• 한국산업융합학회 논문집
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• 제25권2_2호
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• pp.271-278
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• 2022

The solar energy has been widely used to reduce the fossil fuel and prevent the environmental pollution. The renewable energy including solar heat tends to spread due to carbon neutrality for main country of the world. Targets of solar collector are usually acquisitions of hot water or hot air. Especially, air-heating collector using solar heat is known as the technology for obtaining hot air. This study aims to investigate of characteristics of thermal flow when the hot air by air-heating collector using solar heat flows inside of indoor space. The thermal flow of heating indoor space was simulated using ANSYS-CFX program and thus the behaviors of hot air in indoor space were evaluated with standard k-𝜀 turbulence model. As the results, as the inlet velocity was increased, the behaviors of hot air became simple, and temperature range of 25~75℃ had almost no effect on behavior of flow. As the inlet temperature was increased, the temperature curve of indoor space from bottom to top was changed from linear to quadratic. Furthermore, it was confirmed that inlet velocity as well as inlet temperature also should be considered to heat indoor space equally by air-heating collector using solar heat.

• 한국산업융합학회 논문집
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• 제26권6_2호
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• pp.1109-1115
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• 2023

The shell and tube-type heat exchanger was the most utilized in industrial field because of its simple structure and wide operation conditions and so on. This study was performed to investigate the characteristics of behavior of thermal flow according to operation condition of small-sized shell and tube-type heat exchanger. The operation conditions, here, were set up to flow rate of hot air with temperature of 100℃, number of baffle and cut rate of baffle(BCR) using numerical analysis. As the results, both mean relative pressure and relative pressure drop was increased with quadratic curve in case of less than BCR 25%, however, decreased linearly in case of more than BCR 25%. The collision with first baffle by flow velocity and temperature, of hot air, respectively, was depended on BCR. Further it showed that the behaviors between flow velocity and temperature were almost similar.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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• pp.495-500
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• 1998

This paper introduces our three approaches to reduce the burden of human interactive EC operators: (1) improvement of the interface of presenting individuals, (2)improvement of the interface of inputting fitness values, and (3) fast EC convergence. We propose methods to display individuals in order of predicted fitness values by neural networks or Euclidean distance measure for (1), to input quantized fitness values for (2), and to make a new elite by approximating the EC search space with a quadratic function for (3). They are evaluated through simulations and subjective testes, and their effects have shown.

• Journal of the Korean Statistical Society
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• 제35권2호
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• pp.115-142
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• 2006

This paper studies the problem of option hedging when the underlying asset price process is a compound Poisson process. By adopting an asymptotic approach to let the security price converge to a continuous process, we find a closed-form hedging strategy that improves the classical Black-Scholes hedging strategy in a quadratic sense. We first show that the scaled Black-scholes hedging error has a limit in law, and that limit is decomposed into a part that can be traded away and a part that is purely unreplicable. The Black-Scholes hedging strategy is then modified by adding the replicable part of its hedging error and by adding the mean-variance hedging strategy to the nonreplicable part. Some results of simulation experiment s are also provided.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.583-589
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• 2019

Counterexamples of a skew-normal distribution are developed to improve our understanding of this distribution. Two examples on bivariate non-skew-normal distribution owning marginal skew-normal distributions are first provided. Sum of dependent skew-normal and normal variables does not follow a skew-normal distribution. Continuous bivariate density with discontinuous marginal density also exists in skew-normal distribution. An example presents that the range of possible correlations for bivariate skew-normal distribution is constrained in a relatively small set. For unified skew-normal variables, an example about converging in law are discussed. Convergence in distribution is involved in two separate examples for skew-normal variables. The point estimation problem, which is not a counterexample, is provided because of its importance in understanding the skew-normal distribution. These materials are useful for undergraduate and/or graduate teaching courses.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Journal of applied mathematics & informatics
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• 제6권2호
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• pp.669-684
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• 1999

We are interested in the problem of fitting a curve to a set of points in the plane in such a way that the sum of the squares of the orthogonal distances to given data points ins minimized. In[1] the prob-lem of fitting circles and ellipses was considered and numerically solved with general purpose methods. Especially in [2] H. Spath proposed a special purpose algorithm (Spath's ODF) for parabolas y-b=$c($\chi$-a)^2$ and for rotated ones. In this paper we present another parabola fitting algorithm which is slightly different from Spath's ODF. Our algorithm is mainly based on the steepest descent provedure with the view of en-suring the convergence of the corresponding quadratic function Q(u) to a local minimum. Numerical examples are given.

• 한국자동차공학회논문집
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• 제1권1호
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• pp.140-148
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• 1993

When a large automobile sheet metal part is formed in a draw die, the binder wrap is first calculated to predict the initial punch contact location for avoiding wrinkles and severe stretching of its thin blank sheet. Since the boundary of a pseudo blank in calculating a binder wrap by means of a geometrically nonlinear finite element method is unknown in advance, an iteration method is generally used. This paper presents an effective iteration method for correction of the pseudo blank in a binder wrap calculation. For the performance test, two examples are adopted. The calculated results for both examples show the good convergence which wasted solutions are obtained in the second iteration step.

• 대한수학회논문집
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• 제17권1호
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• pp.121-142
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• 2002

We are interested in the curve fitting problems in such a way that the sum of the squares of the orthogonal distances to the given data points is minimized. Especially, the fitting an ellipse to the given data points is a problem that arises in many application areas, e.g. computer graphics, coordinate metrology, etc. In [1] the problem of fitting ellipses was considered and numerically solved with general purpose methods. In this paper we present another new ellipse fitting algorithm. Our algorithm if mainly based on the steepest descent procedure with the view of ensuring the convergence of the corresponding quadratic function Q(u) to a local minimum. Numerical examples are given.

• 대한수학회보
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• 제49권4호
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• pp.749-759
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• 2012

A globally convergent algorithm for solving equilibrium problems is proposed. The algorithm is based on a proximal point algorithm (shortly (PPA)) with a positive definite matrix M which is not necessarily symmetric. The proximal function in existing (PPA) usually is the gradient of a quadratic function, namely, ${\nabla}({\parallel}x{\parallel}^2_M)$. This leads to a proximal point-type algorithm. We first solve pseudomonotone equilibrium problems without Lipschitzian assumption and prove the convergence of algorithms. Next, we couple this technique with the Banach contraction method for multivalued variational inequalities. Finally some computational results are given.