• The Pure and Applied Mathematics
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• v.14 no.4
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• pp.335-354
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• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.485-501
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• 2001

In this paper we express analytic Feynman integral of the first variation of a functional F in terms of analytic Feynman integral of the product F with a linear factor and obtain an integration by parts formula of the analytic Feynman integral of functionals on abstract Wiener space. We find the Fourier-Feynman transform for the product of functionals in the Fresnel class F(B) with n linear factors.

• Journal of the Society of Naval Architects of Korea
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• v.43 no.3 s.147
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• pp.340-350
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• 2006

This paper is concerned with a practical guide for the ultimate longitudinal strength assessments of ships' hull structure. Rigorous non-linear structural analysis for three tanker models has been carried out to examine the ultimate strength behavior. Formula of estimating the ultimate longitudinal strength has been proposed which is modified with the results of non-linear finite element analysis of hull girders. Computational reliability and accuracy of the large-scale non-linear finite element analysis and the proposed simplified formula are verified through comparing their results with that of 1/3 scale frigate model test and DNVs program. Additionally, the ultimate longitudinal strength for ten tanker models is compared with those by the method specified in the 2nd Draft of common structural rule for tankers, which is being developed by IACS.

• Proceedings of the KIPE Conference
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• 2007.07a
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• pp.214-216
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• 2007

The linear motor is available for linear transition motion, because of its advantages, the motor design and its application have gradually increased, but the quantitative measurement system of thrust force has not been generalized. Need analysis of correct thrust for control performance improvement of HB-LPM(HB-type Linear Pulse Motor). It is difficult to analyze HB-LPM's thrust. In this paper, HB-LPM's thrust is expressed to mathematical expression. And it is proved validity of this numerical formula by thrust measurement system. Two phase driver is composed. It is verified validity of numerical formula that measure waveform of electric current and voltage that is supplied in each phase.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.695-708
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• 2022

Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

• Communications of the Korean Mathematical Society
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• v.10 no.4
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• pp.963-974
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• 1995

We formulate central limit theorems for non-linear functionals of stationary Gaussian vector processes with long-range dependence.

• Journal of Ocean Engineering and Technology
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• v.9 no.2
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• pp.61-70
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• 1995

The purpose of this paper is to calculate the excavation volume of unequal interval grid using nonlinear boundary in eathwork volume determination for reclamation of the foreshore. A congruence area formula by first and third equation is compared with trapezoidal, simpson formulas to earthwork volume. And nonlinear spot level method of unequal interval grid is compared with linear and nonlinear spot level method of equal interval grid excavation volume. As a result algorithm of derived area and volume formula should provide a better accuracy than linear and nonlinear spot level currently in use. Practical application of each method to the excavation volume is illustrated by digital elevation model of aerial photogrammetry and model test of aquarium.

• Earthquakes and Structures
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• v.3 no.3_4
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• pp.271-295
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• 2012

This paper presents the solution scheme of using the continuous formulation of 1-D linear member for the dynamic analysis of structures consisting of axially loaded members. The context describes specific applications of such scheme to the verification of experimental data obtained from field test of bridges carried out by a microwave interferometer system and velocimeters. Attention is focused on analysis outlines that may be applicable to in-situ assessment for cable-stayed bridges. The derivation of the dynamic stiffness matrix of a prismatic member with distributed properties is briefly reviewed. A back calculation formula using frequencies of two arbitrary modes of vibration is next proposed to compute the tension force in cables. Derivation of the proposed formula is based on the formulation of an axially loaded flexural member. The applications of the formulation and the proposed formula are illustrated with a series of realistic examples.

• Journal of Korean Association for Spatial Structures
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• v.22 no.1
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• pp.51-57
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• 2022

In this paper, based on the finite element analysis model verified in previous studies, a new model of a buckling restrained brace reinforced with a steel plate was proposed. A design formula was proposed for the new model to dissipate energy without buckling the steel core under load protocol, and the performance of the model satisfying the design formula was evaluated by comparing it with the previous model through the results of hysteresis loop, bi-linear curve, cumulative energy dissipation capacity, and equivalent viscous damping.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.28 no.10
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• pp.1147-1154
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• 2004

This paper is the third of several companion papers which compare the method of Air-Fuel ratio determination. In the previous works, Eltinge chart was expanded to arbitrary fuel composition as a reference exhaust composition. The compensation of unburned hydrocarbon in Eltinge chart and comparison of Spindt and Eltinge method were also discussed. In addition to Eltinge and Spindt's one, however, there are many methods which calculate Air-Fuel ratio from exhaust emission. Among these methods, carbon balance and oxygen balance are widely used in practice. In some applications, linear formula from statistical method is being used in the field due to its simplicity and convenience. In this paper, these various methods are evaluated and compared with Eltinge results and new linear formula is proposed for the gasoline fuel. The results show that the corrected carbon balance equation has excellent agreement with Eltinge and Spindt's one. On the other hands, the oxygen-balanced formula has a limitation according to the mixture state and AFR. For gasoline fuel, newly proposed linear equation has good compatibility with Eltinge and Spindt up to AFR 17.