• Kyungpook Mathematical Journal
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• v.62 no.4
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• pp.615-640
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• 2022

In this paper, we investigate a time-dependent double obstacle problem associated with the model of European call option pricing with transaction costs. We prove the existence and uniqueness of a W^2,1_p,loc solution to the problem. We then characterize the behavior of the free boundaries in terms of continuity and values of limit points.

• International Journal of Control, Automation, and Systems
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• v.5 no.2
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• pp.170-183
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• 2007

This paper presents a delay-dependent approach to robust filtering for linear parameter-varying (LPV) systems with discrete and distributed time-invariant delays in the states and outputs. It is assumed that the state-space matrices affinely depend on parameters that are measurable in real-time. Some new parameter-dependent delay-dependent stability conditions are established in terms of linear matrix inequalities (LMIs) such that the filtering process remains asymptotically stable and satisfies a prescribed $H_{\infty}$ performance level. Using polynomially parameter-dependent quadratic (PPDQ) functions and some Lagrange multiplier matrices, we establish the parameter-independent delay-dependent conditions with high precision under which the desired robust $H_{\infty}$ filters exist and derive the explicit expression of these filters. A numerical example is provided to demonstrate the validity of the proposed design approach.

• Structural Engineering and Mechanics
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• v.18 no.3
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• pp.363-376
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• 2004

The present study provides a relatively simple and accurate analytical model for the prediction of time-dependent stresses and curvatures of cracked R.C. sections under working loads. A more simplified solution is also provided. The proposed models are demonstrated by considering a numerical example and conducting a parametric study on the effects of relevant R.C. design parameters. In contrary to tension reinforcement, the compression reinforcement is found to contribute significantly in reducing tensile stresses in tension steel and in reducing the total section curvatures. The good accuracy of the proposed approximate solution opens a new vision towards a simple yet accurate model for the prediction of time-dependent effects in R.C. structures.

• The Bulletin of The Korean Astronomical Society
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• v.37 no.1
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• pp.99.2-99.2
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• 2012

혜성에서 방출되는 CH 분자는 핵에서 방출되어 태양 빛에 의해 분해되는 시간인 lifetime이 짧다. Lifetime이 짧은 분자는 모든 energy state로의 천이가 충분히 일어나 안정된 상태인 fluorescent equilibrium상태에 도달하기 전에 분해되어 버리기 때문에 혜성 속의CH의 특성을 파악하기 위해서는 Time-dependent calculation이 꼭 필요하다. Time-dependent calculation 은 CH 분자가 핵에서 방출된 후 시간에 따라 변하는population을 계산함으로써 각 혜성의 조건에 알맞은 CH model을 얻을 수 있어 혜성에서 방출되는 분자들을 연구하기에 적합한 방법이다. 우리는 BOES로 관측한 Machholz(C/2004 Q2), 103P/Hartley혜성을 포함한 Hyakutake (C/1996 B2)혜성과 Austin (1990V)혜성의 고분산 분광자료를 이용하여 Time-dependent calculation 을 실시하였고, 그 결과를 소개하고자 한다.

• Proceedings of the Korea Concrete Institute Conference
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• 1998.10b
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• pp.603-608
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• 1998

This study was performed to examine the effect of time dependent properties on RC columns in subway structures subjected to high filled soil layer. By using Program TCC which is a modified version of CPF for the present purpose, a typical column in subway structure was analyzed. Four different model equations for predicted time dependent concrete properties(ACI, CEB-FIP, Bazant & Panula and Korea Bridge Specification) was employed, and the results were compared. It was found that a relevant creep coefficient is recommended to be 1.0 for designing columns in subway structure, and the sol filling work would be performed at least 3 months later after the concrete casting in order to ensure durability by reducing the negative effect of concrete time dependent properties.

