• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.15 no.2
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• pp.151-160
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• 2011

Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

• Journal of Welding and Joining
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• v.12 no.4
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• pp.151-161
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• 1994

FCAW has wide application in ship fabrication, maintenance and field erection. It has many advantages over SMAW.SAW and GMAW process. In many applications, the FCAW provides highquality weld metal. This method can reduce weld defects especially porosity and spatter. But the fatigue characteristics of those deposited metal have been rarely investigated. The purpose of this study is to investigate the cyclic stress-strain behavior and fatigue tests by the constant strain control were carried out on the rounded smooth specimen with deposited metal using the metal type flux cored wire. As the results of this study for the deposited metal welded by the metal type flux cored wire, the hardening or softening characteristics under cyclic load were investigated and cyclic stress-strain curve, strain-fatigue life curve, stress-strain function and fatigue life relation which are useful to estimate the fatigue life under the stress concentration condition were obtained.

• Industrial Engineering and Management Systems
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• v.10 no.3
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• pp.179-184
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• 2011

Recently, the fast development of communication technologies has brought a great convince for human beings' life. Lots of commercial services and transactions can be done by using mobile communication equipments such as smart phones. Consequently, smart phones have attracted lots of companies to invest them for their potential growth of market. Compared with basic feature phone, a smart phone can offer more advanced computing ability and connectivity. However, based on the responses of customers, there still are many defectives such as not friendly and smooth operation, short standby time of batteries, threat of virus infected and so on needed to be improved. Therefore, this study will propose a product innovative function development procedure into TRIZ (theory of inventive problem solving) to transform voice of customers into product design and to create novel functions, respectively. A case study of smart phones will be provided to illustrate the effectiveness of the proposed method.

• Bulletin of the Korean Mathematical Society
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• v.52 no.6
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• pp.1945-1962
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• 2015

This paper is mainly concerned with the formation of delta standing wave for the scalar conservation law with a linear flux function involving discontinuous coefficients by using the self-similar viscosity vanishing method. More precisely, we use the self-similar viscosity to smooth out the discontinuous coefficient such that the existence of approximate viscous solutions to the delta standing wave for the Riemann problem is established and then the convergence to the delta standing wave solution is also obtained when the viscosity parameter tends to zero. In addition, the Riemann problem is also solved with the standard method and the instability of Riemann solutions with respect to the specific small perturbation of initial data is pointed out in some particular situations.

• The Korean Journal of Physiology
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• v.16 no.2
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• pp.159-163
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• 1982

Vasoactive intestinal peptide (VIP) found in duodenal mucosa originally has been suggested as a neurotransmitter. Its localization, however, now known, is not limited to the gastrointestinal tract, but scattered at many different kinds of tissues, smooth muscles, endocrine gland and exocrine gland as well as central and peripheral neural tissues. To investigate the effect of VIP on renal function, an experiment has been done in anesthetized male rats. The results obtained were: 1) Urinary output and creatinine clearance decreased significantly during the period of infusion of VIP, 2.0ug/rat/7minutes. 2) Urinary excretion of sodium, potassium and chloride decreased but without significance by infusion of VIP. 3) Blood pressure, systolic and diastolic, decreased by VIP administered intravenously in the period of infusion. 4) Changes of urinary output, sodium and chloride excretion was correlated with changes of creatinine clearance. The above data suggest that VIP administered intravenously can suppress the renal hemodynamics indirectly, and also decrease electrolyte excretion through its renal hemodynamic change.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.13 no.2
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• pp.25-32
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• 2004

This paper presents a new optimization technique of acceleration curve for dynamic structure's movement in which high speed and low vibration are desirable. This technique is based on a genetic algerian with a penalty function for acceleration optimization under the assumption that an initial profile of acceleration curves constitutes the first generation of the genetic algorithm. Especially the penalty function consists of the violation of constraints and the number of violated constraints. The optimized acceleration of the crane through the genetic algorithm and commercial dynamic analysis software has shown to have accurate movement and low vibration compared to the conventional accelerations with jerk discontinuity.

• Ocean Systems Engineering
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• v.5 no.2
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• pp.91-107
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• 2015

Ship hull optimization is categorized as a bound, multi variable, multi objective problem with nonlinear constraints. In such analysis, where the objective function representing the performance of the ship generally requires computationally involved hydrodynamic interaction evaluation methods, the objective functions are not smooth. Hence, the evolutionary techniques to attain the optimum hull forms is considered as the most practical strategy. In this study, a parametric ship hull form represented by B-Spline curves is optimized for multiple performance criteria using Genetic Algorithm. The methodology applied to automate the hull form generation, selection of optimization solvers and hydrodynamic parameter calculation for objective function and constraint definition are discussed here.

• Journal of the Optical Society of Korea
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• v.19 no.2
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• pp.188-198
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• 2015

The validity of applying the Modified Airy Function (MAF) method to the problems of graded-index optical waveguides and graded potential barrier analysis was critically examined. In the former case, the method yielded very accurate results from the derived eigenvalue equations. In the latter case, however, the same method produced results that deviated significantly from exact numerical results for barriers with a smooth peak. The causes of the discrepancies were investigated in detail.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.2
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• pp.91-96
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• 2006

Presently, cycle-slip detection is done between adjacent two points in many cycle-slip methods. Inherently, it is simple wavelet analysis. A new idea is put forward that the number of difference point can adjust by a parameter factor; we study this method to smooth raw data and detect cycle-slip with wavelet analysis. Taking CHAMP satellite data for example, we get some significant conclusions. It is showed that it is valid to detect cycle-slip in GPS phase measurement based on this wavelet function, and it is helpful to improve the precision of GPS data pre-processing and positioning.

• Communications of the Korean Mathematical Society
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• v.37 no.1
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• pp.303-326
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• 2022

Our aim is to construct Hermite-type exponentially fitted interpolation formulas that use not only the pointwise values of an 𝜔-dependent function f but also the values of its first derivative at three unequally spaced nodes. The function f is of the form, f(x) = g₁(x) cos(𝜔x) + g₂(x) sin(𝜔x), x ∈ [a, b], where g₁ and g₂ are smooth enough to be well approximated by polynomials. To achieve such an aim, we first present Hermite-type exponentially fitted interpolation formulas I_N built on the foundation using N unequally spaced nodes. Then the coefficients of I_N are determined by solving a linear system, and some of the properties of these coefficients are obtained. When N is 2 or 3, some results are obtained with respect to the determinant of the coefficient matrix of the linear system which is associated with I_N. For N = 3, the errors for I_N are approached theoretically and they are compared numerically with the errors for other interpolation formulas.