• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제16권4호
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• pp.225-234
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• 2012

We present two high-order potential flow models for the evolution of the interface in the Rayleigh-Taylor instability in two dimensions. One is the source-flow model and the other is the Layzer-type model which is based on an analytic potential. The late-time asymptotic solution of the source-flow model for arbitrary density jump is obtained. The asymptotic bubble curvature is found to be independent to the density jump of the fluids. We also give the time-evolution solutions of the two models by integrating equations numerically. We show that the two high-order models give more accurate solutions for the bubble evolution than their low-order models, but the solution of the source-flow model agrees much better with the numerical solution than the Layzer model.

• 대한토목학회논문집
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• 제32권3B호
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• pp.175-183
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• 2012

본 연구에서는 천수방정식에 Galerkin법과 Petrov-Galerkin 기법의 일종인 SU/PG 기법을 적용하여 유한요소 천수흐름 해석 모형을 개발하고, 다양한 실험수로에서 이송이 지배적인 흐름을 수치 모의하였다. 수로 내부에 얇은 판 형태의 구조물이 존재하는 경우 Fr 수와 Re 수가 매우 낮은 흐름에서는 Galerkin 기법과 SU/PG 기법이 동일한 결과를 나타냈으나, Fr=1.58인 경우 Galerkin법은 발산하여 해를 얻을 수 없었다. 이 경우 SU/PG법은 Newton-Raphson법에 의한 5회의 반복에 의해 수렴된 유속결과를 구할 수 있었다. 사류와 상류가 혼재하여 천이류가 나타나는 단면확대 수로 모의에서 SU/PG 기법을 이용한 본 연구의 경우 상류단 수심조건이 잘 유지되며, 도수가 발생하는 지점 및 도수에 의한 수심 경사, 도수 후의 수심이 모두 Khalifa(1980)의 실험결과와 매우 근사하였다. 이송이 지배적인 사류(Fr=2.74)에 의한 사각도수 모의의 경우에도 Galerkin 기법은 최초 모의시간의 첫 번째 반복 이후 발산하였으나, SU/PG 기법은 도수 경계면을 수치진동 없이 잘 포착하였으며, 해석해와 비교한 수심 및 유속의 최대 오차는 0.2% 이내로 나타나 기존 연구(Levin 등, 2006; Ricchiuto 등, 2007)에 비해 더욱 정확한 결과를 도출하였다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2001년도 춘계학술대회논문집E
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• pp.81-86
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• 2001

Interfacial pressure jump terms based on the physics of phasic interface and bubble dynamics are introduced into the momentum equations of the two-fluid model for bubbly flow. The pressure discontinuity across the phasic interface due to the surface tension force is expressed as the function of fluid bulk moduli and bubble radius. The consequence is that we obtain from the system of equations the real eigenvalues representing the void-fraction propagation speed and the pressure wave speed in terms of the bubble diameter. Inversely, we obtain an analytic closure relation for the radius of bubbles in the bubbly flow by using the kinematic wave speed given empirically in the literature. It is remarkable to see that the present mechanistic model using this practical bubble radius can indeed represent both the mathematical well-posedness and the physical wave speeds in the bubbly flow.

• Journal of Mechanical Science and Technology
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• 제15권12호
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• pp.1630-1638
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• 2001

Partial rotor rub occurs when an obstacle on the stator of a rotating machinery disturbs the free whirling motion of the rotor, which is more common than full annular rub among the cases of rubbing in rotating machinery. The intermittent contacts and friction during partial rotor rub makes the phenomenon complex. The several nonlinear phenomena of superharmonics, subharmonics, and jump phenomenon are demonstrated for the partial rub using an experimental apparatus in this study. The orbit patterns are also measured experimentally. In order to explain the phenomena of partial rotor rub, the analytical model for the contact between the rotor and stator should be chosen carefully. In this respect, a piecewise-linear model and a rebound model using the coefficient of restitution are investigated on the basis of the experimental observations. Also, Numerical simulations for the two models of contact are done for the various system parameters of clearance, contact stiffness, and friction coefficient. The results show that the piecewise-linear model for partial rotor rub is more plausible to explain the experimental observgations.

• 한국환경과학회지
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• 제7권5호
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• pp.639-645
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• 1998

A Jump model was evaluated for the calculation of hourly mixing height and mean potential temperature within the height. The Sump model was modified for estimation of downward heat fluxes by mechanical convections and surface heat fluxes. The surface heat fluxes were estimated from routine weather data such as solar radiation and air temperature. Total of 8 upper-air data observed at 0000UTC and 0600UTC in Osan station during April 23 to 26, 1996 were analyzed, and compared to the model results in detail. The calculated mixing heights and potential temperatures within the height were comparable to the observations, but some differences were showed. The calculated mixing heights were generally higher than observations. And, when variations of wind directions were large, the large difference of potential temperature was occurred. From the results, it was important to note that vortical motions and advections of air masses would affect to the growth of the mixing height.

• 대한수학회보
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• 제56권6호
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• pp.1467-1483
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• 2019

This paper analyzes a robust optimal reinsurance and investment strategy for an Ambiguity-Averse Insurer (AAI), who worries about model misspecification and insists on seeking robust optimal strategies. The AAI's surplus process is assumed to follow a jump-diffusion model, and he is allowed to purchase proportional reinsurance or acquire new business, meanwhile invest his surplus in a risk-free asset and a risky-asset, whose price is described by an Ornstein-Uhlenbeck process. Under the criterion for maximizing the expected exponential utility of terminal wealth, robust optimal strategy and value function are derived by applying the stochastic dynamic programming approach. Serval numerical examples are given to illustrate the impact of model parameters on the robust optimal strategies and the loss utility function from ignoring the model uncertainty.

• 한국운동역학회지
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• 제25권1호
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• pp.39-47
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• 2015

Objective : The purpose of this study was to investigate the velocity conversion coefficient and invariance for the optimal phase ratio on the performance of the women's triple jump. Methods : Three-dimensional kinematic data were obtained from the three finalists of the women's triple jumper competition at the 2011 Daegu IAAF World Championships. Computer simulations were performed using the biomechanical model of the triple jump to optimize the phase ratio for the longest actual distance for all athletes with altered velocity conversion coefficients. Results : Top elite triple jumpers showed better technical consistency at the phase ratio. Also, no consistent relationship was observed between the loss in horizontal velocity and the gain in vertical velocity across supporting the three phase. In addition, regardless of the magnitude A1, all athletes were optimized with jump-dominated technique. Finally, as the magnitude of A1 increased, the athletes showed better performance. The obtained overall distance jumped showed the longest actual distance when the optimal phase ratio was transferred from hop-dominated to jump-dominated(the step ratio was 30%~31%), and when the optimal phase ratio was transferred from balanced to jump-dominated(the step ratio was 27%~29%). Conclusion : Future studies need to be conducted in order to explore the active landing motion and the inclination angle of the body with the velocity conversion coefficient simultaneously at each supporting phase.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제14권4호
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• pp.211-224
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• 2010

We define some asset models which are useful for portfolio construction in various terms of time. Our asset models are geometric jump-diffusions defined by the solutions of stochastic differential equations which are decomposed by various terms of time basically. We also can study pricing and hedging strategy of options in our models roughly.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2005년도 창립60주년 기념 추계 학술대회
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• pp.103.1-103.1
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• 2005

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.31-38
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• 2003

A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.