• Korea-Australia Rheology Journal
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• v.19 no.4
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• pp.233-242
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• 2007

We performed a numerical investigation to find out the optimal choice of the spatial discretization in the distributed-Lagrangian-multiplier/fictitious-domain (DLM/FD) method for the solid/fluid interaction problem. The elastic solid bar attached on the bottom in a pressure-driven channel flow of a Newtonian fluid was selected as a model problem. Our formulation is based on the scheme of Yu (2005) for the interaction between flexible bodies and fluid. A fixed regular rectangular discretization was applied for the description of solid and fluid domain by using the fictitious domain concept. The hydrodynamic interaction between solid and fluid was treated implicitly by the distributed Lagrangian multiplier method. Considering a simplified problem of the Stokes flow and the linearized elasticity, two numerical factors were investigated to clarify their effects and to find the optimum condition: the distribution of Lagrangian multipliers and the solid/fluid interfacial condition. The robustness of this method was verified through the mesh convergence and a pseudo-time step test. We found that the fluid stress in a fictitious solid domain can be neglected and that the Lagrangian multipliers are better to be applied on the entire solid domain. These results will be used to extend our study to systems of elastic particle in the Stokes flow, and of particles in the viscoelastic fluid.

• International Area Studies Review
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• v.14 no.1
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• pp.3-29
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• 2010

The purpose of this paper is to examine the transmission of domestic and foreign real and monetary disturbances into a small country with heavy imports of intermediate goods, and to analyze how the wage indexation in a small country affects the transmission of foreign disturbances into a small country. We consider the two countries, a small country and the rest of the world, two goods, and rational expectations world model under flexible exchange rate system with perfect capital mobility. We find out that foreign disturbances are transmitted into a small country through the price channel, the foreign output multiplier channel, and the nominal interest rate channel, and the foreign real balance channel. We have conducted an empirical investigation by using the Korean data for a small country and the U.S. data for a large country to see how real and monetary disturbances originating from the US affects the Korean economy with wage indexation.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.11
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• pp.223-234
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• 2021

This study aims to examine whether operating cash flows influence banks' financial stability in Pakistan. The study employed annual panel data collected from annual reports of 20 commercial banks listed on the Pakistan Stock Exchange for the year 2011 to 2019. Free cash flow yield was taken as the dependent variable while cash flow ratio was selected as the independent variable, and net interest margin, income diversification, asset quality, financial leverage, the cost to income ratio, advance net of provisions to total assets ratio, capital ratio, financial performance, breakup value per share and bank size were taken as control variables. The study performed ordinary least square technique, random and fixed effects models, Hausman test, Lagrange multiplier test, descriptive and correlation analysis. Results showed that operating cash flows and net interest margin significantly and positively influenced banks' financial stability while the cost to income ratio and advances net of provisions to total assets ratio significantly and negatively associated with banks' financial stability. To improve financial stability, banks should become more cost-effective and enhance their liquidity levels by lowering lending activities. In the future, it would be useful to compare commercial and investment banks, also Islamic and conventional banks in the same research setting.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.231-245
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• 2000

This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

• Journal of Advanced Marine Engineering and Technology
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• v.39 no.6
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• pp.662-669
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• 2015

There has been an increased interest in the mitigation of wax deposition because wax, which usually accumulates in subsea oil-production systems, interrupts stable oil production and significantly increases the cost. To guarantee a required oil flow by mitigating wax deposition, we need to obtain a reliable estimation of the wax deposition. In this research, we perform simulations to understand the major mechanisms that lead to wax deposition, namely molecular diffusion, shear stripping reduction, and aging. While the model variables (shear reduction multiplier, wax porosity, wax thermal conductivity, and molecular diffusion multiplier) can be measured experimentally, they have high uncertainty. We perform an analysis of these variables and the amount of water and gas in the multiphase flow to determine these effects on the behavior of wax deposition. Based on the results obtained during this study for a higher wax porosity and molecular diffusion multiplier, we were able to confirm the presence of thicker wax deposits. As the shear reduction multiplier decreased, the thickness of the wax deposits increased. As the amount of water increased, there was also an increase in the amount of wax deposits until 40% water cut and decreased. As the amount of gas increased, the amount of wax deposits increased because of the loss of the light hydrocarbon component in the liquid phase. The results of this study can be utilized to estimate the wax deposition behavior by comparing the experiment (or field) and simulation data.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.12
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• pp.85-93
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• 2020

