• Industrial Engineering and Management Systems
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• v.9 no.4
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• pp.323-338
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• 2010

In this paper, we introduce the implied volatility from Black-Scholes model and suggest a model for constructing implied volatility surfaces by using the two-dimensional cubic (bi-cubic) spline. In order to utilize a spline method, we acquire grid (knot) points. To this end, we first extract implied volatility curves weighted by trading contracts from market option data and calculate grid points from the extracted curves. At this time, we consider several conditions to avoid arbitrage opportunity. Then, we establish an implied volatility surface, making use of the two-dimensional cubic spline method with previously estimated grid points. The method is shown to satisfy several properties of the implied volatility surface (smile, skew, and flattening) as well as avoid the arbitrage opportunity caused by simple match with market data. To show the merits of our proposed method, we conduct simulations on market data of S&P500 index European options with reasonable and acceptable results.

• Earthquakes and Structures
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• v.8 no.1
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• pp.57-76
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• 2015

The Performance-based Earthquake Engineering (PBEE) concept implies the definition of multiple target performance levels of damage which are expected to be achieved (or not exceeded), when the structure is subjected to earthquake ground motion of specified intensity. These levels are associates to different return period (RP) of earthquakes and structural behaviors quantified with adopted factors or indexes of control. In this work an 8-level PBEE study is carried out, finding different curves for control index or Engineering Demand Parameters (EDP) of levels that assess the structural behavior. The results and the curves for each index of control allow to deduce the structural behavior at an a priori unspecified RP. A general methodology is proposed that takes into account a possible optimization process in the PBEE field. Finally, an application to 8-level seismic performance assessment to structure in a Spanish seismic zone permits deducing that its behavior is deficient for high seismic levels (RP > 475 years). The application of the methodology to a low-to-moderate seismic zone case proves to be a good tool of structural seismic design, applying a more sophisticated although simple PBEE formulation.

• Korean Journal of Metals and Materials
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• v.49 no.10
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• pp.774-779
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• 2011

S-N fatigue behavior of cast 304 stainless steel was studied at 25, -50 and $-196^{\circ}C$ and at a stress ratio of -1 in uniaxial and bending loading condition. It was found that the resistance to S-N fatigue was greatly improved with decreasing testing temperature. The normalized S-N fatigue curves by tensile strength at three different testing temperatures matched each other, suggesting that tensile strength determines the S-N fatigue resistance of cast 304 stainless steel at low temperatures. The effects of different loading on the resistance to S-N fatigue of cast 304 stainless steel were quantified. The S-N fatigue curves at 25, -50 and $-196^{\circ}C$ were described by using Basquin's law the relationship between the S-N fatigue curve and the testing temperature was obtained by using a simple regression method.

• Journal of the Chungcheong Mathematical Society
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• v.34 no.1
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• pp.37-53
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• 2021

In this paper we define scaled visual curvature and visual Frenet frame that can be visually accepted for discrete space curves. Scaled visual curvature is relatively simple compared to multi-scale visual curvature and easy to control the influence of noise. We adopt scaled minimizing directions of height functions on each neighborhood. Minimizing direction at a point of a curve is a direction that makes the point a local minimum. Minimizing direction can be given by a small noise around the point. To reduce this kind of influence of noise we exmine the direction whether it makes the point minimum in a neighborhood of some size. If this happens we call the direction scaled minimizing direction of C at p ∈ C in a neighborhood Br(p). Normal vector of a space curve is a second derivative of the curve but we characterize the normal vector of a curve by an integration of minimizing directions. Since integration is more robust to noise, we can find more robust definition of discrete normal vector, visual normal vector. On the other hand, the set of minimizing directions span the normal plane in the case of smooth curve. So we can find the tangent vector from minimizing directions. This lead to the definition of visual tangent vector which is orthogonal to the visual normal vector. By the cross product of visual tangent vector and visual normal vector, we can define visual binormal vector and form a Frenet frame. We examine these concepts to some discrete curve with noise and can see that the scaled visual curvature and visual Frenet frame approximate the original geometric invariants.

• Coupled systems mechanics
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• v.11 no.1
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• pp.33-41
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• 2022

Quite often we have a lot of measurement data and would like to find some relation between them. One common task is to see whether some measured data or a curve of known shape fit into the cumulative measured data. The problem can be visualized since data could generally be presented as curves or planes in Cartesian coordinates where each curve could be represented as a vector. In most cases we have measured the cumulative 'curve', we know shapes of other 'curves' and would like to determine unknown coefficients that multiply the known shapes in order to match the measured cumulative 'curve'. This problem could be presented in more complex variants, e.g., a constant could be added, some missing (unknown) data vector could be added to the measured summary vector, and instead of constant factors we could have polynomials, etc. All of them could be solved with slightly extended version of the procedure presented in the sequel. Solution procedure could be devised by reformulating the problem as a measurement problem and applying the generalized inverse of the measurement matrix. Measurement problem often has some errors involved in the measurement data but the least squares method that is comprised in the formulation quite successfully addresses the problem. Numerical examples illustrate the solution procedure.

