• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.23 no.1
• /
• pp.19-30
• /
• 2019

In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

• The Plant Pathology Journal
• /
• v.35 no.3
• /
• pp.280-286
• /
• 2019

In this study, PVF11 was selected among 20 candidate pathogenesis-related genes in Burkholderia glumae based on its effect on virulence to rice. PVF11 was found to interact with several plant defense-related WRKY proteins as evidenced through yeast-two hybrid analysis (Y2H). Moreover, PVF11 showed interactions with abiotic and biotic stress response-related rice proteins, as shown by genome-wide Y2H screening employing PVF11 and a cDNA library from B. glumae-infected rice. To confirm the effect of PVF11 on B. glumae virulence, in planta assays were conducted at different stages of rice growth. As a result, a PVF11-defective mutant showed reduced virulence in rice seedlings and stems but not in rice panicles, indicating that PVF11 involvement in B. glumae virulence in rice is stage-dependent.

• Journal of Institute of Control, Robotics and Systems
• /
• v.6 no.2
• /
• pp.190-196
• /
• 2000

A hybrid position/force control scheme to regulate the force and position by dual arms is proposed where two arms are treated as one rm in a kinematic viewpoint. The force error calculated from the information of two force/torque sensors attached to the end of each arm is transferred to minimum configuration space coordinates and then is distributed to total system joint coordinates, The position adjustment at the total con-figuration coordinates is computed based on the effective compliance matrix with respect to total joint coordinates which is obtained by coordinate transformation between the task coordinates and the total joint coordinates. The proposed scheme is applied to sawing task. When the trajectory of the saw is planned to follow a line in a horizontal plane 2 position parameters are to be controlled(i.e., two translational positions) Also a certain level of contact force has to be controlled along the vertical direction(i.e. minus z-direction) not to loose the contact with the object to be sawn. We experimentally show that the performance of the velocity and force response are satisfactory. The proposed hybrid control scheme can be applied to arbitrary two cooperating arm system regardless of their kinematic structure and the number of actuated joints.

• Journal of Power Electronics
• /
• v.13 no.5
• /
• pp.757-765
• /
• 2013

For conventional interleaved two-phase forward converters with a common output inductor, the maximum duty cycle is 0.5, which limits the voltage range and increases the difficulty of the transformer's optimization. A new two-phase hybrid forward converter with series-parallel auto-regulated transformer windings is presented in this paper. With interleaved control signals for the two phases, the secondary windings of the transformers can work in series when the duty cycle is larger than 0.5, and they can work in parallel when duty cycle is lower than 0.5. Therefore, the maximum duty cycle is extended and the turns ratio of the transformer can be optimized. Duty cycle dependent auto-regulated windings result in the steady states of the converter being different in different duty cycle ranges (D>0.5 and D<0.5). Fortunately, the steady state gains of the proposed hybrid converter are identical at different duty cycle ranges, which means a stepless shift between two states. A prototype is built to verify the theoretical analysis. A conventional control loop is compatible for the whole input voltage range and load range thanks to the stepless shifting between the different duty cycle ranges.

• Journal of Institute of Control, Robotics and Systems
• /
• v.16 no.11
• /
• pp.1060-1067
• /
• 2010

In this paper, we present a new type of spherical robot having two arms. This robot, called KisBot, mechanically consists of three parts, a wheel-shaped body and two rotating semi-spheres. In side of each semi-sphere, there exists an arm which is designed based on slider-crank mechanism for space efficiency. KisBot has hybrid types of driving mode: rolling and wheeling. In the rolling mode, the robot folds its arms through inside of itself and uses them as pendulum, then the robot works like a pendulum-driven robot. In the wheeling mode, two arms are extended from inside of the robot and are contacted to the ground, then the robot works like a one-wheel car. The Robot arms can be used as a brake during rolling mode and add friction to the robot for climbing a slope during wheeling mode. We developed a remote controlled type robot for experiment. It contains two DC motors which are located in the center of each semi-sphere for main propulsion, two RC motors for each arm operation, speed controllers for each semi-sphere, batteries for main power source, and other mechanical components. Experiments for the rolling and wheeling mode verify the hybrid driving ability and efficiency of the our proposed spherical robot.

