• Industrial Engineering and Management Systems
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• 제9권4호
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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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• 제46권2호
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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.

• 한국분무공학회지
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• 제14권4호
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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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• 한국HCI학회 2008년도 학술대회 1부
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• pp.103-108
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• 2008

3 차원 공간 모델링을 하기 위한 스케치 시스템의 경우, 3 차원 공간상의 입력 장치를 이용하는 것이 디자이너의 의도를 가장 정확하게 표현할 수 있다. 하지만, 3 차원 공간상의 스케치는 공간 입력 장치의 디자이너 사용에 따라 오차가 방생할 수 있다. 이러한 오차를 줄이기 위하여 디자이너가 일반적으로 사용해 온 드로잉 방식인 다중의 스트로크를 데이터로 사용하여 의도한 모델링을 수행하게 된다. 다중의 스트로크를 실시간으로 처리하기 위해 공간상에 정의된 격자를 이용한 모델링 방식을 사용하였다. 곡면을 구성하기 위한 격자간의 관계 및 다중의 스트로크를 처리하기 위한 주변 격자간의 관계를 정리하고, 이를 이용한 스케치 시스템을 구현하였다.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2007년도 추계 학술대회논문집
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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.

• 대한조선학회논문집
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• 제31권3호
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• pp.31-37
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• 1994

선체 형상을 표현하기 위하여 Bi-Cubic B-spline이 가장 널리 사용되고 있다. B-spline곡선 곡면 정의에 있어서 입력 데이터가 불규칙하거나, 주어진 데이터의 갯수가 많은 경우, 또는 형상이 복잡한 경우에 주어진 형상의 부드러운 곡선 곡면(Smooth curves or surfaces)을 재현할 수 있는 역행렬을 구하기 어렵다. 이러한 문제점을 극복하기 위해 새로운 버텍스 산출법(ISE 방법: Image Surface Expansion Method)을 제시한다. 곡선정의를 이용하여 ISE방법을 검증하였고, 수렴성을 확인하였다. 또한 선체형상을 정의하였으며, Open Uniform B-spline으로 형성된 곡면과 비교하였고, ISE방법의 신뢰도를 검증하였다.

• 대한조선학회지
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• 제27권1호
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• pp.3-10
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• 1990

선체형상의 수치적 표현방법에는 선형을 구성하고 있는 일련의 곡선들을 이용하여 선형을 표현하는 curve approach와 선형을 직접 surface로 수식 처리하여 선형을 정의하는 surface approach가 있다. 본 논문에서는 2차원 곡선인 transverse section curve와 3차원 곡선인 longitudinal curve로 구성되는 곡선군들에 의해 형성되는 곡면요소를 수학적으로 처리하여 선체형상을 정의하는 curve approach방법에 대해 기술하였다. 형상 표면에 사용된 곡선 형태는 일반적인 parametric cubic spline을 보완한 modified cubic spline으로서 이 spline형태는 곡선 segment의 양 끝점에서의 접선 각도가 클 경우에도 아주 부드러운 곡률 분포를 얻을 수 있게 하기 때문에 선박 계산뿐만 아니라 유체동역학적 계산을 위한 선형 정의용으로 사용 가능할 정도의 정확성을 가진 기본 설계용 선형정의 결과를 얻을 수 있었다. 응용 예로서 SWATH 선형과 해양 조사선 선형을 표현한 결과를 보였으며, 본 선형 정의 방법을 선형 변환 기법과 연결하여 설계 요구 조건에 적합한 선형을 얻기 위한 선형 변환 예도 보였다.

• International Journal of CAD/CAM
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• 제5권1호
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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.

• 대한기계학회논문집A
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• 제32권3호
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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.

• 한국진공학회:학술대회논문집
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• 한국진공학회 2009년도 제38회 동계학술대회 초록집
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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.