• Title/Summary/Keyword: derivative value

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AN EFFICIENT AND ROBUST NUMERICAL METHOD FOR OPTION PRICES IN A TWO-ASSET JUMP-DIFFUSION MODEL

  • Lee, Chaeyoung;Wang, Jian;Jang, Hanbyeol;Han, Hyunsoo;Lee, Seongjin;Lee, Wonjin;Yang, Kisung;Kim, Junseok
    • The Pure and Applied Mathematics
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    • v.27 no.4
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    • pp.231-249
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    • 2020
  • We present an efficient and robust finite difference method for a two-asset jump diffusion model, which is a partial integro-differential equation (PIDE). To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. In addition, we use bilinear interpolation to solve integral term of PIDE. We can obtain more stable value by using the payoff-consistent extrapolation. We provide numerical experiments to demonstrate a performance of the proposed numerical method. The numerical results show the robustness and accuracy of the proposed method.

A Study of Characteristics of lnxGa1-xP by Photoreflectance measurement (Photoreflectance 측정에 의한 InxGa1-xP의 특성 연구)

  • Kim D. L.;Yu J. I.
    • Laser Solutions
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    • v.8 no.3
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    • pp.5-10
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    • 2005
  • [ $InxGa_{1-x}P/GaAs$ ] structures were grown by chemical beam epitaxy(CBE), Pure phosphine($PH_3$) gases were used as group V sources. for the group III sources, TEGa, TmIn were used. $InxGa_{1-x}P$ epilayer was grown on SI-GaAs substrate and has a 1-${\mu}m$ thick. We have investigated the characteristics of $InxGa_{1-x}P$ by the photoreflectance(PR) spectroscopy, The PR spectrum of $InxGa_{1-x}P$ shows third-derivative feature whose Peaks Provide energy gap. The energy gap of $InxGa_{1-x}P$ has deduced composition x. From temperature dependance of PR spectra, temperature coefficient is $dEg/dT=-3.773{\times}10^{-4}$ eV/K, and Varshni coefficients $\alpha$ and $\beta$ values obtained $4{\times}10^4$ eV/K and 267 K respectively. Also, interaction $\alpha$B was 19.4 meV using the Bose-Einstein temperature relation, and $\Theta$ value related the average phonon frequency were 101.4 K. In particular, shoulder peak related to defects observed in PR signal that measured in temperature 82 K.

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Extraction of Threshold Voltage for Junctionless Double Gate MOSFET (무접합 이중 게이트 MOSFET에서 문턱전압 추출)

  • Jung, Hak Kee
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.31 no.3
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    • pp.146-151
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    • 2018
  • In this study, we compared the threshold-voltage extraction methods of accumulation-type JLDG (junctionless double-gate) MOSFETs (metal-oxide semiconductor field-effect transistors). Threshold voltage is the most basic element of transistor design; therefore, accurate threshold-voltage extraction is the most important factor in integrated-circuit design. For this purpose, analytical potential distributions were obtained and diffusion-drift current equations for these potential distributions were used. There are the ${\phi}_{min}$ method, based on the physical concept; the linear extrapolation method; and the second and third derivative method from the $I_d-V_g$ relation. We observed that the threshold-voltages extracted using the maximum value of TD (third derivatives) and the ${\phi}_{min}$ method were the most reasonable in JLDG MOSFETs. In the case of 20 nm channel length or more, similar results were obtained for other methods, except for the linear extrapolation method. However, when the channel length is below 20 nm, only the ${\phi}_{min}$ method and the TD method reflected the short-channel effect.

Effect of Organic Photosensitizers on the Antimicrobial Property of Polyurethane coated Leather

  • Oh, Kyung Wha;Lim, Ki Sub
    • Fashion & Textile Research Journal
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    • v.15 no.4
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    • pp.630-634
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    • 2013
  • Cow leather coated with polyurethane film that contains various organic photosensitizers was investigated to demonstrate the antimicrobial properties in the application of the material to protective clothing and home appliances. To prepare the antimicrobial coating on leather surfaces with high potency against microbes, photoactive agents, such as benzophenone (BP), 4,4'-bis(dimethylamino) benzophenone (MK), 4,4'-dihydroxybenzophenone (DHBP) and methylene blue (MB), were incorporated into polyurethane-based coating solutions. The photoactive antimicrobial agent treated leather samples were characterized by SEM, color appearance, color fastness against abrasion, and antimicrobial tests. The optical properties of organic photosensitizers indicated that active UV absorbance ranges were different: BP (around 250 nm), MK (around 360 nm), DHBP (around 305 nm) and MB (around 295 nm &570 nm-685 nm). The intensity of the UV absorbance curve at the UVA light wavelength for the antimicrobial test showed the highest value with MK; subsequently, this was followed by MB, DHBP and BP in decreasing order. The treated-leather samples demonstrated excellent antibacterial activity under UVA light. The antimicrobial effects for the Staphylococcus aureus were superior to Escherichia coli. Moreover, the polyurethane finishing showed an effective durability to abrasion. The overall results indicated that DHBP is the most suitable PU coating additive to provide antimicrobial properties to leather as well as color and surface appearance than MK, MB, and BP.

