• East Asian mathematical journal
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• v.35 no.1
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• pp.59-66
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• 2019

In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.

• Journal of Ocean Engineering and Technology
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• v.23 no.4
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• pp.12-18
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• 2009

The present study focused on the compressibility of partially filled fluids in a sloshing tank. Filling ratios ranging from 18% to 26% were used to find compressible impact on a vertical wall. The model test was for 1/25 scale of a 138 K LNGC cargo tank. To investigate the two dimensional phenomenon of sloshing, a longitudinal slice model was tested. A high speed camera was used to capture the flow field, as well as the air pocket deformation. The pressure time history synchronized with the video images revealed the entire compressible process. Three typical impact phenomena were observed: hydraulic jump, flip through, and plunging breaker. In particular, the pressure time history and flow pattern details for flip through and plunging breaker are presented.

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.3
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• pp.298-303
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• 2004

This paper deals with a stochastic stabilization of observer-based output-feedback control Takagi-Sugeno (T-S) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time T-S fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized T-S fuzzy system is represented by a discrete-time T-S fuzzy system with jumping parameters. The stochastic stabilizability of the jump T-S fuzzy system is derived and formulated in terms of linear matrix inequalities (LMIs). The usefulness of the proposed algorithm is also certificated by simulation of 2 degree of freedom helicopter model.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.26 no.2
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• pp.108-120
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• 2022

We considered qualitative behaviour of the generalization of Einstein's model of Brownian motion when the key parameter of the time interval of free jump degenerates. Fluids will be characterised by number of particles per unit volume (density of fluid) at point of observation. Degeneration of the phenomenon manifests in two scenarios: a) flow of the fluid, which is highly dispersing like a non-dense gas and b) flow of fluid far away from the source of flow, when the velocity of the flow is incomparably smaller than the gradient of the density. First, we will show that both types of flows can be modeled using the Einstein paradigm. We will investigate the question: What features will particle flow exhibit if the time interval of the free jump is inverse proportional to the density and its gradient ? We will show that in this scenario, the flow exhibits localization property, namely: if at some moment of time t₀ in the region, the gradient of the density or density itself is equal to zero, then for some T during time interval [t₀, t₀ + T] there is no flow in the region. This directly links to Barenblatt's finite speed of propagation property for the degenerate equation. The method of the proof is very different from Barenblatt's method and based on the application of Ladyzhenskaya - De Giorgi iterative scheme and Vespri - Tedeev technique. From PDE point of view it assumed that solution exists in appropriate Sobolev type of space.

• Journal of the Korean Society for Railway
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• v.18 no.4
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• pp.363-373
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• 2015

The purpose of this study is to develop a nonlinear algorithm for the dynamic interaction analysis of KTX trains and bridge girders with consideration of separation and flange contact phenomena between wheel and rail. For this, three interaction models between wheel-rail are implemented and compared through numerical examples. That is, the spring model and the non-jump model are briefly explained, and a nonlinear contact model is then proposed to accurately simulate interaction forces of the train-bridge system. Dynamic interaction analysis of a simply supported girder and trains is performed and the analyzed results are presented and compared for the proposed contact model and the other model types. Particularly, flange contact phenomena in the nonlinear contact model are demonstrated under a specific condition.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.129-148
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• 2007

Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.

• The Korean Journal of Financial Management
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• v.22 no.2
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• pp.165-187
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• 2005

This paper tries to investigate the relationships among stock return volatility, time-varying risk premium and Korea Discount. Using Korean Composite Stock Price Index (KOSPI) return from January 4, 1980 to August 31, 2005, this study finds possible links between time-varying risk premium and Korea Discount. First of all, this study classifies Korean stock returns during the sample period by three regime-switching volatility period that is to say, low-volatile period medium-volatile period and highly-volatile period by estimating Markov-Switching ARCH model. During the highly volatile period of Korean stock return (09/01/1997-05/31/2001), the estimated time-varying unit risk premium from the jump-diffusion GARCH model was 0.3625, where as during the low volatile period (01/04/1980-l1/30/1985), the time-varying unit risk premium was estimated 0.0284 from the jump diffusion GARCH model, which was about thirteen times less than that. This study seems to find the evidence that highly volatile Korean stock market may induce large time-varying risk premium from the investors and this may lead to Korea discount.

