• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.351-364
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• 2019

We derive full closed-form expressions for the prices of European symmetric power quanto call options with four different forms of terminal payoffs under the assumption of the classical lognormal asset price and exchange rate model.

• Transactions of the Korean Society of Mechanical Engineers
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• v.19 no.9
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• pp.2342-2352
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• 1995

Deposition of flame-synthesized silica particles onto a target is utilized in optical fiber preform fabrication processes. The particles are convected and deposited onto the target. Falkner-Skan wedge flow was chosen as the particle laden flow. Typically the particles are polydisperse in size and follow a lognormal size distribution. Brownian diffusion, thermophoresis, and coagulation of the particles were considered and effects of these phenomena on particle deposition were studied. A moment model was developed in order to predict the particle number density and the particle size distribution simultaneously. Particle deposition with various wedge configurations was examined for conditions selected for a typical VAD process. When coagulation was considered, mean particle size and its standard deviation increased and particle number density decreased, compared to the case without coagulation. These results proved the fact that coagulation effect expands particle size distribution. The results were discussed with characteristics of thermal and diffusion boundary layers. As the boundary layers grow in thickness, overall temperature and concentration gradients decrease, resulting in decrease of deposition rate and increase of particle residence time in the flow and thus coagulation effect.

• Nuclear Engineering and Technology
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• v.51 no.3
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• pp.894-903
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• 2019

An approach for collapse risk assessment is proposed to evaluate the vulnerability of electric cabinet in nuclear power plants. The lognormal approaches, namely maximum likelihood estimation and linear regression, are introduced to establish the fragility curves. These two fragility analyses are applied for the numerical models of cabinets considering various boundary conditions, which are expressed by representing restrained and anchored models at the base. The models have been built and verified using the system identification (SI) technique. The fundamental frequency of the electric cabinet is sensitive because of many attached devices. To bypass this complex problem, the average spectral acceleration $S_{\bar{a}}$ in the range of period that cover the first mode period is chosen as an intensity measure on the fragility function. The nonlinear time history analyses for cabinet are conducted using a suite of 40 ground motions. The obtained curves with different approaches are compared, and the variability of risk assessment is evaluated for restrained and anchored models. The fragility curves obtained for anchored model are found to be closer each other, compared to the fragility curves for restrained model. It is also found that the support boundary conditions played a significant role in acceleration response of cabinet.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.12 no.4
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• pp.327-335
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• 2019

This study develops a prediction model for toilet and laundry water end-uses based on surveyed data which measured housing and household characteristics of 140 households over 5 years in Korea. Classical regression model assuming a normal distribution was not appropriate and estimated parameters were biased, because the distribution of measured water-uses was left-skewed. As an alternative to this problem, we considered the distribution of weibull and lognormal for each water-uses, and three regression models were compared using log-likelihood and scale parameter. As a result, weibull regression were chosen to be appropriate for both water-uses and also presented the factors that affect each water-use. This results expect that an insight is provided on water resources utilization and theoretical support role for effective water resource management.

• Journal of Korean Society of Transportation
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• v.22 no.6
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• pp.145-157
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• 2004

Microscopic freeway simulation models project the uncertain values of performance measures for subject traffic conditions by explaining drivers' driving behavior with lane changing and car-following models. However, the existing lane changing models are limited to gap acceptance oriented passive behavior of drivers and not able to capture more-or-less aggressive driving behavior(e.g. cut-in lane changing) ordinarily obseved in field. This paper suggests the definition of cut-inlane changing and presents its characteristics based on the findings from two different freeway on- and off-ramp sections. In addition, this paper proposes a new lane changing model capable of handling both passive and active drivers' driving behavior for better performance of simulations. The proposed lane changing model was tested with Hanyang Simulatin (HYTSIM), a microscopic freeway simulation program developed for this study. The HYTSIM simulation results reflecting the performance of the proposed lane changing model were compared against the field data. The test results showed that the distribution of gaps collected when vehicles change lanes were statistically identical to the field data at 95% confidence level.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.4
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• pp.1113-1120
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• 1998

This paper introduces a channel model that is a combination of Rice and log-normal statistics, with independent shadowing affectingeach direct and diffuse component, repectively. This model extends the channel model of a combined Rice and Log-normal, proposed by Corazza, to include the independent shadowing. The validity of model is confirmed by comparisons with the data collectedin the literature, the analytical model, and the computer model in terms of probability distribution of the evvelope of each model. The model turns out to be one of many well-known narrowband models in limiting cases, e.g. Rayleigh, Rice, log-normal, Suzuki, Loo, and Corazza. Finally, the examples of bit error probability evaluations for several values of the elevation angle in the channel are provided.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.931-940
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• 2019

