• Industrial Engineering and Management Systems
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• v.9 no.4
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• pp.323-338
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• 2010

In this paper, we introduce the implied volatility from Black-Scholes model and suggest a model for constructing implied volatility surfaces by using the two-dimensional cubic (bi-cubic) spline. In order to utilize a spline method, we acquire grid (knot) points. To this end, we first extract implied volatility curves weighted by trading contracts from market option data and calculate grid points from the extracted curves. At this time, we consider several conditions to avoid arbitrage opportunity. Then, we establish an implied volatility surface, making use of the two-dimensional cubic spline method with previously estimated grid points. The method is shown to satisfy several properties of the implied volatility surface (smile, skew, and flattening) as well as avoid the arbitrage opportunity caused by simple match with market data. To show the merits of our proposed method, we conduct simulations on market data of S&P500 index European options with reasonable and acceptable results.

• Kyungpook Mathematical Journal
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• v.46 no.2
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• pp.297-305
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• 2006

We classify centroaffine minimal surfaces with constant curvature metric under some natural conditions on the cubic differentials.

• Journal of ILASS-Korea
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• v.14 no.4
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• pp.178-183
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• 2009

Spray cooling heat transfer was experimentally investigated for water sprays impacting on mico-fins structured surfaces in the single phase and nucleate boiling regions. The heat transfer surfaces consist of cubic fins and triangular grooved fins. The spray produced using full cone spray nozzles, and experiments were made under the test condition of $Q=4.92{\times}10^{-6}{\sim}15.83{\times}10^{-6}\;m^3/s$, $T_f=35{\sim}55^{\circ}C$. From the experimental results, it was found that cubic fins surface had the largest heat flux enhancement relative to the smooth surface.

• 한국HCI학회:학술대회논문집
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• 2008.02a
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• pp.103-108
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• 2008

In case of the 3D Sketch System for spatial modeling, The use of 3D input devices in 3D environment is the best method to express designer's intention. However, the designer's 3D drawing skill is not accurate. 80, we use the multiple strokes used generally by 2D sketch. Multiple strokes make the designer recognize model's current drawing features and what he change We use the cubic-based drawing method to calculate many surfaces in real time. We arrange the relations of cubes for composing surfaces and multi strokes. We implement the sketch system taking cubic modeling and multiple strokes technique.

• 한국전산유체공학회:학술대회논문집
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• 2007.10a
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• pp.162-166
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• 2007

In the present study, the pressure coefficient of a cubic building model is numerically simulated. Three turbulence models of standard ${\kappa}-{\varepsilon}$, RNG ${\kappa}-{\varepsilon}$ and LES are adopted and the results are compared with the available experimental data. From the results, it has been found that RNG ${\kappa}-{\varepsilon}$ turbulence model and LES turbulence model were shown to predict fairly well the experimental pressure coefficient. In contrast, the results of the standard ${\kappa}-{\varepsilon}$ turbulence model showed large discrepancies in pressure coefficient on the side and top surfaces of the cubic building, which limits the applicability of the standard ${\kappa}-{\varepsilon}$ turbulence model on wind engineering.

• Journal of the Society of Naval Architects of Korea
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• v.31 no.3
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• pp.31-37
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• 1994

When a lot of input data are not distributed uniformly n a chord-span direction or when the given shape is complicated, it is very difficult to obtain an inverse matrix which represents the smooth Bi-cubic B-spline surface of the initial shape. To overcome this problem, we suggest image Surface Expansion Method(ISE Method) which is suggested for vertex creation of B-spline curves and surfaces. Its basic concept, convergency and verification are shown. Also B-spline curves and Surfaces represented by ISE Method were compared with those represented by the existing method which is based on the inverse matrix method, the pseudoinverse matrix method and the chord length approximation method for vertex yielding. Ship Hull Forms which have Knuckle, Bulbous Bow, Transom and Stern frame were represented by the ISE Method.

• Bulletin of the Society of Naval Architects of Korea
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• v.27 no.1
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• pp.3-10
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• 1990

Hull form can be described numerically by two approaches, one is to describe a hull form with a set of curves("curve approach"), and the other is to describe it with surfaces directly("surface approach"). This paper describes the numerical definition scheme of hull form using curve approach method which defines the hull form by a set of curves consisting of 2-dimensional transverse section curves and 3-dimensional longitudinal curves. A set of curves in the hull form definition scheme is described by the modified cubic spline which modified the general parametric cubic spline in order to ensure a very smooth curvature distribution within the curve segment even though a curve segment has large tangent angle at its end points. Illustrative examples are given showing the application of the method to represent the hull form of SWATH ship and oceanographic research vessel. Also, examples for hull form transformation are shown by using this method connected with transformation technique.

• International Journal of CAD/CAM
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• v.5 no.1
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• pp.91-98
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• 2005

This paper presents a scheme for interpolating intersecting uniform cubic B-spline curves by Catmull-Clark subdivision surfaces. The curves are represented by polygonal complexes and the neighborhoods of intersection points are modeled by X-Configurations. When these structures are embedded within a control polyhedron, the corresponding curves will automatically be interpolated by the surface limit of subdivision of the polyhedron. The paper supplies a construction which clearly shows that interpolation can still be guaranteed even in the absence of symmetry at the X-configurations. In this sense, this scheme generalizes an already existing technique by the same authors, thereby allowing more freedom to designers.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.32 no.3
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• pp.250-257
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• 2008

We calculate the variation of the surface stresses according to uniaxial and biaxial strains in face-centered cubic (FCC) metals. In our study, three mainly observed free surfaces of seven representative FCC metals are considered. Employed method is molecular mechanics, in which the interaction of atoms is described by empirical interatomic potentials. As uniaxial strain increases to tensile direction, the surface stresses on {100} and {110} free surfaces decrease monotonously, while those on {111} surface increase. These tendencies are the same regardless of the species of metals and interatomic potentials employed. However, when the system is under biaxial strain, surface stresses change different according to the surface directions, the species of metals, and even interatomic potentials. On {100} and {111} surfaces, heavy metals (Pt, Au) show the opposite variation to light metals (Ni, Cu). In the cases of Pd and Ag, the surface stresses reveal the opposite tendency, depending on interatomic potentials used.

• Proceedings of the Korean Vacuum Society Conference
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• 2010.02a
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• pp.403-403
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• 2010

The Pt-Ni alloy is an electro-catalyst of interest in the low temperature direct methanol fuel cells(DMFCs). It has been already reported that the Pt-Ni alloy catalysts may even have enhanced activity compared to pure platinum catalyst, depending on how the surfaces are prepared. The order-disorder transition in bimetallic alloy such as $\beta$-CuZn, Cu3Au, and CuAu have been investigated greatly by x-ray diffraction. After annealing the bimetallic alloy, the crystal structure changes as observed in the order-disorder transition of Cu3Au which changes from the face centered cubic to a simple cubic structure. Pt-Ni bimetallic alloy has been already reported to have the face centered cubic structure. However, in nano-scale Pt-Ni bimetallic alloy crystals the crystal structures changes to a simple cubic structure. In this experiment, we have studied the order-disorder transition in Pt-Ni bimetallic nanocrystals. Pt/Ni thin films were deposited on sapphire(0001) substrates by e-beam evaporator and then Pt-Ni alloy were formed by RTA at 500, 600, and $700^{\circ}C$ in a vacuum environment and Pt-Ni nano particles were formed by RTA at $1059^{\circ}C$ in a vacuum environment. We measured the structure of Pt-Ni bimetallic alloy films using synchrotron x-ray diffraction and SEM.