• Structural Engineering and Mechanics
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• v.12 no.6
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• pp.657-668
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• 2001

Fiber reinforced cementitious composites are nowadays widely applied in civil engineering. The postcracking performance of this material depends on the interaction between a steel fiber, which is obliquely across a crack, and its surrounding matrix. While the partly debonded steel fiber is subjected to pulling out from the matrix and simultaneously subjected to transverse force, it may be modelled as a Bernoulli-Euler beam partly supported on an elastic foundation with non-linearly varying modulus. The fiber bridging the crack may be cut into two parts to simplify the problem (Leung and Li 1992). To obtain the transverse displacement at the cut end of the fiber (Fig. 1), it is convenient to directly solve the corresponding differential equation. At the first glance, it is a classical beam on foundation problem. However, the differential equation is not analytically solvable due to the non-linear distribution of the foundation stiffness. Moreover, since the second order deformation effect is included, the boundary conditions become complex and hence conventional numerical tools such as the spline or difference methods may not be sufficient. In this study, moment equilibrium is the basis for formulation of the fundamental differential equation for the beam (Timoshenko 1956). For the cantilever part of the beam, direct integration is performed. For the non-linearly supported part, a transformation is carried out to reduce the higher order differential equation into one order simultaneous equations. The Runge-Kutta technique is employed for the solution within the boundary domain. Finally, multi-dimensional optimization approaches are carefully tested and applied to find the boundary values that are of interest. The numerical solution procedure is demonstrated to be stable and convergent.

• Journal of the Society of Naval Architects of Korea
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• v.31 no.3
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• pp.80-86
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• 1994

A numerical method for simulations of inviscid incompressible flow fields around a ship advancing on the free surface is developed. A body fitted coordinate system, generated by numerically solving elliptic type partial differential equations is used to conform the ship and free surface configurations. Three dimensional Euler equations transformed to the non-staggered body fitted coordinate system are discretised by finite difference method. Time and spatial derivatives are discretised by forward and centered differencings, respectively, and artificial dissipations are added to discretised convection terms for improvements of numerical stability. At each time steps, free surface elevations are recomputed to satisfy nonlinear free surface conditions. Poisson equations for pressure field are solved iteratively and the velocity field for next time step is extrapolated. To verify the developed numerical method, flow fields around a Wigley model are simulated(Fn=0.250-0.408) and compared with experimental data to show good agreements.

• Journal of Advanced Marine Engineering and Technology
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• v.40 no.4
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• pp.264-269
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• 2016

This paper reports a fundamental study of temperature characteristics of a solar pond with an insulation layer. Further, these characteristics were compared with those of a solar pond without the insulation layer. The governing equation was discretized via finite difference method. The governing equations are two-dimensional unsteady-state second-order partial differential equations. The conclusions of the study are as follows: 1) If the depth of the solar pond was increased, the desired effect of increase in temperature was not produced because the amount of solar insolation received by the bottom of the solar pond decreased. 2) As the temperature of the soil during winter is higher than the temperature of the water in a solar pond, heat was transferred from the soil to the solar pond. 3) For the case of the solar pond with insulation layer, it was estimated that the dependence rate of solar energy was 83.3% and that of the boiler was 16.7%.

• Steel and Composite Structures
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• v.44 no.2
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• pp.155-169
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• 2022

