• Title/Summary/Keyword: 상관차원법

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Option Pricing and Sensitivity Evaluation Methodology: Improvement of Speed and Accuracy (옵션 가치 및 민감도 평가 방법: 속도와 정확도 개선에 대한 고찰)

  • Choi, Young-Soo;Oh, Se-Jin;Lee, Won-Chang
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.563-585
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    • 2008
  • This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

Analysis of Microstructure and Thermal Conductivity of Concrete Thermal Energy Storage based on Amount of Graphite Mixture (그라파이트 혼입량에 따른 에너지 저장 콘크리트의 미세구조 및 열전도도 분석)

  • Kim, Se-Yun;Kim, Sung-Jo;Suh, Jeewoo;Han, Tong-Seok
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.34 no.5
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    • pp.293-300
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    • 2021
  • In this study, the microstructure and thermal conductivity correlation was investigated for concrete materials used in concrete thermal energy storage (CTES) among real-time energy storage devices. Graphite was used as admixture to increase the thermal conductivity performance of the CTES. Concrete specimens of 10% and 15% substitution of cement by mass with graphite, as well as ordinary portland cement (OPC) specimens were prepared, and the microstructural changes and effects on thermal conductivity were analyzed. Porosities of OPC and concrete with graphite were compared using micro-CT, and the microstructural characteristics were quantified using probability functions. Three-dimensional virtual specimens were constructed for thermal analysis, to confirm the effect of microstructural characteristics on thermal conductivity, and the results were compared with the measured conductivity obtained using the hot-disc method. To identify thermal conductivity of graphite for thermal analysis, solid phase conductivity was inversely determined based on simulation and experimental results, and the effect of graphite on thermal conductivity was analyzed.

Assessing the repeatability of reflection seismic data in the presence of complex near-surface conditions CO2CRC Otway Project, Victoria, Australia (복잡한 천부구조하에서 반사법 탄성파자료의 반복성에 대한 평가, 호주, 빅토리아, CO2CRC Otway 프로젝트)

  • Al-Jabri, Yousuf;Urosevic, Milovan
    • Geophysics and Geophysical Exploration
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    • v.13 no.1
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    • pp.24-30
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    • 2010
  • This study utilises repeated numerical tests to understand the effects of variable near-surface conditions on time-lapse seismic surveys. The numerical tests were aimed at reproducing the significant scattering observed in field experiments conducted at the Naylor site in the Otway Basin for the purpose of $CO_2$ sequestration. In particular, the variation of elastic properties of both the top soil and the deeper rugose clay/limestone interface as a function of varying water saturation were investigated. Such tests simulate the measurements conducted in dry and wet seasons and to evaluate the contribution of these seasonal variations to seismic measurements in terms of non-repeatability. Full elastic pre-stack modelling experiments were carried out to quantify these effects and evaluate their individual contributions. The results show that the relatively simple scattering effects of the corrugated near-surface clay/limestone interface can have a profound effect on time-lapse surveys. The experiments also show that the changes in top soil saturation could potentially affect seismic signature even more than the corrugated deeper surface. Overall agreement between numerically predicted and in situ measured normalised root-mean-square (NRMS) differences between repeated (time-lapse) 2D seismic surveys warrant further investigation. Future field studies will include in situ measurements of the elastic properties of the weathered zone through the use of 'micro Vertical Seismic Profiling (VSP)' arrays and very dense refraction surveys. The results of this work may impact on other areas not associated with $CO_2$ sequestration, such as imaging oil production over areas where producing fields suffer from a karstic topography, such as in the Middle East and Australia.

Comparison of the accuracy of implant digital impression coping (임플란트 디지털 인상용 코핑의 정확성 비교)

  • Ahn, Gyo-Zin;Lee, Joon-Seok
    • Journal of Dental Rehabilitation and Applied Science
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    • v.36 no.1
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    • pp.29-40
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    • 2020
  • Purpose: The purpose of this study was to compare the accuracy of impression taking method using the encoded healing abutment, scan body and pick-up impression coping with different implant angulations. Materials and Methods: Master model was fabricated by 3D printer and three implants were placed into the model with 0°, 10° and 20° mesial angulation. The abutments were secured to each implants and master model was scanned to make a reference model. Group P model was fabricated using pick-up impression copings and model was scanned after securing the abutments. Encoded healing abutment (Group E) and scan body (Group S) were secured on the master model and digital impression was taken using intraoral scanner 15 times each. Each STL files of test groups were superimposed with reference model using best fit alignment and root mean square (RMS) value was analyzed. Results: The RMS values were lowest in Group P, followed by Group S and Group E. Group P showed significant difference with Group S and E (P < 0.05) while there was no significant difference between Group S and E. Correlation between implant angulation and RMS value was significant in Group E (P < 0.05). Conclusion: The pick-up impression coping method showed higher accuracy and there was no significant difference in accuracy between the healing abutment and the scan body. The clinical use of the encoded healing abutment is possible, but it should be used with caution in the case of angulated implant.

