• 제어로봇시스템학회논문지
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• 제7권11호
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• pp.944-952
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• 2001

Inertial navigation system(INS) errors increase with time due to inertial sensor errors, and therefore it is desired to combine INS with external aids such as GPS. However GPS informations have a randomly abrupt jump due to a sudden corruption of the received satellite signals and environment, and moreover GPS can\`t provide navigation solutions. In this paper, smoothing and prediction schemes are proposed for GPS`s jump or unavailable GPS. The smoothing algorithm which is designed as a scalar adaptive filter, smooths abrupt jump. The prediction algorithm which is proved by Schuler error model of INS, estimates INS error in appropriate time. The outputs of proposed algorithm apply stable measurements to GPS aided INS Kalman filter. Simulations show that the proposed algorithm can effectively remove measurement jump and predict INS error.

• Coupled systems mechanics
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• 제8권4호
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• pp.339-350
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• 2019

A numerical simulation of the incompressible multiphase hydraulic jump flow was performed to compare the interface prediction through the use of the three RANS turbulence models: $k-{\varepsilon}$, $RNGk-{\varepsilon}$ and SST $k-{\omega}$. A three dimensional no submerged hydraulic jump and a two dimensional submerged hydraulic jump were modeled. Both the geometry and the mesh were created using the open source Gmsh code. The project's geometry consists of a rectangular channel with length and height differences between the two dimensional and three dimensional simulations. Uniform hexahedral cells were used for the mesh. Three refining meshes were constructed to allow to verify simulation convergence. The Volume of Fluid (abbr. VOF) method was used for treatment of the air-water surface. The turbulence models were evaluated in three distinct set up configurations to provide a greater accuracy in the flow representation. In the two-dimensional analysis of a submerged hydraulic jump simulation, the turbulence model RNG RNG $k-{\varepsilon}$ provided a better interface adjust with the experimental results than the model $k-{\varepsilon}$ and SST $k-{\omega}$. In the three-dimensional simulation of a no-submerged hydraulic jump the k-# showed better results than the SST $k-{\omega}$ and RNG $k-{\varepsilon}$ capturing the height and length of the ledge with a better fit with the experimental results.

• 대한토목학회논문집
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• 제43권6호
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• pp.749-762
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• 2023

천수 방정식 흐름률 계산에 근사 Riemann 해법을 채택한 수심 적분 모형을 도수 실험에 적용하였다. 도수 때문에 단일 수로에서 서로 다른 흐름 양상이 동시에 나타나므로 흐름 저항에 대해 수심이나 유속에 무관한 Manning 조도 계수보다는 흐름 조건을 반영할 수 있는 Weisbach 저항 계수를 채택하였다. 모의 결과는 실험 결과에 잘 부합되었으며, Weisbach 계수로부터 환산한 Manning 계수는 사류 구간과 상류 구간에서 각 각 적절하게 설정되고 있음을 확인하였다. 도수 실험과 비교에서 정수압 가정에 기반한 천수 방정식의 한계가 드러나 비정수압 천수 흐름 모형 도입의 필요성이 높아졌다.

• 대한기계학회논문집
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• 제18권6호
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• pp.1439-1447
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• 1994

Test results of friction-factor for the flow of air in a narrow channel lined with various honeycomb geometries show that, generally, the friction-factor is nearly constant or slightly decreases as the Reynolds number(or Mach number) increases, a characteristic common to turbulent flow in pipes. However, in some test geometries this trend is remarkably different. The friction factor dramatically drops and then rises as the Mach number increases. This phenomenon can be characterized as a "friction-factor jump." Further investigations of the acoustic spectrum indicate that the "friction-factor jump" phenomenon is accompanied by an onset of a normal mode resonance excited coherent flow fluctuation structure, which occurs at Reynolds number of the order of $10^4$. New empirical friction-factor model for "friction-factor jump" cases is developed as a function of Mach number and local pressure.ach number and local pressure.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제22권2호
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• pp.159-168
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• 2015

Abstract. We propose a fast and robust finite difference method for Merton's jump diffusion model, which is a partial integro-differential equation. To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. Also, we use non-uniform grids to increase efficiency. We present numerical experiments such as evaluation of the option prices and Greeks to demonstrate a performance of the proposed numerical method. The computational results are in good agreements with the exact solutions of the jump-diffusion model.

