• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.295-307
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• 2023

The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

• Tribology and Lubricants
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• v.39 no.4
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• pp.139-147
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• 2023

Cavitation phenomena observed during the operation of a submerged plain journal bearing (PJB) can affect bearing performance parameters such as dynamic coefficients, whirl frequency ratio, and critical mass. This study presents numerical solutions of the Reynolds equation for steadily and dynamically loaded submerged PJBs with half-Sommerfeld (HS), Reynolds, and Jakobsson-Floberg-Olsson (JFO) cavitation models when the supply pressure is larger or equal to the cavitation pressure. The loads at various eccentricity ratios are identical; however, the attitude angle is approximately 6% smaller when the eccentricity ratio is between 0.2 and 0.7 and the JFO model is used, compared to that when the Reynolds model is used. Dynamic coefficients obtained with the HS and Reynolds model show good agreement with each other, except for k_xz, which is sensitive to changes in the force normal to the rotor weight, and is attributed to the difference in the attitude angle obtained with each cavitation model. Stiffness coefficients are determined using the pressure distribution in the film, and therefore, when the JFO model is used, the direct stiffness coefficients are affected and show opposite signs for most eccentricity ratios. The mass-conservative JFO model can predict at least a 30% smaller critical mass compared to that using the HS and Reynolds models. Thus, the instability analysis results can change based on the cavitation model used in a submerged PJB. The results of this research indicate that the JFO model should be used when designing a rotor system supported by submerged PJBs.

• Proceedings of the Korean Institute of Surface Engineering Conference
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• 2000.05a
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• pp.1-1
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• 2000

The results of the modification of metal materials treated by high temperature pulst:d plasma fluxes (HTlPPF) with a specific power of incident flux changing in the $(3...100)10^5{]\;}W/cm^2$ range and a pulse duration lying from 15 to $50{\;}\mu\textrm{s}$ have been presented. The results of HTPPF action were studied on the stainless steels of 18Cr-l0Ni, 16Cr- 15Ni, 13Cr-2Mo types; on the structural carbon steels of (13...35)Cr, St. 3, St. 20, St. 45 types; on the tool steels of U8, 65G, ShHI5 types, and others; on nickel and high nickel alloy of 20Cr-45Ni type; on zirconium- and vanadium-base alloys and other materials. The microstructure and properties (mechanical, tribological, erosion, and other properties) of modified materials and surface alloying of metals exposed to HTPPF action have been investigated. It was found that the modification of materials by HTPPF resulted in a simultaneous increase of several properties of the treated articles: microhardness of the surface and layers of 40...60 $\mu\textrm{m}$ in depth, tribological characteristics (friction coefficient, wear resistance), mechanical properties ({\sigma_y}, {\;}{\sigma_{0.2}}.{\;}{\sigma_r}) on retention of the initial plasticity ($\delta$), corrosion resistance, radistanation erosion under ion irradiation, and others. The determining factor of the changes observed is the structural-phase modification of the near-surface layers, in particular, the formation of the fine cellular structure in the near-surface layers at a depth of $20{\;}{\mu\textrm{m}}$ with dimension of cells changing in the range from 0.1 to $1., 5{\;}\mu\textrm{m}$, depending on the kind of material, its preliminary treatment, and the parameters of plasma fluxes. The remits obtained have shown the possibility of purposeful surface alloying of metals exposed to HTPPF action over a depth up to 20...45 $\mu\textrm{m}$ and the concentration of alloying element (Ni, Cr, V) up to 20 wt.%. Possible industrial brunches for using the treatment have been also considered, as well as some results on modifying the serial industrial articles by HTPPF.

• Structural Engineering and Mechanics
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• v.86 no.2
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• pp.167-180
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• 2023

This work applies a four-known quasi-3D shear deformation theory to investigate the bending behavior of a functionally graded plate resting on a viscoelastic foundation and subjected to hygro-thermo-mechanical loading. The theory utilizes a hyperbolic shape function to predict the transverse shear stress, and the transverse stretching effect of the plate is considered. The principle of virtual displacement is applied to obtain the governing differential equations, and the Navier method, which comprises an exponential term, is used to obtain the solution. Novel to the current study, the impact of the viscoelastic foundation model, which includes a time-dependent viscosity parameter in addition to Winkler's and Pasternak parameters, is carefully investigated. Numerical examples are presented to validate the theory. A parametric study is conducted to study the effect of the damping coefficient, the linear and nonlinear loadings, the power-law index, and the plate width-tothickness ratio on the plate bending response. The results show that the presence of the viscoelastic foundation causes an 18% decrease in the plate deflection and about a 10% increase in transverse shear stresses under both linear and nonlinear loading conditions. Additionally, nonlinear loading causes a one-and-a-half times increase in horizontal stresses and a nearly two-times increase in normal transverse stresses compared to linear loading. Based on the article's findings, it can be concluded that the viscosity effect plays a significant role in the bending response of plates in hygrothermal environments. Hence it shall be considered in the design.