Variations of Longitudinal Moments for a Contaminant Transport in Physically and Chemically Heterogeneous Media (물리.화학적 불균질 특성을 지닌 매질 내 오염운 이동시 보이는 종적률 변화)

  • Seo, Byong-Min;Jung, Joon-Oh;Kim, Young-Woo;Hwang, Seung-Min
    • The Journal of Engineering Geology
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    • v.19 no.1
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    • pp.81-88
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    • 2009
  • Two dimensional Monte-Carlo simulations of a non-reactive solute plume in isotropic porous media which are physically and chemically heterogeneous are conducted to determine the variations of moment. Retardation factors of 1, 2 and 5 are given to ascertain how the second moments are changed as adsorption increased. Retarded longitudinal second spatial moment, ${Z_{11}}^{'R}(t',l')$, increased during the transport process and as the dimensionless lengths of line plume source, $l_2'$, increased. ${Z_{11}}^{'R}(t',l')$ decreased as the retardation factors increased, and the simulated moments fit well to the first-order analytical results. Retarded longitudinal plume centroid variance, ${Z_{11}}^{'R}(t',l')$, decreased as the dimensionless lengths of line plume source, $l_2'$, increased and as the retardation factor increased. The result indicates that the uncertainty about the plume center decreased, and the ergodic condition for the second spatial moments is far from reaching. Simulated longitudinal one particle displacement covariance, ${Z_{11}}^{'R}(t')$, well consistent with the first-order analytical results for the three degrees of retardation factors of 1, 2 and 5 respectively. It is, consequently, concluded that the retarded longitudinal second moments could be produced by stochastic simulation, and that the first-order analytical results definitely provides very close values of the longitudinal retarded moments.

Analysis of Geomagnetic Field measured from KOMPSAT-1 Three-Axis Magnetometer (다목적위성 삼축자력계로부터 관측된 지구자기장에 관한 연구)

  • 김정우;황종선;김성용;이선호;민경덕;김형래
    • Economic and Environmental Geology
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    • v.37 no.4
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    • pp.401-411
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    • 2004
  • The Earth's total magnetic field was calculated from on board TAM(Three-Axis Magnetometer) observations of KOMPSAT-1 satellite between June 19th and 21st, 2000. The TAM's telemetry data were transformed from ECI(Earth-Centered Inertial Frame) to ECEF(Earth-Centered Earth-Fixed Frame) and then to spherical coordination. Self-induced field from the satellite bus were removed by the symmetric nature of the magnetic field. The 2-D wavenumber correlation filtering and quadrant-swapping method were applied to eliminate the dynamic components and track-line noise. To test the validity of the TAM's geomagnetic field, ${\phi}$rsted satellite's magnetic model and IGRF2000 model were used for statistical comparison. The correlation coefficients between KOMPSAT-1/${\phi}$rsted and KOMPSAT-1/IGRF2000 models are 0.97 and 0.96, respectively. The global spherical harmonic coeffi-cient was then calculated from the KOMPSAT-1 data degree and order of up to 19 and compared with those from IGRF2000, $\phi$rsted, and CHAMP models. The KOMPSAT-1 model was found to be stable to degree & order of up to 5 and it can give new information for the low frequency components of the global geomagtic field.

Growth of Carbon Nanotube by Chemical Vapor Deposition (화학기상증착법에 의한 탄소 나노튜브의 성장)

