• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• 한국대기환경학회지
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• 제14권4호
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• pp.303-312
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• 1998

To obtain the solution to the time-dependent particle size distribution of an aerosol undergoing gravitational coagulation, the moment method was used which converts the non linear integro-differential equation to a set of ordinary differential equations. A semi-numerical solution was obtained using this method. Subsequently, an analytic solution was given by approximating the collision kernel into a form suitable for the analysis. The results show that during gravitational coagulation, the geometric standard deviation increases and the geometric mean radius decreases as time increases.

• 한국대기환경학회지
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• 제18권5호
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• pp.345-353
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• 2002

A study of polydispersed aerosol dynamics by Electrostatic Precipitator (ESP) was carried out. The log-normal particle size distribution was assumed and moment method was considered. In order to apply moment method in Deutsch-Anderson equation, Cunningham slip correction factor and Cochet's charge equation were simplified for certain range of particle size. The three parameters, which explain the particle size distribution, such as total number concentration, geometric mean diameter, and geometric standard deviation were considered to derive the analytic solution. The obtained solution was compared with available numerical results (Bai et al., 1995). The comparison of the numerical and analytic results showed a good agreement.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
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• pp.121-124
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• 2004

This paper proposed the method of creating image mosaic in automated fashion. It is well known that geometric and radiometric balance in adjacent images should be maintained in mosaicking process. The seam line to minimize geometric discontinuity was extracted using Minimum Absolute­Gray-Difference Sum considering constraint condition in search width. To maintain the radiometric balance of images acquired at different time, we utilized Match Cumulative Frequency, Match Mean and Standard Deviation and Hue Adjustment algorithm. The mosaicked image prepared by the proposed method was compared with those of commercial software. Experiments show that seam lines were extracted significantly well from roads, rivers. ridgelines etc. and Match Cumulative Frequency algorithm was performed pretty good in histogram matching

• 대한기계학회논문집B
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• 제23권2호
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• pp.262-271
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• 1999

A study of aerosol dynamics has been done to obtain axially and radially varying size distributions of particles generated in the Modified Chemical Vapor Deposition process. Heat and mass transfer have also been studied since particle generation and deposition strongly depend on the temperature field in a tube. Bimodal size distributions of particles have been obtained both in the particulate flow and in the deposited particle layer for the first time using the sectional method to solve aerosol dynamics. Variations of geometric mean diameter, geometric standard deviation have been studied for various parameters; flow rates and maximum wall temperature. The comparison between one-dimensional and two-dimensional approaches has also been made.

• 설비공학논문집
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• 제15권4호
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• pp.305-311
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• 2003

DOP aerosol particles with geometric mean diameter of 0.5-3.0 ${\mu}{\textrm}{m}$, geometric standard deviation of 1.1-1.3 and total number concentration of 1,500-8,000 Particles/㎤ were used to determine collection efficiencies of a packed wet scrubber with respect to particle size. The tested operating variables included air velocity and water injection rate. It was shown from the experimental results that the collection efficiencies increased with increasing water injection rate and decreasing air velocity. Meanwhile, as for the particle size variation, all of the collection efficiency curves increased rapidly between 0.57-1.41${\mu}{\textrm}{m}$ for the range of water injection rate above 30 L/min. It was also seen that the collection efficiency of a packed wet scrubber is mainly governed by the mechanism of inertial impaction.

• 한국수학교육학회지시리즈A:수학교육
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• 제50권4호
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• pp.441-466
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• 2011

In this article, we study on the teaching design, focused on the geometric methods, of 2-D isoperimetric problem for the elementary mathematically gifted students. For our teaching design, we discussed the ideals of Zenodorus's polygon proof, Steiner's four-hinge proof, Steiner's mean boundary proof, Steiner's snowball-packing proof, Edler's finite existence proof and Lawlor's dissection proof, and then the ideals achieved were modified with the theoretical backgrounds-the theory of Freudenthal's mathematisation, the method of analysis-synthesis. We expect that this article would contribute to the elementary mathematically gifted students to acquire and to improve spatial sense.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2004년도 춘계학술대회
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• pp.1795-1800
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• 2004

DOS and NaCl aerosol particles with geometric mean diameter of $0.1{\sim}3.0{\mu}m$ geometric standard deviation of $1.1{\sim}1.8$ and total number concentration of $450{\sim}400$ $particles/cm^3$ were used to determine collection efficiencies of a duct-type wet scrubber with respect to particle size. The tested operating variables included air velocity and water injection rate. It was shown from the experimental results that the collection efficiencies increased with increasing water injection rate and decreasing air velocity. It was also seen that the collection efficiency of the Duct-type wet scrubber is mainly governed by the mechanism of inertial impaction.

• 한국측량학회지
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• 제20권2호
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• pp.155-164
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• 2002

본 연구에서는 상업용 고해상도 위성인 IKONOS 위성 영상의 기하보정 방법에 대해 알아보기 위해 기존에 쓰여왔던 다항식모델과 위성의 보조데이터 없이 기하보정이 가능한 RM을 적용하여 각각의 차수와 기준점의 수에 따른 정확도를 비교 분석하였다. 또한 RFM 계수산출을 위한 최소제곱법의 수치적 불안정성을 극복하기 위하여 Tikhonov 정규화기법을 도입하여 적용하였다. RFM 적응 결과, 기존의 2차원 다항식 모델에 비해 평균제곱근오차를 2 pixel 이상 감소시킬 수 있었다.

• Korean Journal of Geomatics
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• 제2권1호
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• pp.7-15
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• 2002

Recent development of ultra-high and high degree Earth geopotential model opens new avenues to determine the Earth gravity field through spectral techniques to a very high accuracy and resolution. However, due to data availability, quality, and type, the performance of these new EGMs needs to be validated in regional or local scale geoid modeling. For establishing the best reference surface of geoid determination, recent geopotential models are evaluated using GPS/Leveling-derived geometric geoid and the Korean gravimetrical GEOID (KGEOID98) developed by National Geography Institute in 1998. Graphical and statistical comparisons are made for EGM96, GFZ97, PGM2000A and GPM98A models. The mean and standard deviation of difference between geometric height and geoid undulation calculated from GFZ97 are $1.9\pm{46.7}\;cm$. It is shown that the GFZ97 and the GPM98A models are better than the others in the Korean peninsula because the GFZ97 has a smaller bias. It means that the KGEOID98 needs some improvement using the GFZ97 instead of EGM96.