• Computers and Concrete
• /
• 제25권3호
• /
• pp.193-204
• /
• 2020

In the study, a new, simple and alternative formula is proposed to calculate numerically crack widths of concrete on a finite element (FE) model. By considering more general tension softening behavior of concrete, the proposed expression is derived irrespective of any tension softening model given in the literature or design codes. The test results of six reinforced concrete (RC) deep beams having different geometrical and material properties selected from a recent existing experimental study of the authors are used to verify the accuracy and reliability of the proposed formula and the created numerical FE models of the specimens. Moreover, the crack width results obtained from the FE models are compared with the test results to see the performance of the proposed formula. The results of the study demonstrate that the proposed formula gives very accurate results in a comparison with the test results. The ratios of errors on the results stay commonly at an acceptable level as well. Consequently, the proposed formula is quite simple, unique, and robust to determine crack widths of RC deep beams on an FE model.

• 한국건설관리학회논문집
• /
• 제8권1호
• /
• pp.87-95
• /
• 2007

건설공사의 시공공정을 관리자의 경험적 판단에 의하여 작업팀을 구성하여 운영하면, 시공공정의 진행이 비효율적으로 될 가능성이 많다. 그러나 시공계획단계에서 모의조작을 통하여 자원할당, 공사비, 공사기간의 최적 안을 산출하면 시공공정을 정량화하여 효율적인 운영을 할 수 있다. 본 연구에서는 시공공정을 계획할 때 작업팀 운영의 변화에 따른 자원할당 변동치, 자원 손실비, 총공사비, 공사기간의 최적 안을 모의조작 할 수 있는 수식모형의 시안 식을 제안하였다. 제안된 수식모형을 검증하기 위하여 시공공정의 수평작업역과 수직작업 역이 각각 상이하게 구성된 공동주택 골조공사에 적용하여 시현하였다. 본 연구에서 제시된 수식모형을 적용하여 모의 조작을 실시한 결과가 실제 사례공사에서 적용된 작업팀의 운영실적보다 효율화를 달성하였다.

• Communications for Statistical Applications and Methods
• /
• 제23권1호
• /
• pp.21-32
• /
• 2016

We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제27권3호
• /
• pp.180-193
• /
• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• Steel and Composite Structures
• /
• 제12권6호
• /
• pp.523-540
• /
• 2012

It was clear from the former researches on reinforced concrete filled tubular steel (RCFT) structures that RCFT structures have different performance than concrete filled steel tubular (CFT) structures. However, despite of that, load-sharing ratio of RCFT is evaluating by the formula and range of CFT given by JSCE. Therefore, the aim of this investigation is to study the load-sharing ratio of RCFT columns subjected to axial compressive load by performing numerical simulations of RCFT columns with the nonlinear finite element analysis (FEA) program - ADINA. To achieve this goal, firstly proper material constitutive models for concrete, steel tube and reinforcement are proposed. Then axial compression tests of concrete, RC, CFT, and RCFT columns are carried out to verify proposed material constitutive models. Finally, by the plenty of numerical analysis with small-sized and big-sized columns, load-sharing ratio of RCFT columns was studied, the evaluation formulas and range were proposed, application of the formula was demonstrated, and following conclusions were drawn: The FEA model introduced in this paper can be applied to nonlinear analysis of RCFT columns with reliable results; the load-sharing ratio evaluation formula and range of CFT should not be applied to RCFT; The lower limit for the range of load-sharing ratio of RCFT can be smaller than that of CFT; the proposed formulas for load-sharing ratio of RCFT have practical mean in design of RCFT columns.

