further study might be required, considering the energy dissipation due to the hydraulic jump or transition flow from reflective wave.

• Journal of Information Technology Applications and Management
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• v.31 no.1
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• pp.1-9
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• 2024

Predicting the spread of COVID-19 remains a challenge due to the complexity of the disease and its evolving nature. This study presents an integrated approach using the classic SIR model for infectious diseases, enhanced by the chemical master equation (CME). We employ a Monte Carlo method (SSA) to solve the model, revealing unique aspects of the SARS-CoV-2 virus transmission. The study, a first of its kind in Korea, adopts a step-by-step and complementary approach to model prediction. It starts by analyzing the epidemic's trajectory at local government levels using both basic and stochastic SIR models. These models capture the impact of public health policies on the epidemic's dynamics. Further, the study extends its scope from a single-infected individual model to a more comprehensive model that accounts for multiple infections using the jump SIR prediction model. The practical application of this approach involves applying these layered and complementary SIR models to forecast the course of the COVID-19 epidemic in small to medium-sized local governments, particularly in Gangnam-gu, Seoul. The results from these models are then compared and analyzed.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.05a
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• pp.289-294
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• 2001

Three kinds of viscoelastic damper model, which has a non-linear spring as an element is studied analytically and numerically. The behavior of the damper model shows non-linear hysteresis curves which is qualitatively similar to those of real viscoelastic materials. The motion is governed by a non-linear constitutive equation and an additional equation of motion. Harmonic balance method is applied to get analytic solutions of the system. The frequency-response curves show that multiple solutions co-exist and that the jump phenomena can occur. In addition, it is shown that separate solution branch exists and that it can merge with the primary response curve. Saddle-node bifurcation sets explain the occurrences of such non-linear phenomena.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.12 no.1
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• pp.57-64
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• 2002

Three kinds of viscoelastic damper model, which has a non-linear spring as an element is studied analytically and numerically The behavior of the damper model shows non-linear hysteresis curves which is qualitatively similar to those of real viscoelastic materials. The motion is governed by a non-linear constitutive equation and an additional equation of motion. Harmonic balance method is applied to get analytical solutions of the system. The frequency-response curves sallow that multiple solutions co-exist and that the jump phenomena can occur. In addition, it is shown that separate solution branch exists and that it can merge with the primary response curve. Saddle-node bifurcation sets explain the occurrences of such non-linear Phenomena.

• Journal of Korea Multimedia Society
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• v.22 no.3
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• pp.395-402
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• 2019

Star characters play a key role in the background of contents that secure global competitiveness. In this study, we study the growth factors and transitional forms of Nintendo Super Mario Bros. and suggest the direction of nurturing Korean star characters. As a result of the analysis of Super Mario Bros., it was possible to derive the growth factors of Originality, repeatability, Continuity, Pertain, and Star Fame and the transition result of step development method. Robot Taekwon V was presented as a reference model while Korean game characters with global competitiveness were excavated. Robot Taekwon V, which combines the features of friendly, unique, symbolism, and narrative, could be used to present a development model of the type of jump development. In the jump development model, character development and Upbringing, diversification of genre, pioneering of new markets combined with new technology, and fostering of characters through linkage with other industries were presented.

• Structural Engineering and Mechanics
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• v.39 no.4
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• pp.465-498
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• 2011

Concrete structures are generally cracked in flexural tension at working loads. Concrete beams with asymmetric section details and crack patterns exhibit different flexural rigidity depending upon the sense of the applied flexural moment. In this paper, three different models, having the same natural period, of such SDOF bilinear dynamical systems have been proposed. The Model-I and Model-II have constant damping coefficient, but the latter is characterized by two stiffness coefficients depending upon the sense of vibration amplitude. The Model-III, additionally, has two damping coefficients as well. In this paper, the dynamical response of Model-III to sinusoidal loading has been investigated and compared with that of Model-II studied earlier. It has been found that Model-III exhibits regular and irregular sub-harmonics, jump phenomena and strong sensitivity to initial conditions, forcing frequency, system period as well as the sense of peak sinusoidal force. The constant sustained load has been found to affect the natural period of the dynamical system. The predictions of Model-I have been compared with those of the approximate linear model adopted in present practice. The behaviour exhibited by different models of the SDOF cracked elastic concrete structures under working loads and the theoretical and practical implications of the approach followed have been critically evaluated.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.4
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• pp.787-791
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• 2013

In this paper we present one factor model of commodity prices with a single jump regime-switching process. And we derive an analytic formula for pricing futures contracts when the parameters of commoditiy process have governed by a Markov regime-switching process.