• Journal of the Korean Geotechnical Society
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• v.23 no.3
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• pp.89-100
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• 2007

In the companion paper, we provided the novel elastic-plastic constitutive model based on the micromechanics theory. Herein, the elastic and elastic-plastic deformation of granular soils is meticulously analyzed. To guarantee high accuracy of the microscopic parameter, the systematic procedure to evaluate the parameters is provided. The analysis of the elastic response during the isotropic and triaxial compression shows that the stress-level dependency of cross-anisotropic elastic moduli is induced by the power relationship of the contact force in the normal contact stiffness, while the evolution of fabric anisotropy is more pronounced during triaxial compression. The micromechanical analysis indicates that the plastic strains are likely to occur at very small strains. The plastic deformation of tangential contacts has an important role in the reduction of soil stiffness during axial loading.

• Structural Engineering and Mechanics
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• v.81 no.2
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• pp.179-194
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• 2022

The bending, buckling and free vibration responses of functionally graded material (FGM) beams are investigated semi-analytically by the scaled boundary finite element method (SBFEM) in this paper. In the concepts of the SBFEM, the dimension of computational domain can be reduced by one, therefore only the axial dimension of the beam is discretized using the higher order spectral element, which reduces the amount of calculation and greatly improves the calculation efficiency. The governing equation of FGM beams is derived in detail by the means of the principle of virtual work. Compared with the higher-order beam theory, fewer parameters and simpler control equations are used. And the governing equation is transformed into a first-order ordinary differential equation by introducing intermediate variables. Analytical solutions of the governing equation can be obtained by pade series expansion in the direction of thickness. Numerical example are compared with the numerical solutions provided by the previous researchers to verify the accuracy and applicability of the proposed method. The results show that the proposed formulations can quickly converge to the reference solutions by increasing the order of higher order spectral elements, and high accuracy can be achieved by using a small number of the elements. In addition, the influence of the structural sizes, material properties and boundary conditions on the mechanical behaviors of FG beams subjected to different load types is discussed.

• Nuclear Engineering and Technology
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• v.55 no.4
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• pp.1563-1570
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• 2023

In this study, a DeCART/MIG uncertainty quantification (UQ) analysis code system with a multicorrelated cross section stochastic sampling (S.S.) module was established and verified through the UAM (Uncertainty Analysis in Modeling) and the BEAVRS (Benchmark for Evaluation And Validation of Reactor Simulations) benchmark calculations. For the S.S. calculations, a sample of 500 DeCART multigroup cross section sets for two major actinides, i.e., ²³⁵U and ²³⁸U, were generated by the MIG code and covariance data from the ENDF/B-VII.1 evaluated nuclear data library. In the three pin problems (i.e. TMI-1, PB2, and Koz-6) from the UAM benchmark, the uncertainties in k_inf by the DeCART/MIG S.S. calculations agreed very well with the sensitivity and uncertainty (S/U) perturbation results by DeCART/MUSAD and the S/U direct subtraction (S/U-DS) results by the DeCART/MIG. From these results, it was concluded that the multi-group cross section sampling module of the MIG code works correctly and accurately. In the BEAVRS whole benchmark problems, the uncertainties in the control rod bank worth, isothermal temperature coefficient, power distribution, and critical boron concentration due to cross section uncertainties were calculated by the DeCART/MIG code system. Overall, the uncertainties in these design parameters were less than the general design review criteria of a typical pressurized water reactor start-up case. This newly-developed DeCART/MIG UQ analysis code system by the S.S. method can be widely utilized as uncertainty analysis and margin estimation tools for developing and designing new advanced nuclear reactors.

