• 대한산업공학회지
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• 제38권4호
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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).

• 한국음향학회지
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• 제14권3호
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• pp.28-36
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• 1995

본 논문에서는 능동소음제어를 위하여 망각형 지연 LMS(least mean square) 알고리듬을 이용한 이중루프제어 모델을 제안하였다. 제안한 이중루푸제어 모델은 계산양을 줄이기 위해 이득과 음향시간지연인자를 이용하여 온라인으로 라우드스피커 특성 및 오차음경로를 추정한다. 이중루프구조를 통한 오차신호의 제어는 보다 견실한 제어시스템이 된다. 음향시간지연을 추정하기 위한 필터의 입력신호는 입력 마이크로폰 신호와 적응필터의 차를 사용한다. 망각형 지연 LMS 알고리듬은 비정상상태에서 계수들의 발산을 방지하기 위해 사용한다. 실제 소음신호에 대하여 제안한 이중루프제어 모델은 소음레벨이 평균 12.9dB정도 감쇠되었다.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.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.

• 대한인간공학회지
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• 제11권1호
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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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• 제23권3호
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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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• 제15권2호
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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.

• 천문학회보
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• 제42권2호
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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.

• 한국전산구조공학회논문집
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• 제29권3호
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• pp.237-244
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• 2016

본 연구는 재료비선형 문제를 다루기 위한 비선형 MLS 차분법의 정식화 과정을 제시한다. MLS 차분법은 절점모델을 기반으로 고속 미분근사식을 활용하여 지배 미분방정식을 직접 이산화 하는데, 변수를 변위로 일원화한 Navier 방정식을 사용하여 탄성재료 문제를 다룬 기존의 MLS 차분법은 재료의 구성방정식을 별도로 고려할 수 없다. 본 연구에서는 비선형 재료의 구성방정식을 반영할 수 있는 강정식화를 위해 1차 미분근사를 반복 사용하는 겹미분근사를 고안했다. 응력의 발산으로 표현되는 평형방정식을 그대로 이산화하고 Newton 방법을 적용하여 반복계산을 통해 수렴해를 찾는 비선형 알고리즘을 제시했다. 응력 계산과 내부변수의 갱신은 return mapping 알고리즘을 활용하였고, 알고리즘 접선계수(algorithmic tangent modulus)의 적용을 통해 빠르고 안정적인 반복계산이 가능하도록 하였다. 재생성 시험을 통해 겹미분근사의 정당성을 검증했고, 비선형재료에 대한 인장문제의 해석을 통해 개발된 비선형 MLS 차분 알고리즘의 정확성과 안정성을 확인하였다.

• Communications for Statistical Applications and Methods
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• 제17권5호
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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.

• 가정과삶의질연구
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• 제20권1호
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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.