• Title/Summary/Keyword: time-dependent obstacle

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Time-dependent Double Obstacle Problem Arising from European Option Pricing with Transaction Costs

  • Jehan, Oh;Namgwang, Woo
    • 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 W2,1p,loc solution to the problem. We then characterize the behavior of the free boundaries in terms of continuity and values of limit points.

Mechanisms of Time-dependent Plastic Deformation of Eutectoid and Hypereutectoid Steels at Low T/Tm Temperatures (저 T/Tm 온도에서 공석강 및 과공석강의 시간의존성 소성변형 기구)

  • Choi, B.H.;Chung, K.C.;Park, K.T.
    • Transactions of Materials Processing
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    • v.25 no.6
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    • pp.359-365
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    • 2016
  • The rate-controlling mechanisms for time-dependent plastic deformation of eutectoid and hyper-eutectoid pearlitic steels at low $T/T_m$ temperatures were explored. The strain rate - stress data obtained from a series of constant load tensile tests at $0.25{\sim}0.30T/T_m$ were applied to the power law, the lattice friction controlled plasticity, and the obstacle controlled plasticity. Of these models, the obstacle controlled plasticity was found to best-describe the rate-controlling mechanism for time-dependent plastic deformation of two steels at low $T/T_m$ temperatures in terms of the activation energy for overcoming the obstacles against dislocation glide in ferrite. The deformed microstructures revealed the dislocation forests of a high density as the main obstacles. In addition, the obstacle controlled plasticity well-explained the effects of cementite on the $0^{\circ}K$ flow stress of two steels.

Effect of an Obstacle on the Bottom Surface of a Circular Cylinder on the Spin-up Flow (원통 용기 바닥의 장애물이 스핀업 유동에 미치는 영향)

  • Choi, Yoon-Hwan;Moon, Jong-Choon;Suh, Yong-Kweon
    • Proceedings of the KSME Conference
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    • 2001.11b
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    • pp.676-681
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    • 2001
  • In this paper, the spin-up from rest to a state of solid-body rotation in a circular container with a slender rectangular obstacle on the bottom wall is analysed experimentally. We use a PIV method for the evolution of the free-surface flow. Laboratory experiments have been carried out for a variety of the obstacle height h(0, 5, 10 [mm]) and the liquid depth H(25, 50, 75, 100 [mm]). It was found that the spin-up time is crucially dependent on the obstacle height T. In the case of T=10[mm] the spin-up time is considerably shorter then the other cases.

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Obstacle-Free Optimal Motions of a Manipulator Arm Using Penetration Growth Distance (침투성장거리를 이용한 로봇팔의 장애물회피 최적운동)

  • Park, Jong-Keun
    • Journal of the Korean Society for Precision Engineering
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    • v.18 no.10
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    • pp.116-126
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    • 2001
  • This paper suggests a numerical method to find optimal geometric path and minimum-time motion for a spatial 6-link manipulator arm (PUMA 560 type). To find a minimum-time motion, the optimal geometric paths minimizing 2 different dynamic performance indices are searched first, and the minimum-time motions are searched on these optimal paths. In the algorithm to find optimal geometric paths, the objective functions (performance indices) are selected to minimize joint velocities, actuator forces or the combinations of them as well as to avoid one static obstacle. In the minimum-time algorithm the traveling time is expressed by the power series including 21 terms. The coefficients of the series are obtained using nonlinear programming to minimize the total traveling time subject to the constraints of velocity-dependent actuator forces.

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Development of Two-Dimensional Hydrogen Mixing Model in Containment Subcompartment Under the Severe Accident Conditions

  • Lee, Byung-Chul;Cho, Jae-Seon;Park, Goon-Cherl;Chung, Chang-Hyun
    • Proceedings of the Korean Nuclear Society Conference
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    • 1996.05b
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    • pp.663-668
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    • 1996
  • A two-dimensional continuum model for the prediction of the hydrogen mixing phenomena in the containment compartment under the severe accident conditions is developed. The model could predict well the distribution of time-dependent hydrogen concentration for selected HEDL Experiment. For a simulation of these experiments, the hydrogen is mixed uniform over the test compartment. To predict the extent of non-uniform distribution, the dominant factors such as the geometrical shape of obstacle and velocity of source injection in mixing phenomena are investigated. If the obstacle disturbing the flow of gas mixture exists in the compartment, the uniform distribution of hydrogen may be not guaranteed. The convective circulation of gas flow is separately formed up and down of the obstacle position, which makes a difference of hydrogen concentration between the upper and lower region of the compartment. The recirculation flow must have a considerable mass flow rate relative to velocity of the source injection to sustain the well-mixed conditions of hydrogen.

