• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.17 no.4
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• pp.295-306
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• 2013

In this paper, we consider the adaptive multigrid method for solving the Black-Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black-Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.

• 한국전산유체공학회:학술대회논문집
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• 2008.03b
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• pp.25-28
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• 2008

An aerodynamic calculation in hover of KUH main rotor blade is performed using a three-dimensional unstructured hybrid mesh viscous flow solver. The flow solver utilizes a vertex-centered finite-volume scheme that is based on the Roe's flux-difference splitting with an implicit Jacobi/Gauss-Seidel time integration. The eddy viscosity are estimated by the Spalart-Allmaras one-equation turbulence model. A solution-adaptive mesh refinement technique is used for efficient capturing of the tip vortex. Calculations are performed at several operating conditions with varying collective pitch setting for KUH main rotor blade in hover. Good agreements are obtained between the present and other results using HOST and CAMRAD II in overall rotor performance. It is demonstrated that the present vertex-centered flow solver is an efficient and accurate tool for the assessment of rotor performance in hover.

• Journal of applied mathematics & informatics
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• v.12 no.1_2
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• pp.335-349
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• 2003

Almost all business are affected by the weather so that weather derivatives has been traded to hedge weather risk. Since the weather itself is not an asset with a market price, some analysts believe that the Black-Scholes equation could not be used appropriately to price weather derivative options. But some weather derivatives can be considered as an Asian option, we revisit the Black-scholes model. Numerical solution of the Black-Scholes equation has a significant error at the money option or around the money option, it is necessary to adopt adaptive mesh near to the strike value. Here we propose a numerical method with an adaptive grid refinement.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.24 no.7 s.178
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• pp.1833-1840
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• 2000

Commercially pure copper is tested to obtain creep curves at 2500C. Constitutive relations adopting continuum damage mechanics concept is found to be appropriate to model the creep defor mation up to the tertiary stage. Microscopic observation by SEM reveals that creep condition induces cavities and microcracks subsequently. The constitutive equations along with evaluated creep parameters are implemented into finite element analysis code. The analysis reproduces creep curves under step loading as well as constant loading with reasonable accuracy. Distribution and evolution of damage under creep loading are numerically simulated for two different types of notched specimen. Predicted creep life agrees quite well with rupture test results. The influence of mesh size at notch tip on rupture time prediction is studied, and a degree of refinement is suggested for the specific notched specimens.

• Transactions of the Korean Society of Automotive Engineers
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• v.9 no.6
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• pp.65-75
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• 2001

Modern vehicles require a high degree of refinement including good driveability. Vehicle driveability, which becomes a key decisive factor f3r marketability, is affected by many parameters such as engine control and the dynamic characteristics in drive lines. Therefore engine and drive train characteristics should be considered to achieve a well balanced vehicle response simultaneously. This paper describes experimental procedures which have been developed to measure engine torque and investigate shuffle characteristics. To analyze the vehicle dynamic behavior, fractional torques and inertia mass moment of engine, and drive train were measured. Shuffle characteristics during tip-in condition were investigated in an experimental vehicle at 2nd and 3rd gear stages. It was found that the shuffle characteristics were caused by sudden changes of engine torque and have a different vibration frequency with gear stage variation. Inertia mass moment of engine including flywheel rotation showed a key factor for the shuffle characteristics.

• Wind and Structures
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• v.7 no.1
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• pp.41-54
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• 2004

An analysis refinement of the Messina Strait suspension bridge project has been recently required, concerning mainly the yaw angle effects on the multi-box deck section aerodynamics and the vortex shedding at low reduced velocities $V^*$. In particular the possible interaction of the axial flow with the large cross beams has been investigated. An original test rig has been designed at this purpose allowing for both forced motion and free motion aero elastic tests, varying the average angle of attack ${\alpha}$ and the deck yaw angle ${\beta}$. The hydraulic driven test rig allowed for both dynamic and stationary tests so that both the stationary coefficients and the flutter derivatives have been evaluated for each yaw angle. Specific free motion tests, taking advantage from the aeroelastic features of the section model, allowed also the study of the vortex shedding induced phenomena.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.8 no.3
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• pp.21-26
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• 2009

The finite element analysis of metal forming processes often fails because of severe mesh distortion at large deformation. As the concept of meshless methods, only nodal point data are used for modeling and solving. As the main feature of these methods, the domain of the problem is represented by a set of nodes, and a finite element mesh is unnecessary. This computational methods reduces time-consuming model generation and refinement effort. It provides a higher rate of convergence than the conventional finite element methods. The displacement shape functions are constructed by the reproducing kernel approximation that satisfies consistency conditions. In this research, A meshless method approach based on the reproducing kernel particle method (RKPM) is applied with metal forming analysis. Numerical examples are analyzed to verify the performance of meshless method for metal forming analysis.

• Proceedings of the Korean Information Science Society Conference
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• 2006.06b
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• pp.313-315
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• 2006

본 연구에서는 실내에서 입력받은 영상의 조명과 크기 변화 등에 강인한 얼굴 검출 기법을 소개한다. 제안된 얼굴 검출 기법은 후보 영역 선정 과정과 얼굴패턴 검출 과정, 얼굴 영역 보정 과정으로 이루어진다. 후보 영역 선정 과정에서는 조명보정과 색상 필터, 움직임 필터를 이용하여 얼굴패턴의 후보 영역을 선정한다. 얼굴패턴 검출 과정에서는 CNN을 이용하여 특징을 추출하고, WFMM 신경망을 이용하여 얼굴 패턴을 검증한다. 얼굴 영역 보정 과정은 형태학적 연산 등의 영상 처리를 이용하여 눈 영역과 입술 영역의 위치를 판별한 후 최종적인 얼굴 영역을 결정한다.

• Journal of Information Processing Systems
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• v.17 no.2
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• pp.385-398
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• 2021

The complexity of deep learning models affects the real-time performance of gesture recognition, thereby limiting the application of gesture recognition algorithms in actual scenarios. Hence, a residual learning neural network based on a deep convolutional neural network is proposed. First, small convolution kernels are used to extract the local details of gesture images. Subsequently, a shallow residual structure is built to share weights, thereby avoiding gradient disappearance or gradient explosion as the network layer deepens; consequently, the difficulty of model optimisation is simplified. Additional convolutional neural networks are used to accelerate the refinement of deep abstract features based on the spatial importance of the gesture feature distribution. Finally, a fully connected cascade softmax classifier is used to complete the gesture recognition. Compared with the dense connection multiplexing feature information network, the proposed algorithm is optimised in feature multiplexing to avoid performance fluctuations caused by feature redundancy. Experimental results from the ISOGD gesture dataset and Gesture dataset prove that the proposed algorithm affords a fast convergence speed and high accuracy.

• Communications for Statistical Applications and Methods
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• v.29 no.1
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• pp.127-150
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• 2022

We discuss multiple change-point estimation as edge detection in piecewise smooth functions with finitely many jump discontinuities. In this paper we propose change-point estimators using concentration kernels with Fourier coefficients. The change-points can be located via the signal based on Fourier transformation system. This method yields location and amplitude of the change-points with refinement via concentration kernels. We prove that, in an appropriate asymptotic framework, this method provides consistent estimators of change-points with an almost optimal rate. In a simulation study the proposed change-point estimators are compared and discussed. Applications of the proposed methods are provided with Nile flow data and daily won-dollar exchange rate data.