• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.93-99
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• 2024

In this paper, we derive the Partial Differential Bond Price Equation (PDBPE) by using Ito's Lemma to determine the pricing of bond on term-structure of interest rate (TSIR) model with jump. From PDBPE, the Maclaurin series (MS) and the moment-generating function (MGF) for the exponential function are used to obtain a numerical solution (NS) of the bond prices. And an algorithm for determining bond prices using Monte Carlo Simulation (MCS) techniques is proposed, and the pricing of bond is determined through the simulation process. Comparing the results of the implementation of the above two pricing methods, the relative error (RE) is obtained, which means the ratio of NS and MCS. From the results, we can confirm that the RE is less than around 2.2%, which means that the pricing of bond can be predicted very accurately using the proposed algorithms as well as numerical analysis. Moreover, it was confirmed that the bond price obtained using the MS has a relatively smaller error than the pricing of bond obtained by using the MGF.

• Magazine of the Korea Concrete Institute
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• v.8 no.6
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• pp.213-222
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• 1996

This paper presents the improved elastic modulus equation more appropriate to predict the modulus of elasticity of structural elements designed and made by high- and ultra high-strength concrete under domestic situation in Korea. To justify and assess the proposed elastic modulus equation, more than 400 laboratory test data domestically available in the literature and having the range of 400 to 1.000kg/$\textrm{cm}^2$ in concrete compressive strength were collected and analyzed statistically. Comparison of the proposed elastic modulus equation with the previously suggested equations in the ACI363R. CEB-FIP, NS3473 and New-RC were also presented to demonstrate the applicability to practice.

• International Journal of Concrete Structures and Materials
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• v.18 no.1E
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• pp.43-48
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• 2006

This paper presents an elastic modulus equation more appropriate for predicting the elastic modulus of structural materials designed for and made of high- and ultra high-strength concrete under current domestic situation in Korea. In order to validate and assess the proposed elastic modulus equation, more than 400 laboratory test data available in the domestic literature on compressive strength of concrete in the range between 400 to 1,000 $kgf/cm^2$ were used and analyzed statistically. Comparison analyses of the proposed elastic modulus equation with previously suggested equations of ACI363R, CEB-FIP, NS3473 and New-RC are also presented to demonstrate its applicability in domestic practice.

• Journal of the Earthquake Engineering Society of Korea
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• v.15 no.2
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• pp.23-33
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• 2011

In this study, a CFPBS (Cone-type Friction Pendulum Bearing System) was developed which controls the acceleration delivered to the structure to prevent damage and degradation of the critical communication equipment in case of an earthquake. The isolation performance of the CFPBS was evaluated by numerical analysis. The CFPBS was manufactured in the shape of a cone differenced from the existing FPS (Friction Pendulum System), and a pattern was engraved on the friction surface. The natural frequencies of the CFPBS were evaluated from a free-vibration test with the seismic isolator system consisting of four CFPBSs. In order to verify its earthquake-resistant performance, a numerical analysis program was created from the equation of the CFPBS induced from the equations of motion. A simplified theoretical equation of the CFPBS was proposed to manufacture the equipment which could demonstrate the necessary performance. Artificial seismic waves satisfying the maximum earthquake scale of the Korean Building Code-Structural (KBC-2005) were created and verified to review the earthquake-resistant performance of the CFPBS by numerical analysis. The superstructural mass of the CFPBS and skew angle of the friction surface were considered for numerical analysis with El Centro NS (1940), Kobe NS (1995) and artificial seismic waves. The CFPBS isolation performance evaluation was based on the results of numerical analysis and the executed comparative analysis between the results from numerical analysis and the simplified theoretical equation under the same conditions.

• Structural Engineering and Mechanics
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• v.53 no.2
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• pp.227-248
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• 2015

A CFPBS (Cone-type Friction Pendulum Bearing System) was developed to control the acceleration delivered to a structure to prevent the damage and degradation of critical communication equipment during earthquakes. This study evaluated the isolation performance of the CFPBS by numerical analysis. The CFPBS was manufactured in the shape of a cone differenced with the existing FPS (Friction Pendulum System), and a pattern was engraved on the friction surface. The natural frequencies of the CFPBS were evaluated from a free-vibration test with a seismic isolator system consisting of 4 CFPBS. To confirm the earthquake-resistant performance, a numerical analysis program was prepared using the equation of the CFPBS induced from the equations of motion. The equation reported by Tsai for the rolling-type seismic isolation bearings was proposed to design the equation of the CFPBS. Artificial seismic waves that satisfy the maximum earthquake scale of the Korean Building Code-Structural (KBC-2005) were created and verified to review the earthquake-resistant performance of the CFPBS by numerical analysis. The superstructural mass of the CFPBS and the skew angle of friction surface were considered for numerical analysis with El Centro NS, Kobe NS and artificial seismic waves. The CFPBS isolation performance evaluation was based on the numerical analysis results, and comparative analysis was performed between the results from numerical analysis and simplified theoretical equation under the same conditions. The validity of numerical analysis was verified from the shaking table test.