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AGV Navigation Using a Space and Time Sensor Fusion of an Active Camera

  • Jin, Tae-Seok;Lee, Bong-Ki;Lee, Jang-Myung
    • Journal of Navigation and Port Research
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    • v.27 no.3
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    • pp.273-282
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    • 2003
  • This paper proposes a sensor-fusion technique where rho data sets for the previous moments are properly transformed and fused into the current data sets to enable accurate measurement, such as, distance to an obstacle and location of the service robot itself. In the conventional fusion schemes, the measurement is dependent only on the current data sets. As the results, more of sensors are required to measure a certain physical promoter or to improve the accuracy of the measurement. However, in this approach, intend of adding more sensors to the system, the temporal sequence of the data sets are stored and utilized for the measurement improvement. Theoretical basis is illustrated by examples md the effectiveness is proved through the simulation. Finally, the new space and time sensor fusion (STSF) scheme is applied to the control of a mobile robot in the indoor environment and the performance was demonstrated by the real experiments.

Development and Application of Two-Dimensional Hydrogen Mixing Model in Containment Subcompartment Under Severe Accidents

  • Lee, Byung-Chul;Cho, Jae-Seon;Park, Goon-Cherl;Chung, Chang-Hyun
    • Nuclear Engineering and Technology
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    • v.29 no.2
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    • pp.110-126
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    • 1997
  • A two-dimensional continuum model for the hydrogen mining phenomena in the containment subcompartment under severe accident conditions has been developed to predict the spatial distribution of the hydrogen concentration. The model can predict the distribution of time-dependent hydrogen concentration for HEDL experiments well. For the simulation of these experiments, the hydrogen is mixed uniform within the test compartment. To predict the extent of non-uniform distribution, the dominant factors such as the geometrical shape of obstacle and velocity of source injection in mixing phenomena are investigated. If the obstacle disturbing the flow of gas mixture exists in the compartment, the uniform distribution of hydrogen might be not guaranteed. The convective circulation of gas flow is separately formed up and down of the obstacle position, which makes a difference of hydrogen concentration between the upper and lower region of the compartment. The recirculation flow must have a considerable mass flow rate relative to velocity of the source injection to sustain the well-mixed conditions of hydrogen. Finally, in order to account for non-uniform distribution of the hydrogen due to the geometrical configuration the maximum-to-average ratio is functionalized.

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Control of the Mobile Robot Navigation Using a New Time Sensor Fusion

  • Tack, Han-Ho;Kim, Chang-Geun;Kim, Myeong-Kyu
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.4 no.1
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    • pp.23-28
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    • 2004
  • This paper proposes a sensor-fusion technique where the data sets for the previous moments are properly transformed and fused into the current data sets to enable accurate measurement, such as, distance to an obstacle and location of the service robot itself. In the conventional fusion schemes, the measurement is dependent on the current data sets. As the results, more of sensors are required to measure a certain physical parameter or to improve the accuracy of the measurement. However, in this approach, instead of adding more sensors to the system, the temporal sequence of the data sets are stored and utilized for the measurement improvement. Theoretical basis is illustrated by examples and the effectiveness is proved through the simulations. Finally, the new space and time sensor fusion(STSF) scheme is applied to the control of a mobile robot in an unstructured environment as well as structured environment.

Numerical Study for Effects of Density-Stratification on Wake Behind a Sphere (구 후류에 미치는 유동장 밀도 성층화 영향 전산 해석)

  • Lee, Sung-Su;Yang, Kyung-Soo;Park, Chan-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.5
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    • pp.553-559
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    • 2004
  • Stratified flow past a three-dimensional obstacle such as a sphere has been a long-lasting subject of geophysical, environmental and engineering fluid dynamics. In order to investigate the effect of the stratification on the near wake, in particular, the unsteady vortex formation behind a sphere, numerical simulations of stratified flows past a sphere are conducted. The time-dependent Navier-Stokes equations are solved using a three-dimensional finite element method and a modified explicit time integration scheme. Laminar flow regime is considered, and linear stratification of density is assumed under Bossiness approximation. The computed results include the characteristics of the near wake and the unsteady vortex shedding. With a strong stratification, the separation on the sphere is suppressed and the wake structure behind the sphere becomes planar, resembling that behind a vertical cylinder.

A Numerical Study of Formation of Unsteady Vortex behind a Sphere in Stratified Flow (층상류 속에 있는 구 후류의 비정상 와류 형성에 관한 수치 해석)

  • Lee, Seung-Su;Yang, Kyung-Soo
    • Proceedings of the KSME Conference
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    • 2000.04b
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    • pp.715-720
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    • 2000
  • Stratified flow past a three-dimensional obstacle such as a sphere has been a long-lasting subject of geophysical, environmental and engineering fluid dynamics. In order to investigate the effect of the stratification on the near wake, in particular, the unsteady vortex formation behind a sphere, numerical simulations of stratified flows past a sphere are conducted. The time-dependent Navier-Stokes equations are solved using a three-dimensional finite element method and a modified explicit time integration scheme. Laminar flow regime is considered and linear stratification of density is assumed under Boussinesq approximation. The computed results include the characteristics of the near wake and the unsteady vortex shedding. With a strong stratification, the separation on the sphere is suppressed and the wake structure behind the sphere becomes planar, resembling that behind a vertical cylinder.

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