Electrical Properties of SiOCH Thin Films by Annealing (SiOCH 박막의 열처리에 따른 전기적인 특성)

  • Kim, Min-Seok;Hwang, Chang-Su;Kim, Hong-Bae
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.21 no.12
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    • pp.1090-1095
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    • 2008
  • The SiOCH films that low dielectric interlayer dielectric materials were deposited on p-type Si(100) substrates through the dissociation of BTMSM precursors with oxygen gas by using PECVD method. BTMSM precursor was introduced with the flow rates from 42 sccm to 60 sccm by 2 sccm step in the constant flow rate of 60 sccm $O_2$. SiOCH thin films were annealed at $450^{\circ}C$ for 30 minutes. The electrical property of SiOCH thin films was studied by MIS, Al/SiOCH/p-Si(100), structure. Annealed samples showed even greater reductions of the maximum capacitance and the dielectric constant of the SiOCH samples, owing to reductions of surface charge density. we confirmed this result with derivative of C-V characteristic, leakage current density. The maximum capacitance and leakage current density were respectively decreased about 4 pF, 60% after annealing. The average of low-k value is approximatly 2.07 after annealing.

Antiplatelet Activity of KR-32558, a Novel Selective Sodium/hydrogen Exchanger-1 Inhibitor

  • Lee, Mi-Yea;Yun, Yeo-Pyo
    • Journal of Food Hygiene and Safety
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    • v.19 no.3
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    • pp.161-166
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    • 2004
  • We investigated the antiplatelet effect of a newly synthesized guanidine derivative KR-32558, a sodium-hydrogen exchanger-1 (NHE-1) inhibitor, together with the elucidation of the possible mechanisms of action. KR-32558 concentration -dependently inhibited the aggregation of washed rabbit platelets induced by collagen (10 ${\mu}g/ml$) with an $IC_{50}$ value of 85.9 ${\mu}M$, but with much weaker potency against aggregation induced by thapsigargin (0.5 ${\mu}M$) or A23187 (5 ${\mu}M$). And had no effect on platelet aggregation induced by arachidonic acid (100 ${\mu}M$), thrombin (0.05 U/ml) and U46619 (1 ${\mu}M$) up to 100 ${\mu}M$. KR-32558 completely inhibited the $[Ca^{2+}]_i$ mobilization induced by collagen at concentration of 100${\mu}iM$. Taken together, these observation suggest that KR-32558 selectively inhibited collagen-mediated platelet aggregation by blocking the cytoplasmic calcium mobilization in addition to NHE-1 inhibition.

Sterin C, a New Antioxidant from the Mycelial Culture of the Mushroom Stereum hirsutum

  • Yoo, Nam-Hee;Yoo, Ick-Dong;Kim, Jin-Woo;Yun, Bong-Sik;Ryoo, In-Ja;Yoon, Eui-Soo;Chinh, Nguyen Thi;Kim, Jong-Pyung
    • Journal of Applied Biological Chemistry
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    • v.48 no.1
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    • pp.38-41
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    • 2005
  • Structurally new antioxidative metabolite was isolated from mycelial culture of mushroom Stereum hirsutum. Culture broth was subjected to Diaion HP-20 column chromatography, and 70% aqueous MeOH eluent was extracted with EtOAc. EtOAc extract was purified through silica gel and Sephadex LH-20 column chromatographies, and reversed phase $C_{18}$ HPLC. Compound was revealed to be new dihydroxylated derivative of sterin B with molecular formula of $C_{12}H_{16}O_5$(MW 240) by MS and various NMR spectral data analyses, and designated as sterin C. Sterin C showed superoxide radical-scavenging activity with $EC_{50}$ value of 0.31 mM.

The Meaning of Parody and the Freedom of Expression (패러디의 의미와 표현의 자유)

  • Jang, Yeon-Yi;Kim, Hee-Kweon
    • Journal of Digital Contents Society
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    • v.18 no.7
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    • pp.1333-1339
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    • 2017
  • Parody is credited for one of the forms of artistic presentation, and the utilization has been increasing day by day. However, there is no clear regulation in legislation or case. Parody is usually made without authorization to exploit of original author, so there is a lot of controversy over its infringement of copyright. Constitutional Law guarantees the freedom of expression and that of art, but it protects the author's right as well. So it is important how settle the collision of fundamental rights. It is expected the development of a variety of discussion on parody from the views of the basic value the Constitution pursues and the improvement and development of the culture that is the purpose of Copyright Act.

Derivation of the Energy Function Reflecting Exciter Control Effects (여자기 제어 효과를 고려한 에너지함수 유도 및 적용가능성에 관한 기초 연구)

  • Kim, Gu-Han;Choi, Byoung-Kon;Park, Jeong-Do;Moon, Young-Hyun
    • Proceedings of the KIEE Conference
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    • 2000.11a
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    • pp.125-128
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    • 2000
  • This paper presents an energy function which provides the direct relationships between the system stability and parameters of the exciter system. The energy function is derived from the energy conservation law by using the first motion integral. he time derivative does not absolutely satisfy the seminegativeness. However dE/dt usually has big negative value just after the fault clearing so that the energy is rapidly decreased. In this situation, the system state can be obviously confined in a stable region if the intial energy is less than the UEP energy. With these observation, two theorems are developed regarding the state confinement and asymptotic stability. Based on two theorems a new approximated direct energy method is developed to analyze the transient stability with the consideration of the exciter control effects. The proposed method has been tested for a single-machine-infinite bus system.

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A VSMFC Controller Design of Robot Manipulators Using Computed Torque Method (CTM을 위한 로보트 매니퓰레이터의 VSMFC 제어기 설계)

  • Park, Sei-Seung;Park, Chong-Kug
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.27 no.10
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    • pp.53-59
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    • 1990
  • In the control of robot manipulators, this paper presents a design of a new variable structure model following controller(VSMFC) using computed torque method (CTM). A sufficient condition for the existence of a sliding mode is derived by Lyapunov function. The reference model is a double integrators and the acceleration input consists of a proportional-derivative controller for the purpose of the stabilization of system and the desired performance. The proposed control scheme which consists of upper bounded and estimated value of each term of the manipulator of matrix inversion. Therefore the simulation results show that this controller is improved to the convergence of desired trajectories.

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