• Structural Engineering and Mechanics
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• 제12권6호
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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.

• 대한조선학회논문집
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• 제31권3호
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• pp.80-86
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• 1994

자유수면을 항주하는 선박에 의하여 발생되는 비선형 조파현상을 해석하기 위한 수치해석법을 개발하였다. 유동은 비점성, 비압축성으로 가정하고 선체 및 자유수면 형상과 일치하는 좌표계의 생성을 위하여 타원형 편미분방정식을 수치해석하여 물체적합 좌표계를 생성하였으며 변환된 정규격자 물체적합 좌표계에 대한 Euler방정식을 유한차분법(Finite Difference Method)을 이용하여 계산하였다. 수치해석을 위하여 시간에 대한 미분항은 전진차분, 공간에 대한 미분항은 중심차분법으로 이산화하였고 대류항에는 수치계산의 안정을 위해 인위적인 소산(dissipation)항을 첨가하였다. 자유수면의 형상은 매 시간 단계마다 자유수면 경계조건들을 만족하도록 다시 계산되었고 격자점들은 자유수면형상의 변화에 적합하게 다시 생성되도록 하였으며 압력에 대한 Poisson방정식은 반복연산법에 의하여 풀고 그 결과를 이용하여 속도를 외삽하였다. 개발된 수치해석법의 검증을 위해 수식선형인 Wigley 모형에 대한 계산을 Fn=0.250-0.408에 대하여 수행하고, 그 결과를 실험 결과와 비교하여 잘 일치함을 보였다.

• Journal of Advanced Marine Engineering and Technology
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• 제40권4호
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• pp.264-269
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• 2016

본 논문은 단열층을 가지는 솔라폰드의 온도특성을 알아보기 위한 기초 연구이다. 또한, 기존의 단열층을 가지지 않는 경우의 솔라폰드의 온도특성과 비교하였다. 수치해석법은 유한차분법(Finite-Difference Method)를 이용하였으며, 2차원 비정상의 상태를 가정하여 계산하였다. 수치해석을 통해 다음과 같은 결과를 얻었다. 1) 솔라 폰드의 깊이가 깊어지면 폰드의 하부까지 도달하는 일사량이 줄어들기 때문에 온도 상승 효과는 발생하지 않는 것을 확인했다. 2) 동절기에는 토양의 온도가 솔라 폰드 내 물의 온도보다 상대적으로 높아 토양에서 폰드 내로 열이 전달되는 것을 확인할 수 있었다. 3) 단열층을 가지는 솔라폰드의 경우, 태양의 의존율은 83.3%, 보일러의 의존율은 16.7%로 자연에너지의 의존도가 높은 것을 확인할 수 있었다.

• Steel and Composite Structures
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• 제44권2호
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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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• 제14권3호
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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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• 제22권3호
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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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• 제19권1호
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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.

• 대한기계학회논문집
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• 제15권6호
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• pp.1897-1907
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• 1991

본 연구에서는 세 모드 사이의 내부공진을 고려하여 강제진동 중인 보의 비선 형 해석을 다루고자 한다. 이 문제에 관심을 갖게 된 동기는 "연속계의 비선형해석 에서 더 많은 모드를 포함시키면 어떤 결과를 낳게 될 것인가\ulcorner" 라는 질문에서 생겨난 것이다.

• 대한수학회보
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• 제48권4호
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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.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2002년도 하계학술대회 논문집 Vol.3 No.2
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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.