• 제목/요약/키워드: Laplace distribution

검색결과 138건 처리시간 0.02초

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

  • 박상민;이근희
    • 산업경영시스템학회지
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    • 제17권29호
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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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均一두께 의 원통핀 에서 過渡溫度 分布 에 관한 硏究 (Study on Transient Temperature Distribution in Annular Fin of Uniform Thickness)

  • 손병진;박희용;이흥주
    • 대한기계학회논문집
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    • 제6권3호
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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.

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) (The Evaluation of the Net Present Value and the Derivation of the Internal Rate of Return with the Alternatives)

  • 박상민;이근희
    • 품질경영학회지
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    • 제17권1호
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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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확률과정 전투에서 명중시간간격 확률분포의 발견 (Finding Interkilling Time Probability Distribution in Stochastic Combats)

  • 홍윤기
    • 한국국방경영분석학회지
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    • 제28권2호
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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.

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

  • Lee, Kwang-Y.
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 1992년도 폐기물 매립지의 공학적 특성과 개량기술
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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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구형단면을 갖는 환상휜에서의 과도응답 해석 (Analysis of the Transient Response in Annular Fin with Rectangular Profile)

  • 김광수;용호택
    • 대한설비공학회지:설비저널
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    • 제16권5호
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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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휴가기간이 고객의 도착에 영향을 받는 휴가형 우선순위 M/G/1 대기행렬 분석 (Analysis of the M/G/1 Priority Queue with vacation period depending on the Customer's arrival)

  • 정보영;박종훈;백장현;이창훈
    • 산업공학
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    • 제25권3호
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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.

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

  • 유경훈
    • 설비공학논문집
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    • 제14권5호
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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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    • 제5권3호
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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.

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

  • 박노진
    • 응용통계연구
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    • 제27권3호
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    • pp.397-406
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    • 2014
  • 최소밀도함수승간격 추정법은 Baus 등 (1998)에 의해 처음 소개된 이후 많은 관심의 대상이 되었다. 최소밀도함수승간격 추정량은 우수한 로버스트 성질을 갖고 효율성도 최우추정량에 필적한 것으로 알려져 있다. 본 논문에서는 생물정보학에서 사용되는 노말-지수 분포에 근거한 추정량을 최소밀도함수승간격 추정법을 사용하여 구하는 방법을 다루고자 한다. 그런데 그 과정에서 간격을 적분을 통해 구하는 것이 매우 어려움으로 인해 직접적인 적분 대신 라플라스 근사를 시도할 것을 제안한다. 그 결과 추정량이 다소 효율성이 줄어들지만 로버스트 성질을 갖고 있음을 수학적 방법과 모의실험을 통하여 보였다.