• Title/Summary/Keyword: Structural break

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Long Memory and Cointegration in Crude Oil Market Dynamics (국제원유시장의 동적 움직임에 내재하는 장기기억 특성과 공적분 관계 연구)

  • Kang, Sang Hoon;Yoon, Seong-Min
    • Environmental and Resource Economics Review
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    • v.19 no.3
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    • pp.485-508
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    • 2010
  • This paper examines the long memory property and investigates cointegration in the dynamics of crude oil markets. For these purposes, we apply the joint ARMA-FIAPARCH model with structural break and the vector error correction model (VECM) to three daily crude oil prices: Brent, Dubai and West Texas Intermediate (WTI). In all crude oil markets, the property of long memory exists in their volatility, and the ARMA-FIAPARCH model adequately captures this long memory property. In addition, the results of the cointegration test and VECM estimation indicate a bi-directional relationship between returns and the conditional variance of crude oil prices. This finding implies that the dynamics of returns affect volatility, and vice versa. These findings can be utilized for improving the understanding of the dynamics of crude oil prices and forecasting market risk for buyers and sellers in crude oil markets.

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Effect of Low-Energy Electron Irradiation on DNA Damage by Cu2+ Ion

  • Noh, Hyung-Ah;Park, Yeunsoo;Cho, Hyuck
    • Journal of Radiation Protection and Research
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    • v.42 no.1
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    • pp.63-68
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    • 2017
  • Background: The combined effect of the low energy electron (LEE) irradiation and $Cu^{2+}$ ion on DNA damage was investigated. Materials and Methods: Lyophilized pBR322 plasmid DNA films with various concentrations (1-15 mM) of $Cu^{2+}$ ion were independently irradiated by monochromatic LEEs with 5 eV. The types of DNA damage, single strand break (SSB) and double strand break (DSB), were separated and quantified by gel electrophoresis. Results and Discussion: Without electron irradiation, DNA damage was slightly increased with increasing Cu ion concentration via Fenton reaction. LEE-induced DNA damage, with no Cu ion, was only 6.6% via dissociative electron attachment (DEA) process. However, DNA damage was significantly increased through the combined effect of LEE-irradiation and Cu ion, except around 9 mM Cu ion. The possible pathways of DNA damage for each of these different cases were suggested. Conclusion: The combined effect of LEE-irradiation and Cu ion is likely to cause increasing dissociation after elevated transient negative ion state, resulting in the enhanced DNA damage. For the decrease of DNA damage at around 9-mM Cu ion, it is assumed to be related to the structural stabilization due to DNA inter- and intra-crosslinks via Cu ion.

Hydrologic Safety Evaluation of Small Scale Reservoir by Simplified Assesment Method (간편법에 의한 소규모저수지의 수문학적 안전성 평가)

  • Lee, Joo-Heon;Yang, Seung-Man;Kim, Seong-Joon;Kang, Boo-Sik
    • Journal of The Korean Society of Agricultural Engineers
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    • v.53 no.2
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    • pp.9-17
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    • 2011
  • Based on the statistical annual report, there are 17,649 reservoirs are operating for the purpose of agricultural water supply in Korea. 58 % of entire agricultural reservoirs had been constructed before 1948 which indicate the termination of required service life and rest of those reservoirs have also exposed to the dam break risk by extreme flood event caused by current ongoing climate change. To prevent damages from dam failure accident of these risky small size dams, it is necessary to evaluate and manage the structural and hydrological safety of the reservoirs. In this study, a simplified evaluation method for hydrologic safety of dam is suggested by using Rational and Creager formula. Hydrologic safety of small scale dams has evaluated by calculating flood discharge capacity of the spillway and compares the results with design frequency of each reservoir. Applicability and stability of suggested simplified method have examined and reviewd by comparing the results from rainfall-runoff modeling with dam break simulation using HEC-HMS. Application results of developed methodology for three sample reservoirs show that simplified assessment method tends to calculate greater inflow to the reservoirs then HEC-HMS model which lead lowered hydrologic safety of reservoirs. Based on the results of application, it is expected that the developed methodology can be adapted as useful tool for small scale reservoir's hydrologic safety evaluation.