  • 은광용;이광렬;백영준;이재갑;정민재;박종완
    • Proceedings of the Korean Powder Metallurgy Institute Conference
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    • 2001.04a
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    • pp.34-34
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    • 2001
  • 열CVD법에 의하여 아세틸렌 가스를 탄소 원으로 사용한 탄소 나노튜브의 성장거동을 조사하였다. 닉켈 분말의 직경을 15nm 내지 90nm 범위로 조정하여 기판 에 촉매로 배열하였다. 탄소 나노튜브는 질소, 수소, 알곤, 암모니아 등 여러가지의 가스 분위기에서 증착되었으며 이들 가스의 혼합 분위기가 탄소나 노튜브의 성장에 미치는 영향을 조사하였다. 증착은 대기압 압력하에서 85$0^{\circ}C$ 의 온도에서 이루어졌다. 순수한 질소 분위기에서는 탄소 나노튜브의 성장이 이루어지지 않고 두꺼운 탄소 층이 기판 위에 중착되었다. 이 조건에서는 탄소로 뒤덮혀진 닉켈 입자가 탄소 나노튜브 형성의 촉매 역할을 담당하지 못했다. 그러나 질소와 수소의 혼합분위기에서는 수소의 농도가 증가함에 따라 탄소 나노튜브의 성장이 증진되었다. 순수한 수소 분위기에서는 일정한 방향이 없이 꼬여진 탄소 나노튜브가 성장되었다. 탄소 나노튜브의 성장은 분위기 가스로 암모니아를 사용하였을 때 훨씬 더 증진되었다. 수직으로 배열된 탄소 나노튜료를 암모니아 분위기에서는 성장시킬 수 있었으나 암모니아와 같은 비율의 수소와 질소 가스의 혼합 분위기 하에서 는 탄소 나노튜브의 성장을 얻을 수 없었다. 이러한 결과를 여기에서는 닉켈 촉매의 표면에 과도하게 석출된 탄소의 촉매 passivation으로 설명하였다. 탄소 나노튜브의 증착을 위해서는 아세틸렌 가스의 분해율이 너무 과도하지 않게 즉 촉매의 표면이 과도한 탄소의 증착으로 수동태화 되지않도록 조절되어야 한다는 것이다. 이 연구결과는 분위기 가스의 조성이 탄소 나노튜브의 성장에 있어서 그 반웅 kinetics에 큰 영향을 미친다는 것을 잘 보여주고 있다. 또한 암모니아 분위기에서는 촉매 닉켈입자 표면에 질화물층이 형성되어 탄소 나노튜브의 성장에 영향을 미쳤다는 것도 알 수 있었다.며 실제 가공업체에서도 터짐 문제가 발견되지 않았다. 결론적으로 표면층의 인장강도가 패션/구부림에 가장 중요한 변수로 작용하며 어떠 한 형태로 표면층의 인장강도를 향상시킬 경우 침엽수 펄프는 재생펄프로 대체가 가능 할 것으로 판단된다.하는 통계기법 중의 하나인 주성분회귀분석을 실시하였다. 주성분 분석은 여러 개의 반응변수에 대하여 얻어진 다변량 자료의 다차원적인 변 수들을 축소, 요약하는 차원의 단순화와 더불어 서로 상관되어있는 반응변수들 상호간 의 복잡한 구조를 분석하는 기법이다. 본 발표에서는 공정 자료를 활용하여 인공신경망 과 주성분분석을 통해 공정 트러블의 발생에 영향 하는 인자들을 보다 현실적으로 추 정하고, 그 대책을 모색함으로써 이를 최소화할 수 있는 방안을 소개하고자 한다.금 빛 용사 둥과 같은 표면처리를 할 경우임의 소재 표면에 도금 및 용 사에 용이한 재료를 오버레이용접시킨 후 표면처리를 함으로써 보다 고품질의 표면층을 얻기위한 시도가 이루어지고 있다. 따라서 국내, 외의 오버레이 용접기술의 적용현황 및 대표적인 적용사례, 오버레이 용접기술 및 용접재료의 개발현황 둥을 중심으로 살펴봄으로서 아직 국내에서는 널리 알려지지 않은 본 기 술의 활용을 넓이고자 한다. within minimum time from beginning of the shutdown.및 12.36%, $101{\sim}200$일의 경우 12.78% 및 12.44%, 201일 이상의 경우 13.17% 및 11.30%로 201일 이상의 유기의 경우에만 대조구와 삭제 구간에 유의적인(p<0.05) 차이를 나타내었다.는 담수(淡水)에서 10%o의 해수(海水)로 이주된지 14일(日) 이후에 신장(腎臟)에서 수축된 것으로 나타났다. 30%o의 해수(海水)에 적응(適應)된 틸라피아의 평균 신사구체(腎絲球體)의 면적은 담수(淡水)에

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Particle Based Discrete Element Modeling of Hydraulic Stimulation of Geothermal Reservoirs, Induced Seismicity and Fault Zone Deformation (수리자극에 의한 지열저류층에서의 유도지진과 단층대의 변형에 관한 입자기반 개별요소법 모델링 연구)

