• Industrial Engineering and Management Systems
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• 제9권4호
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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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• 제8권1호
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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.

• 대한금속재료학회지
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• 제49권10호
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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.

• 충청수학회지
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• 제34권1호
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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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• 제11권1호
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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.

• 한국수자원학회논문집
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• 제41권1호
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• pp.27-34
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• 2008

해안 지역의 관정에서 지하수를 개발하면 해수가 침투하며 많은 경우 대상 지역의 지하수 개발가능량은 허용될 수 있는 추가 해수침투 거리로 제한된다. 본 연구에서는 주어진 허용 추가 해수침투 거리를 위배하지 않는 해안 지역의 지하수 개발가능량을 평가할 수 있는 수식을 개발하였다. 개발가능량 산정을 위한 수식의 유도에는 Strack의 단일 포텐셜 해석해가 이용되었다. 개발가능량은 추가 허용 해수침투 거리를 늘림에 따라 증가하지만 critical point로 인하여 최대값이 제한된다. 개발가능량 산정식은 설계곡선의 형태로도 제시되었다. 유도된 식 또는 설계곡선을 이용하면 기본계획 단계의 지하수 개발가능량을 쉽게 평가할 수 있다.

• 한국항공우주학회지
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• 제33권6호
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• pp.21-30
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• 2005

헬리콥터 로터 블레이드 예비설계 단계에서 에어포일 선정과 분포의 기초 자료를 생성하기 위해 로터 에어포일 공력해석을 수행하였다.기존 헬리콥터의 에어포일 중 공력해석 대상으로 10개를 선정하고 블레이드 요소이론을 이용한 공력해석에 적합한 table 형태의 공력계수 자료를 생성하였다. 해석 비용을 고려, 풍동시험 대신 간단한 수학적 모델을 이용하여 모든 받음각 영역($-180^{o}\sim180^{o}$)에서 공력특성 곡선($C_{l},C_{m},C_{d}$)을 구성하였다. 공력특성곡선 구성에 필요한 각 에어포일의 필수 공력자료를 IBLM을 이용하여 구하였으며, 구성된 공력특성곡선은 실험결과와 정성적으로 일치하였다. 마지막으로, 에어포일 선정과 분포설계의 기준을 마련하기 위하여 각 에어포일의 양력계수, 모멘트계수를 상호 비교한 후 분류하였다.

• 한국콘텐츠학회논문지
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• 제18권5호
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• pp.46-57
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• 2018

패션은 한 시대와 지역의 일상적이고 보편적인 미의식을 표현하는 문화 요소로서, 신발 역시 우리나라만의 미의식을 반영하는 패션의 하나라는 관점에서 전통 화(靴)에 나타난 미적 특성을 통해 그 안에 내포되어 있는 미의식을 분석해 보고자 하였다. 미적 특성은 형식적인 면에서 곡선과 직선, 단순한 형태, 대비되는 색상과 소재 등 각 요소들의 균형 있는 사용이, 내용적인 면에서 신분과 지위의 상징으로서의 활용과 사상적 의미 부여가 특징적으로 나타났다. 미의식은 첫째, 곡선과 직선의 절충(折衷)으로 한 가지 요소에 치우침이 없이 서로의 특징을 수용하여 균형을 이루는 중용(中庸)의 미를 추구했다는 점이다. 둘째, 무심(無心)과 기교(技巧)의 조화(調和)로 형태와 색상, 소재에 대한 표현을 적절히 조절하여 비움과 채움을 자연스럽게 나타냈다는 점이다. 셋째, 정신과 물질의 합일(合一)로서 전통 화가 신분과 지위를 나타내는 표식으로 활용되었으나 물질에 정신적인 의미를 부여함으로써 기운생동(氣韻生動)의 가치를 추구했다는 점이다.

• 한국CDE학회논문집
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• 제22권1호
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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.

• 약학회지
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• 제55권2호
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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.