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A Uniform CLT for Continuous Martingales

  • Bae, Jong-Sig;Shlomo Leventatl
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.225-231
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    • 1995
  • An eventual uniform equicontinuity condition is investigated in the context of the uniform central limit theorem (UCLT) for continuous martingales. We assume the usual intergrability condition on metric entropy. We establish an exponential inequality for a martingales. Then we use the chaining lemma of Pollard (1984) to prove an eventual uniform equicontinuity which is a sufficient condition of UCLT. We apply the result to approximate a stochastic integral with respect to a martingale to that of a Brownian motion.

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Comparisons of Vastus Medialis and Vastus Lateralis EMG Onset Time During Quadriceps Strengthening Exercise in Neutral and Adducted Hip Positions (대퇴사두근 근력 운동 시 고관절 중립 자세와 내전 자세에 따른 내측광근과 외측광근의 근수축 개시 시간 차이 비교)

  • Choi, Bo-Ram;Kim, Min-Heem;Jeon, Hye-Seon
    • Physical Therapy Korea
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    • v.16 no.3
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    • pp.42-49
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    • 2009
  • This study examined the vastus medialis oblique (VMO) and the vastus lateralis (VL) onset time differences (OTD) during quadriceps contraction in different hip positions. Twelve healthy subjects were recruited (four men, eight women). Surface EMG activities of the VMO and VL were measured during a quadriceps strengthening exercise in a long sitting condition and in a sitting at a chair with feet hanging condition. For each condition, subjects were tested in two hip positions (neutral and adduction). The OTD between the two muscles was calculated for each condition, by subtracting the onset time of the VL from the VMO. Therefore, the negative value of OTD represent earlier EMG onset of the VMO compared to the VL. The OTD was not significantly different between the hip neutral and the hip adduction position in the long sitting condition (p=.064). However, the OTD was significantly different between the hip neutral position ($15.83{\pm}109.51$ ms) and hip adduction position ($-5.58{\pm}121.08$ ms) during the sitting at a chair with feet hanging condition (p=.047). The negative OTD value in the hip adduction condition during quadriceps strengthening exercises is the result of earlier onset of the VMO than VL. Therefore, quadriceps contraction in the hip adduction position can prevent the risk of patella lateral tracking. We expect that quadriceps strengthening exercise in the hip adduction position will be a safe way to prevent patellofemoral pain syndrome resulting from abnormal patella lateral tracking.

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Evaluation of Road Asset Value using Alternative Depreciation methods : Focusing on National Highway No.1 (대체적 감가상각기법을 활용한 도로자산의 가치 평가 : 국도 1호선을 중심으로)

  • Do, Myungsik;Park, Sunghwan;Choi, Seunghyun
    • International Journal of Highway Engineering
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    • v.19 no.3
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    • pp.19-30
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    • 2017
  • PURPOSES : This study proposes the road asset valuation approach using alternative depreciation methods. It has become necessary to have asset management system according to the adoption of accrual basis accounting for governmental financial reporting and the amendment of the road act. Therefore, it is very important to analyze the effect of depreciation methods on road asset value as a basic research for road asset management system. METHODS : The Ministry of Strategy and Finance (MOSF) has mainly performed road asset valuation based on Write down Replacement Cost and Straight Line depreciation method. This study suggests some appropriate asset valuation methods for road assets through case analysis using three depreciation methods: Consumption-based depreciation method, Condition-based depreciation method, and Straight Line depreciation method. A road asset valuation data of national highway route 1 (year 2014) is used to analyze the effect of three depreciation methods on the road asset value. Road assets include land and structures (pavement, bridge, and tunnel). This study mainly focuses on structures such as bridges and tunnels, because according to governmental accounting standards, land and road pavement assets do not depreciate. RESULTS : The main results of this study are as follows. Firstly, overall asset value of national highway route 1 was estimated at 6.97 trillion KRW when MOSF's method (straight-line depreciation method) is applied. Secondly, asset value was estimated at 4.85 trillion KRW on application of consumption-based depreciation method. Thirdly, asset value was estimated at 4.37 trillion KRW when condition-based depreciation method is applied. Therefore, either consumption-based or condition-based depreciation methods would be more appropriate than straight-line depreciation method if we can use the condition data of road assets including land that are available in real time. CONCLUSIONS : Since road assets such as pavements, bridges, and tunnels have various patterns of deterioration and condition monitoring period, it is necessary to consider a specific valuation method according to the condition of each road asset. Firstly, even though road pavements do not depreciate, asset valuation through condition-based depreciation method would be more appropriate when requirements for application of non-depreciation approach are not satisfied. Since bridge and tunnel facilities show various patterns of deterioration and condition monitoring period by type and condition level, consumption-based depreciation method based on deterioration model would be appropriate. Therefore, it is necessary to have a reasonable asset management system to apply condition-based depreciation method and a periodic condition investigation to manage road assets well.

Effect of water jetting parameters on the penetration behavior of jack-up spudcan in surficial sand condition

  • Han, Dong-Seop;Kim, Seung-Jun;Kim, Moo-Hyun
    • Ocean Systems Engineering
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    • v.5 no.1
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    • pp.1-19
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    • 2015
  • The water jetting system for a jack-up spudcan requires the suitable design considering the platform/spudcan particulars, environments, and soil conditions, either the surficial clay or surficial sand. The usage of water jetting depends critically on soil conditions. The water jetting is usually used for the smooth and fast extraction of the spudcan in the surficial clay condition. It is also required for inserting spudcan up to the required depth in the surficial sand condition, which is investigated in this paper. Especially, it should be very careful to use the water jetting during an installation of spudcan in the surficial sand condition, because there is a risk of overturning accident related to the punch-through. Therefore, in this study, the effect of water jetting flow rate and time on the change of soil properties and penetration resistance is analyzed to better understand their interactions and correlations when inserting the spudcan with water jetting in surficial sand condition. For the investigation, a wind turbine installation jack-up rig (WTIJ) is selected as the target platform and the multi layered soil (surficial sand overlaying clays) is considered as the soil condition. The environmental loading and soil-structure interaction (SSI) analysis are performed by using CHARM3D and ANSYS. This kind of investigation and simulation is needed to decide the proper water jetting flow rate and time of spudcan for the given design condition.

