• 대한기계학회논문집B
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• 제27권8호
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• pp.1081-1088
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• 2003

Numerical investigation on the structures of various Taylor vortices induced in the flow between two concentric cylinders, with the inner one rotating and with a pressure-driven axial flow imposed, is carried out, and compared with the experiments of Wereley and Lueptow [Phys. fluid, 11(12), 1999] who studied the Taylor vortices using PIV in detail. Especially, the properties of helical vortices and random wavy vortices are discussed, and their three-dimensional structures are visualized using the numerical data. Our simulation also predicts that random wavy vortices have quasi-periodic movement which can be explained by traveling waves formed in the azimuthal direction. The numerical results are well consistent with the experimental findings of Wereley and Lueptow.

• 천문학회보
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• 제39권1호
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• pp.45.1-45.1
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• 2014

We present the results of a time series analysis of the long-term radio lightcurves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the data base of the University of Michigan Radio Astronomy Observatory (UMRAO) monitoring program which provides densely sampled lightcurves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5,GHz. Our sources show mostly flat or inverted (spectral indices -0.5 < alpha < 0) spectra, in agreement with optically thick emission. All lightcurves show strong variability on all time scales. Analyzing the time lags between the lightcurves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accord with the classification of Valtaoja et al. (1992). The periodograms (temporal power spectra) of the observed lightcurves are consistent with random-walk powerlaw noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2004년도 추계학술대회논문집
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• pp.747-750
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• 2004

After launching, spacecraft is exposed to extreme environments. So spacecraft should be tested after design/manufacture to verify whether components can be operated functionally. Acceleration transferred from launch vehicle to spacecraft produces quasi-static load, sine vibration and random vibration. Random vibration is also induced by acoustic vibrations transferred by surface of spacecraft. And shock vibration is produced when spacecraft is separated from launch vehicle. To verify operation of spacecraft under these launch environments, separation shock test, sine vibration test, acoustic vibration test and random vibration test should be performed. This paper describes these launch environment test requirements.

• Communications for Statistical Applications and Methods
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• 제15권4호
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• pp.563-585
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• 2008

본 연구는 다양하고 복잡해지는 파생상품 추세에 상응하는 적절한 가치평가에 대한 연구의 필요성을 인지하고 가격 및 민감도 평가에 있어서 속도와 정확도를 향상시키는데 그 의의를 두고자 한다. 몬테카를로 시뮬레이션에서 의사난수 대신 저불일치수열인준난수를 이용하면 시행횟수의 감소와 정확도 개선이 가능한데, 미국형 옵션이나 경로의존형 상품 등 다차원의 난수가 필요할 경우 기존의 준난수를 사용하면 상관관계가 증가하는 문제로 적용에 한계가 있다. 이런 단점을 보완하기 위해 문제를 발생시키는 차원의 난수를 제외시켜 상관계수를 특정값 이하로 제어하는 새로운 방법을 고안하여 다차원 상품에 적용이 가능토록 하였고 미국형 풋옵션에 적용하여 새로운 방법의 유용성을 검증하였다. 또한, 몬테카를로 시뮬레이션에서 민감도 계산방법으로 우도비율법과 경로의존형 근사방법을 사용하면 속도 및 정확도가 개선됨을 보인다. 이러한 결과는 최근 시장의 추세인 기초자산이나 위험요소가 여러 개인 경우 그리고 경로의존형 및 조기상환형 상품 등에 적용 가능토록하여 몬테카를로 시뮬레이션 방법에 있어 가장 큰 단점으로 지적되는 수행시간을 단축시키고 민감도 계산의 오차를 줄여줌을 보여준다. 또한, 2개 이하의 기초자산으로 이루어진 파생상품의 가치 및 민감도 평가에 가장 효율적인 수치해석적 방법론으로 알려져 있는 유한차분법의 적용시 격자생성구간의 설정이 매우 중요하다는 사실을 비대칭 나비형스프레드에 적용하여 실증적으로 보인다.

• Earthquakes and Structures
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• 제7권2호
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• pp.119-139
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• 2014

A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

• 천문학논총
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• 제30권2호
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• pp.433-437
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• 2015

We show the results of a time series analysis of the long-term light curves of four blazars. 3C 279, 3C 345, 3C 446, and BL Lacertae. We used densely sampled light curves spanning 32 years at three frequency bands (4.8, 8, 14.5 GHz), provided by the University of Michigan Radio Astronomy Observatory monitoring program. The spectral indices of our sources are mostly flat or inverted (-0.5 < ${\alpha}$ < 0), which is consistent with optically thick emission. Strong variability was seen in all light curves on various time scales. From the analyses of time lags between the light curves from different frequency bands and the evolution of the spectral indices with time, we find that we can distinguish high-peaking flares and low-peaking flares according to the Valtaoja et al. classification. The periodograms (temporal power spectra) of the light curves are in good agreement with random-walk power-law noise without any indication of (quasi-)periodic variability. We note that random-walk noise light curves can originate from multiple shocks in jets. The fact that all our sources are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars. We are going to generalize our approach by applying our methodology to a much larger blazar sample in the near future.

• International Journal of Precision Engineering and Manufacturing
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• 제1권2호
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• pp.24-34
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• 2000

In this paper we propose a controller design method, called Quasi-LQG/$H_{\infty}$/LTR for nonlinear servo systems with hard nonlinearities such as Coulomb friction, dead-zone. Introducing the RIDF method to model Coulomb friction and dead-zone, the statistically linearized system is built. Then, we consider $H_{\infty}$ performance constraint for the optimization of statistically linearized systems, by replacing a covariance Lyapunov equation into a modified Riccati equation of which solution leads to an upper bound of the LQG performance. As a result, the nonlinear correction term is included in coupled Riccati equation, which is generally very difficult to thave a numerical solution. To solve this problem, we use the modified loop shaping technique and show some analytic proofs on LTR condition. Finally, the Quasi-LQG/$H_{\infty}$/LTR controller for a nonlinear system is synthesized by inverse random input describing function techniques (ITIDF). It is shown that the proposed design method has a better performance robustness to the hard nonlinearity than LQG/$H_{\infty}$/LTR method via simulations and experiments for the timing-belt driving servo system that contains the Coulomb friction and dead-zone.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.599-604
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• 2015

Kendall's tau statistic has been applied to test an association of bivariate random variables. However, incomplete bivariate data with a truncation and a censoring results in incomparable or unorderable pairs. With such a partial information, Tsai (1990) suggested a conditional tau statistic and a test procedure for a quasi independence that was extended to more diverse cases such as double truncation and a semi-competing risk data. In this paper, we also employed a conditional tau statistic to estimate an association of bivariate interval censored data. The suggested method shows a better result in simulation studies than Betensky and Finkelstein's multiple imputation method except a case in cases with strong associations. The association of incubation time and infection time from an AIDS cohort study is estimated as a real data example.

• 한국수학사학회지
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• 제29권6호
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• pp.353-363
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• 2016

In mathematical population ecology which is an academic field that studies how populations of biological species change as times flows at specific locations in their habitats, PDE models have been studied in many aspects and found to have different properties from the classical ODE models. And different approaches to PDE type models in mathematical biology are still being tried currently. This article investigate various forms to express diffusion effects and review the history of PDE models involving diffusion terms in mathematical ecology. Semi-linear systems representing the spatial movements of each individual as random simple diffusion and quasi-linear systems describing more complex diffusions reflecting interspecific interactions are studied. Also it introduce a few of important problems to be solved in this field.

• Structural Engineering and Mechanics
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• 제31권5호
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• pp.621-624
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• 2009

The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.