• Korean Journal of Soil Science and Fertilizer
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• v.8 no.2
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• pp.69-80
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• 1975

Relationships between yield and various nitrogen efficiencies, between efficiencies and between efficiency and nitrogen uptake amount of rice plant were proposed and tested using data from N.P.K simple trials about 30 to 50 locations, for three years. Established relationships are well in accordance with experimental results by showing highly significant correlations between them. The overall indications are that high yielding capacity of fields with fertilizer application, depends primarily on high fertilizer nitrogen uptake by increasing fertilizer use efficiency (Eu), secondly the efficiency (Ef) of absorbed fertilizer nitrogen (Nf) and fertilization efficiency (Fe) and also depends much on nitrogen efficiency for grain yield (E) to great extend and that the efficiency (Es) of soil nitrogen (Ns) contributes to E more than Ef does. All nitrogen efficiencies are negatively correlated with the uptake amount of corresponding nitrogen and counterpart efficiency. Es and Ef could be determined firstly by difference method and secondly E versus Cs (Cs=Ns/Ns+Nf) plotting and thirdly E-Cs plotting with labelled fertilizermethod using the equation E=Es Cs+B where B=Ef Cf but a constant under the given condition and at last Y-Ns plotting with labelled fertilizer using Eq Y=$Es{\cdot}Ns+B$ where B=$Ef{\cdot}Nf$. Es which seems not much variable from field to field is mostly greater (about 80% of tested fields) than Ef which is much variable and depends much on fertilizer form. The relationships tested and well agreed are as follows: 1. Y=$Es{\cdot}Ns+Ef{\cdot}Nf$ (Y is yield) 2. E=$Es{\cdot}Cs+Ef{\cdot}Cf$ where Cf=Nf/Nf+Ns 3. E=b-aN where E=E, Es or Ef and N=N, Ns or Nf respectively, (E=Y/N, N=Nf+Ns), b is theoretical maximum under the given system and a is tangent at N=O of the curve, Y=EN. 4. Fe=Ef Eu and Se=$Es{\cdot}Eu$ where Se is efficiency of soil available nitrogen. 5. E=$(Se{\cdot}Cs+Fe{\cdot}Cf)/Eu$ 6. Y=$Es{\cdot}Eu{\cdot}Sf+Ef{\cdot}Eu{\cdot}Fn$or Y=$Es{\cdot}Eu{\cdot}Ea{\cdot}Sn+Ef{\cdot}Eu{\cdot}Fn $where Sf=$Ea{\cdot}Sn$, Ea is soil available nitrogen equivalent to fertilizer(Sf) divided by total soil nitrogen (Sn).

• Proceedings of the IEEK Conference
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• 2003.07a
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• pp.298-301
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• 2003

본 논문에서는 2.4 [GHz] 대역에서 1(equation omitted)2 마이크로스트림 배열 안테나를 이용한 지하철 터널내의 전파특성을 고찰하였다. 445 [m]의 터널구간에서 협대역 측정결과 LOS (Line-of-Sight)구간에 비하여 NLOS(Non-Line-of-Sight)구간에서는 수신 전력 레벨이 급격히 감소 하였으며, 10단 길이의 PN Sequence를 이용한 광대역 채널 측정에서는 Fan Beam의 평균과도지연과 RMS 지연확산이 각각 3.5736 [ns]과 11.7327 [ns]로서 원편파와 지향성 빔에 비하여 우수함을 확인하였다. 또한 전체 측정구간에 대한 평균과도지연과 RMS 지연확산의 중간값과 표준편차를 구하였고 각각의 빔에 대하여 비교하였다.

• Journal of the Korean Institute of Telematics and Electronics
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• v.15 no.5
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• pp.34-38
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• 1978

In this Paper, the saturation behavior in the electrical phenomena of the DH Laser diode is explained theoretically using rate equnations. The carrier density approaches to ns gradually well above the threshold and theoretically expected curve of and calculated value of $\Delta$Vj are exactly equal to the experimental results which was observed, as shown. The carrier saturation factor If is proposed and we show k$\beta$ is a measure of the ideality of the sample diode. In the light of relation, the sample diode's idoality increases as f decreases.

• 한국전산유체공학회:학술대회논문집
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• 2003.10a
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• pp.189-190
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• 2003

A New kinetic scheme for the compressible Navier-Stokes equations is developed. While the conventional approach, such as KFVS scheme, employs the splitting algorithm and computes the numerical flux on the basis of the collisionless equation, the present approach employs the splitting algorithm in the evaluation of the numerical flux, where the collision effect is explicitly taken into account. However, the initial condition employed in the computation is slightly different from the conventional Chapman-Enskog NS distribution function. The present study also reveals the background of the existing kinetic schemes. such as the KFVS scheme and Gas-Kinetic BGK scheme.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.446-450
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• 1987

In this paper, overdetermined method is used for high resolution spectral estimation in case of short data record length. To reduce the computational effort and to obtain recursive form of estimation algorithm, we modify data matrix to have near-Toeplitz structure. Then, new recursive algorithm is derived in the form of fast Kalman algorithm. Two stage procedure is used for the estimation of ARMA parameters. First AR parameters are estimated by using overdetermined modified Yule-walker equation, and then MA parameters are implicitly estimated by estimating numerator spectral coefficients(NS).