• Journal of the Korea institute for structural maintenance and inspection
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• v.5 no.3
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• pp.213-223
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• 2001

This paper presents an analytical procedure for the time-dependent analysis of the multi-story prestressed concrete structure under the construction stage. To account for the actual structural behavior, the procedure considers the effects due to the construction interval and the time-dependent losses of prestress at every construction step on the entire structural response. A numerical study is performed to demonstrate the general validity of the approach and to quantitatively evaluate the effects resulted from the time-dependent behaviors during construction. Recommendations and conclusions are developed by comparisons with structural responses using the present and conventional methods of analysis. The comparative results show that both effects of sequential construction and time-dependent prestress losses should be considered for the construction stage analysis.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.180-180
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• 2015

Weather radar has been widely used in measuring precipitation and discharge and predicting flood risks. The radar rainfall estimate has one of the essential problems in terms of uncertainty and accuracy. Previous study analyzed radar errors to reduce its uncertainty or to improve its accuracy. Furthermore, a recent analyzed the effect of radar error on rainfall-runoff using spatial error model (SEM). SEM appropriately reproduced radar error including spatial correlation. Since the SEM does not take the time dependence into account, its time variability was not properly investigated. Therefore, in the current study, we extend the SEM including time dependence as well as spatial dependence, named after Spatial-Temporal Error Model (STEM). Radar rainfall events generated with STEM were tested so that the peak runoff from the response of a basin could be investigated according to dependent error. The Nam River basin, South Korea, was employed to illustrate the effects of STEM on runoff peak flow.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.2
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• pp.121-127
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• 2009

This paper deals with the design problem of robust stabilization and non-fragile controller for discrete-time singular systems with parameter uncertainties and time-varying delays in state and input by delay-dependent Linear Matrix Inequality (LMI) approach. A new delay-dependent bounded real lemma for singular systems with time-varying delays is derived. Robust stabilization and robust non-fragile state feedback control laws are proposed, which guarantees that the resultant closed-loop system is regular, causal and stable in spite of time-varying delays, parameter uncertainties, and controller gain variations. A numerical example is given to show the validity of the design method.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.657-666
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• 2020

A reliable and cost-effective technique for the development of corrosion damage model is introduced to predict nonlinear time-dependent corrosion wastage of steel structures. A detailed explanation on how to propose a generalised mathematical formulation of the corrosion model is investigated in this paper (Part I), and verification and application of the developed method are covered in the following paper (Part II) by adopting corrosion data of a ship's ballast tank structure. In this study, probabilistic approaches including statistical analysis were applied to select the best fit probability density function (PDF) for the measured corrosion data. The sub-parameters of selected PDF, e.g., the largest extreme value distribution consisting of scale, and shape parameters, can be formulated as a function of time using curve fitting method. The proposed technique to formulate the refined time-dependent corrosion wastage model (TDCWM) will be useful for engineers as it provides an easy and accurate prediction of the 1) starting time of corrosion, 2) remaining life of the structure, and 3) nonlinear corrosion damage amount over time. In addition, the obtained outcome can be utilised for the development of simplified engineering software shown in Appendix B.

• Nuclear Engineering and Technology
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• v.54 no.12
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• pp.4601-4619
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• 2022

The classical Probabilistic Safety Analysis (PSA) does not include any time dependence explicitly. However, the success criteria (SC) could evolve during the cycle for some initiating events. In that sense, there is a type of sequence in which this time-dependency is quite important, the family of Anticipated Transient without Scram (ATWS) sequences in Pressurized Water Reactors. Therefore, a new risk-informed approach is proposed in this paper, which makes it possible to obtain the time-dependent SC evolution of the safety functions affected by the Moderator Temperature Coefficient (MTC) value. Then, the evolution of the ATWS conditional core damage probability (CCDP) could be obtained using a PSA model. To quantify the CCDP, the average values of the time-dependent failure probabilities must be computed. Finally, the comparison between the CCDP obtained through the application of the classical PSA approach and the new one makes it possible to quantify the impact of time-dependence on the SC of the headers that this new risk-informed ATWS approach can provide.