• Title/Summary/Keyword: drift rate

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Short Term Interest Rate Model Using Box-Cox Transformation

  • Choi, Young-Soo;Lee, Yoon-Dong
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.241-254
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    • 2007
  • This paper propose a new short-term interest rate model having a different nonlinear drift function and the same diffusion coefficient with Chan et al. (1992) model. The fractional polynomial power of the drift function in our model is linked to the local volatility elasticity of the diffusion coefficient. While the nonlinear drift function estimated by $A\"{\i}t$-Sahalia (1996a) and others has a feature that higher interest rates tend to revert downward and low rates upward, the drift function estimated by our nonlinear model shows that higher interest rate mean-reverts strongly, but, medium rates has almost zero drift and low rates has a very small drift. This characteristic coincides the empirical result based on the nonparametric methodology by Stanton (1997) and the implication by the scatter plot of the short rate data.

Study on Vertical Dynamics Compensation for Wobbling Effect Mitigation of Electrostatically Levitated Gyroscope

  • Lee, Jongmin;Song, Hyungmin;Sung, Sangkyung;Kim, Chang Joo;Lee, Sangwoo
    • International Journal of Aeronautical and Space Sciences
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    • v.15 no.3
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    • pp.293-301
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    • 2014
  • We present a study of vertical dynamics control of an electrostatically levitated gyro-accelerometer considering the wobbling effect and propose a tilt stabilization method with newly introduced control electrodes. Typically, a rotor in a vacuum rotates at high velocity, which may create a drift rate and lead to displacement instability due to the tilt angle of the rotor. To analyze this, first we set up a vertical dynamic equation and determined simulation results regarding displacement control. After deriving an equation for drift dynamics, we analyzed the drift rate of the rotor and the wobbling effect for displacement control quantitatively. Then, we designed new sub-electrodes for moment control that will decrease the drift amplitude of wobbling dynamics. Finally, a simulation study demonstrated that the vertical displacement control with the wobbling compensation electrodes mitigated the rotor's drift rate, showing the effectiveness of the newly proposed control electrodes.

Simulation-Based Prediction of Steady Turning Ability of a Symmetrical Underwater Vehicle Considering Interactions Between Yaw Rate and Drift/Rudder Angle

  • Park, Jeong-Hoon;Shin, Myung-Sub;Jeon, Yun-Ho;Kim, Yeon-Gyu
    • Journal of Ocean Engineering and Technology
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    • v.35 no.2
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    • pp.99-112
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    • 2021
  • The prediction of maneuverability is very important in the design process of an underwater vehicle. In this study, we predicted the steady turning ability of a symmetrical underwater vehicle while considering interactions between the yaw rate and drift/rudder angle through a simulation-based methodology. First, the hydrodynamic force and moment, including coupled derivatives, were obtained by computational fluid dynamics (CFD) simulations. The feasibility of CFD results were verified by comparing static drift/rudder simulations to vertical planar motion mechanism (VPMM) tests. Turning motion simulations were then performed by solving 2-degree-of-freedom (DOF) equations with CFD data. The turning radius, drift angle, advance, and tactical diameter were calculated. The results show good agreement with sea trial data and the effects on the turning characteristics of coupled interaction terms, especially between the yaw rate and drift angle.

An analysis of the gyro random process (자이로 랜덤 프로세스의 분석)

  • 고영웅;김경주;이재철;권태무
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.210-212
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    • 1996
  • Random drift rate (i.e., random drift in angle rate) of a gyro represents the major error source of inertial navigation systems that are required to operate over long time intervals. It is uncorrectable and leads to an increase in the error with the passage of time. In this paper a technique is presented for analyzing random process from experimental data and the results are presented. The problem of estimating the a priori statistics of a random process is considered using time averages of experimental data. Time averages are calculated and used in the optimal data-processing techniques to determine the statistics of the random process. Therefore the contribution each component to the gyro drift process can be quantitatively measured by its statistics. The above techniques will be applied to actual gyro drift rate data with satisfactory results.

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Use of a capacitance voltage technique to study copper drift diffusion in low-k polyimide (C-V Technique을 이용한 low-k polyimide로의 구리의 drift diffusion 연구)

  • Choi, Yong-Ho;Lee, Heon-Yong;Kim, Jee-Gyun;Kim, Jung-Woo;Kim, Yoo-Kyuong;Park, Jin-Ho
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2003.05c
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    • pp.137-140
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    • 2003
  • Cu+ ions drift diffusion in different dielectric materials is evaluated. The diffusion is investigated by measuring shift in the flatband voltage of capacitance/voltage measurements on Cu gate capacitors after bias temperature stressing. At a field of 1.lMV/cm and temperature $200^{\circ}C$, $250^{\circ}C$, $300^{\circ}C$ for 1H, 2H, 5H. The Cu+ ions drift rate of polyimide$(2.8{\leq}k{\leq}3.2)$ is considerably lower than thermal oxide. Also Cu+ drift rate of polyimide is similar to PECVD oxide. But, polyimide film is even more resistant to Cu drift diffusion and thermal effect than Thermal oxide, PECVD oxide: This results got a comparative reference. The important conclusion is that polyimide film is strongly dielectric material by thermal effect and Cu drift diffusion.

