• Title/Summary/Keyword: $C^*$적분

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Testing for Nonlinear Threshold Cointegration in the Monetary Model of Exchange Rates with a Century of Data (화폐모형에 의한 환율 결정 이론의 비선형 문턱 공적분 검정: 100년간 자료를 중심으로)

  • Lee, Junsoo;Strazicich, Mark C.
    • KDI Journal of Economic Policy
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    • v.31 no.2
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    • pp.1-13
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    • 2009
  • The monetary model suggests that nominal exchange rates between two countries will be determined by important macroeconomic variables. The existence of a cointegrating relationship among these fundamental variables is the backbone of the monetary model. In a recent paper, Rapach and Wohar (2002, Journal of International Economics) advance the literature by testing for linear cointegration in the monetary model using a century of data to increase power. They find evidence of cointegration in five or six of ten countries. We extend their work to the nonlinear framework by performing threshold cointegration tests that allow for asymmetric adjustments in two regimes. Asymmetric adjustments in exchange rates can occur, for example, if transactions costs are present or if policy makers react asymmetrically to changing fundamentals. Moreover, whereas Rapach and Wohar (2002) found it necessary to exclude the relative output variable in some cases to maintain the validity of their cointegration tests, we can include this variable as a stationary covariate to increase power. Overall, using their same long-span data, we find more support for cointegration in a nonlinear framework.

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Helicopter BVI Noise Prediction Using Acoustic Analogy and High Resolution Airloads of Time Marching Free Wake Method (자유후류기법에 의한 고해상도 공기력과 음향상사법을 이용한 헬리콥터 로터 블레이드-와류 상호작용 소음 예측)

  • Chung, K.;Lee, D.J.;Hwang, C.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.16 no.3 s.108
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    • pp.291-297
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    • 2006
  • The BVI(blade vortex interaction) noise Prediction has been one of the most challenging acoustic analyses in helicopter aeromechanical Phenomenon. It is well known high resolution airloads data with accurate tip vortex positions are necessary for the accurate prediction of this phenomenon. The truly unsteady time-marching free-wake method, which is able to capture the tip vortices instability in hover and axial flights, is expanded with the rotor flapping motion and trim routine to predict unsteady airloads in forward and descent flights. And Farassat formulation 1-A based on the FW-H equation is applied for the noise prediction considering the blade flapping motion. Main objective of this study is to validate the newly developed prediction code. To achieve the objective, the descent flight condition of AH-1 OLS(operational loads survey) configuration is analyzed using present code. The predicted sectional thrust distribution and sectional airloads time histories show the present scheme is able to capture well the unsteady airloads caused by a parallel BVI. Finally, the predicted noise data, observed in two different positions where are 3.44 times of rotor radius far from the hub center, are quite reasonable agreements with the experimental data compared to the other analysis results.

MLFMA for Computation of TM Scattering from Near Resonant Object (유사 공진형 물체에 대한 TM 전자파의 산란계산을 위한 MLFMA방법)

  • ;W. C. Chew
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.9 no.6
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    • pp.735-745
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    • 1998
  • The method of moments has been widely used in the analysis of TM scattering problems. Recently, significant advances in the development of fast and efficient techniques for solving large problems have been reported. In such methods, iterative matrix solvers are preferred by virtue of their speed and low memory requirements. But for near resonant and strong multiple scattering problems, e.g., involving an aircraft engine inlet, a large number of iterations is required for convergence. In this paper, an efficient approximate inverse based preconditioner is used to reduce this number of iterations. By using the matrix partitioning method, the computational is used to reduce this number of iterations. By using the matrix partitioning method, the computational cost for obtaining the approximate inverse is reduced to O(N). We apply this preconditioner to an O(NlogN) algorithm, the multilevel fast multipole algorithm, for the aircraft engine inlet problem. The numerical results show the efficiency of this preconditioner.

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Dynamic Analysis of the Multi-Span Beam on Elastic Foundation Part two : Dynamic Response for the Moving Loads (탄성지반 위에 놓여있는 다지지 보의 동적해석 제2보 : 움직이는 하중에 대한 동적응답)

  • K.J. Choi;Y.C. Kim
    • Journal of the Society of Naval Architects of Korea
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    • v.28 no.1
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    • pp.92-98
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    • 1991
  • The structures such as railway bridges can be modelled as the multi-span beam on the elastic foundation. These structures are usually subject to the moving load, which has a great effect on dynamic stresses and can cause severe motions, especially at high velocities. In this paper, the dynamic responses of the multi-span beam on the elastic foundation were obtained by using the Galerkin's method and the numerical time integration technique. As trial functions, the same orthogonal polynomial functions obtained in part 1, were used. From the numerical results, it was found that the one term expansion of the assumed solution usually leads to the accurate solutions. However, in the case that the stiffness of the transnational spring is very high or the rotational spring is placed where the slope of the first mode is zero, the higher modes must be included to obtain the accurate solutions.