• Journal of Korea Water Resources Association
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• v.41 no.1
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• pp.27-34
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• 2008

Groundwater development in coastal areas induces saltwater intrusion. In many cases amount of groundwater resources available for development is limited by a pre-specified limit of additional saltwater intrusion. In this paper a simple equation is developed to assess available groundwater resources which depends on the constraint of acceptable additional saltwater intrusion. Strack#s single-potential analytical solution is used to derive the equation. Available groundwater increases as more additional intrusion is allowed. However, critical points limit both the maximum pumping rate and the allowed saltwater intrusion limit. The equation is presented in the form of design curves from which the maximum pumping rate can be read off quickly. The equation and the design curves are suitable for preliminary estimation of available groundwater resources in coastal areas.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.33 no.6
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• pp.21-30
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• 2005

The aerodynamic analysis of helicopter rotor airfoils was performed to generate the basic data for selection and distribution of airfoils at the helicopter rotor blade preliminary design phase.10 airfoils were chosen among the existing rotor airfoils, and the tabulated aerodynamic coefficients which are proper for the aerodynamic analysis using blade element theory were generated. Considering analysis cost, the simple mathematical models were chosen before the wind tunnel test to generate the aerodynamic characteristic curves($C_{l},C_{m},C_{d}$) in full AoA range($-180^{o}\sim180^{o}$) including the reverse flow region. The essential data necessary to the generation of the complete curves were obtained by using the IBLM(Interactive Boundary Layer Method). The generated aerodynamic characteristic curves agree with experimental results qualitatively. Finally, the aerodynamic characteristics of all 10 airfoils were compared and classified according to their own lift or moment characteristics.

• The Journal of the Korea Contents Association
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• v.18 no.5
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• pp.46-57
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• 2018

Fashion is a cultural element expressing general and common aesthetic awareness in a relevant region in the relevant times. On the aspect that shoes are also a part of fashion reflecting the unique aesthetic awareness of Korea, this paper aims to analyze the aesthetic awareness contained in the aesthetic features observed in the traditional boots. The aesthetic features in terms of the form were the balanced usage of each element including curves, straight lines, simple shapes, contrast colors and materials, and the application and ideological significance as the symbol of social position and status in terms of the contents. Aesthetic awareness pursues the beauty of moderation through the compromise between curves and straight lines, as both elements accept each other's features and keep balance without inclination to one element. Next, solid and void are naturally expressed by appropriately adjusting the expression on colors, materials and shapes through the harmony of composure and techniques. While traditional boots were used as the sign indicating social position and status as the unity of spirit and a thing, they pursue the value of rhythmic vitality by giving spiritual meaning to a thing.

• Korean Journal of Computational Design and Engineering
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• v.22 no.1
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• pp.89-99
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• 2017

In order to make a virtual endoscopy system effective for exploring the interior of the 3D model of a human organ, it is necessary to generate an accurate navigation path located inside the 3D model and to obtain consistent camera position and pose estimation along the path. In this paper, we propose an approach to virtual navigation of blood vessels, which makes proper use of orthogonal contours and skeleton curves. The approach generates the orthogonal contours and the skeleton curves from the 3D mesh model and its voxel model, all of which represent the blood vessels. For a navigation zone specified by two nodes on the skeleton curves, it computes the shortest path between the two nodes, estimates the positions and poses of a virtual camera at the nodes in the navigation zone, and interpolates the positions and poses to make the camera move smoothly along the path. In addition to keyboard and mouse input, intuitive hand gestures determined by the Leap Motion SDK are used as user interface for virtual navigation of the blood vessels. The proposed approach provides easy and accurate means for the user to examine the interior of 3D blood vessels without any collisions between the camera and their surface. With a simple user study, we present illustrative examples of applying the approach to 3D mesh models of various blood vessels in order to show its quality and usefulness.

• YAKHAK HOEJI
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• v.55 no.2
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• pp.106-115
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• 2011

Systematic toxicological analysis (STA) means the process for general unknown screening of drugs and toxic compounds in biological fluids. In order to establish STA, in previous study we investigated pattern of drugs & poisons in autopsy cases during 2007~2009 in Korea, and finally selected 62 drugs as target drugs for STA. In this study, rapid and simple drug identification and quantitative analytical program by gas chromatography-mass spectrometry(GC-MS) was developed. The in-house program, "DrugMan", consisted of modified chemstation data analysis menu and newly developed macro modules. Total 55 drugs among 62 target drugs were applied to this program, they were 14 antidepressants, 8 anti-histamines, 5 sedatives/hypnotics, 5 narcotic analgesics, 3 antipsychotic drugs, and etc. For calibration curves, fifty five drugs were divided into four groups of range considering their therapeutic or toxic concentrations in blood specimen, i.e. 0.05~1 mg/l, 0.1~1 mg/l, 0.1~5 mg/l or 0.5~10 mg/l. Standards spiked bloods were extracted by solid-phase extraction (SPE) with trimipramine-D3 as internal standard. Parameters such as retention times, 3 mass fragment ions, and calibration curves for each drug were registered to DrugMan. A series of identification, semi quantitation of target drugs and reporting the results were performed automatically. Calibration curves for most drugs were linear with correlation coefficients exceeding 0.98. Sensitivity rate of DrugMan was 0.90 (90%) for 55 drugs at the level of 0.5 mg/l. For standard spiked bloods at the level of 0.5 mg/l for 29 drugs, semi quantitative concentrations were ranged 0.36~0.64 mg/l by DrugMan. If more drugs are registered to database in DrugMan in further study, it will be useful tools for STA in forensic toxicology.