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A Study on the Wave Drift Damping of a Moored Ship in Waves (파랑중 계류된 선박의 표류감쇠에 관한 연구)

  • 이호영;박홍식;신현경
    • Journal of Ocean Engineering and Technology
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    • v.14 no.4
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    • pp.17-22
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    • 2000
  • As the offshore oil fields are moved to the deep ocean, the oil production system of FPSO(Floating Production Storage and Offloading System) Type are constructed frequently these days. So, it is very important to estimate the drift motion and damping effects due to the drift motion simultaneously. The components of slow drift motion damping consist of viscous, wave radiation effect and wave drift damping. It is needed to estimate the wave drift damping more accurately than others. The wave drift damping signifies the time-rate of mean wave drift force on oscillating ship or ocean structure which constant speed. In order to calculate this, the 3-Dimensional panel method is employed with the translating and pulsating Green function in the frequency domain. The calculation is carried out for a Series 60 ($C_B$/=0.7) and the results are compared with other numerical ones.

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A Study on the Wave Drift Damping of Ship in Waves (파랑중 선박의 표류감쇠에 관한 연구)

  • 이호영;박홍식;신현경
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2000.04a
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    • pp.7-12
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    • 2000
  • As the offshore oil fields are moved to the deep ocean, the oil production systems of FPSO(Floating production storage and offloading system) are building these days and so it is the most important to estimate the drift motion and damping effects the drift motion importantly. The components of damping consist of viscous, wave radiation effect and wave drift damping. It is need to estimate the wave drift damping exactly among them. The wave drift damping means the change rate of mean wave drift force with respect to the ship and ocean structures speed. In order to calculate this, the 3-Dimensional panel method used to translating and pulsating Green function is adopted. The calculation is carried out for series 60(CB = 0.7) vessel and the results are compared with other theoretical ones.

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The onset of extreme fire behaviour in a mine drift

  • Hansen, Rickard
    • Geosystem Engineering
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    • v.21 no.5
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    • pp.282-290
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    • 2018
  • The onset of extreme fire behaviour in a mine drift with longitudinal ventilation was analysed. A fire in a mine drift with continuous fuel load, involving several separate fires may lead to flames tilted horizontally and filling up the entire cross section. This will lead to earlier ignition, higher fire growth rate, higher fire spread rate and a severe fire behaviour. The focus has been on what changes take place at the onset and signs of the impending phenomenon. It was found that the fire gas temperature at the ceiling level provided a poor indicator. At the downstream far-field region of the fire, the sudden temperature increase at the lowest levels of the cross section and the sudden increase in flow velocities would provide signs of extreme fire behaviour. The corresponding full-scale heat release rates of the experiments at the onset of extreme fire behaviour were found to be very high for mining applications but not necessarily for tunnel fires. The heat release rate threshold for a mine drift with smaller cross-sectional dimensions would decrease considerably, increasing the likelihood of occurrence. The distance between the fuel items will play an important role during the initiation of horizontal flames.

Estimations on population ecological characteristics of small yellow croaker, Larimichthys polyactis by the drift gillnet fishery in Korean waters (한국 주변해역 참조기의 자원생태학적 특성치 추정)

  • Lee, Jong Hee;Seo, Young Il;Oh, Taeg Yun;Lee, Dongwoo
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.49 no.4
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    • pp.440-448
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    • 2013
  • Estimations on population ecological parameters of the small yellow croaker, Larimichthy polyactis in Korean waters, were calculated using catch data based on coastal and offshore drift gillnet fishery and biological data from 2010 to 2012. The population ecological parameters included survival rate, instantaneous coefficient of natural and fishing mortality and age/length at first capture. The survival rate (S) of the small yellow croaker was estimated to be 0.20 from catch curve method. The instantaneous coefficient of natural mortality (M) was estimated to be 0.46/year with Alverson and Carney method. The instantaneous coefficient of total mortality (Z) was 1.611/year, used to be transformed the survival rate and the instantaneous coefficient of fishing mortality (F) were 1.153/year. The length at first capture ($L_c$) was 19.1cm by Pauly method, and the age at first capture ($t_c$) was 1.303 years of the small yellow croaker by the coastal and offshore drift gillnet fishery.

Using MZIs for Optical PSBT Transmissions: Requirements for Thermal Stabilization

  • Ducournau, Guillaume;Latry, Olivier;Ketata, Mohamed
    • ETRI Journal
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    • v.28 no.5
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    • pp.615-620
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    • 2006
  • In this paper, we discuss the quantification of Mach-Zehnder interferometer (MZI) thermal stabilization which is needed in optical phase shaped binary transmission (PSBT) links. Considering the thermo-optic and thermal expansion effects, we revisit the analytical expression for the thermal drift (GHz/$^{\circ}C$) of the MZI center frequency (denoted here by the 'MZI spectral drift'). An MZI is then used in an experimental transmission system using the optical PSBT format. We study the effect of spectral MZI drift by using a thermally stabilized interferometer and applying a frequency shift to the optical carrier. By using the thermal drift coefficient of the MZI, we find that to ensure low bit error rate fluctuations due to the MZI drift, the thermal stabilization of the device must have an accuracy of $0.5^{\circ}C$.

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