• Journal of Korean Institute of Industrial Engineers
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• v.38 no.4
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• The Journal of the Acoustical Society of Korea
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• v.14 no.3
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• pp.28-36
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• 1995

In this paper, a double loop control model using leaky delay LMS algorithm are proposed for active noise control. The proposed double loop control model estimates the loudspeaker characteristic and the error path transfer function with on-line using only gain and acoustic time delay to reduce computation burden. The control of error signal through double loop control scheme makes the more robust cntrol system. The input signal of filter to estimate acoustic time delay is used difference between input signal of input microphone and adaptive filter output. And also, in nonstationary environments, the leaky delay LMS algorithm is employed to counteract parameter drift of delay LMS algorithm. For practical noise signal, the proposed double loop control model reduces noise level about 12.9 dB.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.535-540
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• 2006

The relationship between the observable noise model and the satellite elevation angle can be modeled quite well by an exponential function.[Jin, 1996] Noise size and dependence on the elevation angle are, however, different for each observation and receiver type. Therefore, the coefficient determination of this model is an issue, and various methods including PR-CP, single difference, and time difference have been suggested. The limitations of them are difficulty to model the carrier phase noise and to eliminate bias. To overcome these disadvantages for using Jin's model, we suggest zero baseline double difference (DD) and noise sorting algorithm. Data DD technique in zero baseline is useful to eliminate all the troublesome GPS biases, and the remaining error is the sum of GPS measurement noises from two satellites. These DD residuals for hours should be sorted by the combination of satellite elevation angles, and then variance value of the residual for each combination can be estimated. Using these values, we construct an over-determined linear equation whose solution is a set of noise variance for each satellite elevation angle. With 24hr Trimble 4000ssi data, we easily worked out the coefficients of the noise model not only for pseudorange but also for carrier phase. We estimated the standard deviation of the measurement DD using our model, and plotted 1 and 3 sigma lines for every epoch to verify the representation of the residual error. 63.3% of pseudorange residual and 65.9% of phase error did not exceed the 1 sigma lines. Additionally, 99.2% and 99.5% of them lied within 3sigma line. These figures prove that the Gaussian property of measurement noise, and that the suggested model by our algorithm corresponds to the observable noise information.

• Journal of the Ergonomics Society of Korea
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• v.11 no.1
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• pp.81-92
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• 1992

A two-dimensional static biochemical model of lower extremity in the seated posture was developed to assess muscular activities of lower extremity required for a variety of foot pedal operations. We found that the double linear optimization method that has been used for modelling articulated body segments does no predict the forces generated by biarticular muscles reasonably, so the revised double linear optimization scheme was used to consider the synergistic effects of biarticular muscles in our model, assuming that the muscle forces are distributed proportionally based on their physiological cross sectional area. The model incorporated three rigid body se- gments with six muscles to represnet lower extremity. For the model validation, three male subjects performed the experiments in which EMG activities of six lower extremity muscles were measured. Predicted muscle forces were compare with the corresponding EMG amplitudes and it showed no statistical difference. The model being developed can be used to design and assess pedal and foot-related tool design.

• Tribology and Lubricants
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• v.23 no.3
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• pp.123-129
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• 2007

This paper presents a theoretical model for the analysis of double-bumped AFBs. The stiffness and damping coefficients of the double bump vary depending on the external load and its friction coefficient. In the case of a lightly loaded condition where only the upper bump contributes to deformation, the double bump is in the single active region. In the case of a heavily loaded condition where both the upper and lower bumps contribute to deformation, the double bump is in the double active region. So the double bump can be either in the single or double active region depending on vertical deflection. The equivalent stiffness and damping coefficients of the bump system are derived from the vertical and horizontal deflection of the bump, including the friction effect. A static and dynamic performance analysis is carried out by using the finite difference method and the perturbation technique. The results of the performance analysis for a double-bumped AFB are compared with those obtained for a single-bumped AFB. This paper successfully proves that a double bumped AFB has higher load capacity, stiffness, and damping than a single-bumped AFB in a heavily loaded condition.