In hydrologic models, parameters are mainly used to reflect hydrologic elements or to supplement the simplified models. In this process, the proper selection of the parameters in the model can reduce the uncertainty. Accordingly, this study attempted to quantify the uncertainty of SWAT parameters using the General Likelihood Uncertainty Estimation (GLUE). Uncertainty analysis on SWAT parameters was conducted by using the formal and informal likelihood measures. The Lognormal function and Nash-Sutcliffe Efficiency (NSE) were used for formal and informal likelihood, respectively. Subjective factors are included in the selection of the likelihood function and the threshold, but the behavioral models were created by selecting top 30% lognormal for formal likelihood and NSE above 0.5 for informal likelihood. Despite the subjectivity in the selection of the likelihood and the threshold, there was a small difference between the formal and informal likelihoods. In addition, among the SWAT parameters, ALPHA_BF which reflects baseflow characteristics is the most sensitive. Based on this study, if the range of SWAT model parameters satisfying a certain threshold for each watershed is classified, it is expected that users will have more practical or academic access to the SWAT model.

• Earthquakes and Structures
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• v.12 no.2
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• pp.153-163
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• 2017

The underlying goal of the present paper is to investigate soil and structural uncertainties on impedance functions and structural response of soil-shallow foundation-structure (SSFS) system using Monte Carlo simulations. The impedance functions of a rigid massless circular foundation resting on the surface of a random soil layer underlain by a homogeneous half-space are obtained using 1-D wave propagation in cones with reflection and refraction occurring at the layer-basement interface and free surface. Firstly, two distribution functions (lognormal and gamma) were used to generate random numbers of soil parameters (layer's thickness and shear wave velocity) for both horizontal and rocking modes of vibration with coefficients of variation ranging between 5 and 20%, for each distribution and each parameter. Secondly, the influence of uncertainties of soil parameters (layer's thickness, and shear wave velocity), as well as structural parameters (height of the superstructure, and radius of the foundation) on the response of the coupled system using lognormal distribution was investigated. This study illustrated that uncertainties on soil and structure properties, especially shear wave velocity and thickness of the layer, height of the structure and the foundation radius significantly affect the impedance functions, and in same time the response of the coupled system.

• Journal of Korean Society of Transportation
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• v.26 no.5
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• pp.217-226
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• 2008

The term, travel-time reliability, refers to variations in journey time that travelers cannot predict. The purpose of this paper is to suggest a standard way to measure travel time reliability. A modified buffer time indicator is proposed. The index is represented by the difference between planned and actual travel times based on lognormal type travel time distribution. Using this framework, a constant function for railways and a negative parabola function for roads are discussed. The model developed is applied to the real data of Korean road and rail usages to empirically verify the methodology proposed. In this process, the unit value of travel time reliability for each group is estimated. The result of this research is expected to be helpful of conducting more cautious economic feasibility studies of transport.

• The Bulletin of The Korean Astronomical Society
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• v.35 no.2
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• pp.75.1-75.1
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• 2010

The nature and origin of the intergalactic magnetic field (IGMF) are an outstanding problem of cosmology, yet they are not well understood. Measuring Faraday rotation (RM) is one of a few promising methods to explore the IGMF. We have theoretically investigated RM using a model of the IGMF based on a MHD turbulence dynamo (Ryu et al. 2008; Cho et al. 2009). In the previous KAS meeting, we reported the results for the present-day local universe; for instance, the probability distribution function (PDF) of ${\mid}RM{\mid}$ follows the lognormal distribution, the root mean square (rms) value for filaments is ~1 rad m^{-2}, and the power spectrum peaks at ~1 h^{-1} Mpc scale. In this talk, we extend our study of RM; by stacking simulation data up to redshift z=5 and taking account of the redshift distribution of radio sources, we have reproduced an observable view of RM through filaments against background radio sources. Our findings are as follows. The inducement of RM is a random walk process, so that the rms of RM increases with increasing path length. The rms value of RM for filaments reaches several rad m^{-2}. The PDF still follows the lognormal distribution, and the power spectrum of RM peaks at less than degree scale. Our predictions of RM could be tested, for instance, with LOFAR, ASKAP, MEERKAT, and SKA.