  • Yoon, Jeoung Seok;Hakimhashemi, Amir;Zang, Arno;Zimmermann, Gunter
    • Tunnel and Underground Space
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    • v.23 no.6
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    • pp.493-505
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    • 2013
  • This numerical study investigates seismicity and fault slip induced by fluid injection in deep geothermal reservoir with pre-existing fractures and fault. Particle Flow Code 2D is used with additionally implemented hydro-mechanical coupled fluid flow algorithm and acoustic emission moment tensor inversion algorithm. The output of the model includes spatio-temporal evolution of induced seismicity (hypocenter locations and magnitudes) and fault deformation (failure and slip) in relation to fluid pressure distribution. The model is applied to a case of fluid injection with constant rates changing in three steps using different fluid characters, i.e. the viscosity, and different injection locations. In fractured reservoir, spatio-temporal distribution of the induced seismicity differs significantly depending on the viscosity of the fracturing fluid. In a fractured reservoir, injection of low viscosity fluid results in larger volume of induced seismicity cloud as the fluid can migrate easily to the reservoir and cause large number and magnitude of induced seismicity in the post-shut-in period. In a faulted reservoir, fault deformation (co-seismic failure and aseismic slip) can occur by a small perturbation of fracturing fluid (<0.1 MPa) can be induced when the injection location is set close to the fault. The presented numerical model technique can practically be used in geothermal industry to predict the induced seismicity pattern and magnitude distribution resulting from hydraulic stimulation of geothermal reservoirs prior to actual injection operation.

Survey on the High-Caffeine Energy Drink Consumption Status of University Students in Seoul (서울 지역 대학생의 고카페인 에너지음료 소비 실태 조사)

  • Yoo, Hyun Suk;Sim, Ki Hyeon
    • Journal of the East Asian Society of Dietary Life
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    • v.24 no.3
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    • pp.407-420
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    • 2014
  • A survey was carried out regarding university students' recognition of high-caffeine energy drinks in an effort to identify and improve problems as well as provide basic data. Most of the subjects had previous experience of energy drink consumption. Studies showed that most students consumed energy drinks when studying. Regarding frequency of energy drink consumption, most students' responded "1~6 times a year"; female students showed lower frequency of energy drink consumption than male students. Both male and female students used convenience stores to purchase energy drinks. In most cases, students became aware of energy drinks through advertisements on TV, radio, newspapers, and magazines. The most important factor affecting their energy drink purchase and consumption status was taste. The most frequent adverse effect they experienced after drinking an energy drink was unusual heart-pounding, whereas the biggest problem caused by energy drink consumption was addiction. This study indicates that students should have a better understanding of the problems associated with excessive and prolonged high-caffeine intake. In addition, instructions for proper purchasing and consumption of high-caffeine energy drinks should be provided as well as education and campaigns concerning symptoms caused by high-caffeine energy drink consumption so that students may refrain from excessive consumption. Further, civil organizations and the government need to devise effective measures for proper regulation of high-caffeine energy drink consumption.

A Study on a Quantified Structure Simulation Technique for Product Design Based on Augmented Reality (제품 디자인을 위한 증강현실 기반 정량구조 시뮬레이션 기법에 대한 연구)

  • Lee, Woo-Hun
    • Archives of design research
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    • v.18 no.3 s.61
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    • pp.85-94
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    • 2005
  • Most of product designers use 3D CAD system as a inevitable design tool nowadays and many new products are developed through a concurrent engineering process. However, it is very difficult for novice designers to get the sense of reality from modeling objects shown in the computer screens. Such a intangibility problem comes from the lack of haptic interactions and contextual information about the real space because designers tend to do 3D modeling works only in a virtual space of 3D CAD system. To address this problem, this research investigate the possibility of a interactive quantified structure simulation for product design using AR(augmented reality) which can register a 3D CAD modeling object on the real space. We built a quantified structure simulation system based on AR and conducted a series of experiments to measure how accurately human perceive and adjust the size of virtual objects under varied experimental conditions in the AR environment. The experiment participants adjusted a virtual cube to a reference real cube within 1.3% relative error(5.3% relative StDev). The results gave the strong evidence that the participants can perceive the size of a virtual object very accurately. Furthermore, we found that it is easier to perceive the size of a virtual object in the condition of presenting plenty of real reference objects than few reference objects, and using LCD panel than HMD. We tried to apply the simulation system to identify preference characteristics for the appearance design of a home-service robot as a case study which explores the potential application of the system. There were significant variances in participants' preferred characteristics about robot appearance and that was supposed to come from the lack of typicality of robot image. Then, several characteristic groups were segmented by duster analysis. On the other hand, it was interesting finding that participants have significantly different preference characteristics between robot with arm and armless robot and there was a very strong correlation between the height of robot and arm length as a human body.

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