• Nuclear Engineering and Technology
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• v.55 no.6
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• pp.1974-1987
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• 2023

The load-following operation of small modular reactors (SMRs) requires accurate prediction of transient behaviors that can occur in the balance of plants (BOP) and the nuclear steam supply system (NSSS). However, 1-D thermal-hydraulics analysis codes developed for safety and performance analysis have conventionally excluded the BOP from the simulation by assuming ideal boundary conditions for the main steam and feed water (MS/FW) systems, i.e., an open loop. In this study, we introduced a lumped model of BOP fluid system and coupled it with NSSS without any ideal boundary conditions, i.e., in a closed loop. Various methods for coupling boundary conditions at MS/FW were tested to validate their combination in terms of minimizing numerical instability, which mainly arises from the coupled boundaries. The method exhibiting the best performance was selected and applied to a transient simulation of an integrated NSSS and BOP system of a SMART. For a transient event with core power change of 100-20-100%, the simulation exhibited numerical stability throughout the system without any significant perturbation of thermal-hydraulic parameters. Thus, the introduced boundary-condition coupling method and BOP fluid system model can expectedly be employed for the transient simulation and performance analysis of SMRs requiring daily load-following operations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.6
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• pp.1706-1727
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• 2023

Under Water Sensor Networks (UWSN) has gained attraction among various communities for its potential applications like acoustic monitoring, 3D mapping, tsunami detection, oil spill monitoring, and target tracking. Unlike terrestrial sensor networks, it performs an acoustic mode of communication to carry out collaborative tasks. Typically, surface sink nodes are deployed for aggregating acoustic phenomena collected from the underwater sensors through the multi-hop path. In this context, UWSN is constrained by factors such as lower bandwidth, high propagation delay, and limited battery power. Also, the vulnerabilities to compromise the aquatic environment are in growing numbers. The paper proposes an Energy-Efficient standalone Intrusion Detection System (EEIDS) to entail the acoustic environment against malicious attacks and improve the network lifetime. In EEIDS, attributes such as node ID, residual energy, and depth value are verified for forwarding the data packets in a secured path and stabilizing the nodes' energy levels. Initially, for each node, three agents are modeled to perform the assigned responsibilities. For instance, ID agent verifies the node's authentication of the node, EN agent checks for the residual energy of the node, and D agent substantiates the depth value of each node. Next, the classification of normal and malevolent nodes is performed by determining the score for each node. Furthermore, the proposed system utilizes the sheep-flock heredity algorithm to validate the input attributes using the optimized probability values stored in the training dataset. This assists in finding out the best-fit motes in the UWSN. Significantly, the proposed system detects and isolates the malicious nodes with tampered credentials and nodes with lower residual energy in minimal time. The parameters such as the time taken for malicious node detection, network lifetime, energy consumption, and delivery ratio are investigated using simulation tools. Comparison results show that the proposed EEIDS outperforms the existing acoustic security systems.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.125-125
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• 2020

European Space Agency's Sentinel-1 has an improved spatial and temporal resolution, as compared to previous satellite data such as Envisat Advanced SAR (ASAR) or Advanced Scatterometer (ASCAT). Thus, the assumption used for low-resolution retrieval algorithms used by ENVISAT ASAR or ASCAT is not applicable to Sentinel-1, because a higher degree of land surface heterogeneity should be considered for retrieval. The assumption of homogeneity over land surface is not valid any more. In this study, considering that soil roughness is one of the key parameters sensitive to soil moisture retrievals, various approaches are discussed. First, soil roughness is spatially inverted from Sentinel-1 backscattering over Yanco sites in Australia. Based upon this, Artificial Neural Networks data (feedforward multiplayer perception, MLP, Levenberg-Marquadt algorithm) are compared with Fractal approach (brownian fractal, Hurst exponent of 0.5). When using ANNs, training data are achieved from theoretical forward scattering models, Integral Equation Model (IEM). and Sentinel-1 measurements. The network is trained by 20 neurons and one hidden layer, and one input layer. On the other hand, fractal surface roughness is generated by fitting 1D power spectrum model with roughness spectra. Fractal roughness profile is produced by a stochastic process describing probability between two points, and Hurst exponent, as well as rms heights (a standard deviation of surface height). Main interest of this study is to estimate a spatial variability of roughness without the need of local measurements. This non-local approach is significant, because we operationally have to be independent from local stations, due to its few spatial coverage at the global level. More fundamentally, SAR roughness is much different from local measurements, Remote sensing data are influenced by incidence angle, large scale topography, or a mixing regime of sensors, although probe deployed in the field indicate point data. Finally, demerit and merit of these approaches will be discussed.