• 응용통계연구
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• 제24권1호
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• pp.71-81
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• 2011

본 논문은 GARCH-ARJI(auto regressive jurnp intensity) 모형을 활용하여 KOSPI 주가지수의 변동을 체계적으로 분석하였다. GARCH-ARJI 모형은 변동성과 점프 인텐시티의 시간 가변성을 동시에 고려하는 모형으로, 수익률의 조건부 변동성을 GARCH 모형으로 설명할 수 있는 일상적인 변동과 점프에 의해 설명되는 변동의 두 부분으로 나눌 수 있는 장점이 있다. 실증분석 결과, KOSPI 주가 수익률에 내재된 점프 인텐시티가 상수가 아니라 자기 희귀 과정을 따르는 시간 가변성을 뚜렷이 확이할 수 있었고, KOSPI 수익률의 조건부 변동성은 점프로 인한 변동성이 GARCH에 의해 설명되는 일상적인 변동성보다 다소 작게나타나는 것을 발견할 수 있었다. 추가적으로, 9.11 위기와 2008 금융위기 등의 외부 충격으로 인한 KOSPI 수익률의 변동성에 대한 영향을 분석한 결과, 점프에 의한 영향력은 2008년 금융위기 기간이 9.11 기간보다 크고 지속적임을 발견할 수 있었다.

• 대한수학회보
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• 제56권5호
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• pp.1355-1376
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• 2019

We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffusion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.733-743
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• 1989

This paper deals with the control of system with controlled jump Markov disturbances. A such formulation was used by Boukas to model the planning production and maintenance of a FMS with failure machines. The optimal control problem of systems with controlled jump Markov process is addressed. This problem describes the planning production and preventive maintenance of production systems. The optimality conditions in both cases finite and infinite horizon, are derived. A numerical example is presented to validate the proposed results.

• 대한수학회지
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• 제43권2호
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• pp.383-398
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• 2006

We consider a geometric Levy process for an underlying asset. We prove first that the option price is the unique solution of certain integro-differential equation without assuming differentiability and boundedness of derivatives of the payoff function. Second result is to provide convergence rate for option prices when the small jumps are removed from the Levy process.

• Ocean and Polar Research
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• 제30권4호
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• pp.453-466
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• 2008

In order to examine the generation mechanism of long ocean waves along the west coast of Korea and to understand the amplification process of the long ocean waves, sea level, atmospheric pressure and wind data observed every minute from 2007 March 29 to 2007 April 1 were analyzed and onedimensional numerical ocean model experiments were performed. An atmospheric pressure jump propagated southeastward from Backryungdo to Yeonggwang along the west coast of Korea with speed of $13{\sim}27\;m/s$ between 2007 March 30 23:00 and 2007 April 1 1:30. Average magnitude of pressure jump was 4.2 hPa. As a moving atmospheric jump propagated from north to south along the coast, long ocean waves were generated and the sea level abnormally rose or fell at Anheung, Kunsan, Wido and Yeonggwang. Average amplitude of sea level rise (or fall) was about 113.6 cm. In a one-dimensional numerical ocean model, nonlinear shallow water equations were numerically integrated and a moving atmospheric pressure jump with traveling speed of 24 m/s was used as an external force. While the atmospheric pressure jump travels over 60 m depth ocean, a long ocean wave is generated. Because the propagation speed of the atmospheric jump is almost equal to that of the long ocean wave, Proudman resonance occurs and the long ocean wave amplifies. As the atmospheric pressure jump moves into the coastal area shallower than 60 m, the speed of the long ocean wave decreases and Proudman resonance effect decreases. However, the amplitude of the long ocean wave increases and wave length becomes shorter because of shoaling effect. When the long ocean wave hits the land boundary, amplitude of the long ocean wave drastically amplifies due to reflection. Data analysis and numerical experiments suggest that the southeastward propagation of an atmospheric pressure jump over the shallow ocean, which is a necessary condition for Proudaman resonance, generated the long ocean waves along the west coast of Korea on 2007 March 31 and the ocean waves amplified due to shoaling effect in the coastal area and reflection at the shore.