• Title/Summary/Keyword: Laplace distribution

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The Evaluation of the Net Present Value and the Derivation of the Internal Rate of Return with the Alternatives (대체안의 순현재가치 평가와 내부수익율 유도에 대한 연구)

  • 박상민;이근희
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.29
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    • pp.30-36
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    • 1994
  • This paper has provided a systematic technique, the evaluation of the distribution with the NPV ana the derivation of the IRR in the investment alternatives, for the cost estimating analysts. The proposals of investment alternatives are included the venture capital under risk and probabilities at each events, within the cash inflows are occuring at random timing. Therefore. we have considered the followings : 1) the first cash outflow is deterministic. 2) the cash inflows are random variables with known distributions. 3) the lengths of the time intervals between the cash inflows are independently distributed and independent of the cash inflows. In this paper. the first two moments of the distribution, the Laplace Transforms and the convolutions are computed for both independent cash inflows and mutually exclusive alternatives as in the case of quite correlated cash inflows.

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Study on Transient Temperature Distribution in Annular Fin of Uniform Thickness (均一두께 의 원통핀 에서 過渡溫度 分布 에 관한 硏究)

  • 손병진;박희용;이흥주
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.6 no.3
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    • pp.247-255
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    • 1982
  • The heat diffusion equation for an annular fin is analyzed by Laplace transformation. The fin has a uniform thickness, with its end insulated, and three different temperature profiles at the base such as step change, harmonic and exponential functions. The exact solutions for the temperature and heat flux of the fins are obtained with the infinite series. The series solutions converge rapidly for large values of dimensionless time, but slowly for small values. Therefore some approximate solutions are presented here to fine the temperature distribution and heat flux for small values of dimensionless time. Furthermore a simple approximate heat flux, .OMEGA.=1.13c.tau.$^{1}$2/ is found in the range of .tau. .leg. o.1/c for the exponential function at the base.

The Evaluation of the Net Present Value and the Derivation of the Internal Rate of Return with the Alternatives (대체안(代替案)의 순현재가치(純現在價値) 평가(評價)와 내부수익률(內部收益率) 유도(誘導)에 대한 연구(硏究))

  • Park, Sang-Min;Lee, Geun-Hui
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.82-88
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    • 1989
  • This paper has provided a systematic technique, the evaluation of the distribution with the NPV and the derivation of the IRR in the investment alternatives, for the cost estimating analysts, The proposals of investment alternatives are included the venture capital under risk and probabilities at each events, within the cash inflows are occuring at random timing. Therefore, we have considered the followings ; 1) the first cash outflow is deterministic, 2) the cash inflows are random variables with known distributions, 3) the lengths of the time intervals between the cash inflows are independently distributed and independent of the cash inflows. In this paper, the first two moments of the distribution, the Laplace Transforms and the convolutions are computed for both independent cash inflows and mutually exclusive alternatives as in the case of quite correlated cash inflows.

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Finding Interkilling Time Probability Distribution in Stochastic Combats (확률과정 전투에서 명중시간간격 확률분포의 발견)

  • 홍윤기
    • Journal of the military operations research society of Korea
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    • v.28 no.2
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    • pp.56-69
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    • 2002
  • A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

APPLICATIONS OF PORE AND GRAIN-SIZE DISTRIBUTIONIN RECOVERY OF LNAPLS IN SOILS (토양속의 LAPLs 제거기슬에서의 Pore와 입도분포의 응용에 관한 연구)

  • Lee, Kwang-Y.
    • Proceedings of the Korean Geotechical Society Conference
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    • 1992.12a
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    • pp.19-32
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    • 1992
  • Objectives of this study are : 1) to utilize capillary theory and obtain pore-size distribution profiles from moisture-suction relationships using Laplace theory. 2) to investigate the behavior of Light Non-Aqueous Phase Liquids(LNAPLs) in the subsurface environment and to develop several predictive relationships which can be used to assess the effectiveness of various LNAPLs remediation technologies. The relationship to predict pore-size distribution function expressed in differencial equation is found by using capillary theory. Also, experiments are conducted to : the various LNAPLs subjected to vadose zone drainage, groundwater table drainage, waterflooding with surfactants. The experiments are performed with #2 heating oil, jet fuel. and kerosene. Several relationships have been derived describing the effect of various properties and process parameters on the LNAPL residual saturation.