• Nuclear Engineering and Technology
• /
• v.50 no.3
• /
• pp.327-339
• /
• 2018

This article presents a new global-local hybrid coarse-mesh finite difference (HCMFD) method for efficient parallel calculation of pin-by-pin heterogeneous core analysis. In the HCMFD method, the one-node coarse-mesh finite difference (CMFD) scheme is combined with a nodal expansion method (NEM)-based two-node CMFD method in a nonlinear way. In the global-local HCMFD algorithm, the global problem is a coarse-mesh eigenvalue problem, whereas the local problems are fixed source problems with boundary conditions of incoming partial current, and they can be solved in parallel. The global problem is formulated by one-node CMFD, in which two correction factors on an interface are introduced to preserve both the surface-average flux and the net current. Meanwhile, for accurate and efficient pin-wise core analysis, the local problem is solved by the conventional NEM-based two-node CMFD method. We investigated the numerical characteristics of the HCMFD method for a few benchmark problems and compared them with the conventional two-node NEM-based CMFD algorithm. In this study, the HCMFD algorithm was also parallelized with the OpenMP parallel interface, and its numerical performances were evaluated for several benchmarks.

• Earthquakes and Structures
• /
• v.5 no.2
• /
• pp.161-205
• /
• 2013

We study seismically induced, anti-plane strain wave motion in a non-homogeneous geological region containing tunnels. Two different scenarios are considered: (a) The first models two tunnels in a finite geological region embedded within a laterally inhomogeneous, layered geological profile containing a seismic source. For this case, labelled as the first boundary-value problem (BVP 1), an efficient hybrid technique comprising the finite difference method (FDM) and the boundary element method (BEM) is developed and applied. Since the later method is based on the frequency-dependent fundamental solution of elastodynamics, the hybrid technique is defined in the frequency domain. Then, an inverse fast Fourier transformation (FFT) is used to recover time histories; (b) The second models a finite region with two tunnels, is embedded in a homogeneous half-plane, and is subjected to incident, time-harmonic SH-waves. This case, labelled as the second boundary-value problem (BVP 2), considers complex soil properties such as anisotropy, continuous inhomogeneity and poroelasticity. The computational approach is now the BEM alone, since solution of the surrounding half plane by the FDM is unnecessary. In sum, the hybrid FDM-BEM technique is able to quantify dependence of the signals that develop at the free surface to the following key parameters: seismic source properties and heterogeneous structure of the wave path (the FDM component) and near-surface geological deposits containing discontinuities in the form of tunnels (the BEM component). Finally, the hybrid technique is used for evaluating the seismic wave field that develops within a key geological cross-section of the Metro construction project in Thessaloniki, Greece, which includes the important Roman-era historical monument of Rotunda dating from the 3rd century A.D.

• Journal of the Korean Society for Library and Information Science
• /
• v.47 no.3
• /
• pp.321-342
• /
• 2013

The purpose of this study was to compare and evaluate retrieval effectiveness of three types of image perception using different retrieval methods. Image types included specific, general, and abstract topics. The retrieval method included text only search, query by example (QBE) search, and a hybrid/hybrid search. Thirty-two college students were recruited for searching topics using Google image search system. The search results were compared with One-Way and Two-Way ANOVA. As a result, text search and hybrid search showed advantage when searching for specific and general topics. On the other hand, the QBE search performed better than both the text-only and hybrid search for abstract topics. The results have implications for the implementation of image retrieval systems.

• Journal of Intelligence and Information Systems
• /
• v.10 no.2
• /
• pp.39-51
• /
• 2004

Product factory is a real-time financial product design system for the Internet customers. The hybrid product is a product taking combined characteristics of two different products. Hybrid product factory is a product factory that designs hybrid products from two different products based on both business rules and customer requirements. Though the importance of product factory is emphasized in the industry, there has not been much research peformed regarding product factory. In this research, we developed a product factory system that designs hybrid products. To design a hybrid product, it is necessary to have a method to combine attributes and values of two different products, and a method to control the combining operations to properly reflect business requirements. In this research, we developed low different combining operators and business rule representations. rn addition, to prove the effectiveness of this methods, we implemented a prototypical system and demonstrated on cases regarding financial loan products.

• International Area Studies Review
• /
• v.12 no.3
• /
• pp.89-109
• /
• 2008

Using hybrid channel affords the benefits of achieving control through the direct channel and achieving flexibility through the indirect channel. However, using a hybrid channel also poses special challenges to a manufacturer, including the problem of managing multiple channel members with disparate goals and priorities. The purpose of this study is to enhance our understanding on the management of hybrid channel. We study marketing channels for fashion apparel to examine governance challenges and solutions of a hybrid channel. We have two objectives to fulfill that purpose. First, we aim to tie two largely separate research streams of salesforce management and marketing channel management together by examining both intrafrim governance and interfirm governance issues under one conceptual framework. Second, we aim to lay a ground work for rigorous further research on this topic by tying two major theoretical approaches of governance together under one conceptual framework. Our predictions were tested with data from the survey of apparel manufacturers and retailers. The analysis results support the predictions moderately.