• 한국공작기계학회논문집
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• 제17권1호
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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.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제20권4호
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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.

• 품질경영학회지
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• 제29권2호
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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.

• 한국윤활학회:학술대회논문집
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• 한국윤활학회 1999년도 제30회 추계학술대회
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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.

• 전산구조공학
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• 제9권4호
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• pp.219-228
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• 1996

힌지가 발생하는 철근콘크리트 골조구조물의 비선형해석시에 부재강성값을 사용하는 새로운 방법에 대한 연구이다. 본 연구에서는 부재의 비선형상태에서 힌지영역의 접선강성을 평가하고 효율적으로 이용하는 방법을 제시하였다. 비선형응답을 얻기위해 고유벡터를 이용하는 해석법은 비선형범위에서 시각증분에 따라 강성이 변하고 따라서 고유벡터군도 그 변하는 수만큼 재산정 하여야 하기 때문에 일반적인 해석방법이 아니다. 그러나 부재의 비선형상태를 나타내는 강성값, 즉 고유벡터의 산정횟수를 줄이며 산정된 기존값을 적절하게 재사용하여 해석의 효율성을 입증하였다. 지진하중을 받는 철근콘크리트 골조구조물의 비선형 해석의 경제성은 고유벡터의 산정횟수에 의존되기 때문에 고유벡터의 산정횟수를 감소시키며 신뢰성있는 응답을 구하여 본 해석법의 효율성을 입증하였다.

• 응용통계연구
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• 제21권5호
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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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• 제16권3호
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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.

• 비파괴검사학회지
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• 제29권4호
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• pp.344-350
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• 2009

본 연구의 목적은 탄성 표면파에서의 비선형 거동의 이론적 배경을 소개하고 실험적으로 검증하는 것으로서, 이론상의 표면파의 비선형 파라미터는 벌크파에서와 같이 전파된 표면파의 2차 고조파 성분과 기본파 성분 크기의 비에 의존한다. 이를 검증하기 위해 접촉식 탐촉자를 이용한 측정 시스템을 구축하였고, 표면파 전파거리와 인가전압 크기를 변화시키며 알루미늄 6061 합금의 비선형 파라미터를 측정하였다. 또한, 비선형 파라미터를 측정함에 있어서 주파수 의존적 감쇠의 영향을 고려하였다. 이러한 과정을 통한 결과는 탄성 표면파의 비선형 파라미터가 인가전압의 크기에 독립적이며, 2차 고조파 성분의 크기는 전파거리에 선형적으로 의존할 것이라는 이론적 예측과 일치한다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1991년도 하계학술대회 논문집
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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.

• 한국공작기계학회논문집
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• 제15권5호
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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.