• Transactions of the Korean Society of Machine Tool Engineers
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• v.17 no.1
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• pp.71-76
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• 2008

Nonlinear dynamic system under random excitation was analyzed by using stochastic method. A linearization method was used in order to linearize non-linear structural characteristics but the parametric excitation was used as it was given. An equivalent energy method which equalizes the expectation value of energy of the original nonlinear system and that of quasi-linearized system was proposed. Ito's differential rule was applied to obtain steady state moments. Quasi-linearization coefficients can be obtained the iterative calculation of linearization scheme and steady state moments. Monte Carlo simulation was used to verify the results of the proposed method. Nonlinear vibration of a slender beam was analyzed in this research. The analysis results were compared with Monte Carlo simulation result and showed good agreement. As the spectral density of the given excitation increased, the analysis results showed the better agreement with Monte Carlo simulation.

• The Pure and Applied Mathematics
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• v.20 no.4
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• pp.287-298
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• 2013

A standard deviation has been a starting point for a mathematical definition of risk. As a remedy for drawbacks such as subadditivity property discouraging the diversification, coherent and convex risk measures are introduced in an axiomatic approach. Choquet expectation and g-expectations, which generalize mathematical expectations, are widely used in hedging and pricing contingent claims in incomplete markets. The each risk measure or expectation give rise to its own pricing rules. In this paper we investigate relationships among dynamic risk measures, Choquet expectation and dynamic g-expectations in the framework of the continuous-time asset pricing.

• Journal of Korean Society for Quality Management
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• v.29 no.2
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• pp.1-16
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• 2001

The existing studies on measuring service quality have focused on moderating expectation. But one of real problems of measuring service quality is the assumption that customer's perceived quality is increased linearly by gap(performance-expectation). In this study, we assumed non-linearity of customer's perceived quality. The results of empirical study show that NL-SERVQUAL(suggested model in this paper) is better than SERVQUAL and SERVPERF.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 1999.11a
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• pp.160-166
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• 1999

Nonlinear characteristics of the hydrodynamic journal bearing with circumferentially groove are analyzed numerically considering cavitation region, when an external sinusoidal shock is given to the system. The oil film force is obtained by solving the finite width universal Reynolds equation at each time step. Frequency response function and journal orbit obtained from both linear and nonlinear bearing simulations are compared with each other. The vibration response of the journal is different from the expectation obtained from the linear analysis as increase the vibration amplitude of external disturbance. Therefore, the linear theory is not adequate, and the nonlinear calculation such as used in this research is needed to design safety rotor systems.

• Computational Structural Engineering
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• v.9 no.4
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• pp.219-228
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• 1996

A method used for measuring the stiffness of hinging reinforced concrete frame structures is developed. The so called Stiffness Measure Method is used to evaluate the tangent stiffness of hinge regions while the structure is responding in nonlinear ranges. Eigenvector methods for nonlinear response have not been especially popular because of the need for regenerating eigenvectors as the time history proceeds. In the present work the eigenvectors sets and corresponding nonlinear state variables, i. e., the tangent stiffnesses of the hinge regions, are stored. There is an expectation that previously generated eigenvectors can be reused as the analysis proceeds. The stiffness measure is used to compare the current tangent stiffnesses of hinge regions with those of previously stored eigenvectors sets. Since eigenvector calculations are diminished the method is effective in reducing computational effort for reinforced concrete frame structures subjected to strong ground motions.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.755-763
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• 2008

This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

• Earthquakes and Structures
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• v.16 no.3
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• pp.311-320
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• 2019

Obelisks are historical monuments. There are several obelisks dating from ancient Egyptian period, located around various parts of the world. The city of Istanbul is a home to the Obelisk of Theodosius at the Hippodrome. Due to the expectation of a large event in the near future, the evaluation of seismic response of the Obelisk gets importance. Therefore, in this study structural dynamic behavior of the Obelisk was investigated using discrete element approach. Nonlinear dynamic analyses were performed using real and synthetic time series. Real and synthetic ground motions analyzed from this study seems consistent with the earthquake hazard levels that would be expected at the site of the Obelisk in the occurrence of an event of moment magnitude above 7.0 near Istanbul. Results are evaluated in terms of variation of displacement, relative displacement of adjacent blocks, normal stress and shear stress in time.

• Journal of the Korean Society for Nondestructive Testing
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• v.29 no.4
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• pp.344-350
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• 2009

The goal of this study is to introduce the theoretical background of acoustic nonlinearity in surface wave and to verify its characteristics by experiments. It has been known by theory that the nonlinear parameter of surface wave is proportional to the ratio of $2^{nd}$ harmonic amplitude and the power of primary component in the propagated surface wave, as like as in bulk waves. In this paper, in order to verify this characteristics we constructed a measurement system using contact angle beam transducers and measured the nonlinear parameter of surface wave in an Aluminum 6061 alloy block specimen while changing the distance of wave propagation and the input amplitude. We also considered the effect of frequency-dependent attenuation to the measurement of nonlinear parameter. Results showed good agreement with the theoretical expectation that the nonlinear parameter should be independent on the input amplitude and linearly dependent on the input amplitude and the $2^{nd}$ harmonic amplitude is linearly dependant on the propagation distance.

• Proceedings of the KIEE Conference
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• 1991.07a
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• pp.118-121
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• 1991

The characteristics of magnetizing system considering the anisotropy and the nonlinearity are analyrized using PEM in This paper. The case of magnetizing the ferrite magnet with 12 poles is analyrized. The anisotropy characteristic is considered when ferrite magnet which is widely used as permanent magnet is magnetized. The Nonlinear characteristic of magnetizing yoke aid ferrite is considered because the current is in the saturation region. When the magnetizing current value is over the optimum value, the magnet is magnetized with 24 poles. This is not the case of our expectation. Thus, for the case of our expected magnetizing form, it is the conclusion that the optimum magnetizing current value is selected.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.15 no.5
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• pp.21-28
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• 2006

Vibration of a non-linear system with multiple degrees of freedom under random parametric excitations was evaluated by probabilistic method. The non-linear characteristic terms of system structure were quasi-linearized and excitation terms were remained as they were. An analytical method where the expectation values of square mean of error was minimized was used. The numerical results were compared with those obtained by Monte Carlo simulation. A linear congruential generator and Box-Muller method were used in Monte Carlo simulation. The comparison showed the results by probabilistic method agreed well with those by Monte Carlo simulation.