The Application of a Simplified Pullout Test for High-Strength Concrete (고강도 콘크리트에 대한 간이 인발시험법 적용)

  • Ko, Hune-Bum;Jeon, Doo-Jin;Lee, Min-Jae
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.21 no.5
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    • pp.49-55
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    • 2017
  • In the seventies, a number of researchers carried out experiments on pullout tests with prototype equipment, and the pullout test was certified as a reliable nondestructive testing(NDT) method for determining the strength of concrete. To estimate the strength of high-strength concrete, we propose a simplified pullout test that uses as a break-off bolt a standard 10mm bolt with a groove on the shaft, an insert nut, and a pullout instrument that includes a hydraulic oil pump without a load cell. To verify the advantages of the simplified pullout test(low cost, simplicity, and convenience), four wall specimens were tested with two levels of concrete strength, 30 MPa and 50 MPa, using a simplified pullout tester with a load cell. The pullout load and concrete compressive strength were measured every day until day 7, day 14, day 21 and day 28. It was found that the pullout load was very similar to the compressive strength. Therefore, we have verified that a simplified pullout test can be used to evaluate the in-place strength of high-strength concrete in structures. The prediction equation of the groove diameter of the break-off bolt(y) with the concrete strength(x) was derived as y=0.05x+3.79, with a coefficient of determination of 0.88 found through regression analysis.

Effect of Radiotherapy on Chromosomal Aberration in Cancer Patients (암환자에서 방사선치료에의한 염색체이상)

  • Chun, Ha-Chung;Lee, Myung-Za;Yoo, Myung-Soo
    • Radiation Oncology Journal
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    • v.11 no.1
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    • pp.43-50
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    • 1993
  • We evaluated frequency and types of chromosomal aberrations by ionizing radiation in cancer patients treated with radiotherapy in our institution. Twenty-five patients with various types of carcinomas such as lung, uterine cervix, esophagus, rectum, head and neck and pancreatic cancers were studied immediately before and after external beam radiotherapy. The frequency of aberrant metaphase prior to treatment was $4.93{\%}$, which was higher than that of control group. Especially in lung cancer, the freuqency of aberrant metaphase was three times higher than control group. A comparison of chromosomal abnormalities observed before and after radiotherapy demonstrated that proportion of aberrant rnetaphases was significantly inreased to $22.13{\%}$. Major chromosomal aberrations like structural abnormalities showed remarkalbe increase from 65.45 to $88.45{\%}$ after the treatment. Also the numbers of chromosomal alterations per cell were increased by a factor of 6.5. Aberrations with two or more break points were more prominently increased, compared with aberrations with single break point. The number of chromosomal break points was noted to be higher than expected value in No.1, 3, 8 and 11 chromosomes and lower in No.13, 15, 17 and 21 chromosomes. Based on this study, we believe that the distribution of chromosomal breakage is related with gene and chromosomal rearrangement which could result in the development of cancers.

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Dynamic response of segment lining due to train-induced vibration (세그먼트 라이닝의 열차 진동하중에 대한 동적 응답특성)

  • Gyeong-Ju Yi;Ki-Il Song
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.4
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    • pp.305-330
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    • 2023
  • Unlike NATM tunnels, Shield TBM tunnels have split linings. Therefore, the stress distribution of the lining is different even if the lining is under the same load. Representative methods for analyzing the stress generated in lining in Shield TBM tunnels include Non-joint Mode that does not consider connections and a 2-ring beam-spring model that considers ring-to-ring joints and segment connections. This study is an analysis method by Break-joint Mode. However, we do not consider the structural role of segment lining connections. The effectiveness of the modeling is verified by analyzing behavioral characteristics against vibration loads by modeling with segment connection interfaces to which vertical stiffness and shear stiffness, which are friction components, are applied. Unlike the Non-joint mode, where the greatest stress occurs on the crown for static loads such as earth pressure, the stress distribution caused by contact between segment lining and friction stiffness produced the smallest stress in the crown key segment where segment connections were concentrated. The stress distribution was clearly distinguished based on segment connections. The results of static analysis by earth pressure, etc., produced up to seven times the stress generated in Non-joint mode compared to the stress generated by Break-joint Mode. This result is consistent with the stress distribution pattern of the 2-ring beam-spring model. However, as for the stress value for the train vibration load, the stress of Break-joint Mode was greater than that of Non-joint mode. This is a different result from the static mechanics concept that a segment ring consisting of a combination of short members is integrated in the circumferential direction, resulting in a smaller stress than Non-joint mode with a relatively longer member length.