• The Journal of Korean Medicine
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• v.16 no.2 s.30
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• pp.225-247
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• 1995

Using Bi-Digital O-Ring Test which was developed by Ohmura Toshiaki, constiution classification by the vegetables' was Measured by various muscle power measurement meters and the results are as follow: 1. Pinch Gauge (Model:pc5030HPG, Japan) is the gauge to measure finger power between the thumb and the second finger, Grip Strength Dynamometer (Model: T.K.K. 5101, Japan) is to measure the hand power (hand dynamometer), Back Strength Dynamometer (Model: T.K.K. 5102, Japan) is to measure back muscle strength, Vertical jump Meter (Model: T.K.K. 5106, Japan) is to measure the height of jump. The above gauges were and its result found that the radish, potato, carrot and cucumber can influence to muscle strength was not true. 2. When the physical constitution is distinguished by the O-Ring Test method, Taeyangin's rate appeared as average 21% although it was insisted that there will be only 0.03-0.1%. This means that the physical constitution but it appears accidently according to the examinee's emotion about the material such as vegetable etc. as favor or unfavor. 3. It was found that the result of O-Ring Test is the same at any time and at any place was not true. there is no reemergence character. 4. The import of O-Ring Test mehtod to the physical discrimination disregarded that the mental factor influences absolutely to the physical heath in the ideological physi cal constitution medical science. 5. 'O-Ring Test method is a objective judgement method.' is wrong judgement. As you see on the above result, Bi-Digital O-Ring Test set the changeable voluntary muscle as the standard of the judgument, that was first mistake logically, second in spite of leass influence of mental influence by the examiner and examinee than the vegetable discrimination influence, the test disregarded the influence. Third, only grasp of some material on hand can influence to the voluntary muscle was a wrong theory disregarding the physiology. Finally the misunderstaning his subjective view as an objective view in spite of examiner and examinee's strong influence. Therefore such kind of physical descrimination method must be sublated.

• Tribology and Lubricants
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• v.31 no.6
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• pp.302-307
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• 2015

The use of turbocharger in internal combustion engines has increased as it is a key components for improving system efficiency without increasing engine size. Because of increasing demand, many studies have evaluated rotordynamic performance so as to increase rotation speed. This paper presents a linear and nonlinear analysis model for a turbocharger rotor supported by a floating ring bearing. We constructed rotor model by using the finite element method and approximated bearings as being infinitely short. In the linear model, we considered fluid film force as stiffness and damping element. In nonlinear analysis, calculation of the fluid film force involved solving the time dependent Reynolds equation. We verified the developed model by comparing the results to those of previous research. The analysis results show that there are four unstable modes, which are rigid body modes combining ring and rotor motion. As the rotating speed increases, the logarithmic decrement shows that certain unstable modes goes into the stable area or the stable mode goes into the unstable area. These unstable modes appear as sub-synchronous vibrations in nonlinear analysis. In nonlinear analysis frequency jump phenomenon demonstrated in several experimental studies appears. The analysis results also showed that frequency jump phenomenon occurs when the vibration mode changes and the sequence of unstable mode matches the linear analysis result. However, the natural frequency predicted using linear analysis differs from those obtained using nonlinear analysis.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.33 no.2
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• pp.201-210
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• 2023

Deep learning-based face verificattion model show high performance and are used in many fields, but there is a possibility the user's face image may be leaked in the process of inputting the face image to the model. Althoughde-identification technology exists as a method for minimizing the exposure of face features, there is a problemin that verification performance decreases when the existing technology is applied. In this paper, after combining the face features of other person, a de-identified face image is created through StyleGAN. In addition, we propose a method of optimizingthe combining ratio of features according to the face verification model using HopSkipJumpAttack. We visualize the images generated by the proposed method to check the de-identification performance, and evaluate the ability to maintain the performance of the face verification model through experiments. That is, face verification can be performed using the de-identified image generated through the proposed method, and leakage of face personal information can be prevented.