This study aimed to explore the impact of macroeconomic (Real GDP growth (GDPG), Inflation rate (INF)) and bank -specific variables (profitability (ROA), capital adequacy (CADEQ), non-performing loans (NPL), deposit growth (DEPG)) on the liquidity (lIQ) of 13 listed Jordanian commercial banks for the period 2011-2018. Panel data analysis, Pooled least square, fixed effects model and random effects model, Lagrange multiplier test, and Hausman test were used. The random effects model output shows that, macroeconomic variables have a significant impact on Jordanian commercial banks liquidity since inflation has a positive impact while GDPG has a negative impact on banks (LIQ). On the other hand among the bank-specific variables capital adequacy and deposit growth have a positive significant impact on banks (LIQ), while (NPL) and (SIZE) have a negative significant impact on Jordanian commercial banks liquidity. But ROA has a negative insignificant impact on (LIQ). The findings of the study suggest that commercial banks departments need to pay attention to the economic and internal variables of banks in order to maintain acceptable levels of liquidity.

• Journal of the Korean Geotechnical Society
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• v.21 no.2
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• pp.47-55
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• 2005

This paper describes the results for a numerical analysis of'single piles and pile oops in clayey soils subjected to monotonous lateral loading using the ABAQUS finite element software. The investigated variables in this study include free head and embedded capped single piles, pile diameter (1.0 m, 0.5 m), pile length (7.0 m, 10.0 m), and pile groups. The 1$\times$3 pile group was selected to investigate the individual pile and group lateral resistance, the distribution of the resistance among the piles, the effects of lateral stresses in front of and on the sides of the piles, and the effect of a cap on the lateral resistance of the leading pile. The soil was modeled using Cam-clay constitutive relationship and the pile was considered as a elastic circular concrete pile. The results show that the size of the cap influences lateral capacity of sin pile. The results also show in pile groups, the pile-soil-pile interaction and the cap effect the resistance in the leading pile, and the p-multiplier for the leading pile of greater than 1.0 was able to be obtained.

• Transactions of the Korean Society of Automotive Engineers
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• v.17 no.4
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• pp.63-71
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• 2009

The elastic effects of the valve train components are analyzed by using the finite element models of the rocker arm and valve. The whole equations of motion of the valvetrain of an internal combustion engine formulated by finite element techniques are solved by imposing the contact conditions with the augmented Lagrange multiplier method. The velocity and acceleration constraints as well as the displacement constraints are imposed on the contact points. The numerical simulations show that, even if the magnitude of the elastic deformation of the components is very small, it may have large effects on the valvetrain dynamics of a high-speed engine.

• Journal of Korea Technology Innovation Society
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• v.4 no.1
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• pp.96-109
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• 2001

The aim of this paper is to analyse the impacts on domestic production, value added, employment and import substitution of national technological information activities, using the 1995 Input-Output Tables in Korea. The total output of technological information amounted to 4,167 billion won at current prices. The total domestic output of 2,318 billion won was generated directly and indirectly and the amount of value added totaled 3,773 billion won. 119 thousand new jobs were created and total import substitution amounted to 1,346 billion won. As an increase of 4,167 billion won in technological information sector led to an increase of 7,437 billion won in total socio-economic repercussion effects, the multiplier was 1.8 in 1995.

• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.547-556
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• 2004

This paper consider the testing problem of variance component for the unbalanced two-way error component model with nuisance parameter. We derive the one-sided LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual) effects are present. Using the Monte Carlo experiments, the computational more demanding LR test slightly underestimates the nominal size and has the low powers relative to LM test statistic.