• Computers and Concrete
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• v.15 no.2
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• pp.199-213
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• 2015

The residual fracture toughness of post-fire normal-strength concrete subjected up to $600^{\circ}C$ is considered by the wedge splitting test. The initial fracture toughness $K_I^{ini}$ and the critical fracture toughness $K_I^{un}$ could be calculated experimentally. Their difference is donated as the cohesive fracture toughness $K_I^c$ which is caused by the distribution of cohesive stress on the fracture process zone. A comparative study on determining the residual fracture toughness associated with three bi-linear functions of the cohesive stress distribution, i.e. Peterson's softening curve, CEB-FIP Model 1990 softening curve and Xu's softening curve, using an analytical method is presented. It shows that different softening curves have no significant influence on the fracture toughness. Meanwhile, comparisons between the experimental and the analytical calculated critical fracture toughness values further prove the validation of the double-K fracture model to the post-fire concrete specimens.

• The Bulletin of The Korean Astronomical Society
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• v.42 no.2
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• pp.81.3-81.3
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• 2017

In this paper, we report a small-scale emerging island and double arc loops, which are associated with a M6.5 flare, in Active Region 12371. We investigate the spatial and temporal changes of both photospheric magnetic fields using SDO/HMI data and coronal magnetic structures obtained from nonliner force-free field (NLFFF) extrapolation. From the vector magnetograms, we find a small-scale emerging island near the main polarityy inversion line about three hours before the flare. The island has a strong shear angle, which is determined by difference between transverse component of observed field and potential field, of around 90 degrees. Furthermore, the NLFFF well reproduces a sigmoidal structure seen in SDO/AIA 94, which is consistent with the double arc loops configuration suggested by Ishiguro and Kusano (2017) who introduced a magnetic configuration showing the double arc instability. The observed emerging island is located among the double arc loops, which is also supproted by their model. Finally, there was an eruption (M6.5 flare) associated with the loops. We discuss a possible role of the double arc instability for the eruption.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.29 no.3
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• pp.237-244
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• 2016

This paper presents a nonlinear Moving Least Squares(MLS) difference method for material nonlinearity problem. The MLS difference method, which employs strong formulation involving the fast derivative approximation, discretizes governing partial differential equation based on a node model. However, the conventional MLS difference method cannot explicitly handle constitutive equation since it solves solid mechanics problems by using the Navier's equation that unifies unknowns into one variable, displacement. In this study, a double derivative approximation is devised to treat the constitutive equation of inelastic material in the framework of strong formulation; in fact, it manipulates the first order derivative approximation two times. The equilibrium equation described by the divergence of stress tensor is directly discretized and is linearized by the Newton method; as a result, an iterative procedure is developed to find convergent solution. Stresses and internal variables are calculated and updated by the return mapping algorithm. Effectiveness and stability of the iterative procedure is improved by using algorithmic tangent modulus. The consistency of the double derivative approximation was shown by the reproducing property test. Also, accuracy and stability of the procedure were verified by analyzing inelastic beam under incremental tensile loading.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.679-688
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• 2010

Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.

• Journal of Families and Better Life
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• v.20 no.1
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• pp.45-56
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• 2002

The main purposes of this article are to introduce the theoretical backgrounds and empirical application methods of two different Models for the function of expenditure, and to compare the goodness-o(-fit of the two models: a single-equation model and a complete-system-of-demand-equation model. For the empirical analysis of the single-equation model, a linear formula and a double-leg formula were employed. In order to test the complete-system-of-demand-equation model empirically, the \"Linear Approximation/Almost Ideal Demand System (LA/AIDS)" was used. The independent variables were the total living expense and expenditure categories Price index. The data used in this study were obtained from the quarterly statistics of "The Annual Report on the Urban Family Income and Expenditure Survey (Dosigagyeyonbo)" and "The Annual Report on the Consumer Price Index (Sobijamulgajaryo)," for the years 1994 to 1997. The goodness-of-fit (R-square) was higher with the complete-system-of-demand-equation model than with the single-equation model for the budget share on food (excluding eating-out expenses) and for the share on cultural and recreational activities. However, there was no difference between the two models in terms of the proportion of the expenditure on automobile fuel.fuel.