In the present paper an analytical model was developed to study the non-linear vibrations of Functionally Graded Carbon Nanotube (FG-CNT) reinforced doubly-curved shallow shells using the Multiple Scales Method (MSM). The nonlinear partial differential equations of motion are based on the FGM shallow shell hypothesis, the non-linear geometric Von-Karman relationships, and the Galerkin method to reduce the partial differential equations associated with simply supported boundary conditions. The novelty of the present model is the simultaneous prediction of the natural frequencies and their mode shapes versus different curvatures (cylindrical, spherical, conical, and plate) and the different types of FG-CNTs. In addition to combining the vibration analysis with optimization algorithms based on the genetic algorithm, a design optimization methode was developed to maximize the natural frequencies. By considering the expression of the non-dimensional frequency as an objective optimization function, a genetic algorithm program was developed by valuing the mechanical properties, the geometric properties and the FG-CNT configuration of shallow double curvature shells. The results obtained show that the curvature, the volume fraction and the types of NTC distribution have considerable effects on the variation of the Dimensionless Fundamental Linear Frequency (DFLF). The frequency response of the shallow shells of the FG-CNTRC showed two types of nonlinear hardening and softening which are strongly influenced by the change in the fundamental vibration mode. In GA optimization, the mechanical properties and geometric properties in the transverse direction, the volume fraction, and types of distribution of CNTs have a considerable effect on the fundamental frequencies of shallow double-curvature shells. Where the difference between optimized and not optimized DFLF can reach 13.26%.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.14 no.3
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• pp.175-187
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• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Journal of Biosystems Engineering
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• v.22 no.3
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• pp.279-288
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• 1997

This study was worked out to obtain fundamental data needed for developing a continuous type dryer. The drying process in a cross-flow type continuous dryer was expressed as partial differential equations, and a drying simulation model for predicting rice moisture content, rice temperature, drying air absolute humidity, drying air temperature was developed by using the finite difference method. To validate the performance of the drying simulation model, a prototype continuous dryer was constructed in this study. The size of the test dryer was one-tenth to that of a commercial continuous dryer. The difference in the outlet rice moisture content between the predicted values and the measured values was within 0.5%, that of outlet rice temperature was below $3^{\circ}C$, that of drying air temperature in drying bed was within $8^{\circ}C$ and that of relative humidity of outlet drying air was big because of the different measuring point. In addition, a drying simulation model for a actual size continuous dryer with double flow was developed in this study. This drying simulation model included the rice mixing effect in the middle of drying length. The difference of outlet moisture content between the predicted and the measured values showed below 0.5% in this study.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.1-21
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• 2015

This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

• Transactions of the Korean Society of Mechanical Engineers
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• v.15 no.6
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• pp.1897-1907
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• 1991

An analysis is presented for the primary resonance of a clamped-hinged beam, which occurs when the frequency of excitation is near one of the natural frequencies, .omega.$_{n}$. Three mode interactions, .omega.$_{2}$=3.omega.$_{1}$, and .omega.$_{3}$=.omega.$_{1}$+2.omega.$_{2}$, are considered and their influence on the response is studied. The case of two mode interaction, .omega.$_{2}$=3.omega.$_{1}$, is also considered in order to compare it with the case of three mode interactions. The straight beam experiencing mid-plane stretching is governed by a nonlinear partial differential equation. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. The method of multiple scales is applied to obtain steady-state responses of the system. Results of numerical investions show that there exists no significant difference between both modal interactions.

• Bulletin of the Korean Mathematical Society
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• v.48 no.4
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2002.07b
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• pp.939-944
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• 2002

PD phenomena can be regarded as a deterministic dynamical process where PD should be occurred if the local electric field be reached to be sufficiently high. And thus, its mathematical model can be described by either difference equations or differential equations using several state variables obtained from the time sequential measured data of PD signals. These variables can provide rich and complex behavior of detectable time series, for which Chaos theory can be employed. In this respect, a new PD pattern recognition method is proposed and named as 'Chaotic Analysis of Partial Discharges (CAPD)' for this work. For this purpose, six types of specimen are designed and made as the models of the possible defects that may cause sudden failures of the underground power transmission cables under service, and partial discharge signals, generated from those samples, are detected and then analyzed by means of CAPD. Throughout the work, qualitative and quantitative properties related to the PD signals from different defects are analyzed by use of attractor in phase space, information dimensions ($D_0$ and D2), Lyapunov exponents and K-S entropy as well. Based on these results, it could be pointed out that the nature of defect seems to be identified more distinctively when the CAPD is combined with traditional statistical method such as PRPDA. Furthermore, the relationship between PD magnitude and the occurrence timing is investigated with a view to simulating PD phenomena.