Design of the Well-Conditioned Observer Using the Non-Normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.6
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    • pp.1114-1119
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    • 2002
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on 12-norm of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters for small order systems. In designing Kalman filters, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

A Study on the Interaction between Hull-Propeller and a High-Lifting Horn-type Rudder (선체-프로펠러와 고양력 혼타의 상호작용에 관한 연구)

  • Kim, Doo-Dong;Lee, Young-Gill
    • Journal of the Society of Naval Architects of Korea
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    • v.48 no.4
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    • pp.346-356
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    • 2011
  • Rudder is to be located in extremely complicated flows generated and disturbed behind a hull and a propeller in operation. In order to estimate the rudder efficiency, it is quite important to investigate the disturbed flows due to the interaction under the hull-propeller and rudder condition. The purpose of the present research is to investigate the interaction between the hull-propeller and a high-lifting horn-type rudder through both numerical computations and experiments. A horn-type rudder implementing the Coanda effect of USB (Upper Surface Blowing) type is selected for its high efficiency of lifting force, and a 1/85 scaled model of 47K PC(Product Carrier) is manufactured for the purpose of the model test. The forces acting on the rudder during the experiment are measured using a three-component force gauge. Both cases are investigated in the hull-propeller-rudder condition and rudder open-water condition, which confirms that the flows generated under the former condition is considerably different from that of the latter condition.

ERROR ANALYSIS OF FINITE ELEMENT APPROXIMATION OF A STEFAN PROBLEM WITH NONLINEAR FREE BOUNDARY CONDITION

  • Lee H.Y.
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.223-235
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    • 2006
  • By applying the Landau-type transformation, we transform a Stefan problem with nonlinear free boundary condition into a system consisting of a parabolic equation and the ordinary differential equations. Fully discrete finite element method is developed to approximate the solution of a system of a parabolic equation and the ordinary differential equations. We derive optimal orders of convergence of fully discrete approximations in $L_2,\;H^1$ and $H^2$ normed spaces.

THE NON-EXISTENCE OF HOPE BIFURCATION IN A DOUBLE-LAYERED BOUNDARY PROBLEM SATISFYING THE DIRICHLET BOUNDARY CONDITION

  • Ham, Yoon-Mee
    • Communications of the Korean Mathematical Society
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    • v.14 no.2
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    • pp.441-447
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    • 1999
  • A free boundary problem is derived from a singular limit system of a reaction diffusion equation whose reaction terms are bistable type. In this paper, we shall consider a free boundary problem with two layers satisfying the zero flux boundary condition and shall show that the Hopf bifurcation can not occur as a parameter varies.

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Numerical Study on the Drag of a Car Model under Road Condition (주행조건에서의 자동차 모델 항력에 대한 수치해석적 연구)

  • Kim, Beom-Jun;Kang, Sung-Woo;Choi, Hyoung-gwon;Yoo, Jung-Yul
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.8
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    • pp.1182-1190
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    • 2003
  • A parallelized FEM code based on domain decomposition method has been recently developed for large-scale computational fluid dynamics. A 4-step splitting finite element algorithm is adopted for unsteady flow computation of the incompressible Navier-Stokes equation, and Smagorinsky LES model is chosen for turbulent flow computation. Both METIS and MPI Libraries are used for domain partitioning and data communication between processors, respectively. Tiburon model of Hyundai Motor Company is chosen as the computational model at Re=7.5 $\times$ 10$^{5}$ , which is based on the car height. The calculation is carried out under both the wind tunnel condition and the road condition using IBM SP parallel architecture at KISTI Super Computing Center. Compared with the existing experimental data, both the velocity and pressure fields are predicted reasonably well and the drag coefficient is in good agreement. Furthermore, it is confirmed that the drag under the road condition is smaller than that under the wind-tunnel condition.

The Effect of Ankle-Foot Orthosis and Trunk Orthosis on Movement patterns used in a Supine to Stand Rising task (누운자세에서 똑바로 일어서기 운동형태에서 족관절보조기와 체간보조기의 영향)

  • kwon mi-ji
    • The Journal of Korean Physical Therapy
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    • v.16 no.2
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    • pp.22-32
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    • 2004
  • The purpose of this study was to examine the effect of ankle-foot orthosis and lumbosacral orthosis on movement patterns used to rise from the supine position to erect stance. Thirty-two healthy adults participated. Subjects were videotaped while rising from a supine position on a floor mat. Each subject performed 10 trials each of three condition;general condition, right ankle-foot orthosis, lumbosacral orthosis. subjects rose most commonly using a symmetrical push pattern of the upper extremities, a symmetrical squat pattern in the lower extremities, a symmetrical in the trunk under each of three conditions. Changes in the incidence of movement patterns occurred in lower extremities of the ankle-foot orthosis and lumbosacral orthosis condition and trunk of the ankle-foot orthosis condition. From a dynamic pattern theory perspective, ankle motion is a control variable for the supine position to erect standing movement.

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