Analysis of Initial Mass Distribution and Facility Shape to Determine Structural Alternative for Hazardous Zone Vulnerable to Debris Flow Disaster (토사재해 위험지역의 구조적 대안 설정을 위한 사태물질 초기 질량분포 및 방어시설물 형상의 영향 분석)

  • Seong, Joo-Hyun;Oh, Seung Myeong;Jung, Younghun;Byun, Yoseph;Song, Chang Geun
    • Journal of the Korean Society of Safety
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    • v.31 no.2
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    • pp.76-82
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    • 2016
  • A 2-D hydrodynamic model for predicting the movement of debris flow was developed. The developed model was validated against a dam break flow problem conducted in EU CADAM project, and the performance of the model was shown to be satisfactory. In order to suggest structural alternative for hazardous zone vulnerable to debris flow disaster, two types of initial mass distribution and two shapes of defensive structure were considered. It was found that 1) the collapse of debris mass initiated with square pyramid shape induced more damage compared with that of cubic shape; and 2) a defensive structure with semi-circular shape was vulnerable to debris flow disaster in terms of debris control or primary defense compared with that of rectangular-shaped structure.

Study on Effect of Anchor Bolt by Thermal Expansion of Sulfur Storage Tank under High Temperature (고온을 받는 유황저장탱크의 열팽창에 의한 앵커볼트 영향에 관한 연구)

  • Jung, Wook-Hwan;Kim, Jeong-Soo;Kim, Tae-Min;Kim, Moon-Kyum
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.5
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    • pp.483-490
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    • 2016
  • In plant industry, sulfur storage tank is made of steel and annular plate is connected with concrete foundation of ring wall type by anchor bolt. Due to keep sulfur at high temperature in tank by coil, sulfur storage tank is expanded larger than another tank stores fluid at room temperature. Generally, structural design of tank foundation is performed analysis with loading of temperature gradient between inner and outer surface, this method can't consider the phenomenon that load is intensively transferred to concrete foundation at anchor bolt. This means that temperature load is underestimated and causes crack of concrete near anchor bolt. In this study, evaluation formula considering temperature load transfer mechanism through anchor bolt is proposed and load acting on concrete foundation is rationally decided. For this purpose, it is analyzed variation of thermal load per various anchor bolt number using finite element model including tank annular plate and anchor bolt. Solution is proposed as specified term combining result of analysis and theoretical solution for evaluating load transferred by anchor bolt. For confirmation of validation of proposed formula, it is applied in design of sulfur storage tank at plant site, it shows that the formula can be practically applied.

A Nonlinear Programming Formulation for the Topological Structural Optimization (구조체의 위상학적 최적화를 위한 비선형 프로그래밍)

  • 박재형;이리형
    • Computational Structural Engineering
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    • v.9 no.3
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    • pp.169-177
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    • 1996
  • The focus of this study is on the problem of the design of structure of undetermined topology. This problem has been regarded as being the most challenging of structural optimization problems, because of the difficulty of allowing topology to change. Conventional approaches break down when element sizes approach to zero, due to stiffness matrix singularity. In this study, a novel nonlinear programming formulation of the topology problem is presented. Its main feature is the ability to account for topology variation through zero element sizes. Stiffness matrix singularity is avoided by embedding the equilibrium equations as equality constraints in the optimization problem. Although the formulation is general, two dimensional plane elasticity examples are presented. The design problem is to find minimum weight of a plane structure of fixed geometry but variable topology, subject to constraints on stress and displacement. Variables are thicknesses of finite elements, and are permitted to assume zero sizes. The examples demonstrate that the formulation is effective for finding at least a locally minimal weight.

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Heat resistance of carbon nanoonions by molecular dynamics simulation

  • Wang, Xianqiao;Lee, James D.
    • Interaction and multiscale mechanics
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    • v.4 no.4
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    • pp.247-255
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    • 2011
  • Understanding the structural stability of carbon nanostructure under heat treatment is critical for tailoring the thermal properties of carbon-based material at small length scales. We investigate the heat resistance of the single carbon nanoball ($C_{60}$) and carbon nanoonions ($C_{20}@C_{80}$, $C_{20}@C_{80}@C_{180}$, $C_{20}@C_{80}@C_{180}C_{320}$) by performing molecular dynamics simulations. An empirical many-body potential function, Tersoff potential, for carbon is employed to calculate the interaction force among carbon atoms. Simulation results shows that carbon nanoonions are less resistive against heat treatment than single carbon nanoballs. Single carbon nanoballs such $C_{60}$ can resist heat treatment up to 5600 K, however, carbon nanoonions break down after 5100 K. This intriguing result offers insights into understanding the thermal-mechanical coupling phenomena of nanodevices and the complex process of fullerenes' formation.