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Analysis of the Transient Response in Annular Fin with Rectangular Profile (구형단면을 갖는 환상휜에서의 과도응답 해석)

  • Kim Kwang Soo;Yong Ho Taek
    • The Magazine of the Society of Air-Conditioning and Refrigerating Engineers of Korea
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    • v.16 no.5
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    • pp.504-515
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    • 1987
  • This study conducts an analysis for the heat diffusion of an annular fin considering con-vection phenomena at the fin edge as well as along the fin perimeter. When the temperature of the fin base is given with an increasing exponential function, the exact series solutions of tem-perature distribution are obtained by laplace transformation in terms of dimensionless para-meters. From these solutions heat flux and fin efficiency can be obtained. These exact solu-tions converge rapidly for large values of dimensionless time, but slowly for small ones. To avoid this convergence difficulty, approximate solutions of the temperature distribution and heat flux for small values of dimensionless time are also presented. Substituting the variations of dimensionless parameters into the these exact solutions, the characteristics of these response are investigated.

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Analysis of the M/G/1 Priority Queue with vacation period depending on the Customer's arrival (휴가기간이 고객의 도착에 영향을 받는 휴가형 우선순위 M/G/1 대기행렬 분석)

  • Jeong, Bo-Young;Park, Jong-Hun;Baek, Jang-Hyun;Lie, Chang-Hoon
    • IE interfaces
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    • v.25 no.3
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    • pp.283-289
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    • 2012
  • M/G/1 queue with server vacations period depending on the previous vacation and customer's arrival is considered. Most existing studies on M/G/1 queue with server vacations assume that server vacations are independent of customers' arrival. However, some vacations are terminated by some class of customers' arrival in certain queueing systems. In this paper, therefore, we investigate M/G/1 queue with server vacations where each vacation period has different distribution and vacation length is influenced by customers' arrival. Laplace-Stieltjes transform of the waiting time distribution and the distribution of number of customers waiting for each class of customers are respectively derived. As performance measures, mean waiting time and average number of customers waiting for each class of customers are also derived.

Analysis on Particle Deposition onto a Heated Rotating Disk with Electrostatic Effect (정전효과가 있는 가열 회전원판으로의 입자침착 해석)

  • 유경훈
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.14 no.5
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    • pp.424-432
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    • 2002
  • Numerical analysis has been conducted to characterize deposition rates of aerosol particles onto a heated, rotating disk with electrostatic effect under the laminar flow field. The particle transport mechanisms considered were convection, Brownian diffusion, gravitational settling, thermophoresis and electrophoresis. The aerosol particles were assumed to have a Boltzmann charge distribution. The electric potential distribution needed to calculate local electric fields around the disk was calculated from the Laplace equation. The Coulomb, the image, the dielectrophoretic and the dipole-dipole forces acting on a charged particle near the conducting rotating disk were included in the analysis. The averaged particle deposition vetocities and their radial distributions on the upper surface of the disk were calculated from the particle concentration equation in a Eulerian frame of reference, along with a rotation speed of 0∼1,000rpm, a temperature difference of 0∼5K and a charged disk voltage of 0∼1000V.Finally, an approximate deposition velocity model for the rotating disk was suggested. The present numerical results showed relatively good agreement with the results of the present approximate model and the available experimental data.

A 2-D Model for the Potential Distribution and Threshold Voltage of Fully Depleted Short-Channel Ion-Implanted Silicon MESFET's

  • Jit, S.;Morarka, Saurabh;Mishra, Saurabh
    • JSTS:Journal of Semiconductor Technology and Science
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    • v.5 no.3
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    • pp.173-181
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    • 2005
  • A new two dimensional (2-D) model for the potential distribution of fully depleted short-channel ion-implanted silicon MESFET's has been presented in this paper. The solution of the 2-D Poisson's equation has been considered as the superposition of the solutions of 1-D Poisson's equation in the lateral direction and the 2-D homogeneous Laplace equation with suitable boundary conditions. The minimum bottom potential at the interface of the depletion region due to the metal-semiconductor junction at the Schottky gate and depletion region due to the substrate-channel junction has been used to investigate the drain-induced barrier lowering (DIBL) and its effects on the threshold voltage of the device. Numerical results have been presented for the potential distribution and threshold voltage for different parameters such as the channel length, drain-source voltage, and implanted-dose and silicon film thickness.

Minimum Density Power Divergence Estimation for Normal-Exponential Distribution (정규-지수분포에 대한 최소밀도함수승간격 추정법)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.397-406
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    • 2014
  • The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.