• Structural Engineering and Mechanics
• /
• 제63권3호
• /
• pp.417-428
• /
• 2017

The micropile has been mainly used under the concept of supplementing structural support or reinforcing soft ground. For the micropiled-raft system which uses a micropile and a raft in combination in particular, it is generally considered as ground reinforcement rather than foundation components considering the bearing capacity of the micropile in many cases. In this study, the bearing capacity mechanism of the micropiled-raft system is investigated through a physical model test and numerical method. The numerical results have shown that not only the slender-pile-effect of the micropile, but also the ground reinforcement effect, increase the bearing capacity considerably. The bearing capacity formula of the micropiled-raft system is derived based on the failure mechanism obtained through model tests. The formula is verified and proposed as a design chart.

• 한국전산유체공학회:학술대회논문집
• /
• 한국전산유체공학회 2008년도 춘계학술대회논문집
• /
• pp.80-83
• /
• 2008

The characteristics of the spread of a forest fire are generally related to the attributes of combustibles, geographical features, and meteorological conditions, such as wind conditions. The most common methodology used to create a prediction model for the spread of forest fires, based on the numerical analysis of the development stages of a forest fire, is an analysis of heat energy transmission by the stage of heat transmission. When a forest fire breaks out, the analysis of the transmission velocity of heat energy is quantifiable by the spread velocity of flame movement through a physical and chemical analysis at every stage of the fire development from flame production and heat transmission to its termination. In this study, the formula used for the 1-dimensional surface forest fire behavior prediction model, derived from a numerical analysis of the surface flame spread rate of solid combustibles, is introduced. The formula for the 1-dimensional surface forest fire behavior prediction model is the estimated equation of the flame spread velocity, depending on the condition of wind velocity on the ground. Experimental and theoretical equations on flame duration, flame height, flame temperature, ignition temperature of surface fuels, etc., has been applied to the device of this formula. As a result of a comparison between the ROS(rate of spread) from this formula and ROSs from various equations of other models or experimental values, a trend suggesting an increasing curved line of the exponent function under 3m/s or less wind velocity condition was identified. As a result of a comparison between experimental values and numerically analyzed values for fallen pine tree leaves, the flame spread velocity reveals has a error of less than 20%.

• 대한인간공학회지
• /
• 제14권2호
• /
• pp.33-39
• /
• 1995

The inverse Kinematics can be used for representing the motion of human body model. In order to find the final figure of the human body model with given target position, we can uwe the formula x=J .THETA. , where J is the Jacobian matrix of x=f( .THETA.), of the Inverse Kinematics. In this formula, f has so complicated form that it is difficult to calcuate the Jacobian matrix J by expanding all formulae exactly. In this paper, a numerical method that calculates the Jacobian matrix is proosed. The simulation results obtained by using the simple human model reprsent that the proposed. The simulation results obtained by using the simple human model represent that the proposed method is useful for generating the final figure of the body model.

• 한국산학기술학회논문지
• /
• 제7권6호
• /
• pp.1264-1270
• /
• 2006

본 연구에서는 달천 하류의 수리적 특성 및 유사론적 특성을 파악하기 위해 준2차원 모형인 GSTARS 2.1 모형을 적용하였다. GSTARS 2.1 모형에 포함된 Meyer-Peter와 Muller공식, Acker와 White's공식, Engelund와 Hanson공식 그리고 Yang공식의 네 가지 유사이송공식을 1984년부터 1992년까지의 하상단면에 대해 모의하였으며, 그 결과 Meyer-Peter와 Muller공식이 실측치에 근사한 것으로 나타났다. 정량적인 비교에서 각 단면별로 92년 실측치보다 모형에 의한 계산치가 하상변동량이 약간 과소로 산정되었다. Meyer-Peter와 Muller공식을 적용하여 유관 개수에 따른 하상변동의 효과를 분석하였다.

• 한국항해학회지
• /
• 제13권1호
• /
• pp.63-75
• /
• 1989

A two dimensional numerical model as well as theoretical formula are used to investigate the seich characteristics of Mok-po harbour. The natural periods of the first two modes computed from the numerical mode are about 34 minutes and 12 minutes which are well consistent with those by the theoretical formula.