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Design Automation of Slab System by the Finite Element Method (유한요소법을 이용한 슬래브 시스템의 설계자동화)

  • 이성우
    • Computational Structural Engineering
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    • v.4 no.4
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    • pp.79-89
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    • 1991
  • New design method of R/C slab system based on finite element method has been presented. The proposed method can substitute inaccurate existing method, which has limitation in its application, and provide accurate and efficient design results for any type of slab system. Isoparametric plate element used in the slab design has been efficiently formulated to save computational time. Reinforcement has been determined by strength design method and compared with code minimum values. Graphical output through comprehensive contour map for resulting moments and designed steel areas has considerably facilitated design process. Accurate shear results from isoparametric plate element enabled to check punching shear in a proper manner. In addition to strength design criteria, serviceability has also been checked by utilizing newly developed inelastic deflection multiplier method. An example for circular slab with opening showed that the proposed method could be applied to design of irregular slab without any difficulty.

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Performance Analysis and Design of a Mobile Station′s Multi-path Searcher for W-CDMA Down-link with Multiple Transmit Antennas (W-CDMA 下向 링크에서 다수의 송신 안테나가 있는 경우 단말기 다중 경로 검색기의 설계 및 성능 분석)

  • Won Seung hwan;Kim Young ju
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.10C
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    • pp.1355-1362
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    • 2004
  • In this paper, we present the performance analysis of a multi-path searcher operating over Rayleigh fading channels when multiple transmit antennas are employed in the down-link of W-CDMA system. The simulation results for the receiver operating characteristics (ROC) for 1, 2, and 4 transmit antennas are presented to corroborate the theoretical analyses. We also propose a procedure to find the optimum parameters of double-dwell serial searcher according to the number of the multiple transmit antennas. Our analyses and simulations indicate that post-detection integration is not necessary when the number of transmit antennas is more than two. Finally, we found that increasing transmit diversity order does not necessarily improve the detection performance when the received pilot signal strength is relatively low. Therefore, this gives us a practical criterion on increasing transmit diversity order.

Predicting of Fire Characteristics of Flame Retardant Treated Douglas fir Using an Integral Model (적분모델을 이용한 난연처리된 Douglas fir의 화재특성 예측)

  • Park, Hyung-Ju;Kim, Hong;Ha, Dong-Myeong
    • Journal of the Korean Society of Safety
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    • v.20 no.3 s.71
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    • pp.98-104
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    • 2005
  • This study experimentally and theoretically examines the fire characteristics of 100- by 100- by 50-mm samples of flame retardant treated Douglas fir. Samples were exposed to a range of incident heat fluxes 10 to $50kW/m^2$. The time to ignition measurements obtained from the cone heater were used to derive characteristic properties of the materials. A one-dimensional integral model has been used to predict the, time to ignition, critical heat flux and ignition temperature of samples. Ignition data and best-fit curves confirm ${{\dot{q}}_i}^{'}{\rightarrow}{{\dot{q}}_{cr}^{'}\;then\;t_{ig}{\rightarrow}{\infty}$ and when ${{\dot{q}}_i}^'{\gg}{{\dot{q}}_{cr}^'\;then\;t_{ig}{\rightarrow}0$. And Ignition of flame retardant treated samples occurred not at incident heat flux of bellow $10kW/m^2.$. By a one-dimensional integral model, the critical heat flux of each samples was predicted $10.21kW/m^2,\;11.82kW/m^2,\;and\;14.16kW/m^2$ for the D-N, D-F2, and D-F4, respectively. In ignition temperature of each samples, flame retardant treated samples were measured high about $50^{\circ}C$ than non-treated samples. Water-soluble flame retardant used in this study finds out more effect in delay of time to ignition when incident heat flux is low than high.

The study of a Vehicle Dynamic Simulation Including Powertrain About the Coordinate System Connectivity (좌표계 연성에 의한 동력전달계 포함 차량 운동 시뮬레이션 연구)

  • Jung Il Ho;Yang Hong Ik;Yoon Ji Won;Park Tae Won;Han Hyung Suk
    • Journal of the Korean Society for Precision Engineering
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    • v.22 no.5 s.170
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    • pp.130-137
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    • 2005
  • Recently, the importance of CAE research is growing with the advances of the automotive and computer industry. In addition, multi-body dynamics and powertrain analysis are the most important factors in improving the vehicle design. Since engine torque with curve-data was used for analyzing full car simulation in the multi-body dynamics system for many years, it is impossible to assess the concurrent analysis of the engine and powertrain element included in a real full car system. In powertrain, since vehicle are usually modeled as a simple mass and a inertia, they can not be seen as real cars. Moreover, it is hard to obtain additional dynamics data other than the longitudinal velocity value in movement. Because of the reason that was previously discussed, it is necessary to consolidate the two parts as one routine program for design and development through the coordinate system connectivity, and presented here is a program named O-DYN. Using an object-oriented language C++, this program has a good structure with the valuable characteristics of objectivity, inheritance, and reusability. The reliability of this multi-body dynamics program is examined by DADS, which is the general dynamics program, using DAE solver and PECE integral function with the common coordinator separation method. As a result, we can obtain a better solution and total dynamics data in either area through this process. This program will be useful for analyzing full car simulation with powertrain.

Effect of Containers on the stability of Malathion emulsion concentrates (E.C.) (Malathion 유제(乳劑)의 포장용기(包裝容器)에 따른 경시변화(經時變化))

  • Lee, D.S.;Lee, J.Y.;Lee, S.H.
    • Applied Biological Chemistry
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    • v.7
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    • pp.15-19
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    • 1966
  • In order to investigate the stability of the major component of malathion E.C. product, dimethyl S-(1, 2-dicarboxyethoxyethyl) dithiophosphate, toward the quality of glasswares as container, the amount of extractable inorganic components, change of pH and decomposition of the major component of the product were examined during the storage in brown-colored bottles of 100 ml. volume from 3 different companies in comparison with that in a Pyrex flask. 1. Malathion E.C. product was put in three containers A,B and C, and any changes occurring in storage were analyzed at three intervals of 60, 120 and 240 days. 2. It was shown that the amounts of Si, Mg, K, Ca, and Na extracted during these periods of storage differed markedly depending on the qualify of container. Container A revealed ten times higher extraction of Na and Ca than container B and C in a 8-month period. 3. Three commercial containers revealed the shift of pH from 6.5 to alkaline reaction in the storage whereas the Pyrex flask did not show any detectable change. In particular, the pH in container A changed to 9.2 in 60 days and 9.9 in 240 days. 4. The decomposition of malathion was the greatest in container A which showed the decomposition of 7.37% in 240 days. On the other hand, 0.5% was decomposed in the Pyrex flask. 5. The decemposition of malathion had a high correlation with the change of pH of water· in the same container, $r^2$ being 0.899. From the above results, it is concluded that about 10% of malathion E.C. product is decomposed in a year due to the alkaline metallic salts extracted from the container when it is stored in glassware bottles of lower quality.

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Quantitative Evaluation of Energy Coupling between Quasi-Periodic Substorms and High-Speed Coronal Streams (준 주기적인 서브스톰과 고속 태양풍 사이의 에너지 결합에 대한 정량적 평가)

  • Park, M.Y.;Lee, D.Y.;Kim, K.C.;Choi, C.R.;Park, K.S.
    • Journal of Astronomy and Space Sciences
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    • v.25 no.2
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    • pp.139-148
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    • 2008
  • It has been known that high-speed solar wind streams associated with coronal holes lead to quasi-periodic substorms that occur approximately every $2{\sim}4$ hours. In this paper we examined 222 repetitive substorms that occurred during high-speed stream periods in July through December in 2003 to quantitatively determine a range of energy input from the solar wind into the magnetosphere between two consecutive substorms. For this study, we have used the Akasofu ${\varepsilon}$-parameter to time-integrate it for the interval between two consecutive substorms, and have applied this method to the 222 substorms. We find that the average amount of solar wind input energy between two adjacent substorms is $1.28{\times}10^{14}J$ and about 85% out of the 222 substorms occur after an energy input of $2{\times}10^{13}{\sim}2.3{\times}10^{14}J$. Based on these results, we suggest that it is not practical to predict when a sub storm will occur after a previous one occurs purely based on the solar wind-magnetosphere energy coupling. We provide discussion on several possible factors that may affect determining substorm onset times during high-speed streams.