• Communications for Statistical Applications and Methods
• /
• v.15 no.4
• /
• pp.563-585
• /
• 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.

• Transactions of the Korean Society of Mechanical Engineers B
• /
• v.37 no.1
• /
• pp.9-18
• /
• 2013

Two-phase vapor-liquid flows exist in many shell and tube heat exchangers such as condensers, evaporators, and nuclear steam generators. To understand the fluid dynamic forces acting on a structure subjected to a two-phase flow, it is essential to obtain detailed information about the characteristics of a two-phase flow. The characteristics of a two-phase flow and the flow parameters were introduced, and then, an experiment was performed to evaluate the pressure loss in the tube bundles and the fluid-dynamic force acting on the cylinder owing to the pressure distribution. A two-phase flow was pre-mixed at the entrance of the test section, and the experiments were undertaken using a normal triangular array of cylinders subjected to a two-phase cross-flow. The pressure loss along the flow direction in the tube bundles was measured to calculate the two-phase friction multiplier, and the multiplier was compared with the analytical value. Furthermore, the circular distributions of the pressure on the cylinders were measured. Based on the distribution and the fundamental theory of two-phase flow, the effects of the void fraction and mass flux per unit area on the pressure coefficient and the drag coefficient were evaluated. The drag coefficient was calculated by integrating the measured pressure on the tube by a numerical method. It was found that for low mass fluxes, the measured two-phase friction multipliers agree well with the analytical results, and good agreement for the effect of the void fraction on the drag coefficients, as calculated by the measured pressure distributions, is shown qualitatively, as compared to the existing experimental results.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.21 no.1
• /
• pp.35-42
• /
• 2008

In the nuclear power plant, early detection of fatigue crack by non-destructive test (NDT) equipment due to the thermal cyclic load is very important in terms of strict safety regulation. To this end, many efforts are exerted to the fabrication of artificial cracked specimen for practicing engineers in the NDT company. The crack of this kind, however, cannot be made by conventional machining, but should be made under thermal cyclic load that is close to the in-situ condition, which takes tremendous time due to the repetition. In this study, thermal loading condition is investigated to minimize the time for fabricating the cracked specimen using simulation technique which predicts the crack initiation and propagation behavior. Simulation and experiment are conducted under an initial assumed condition for validation purpose. A number of simulations are conducted next under a variety of heating and cooling conditions, from which the best solution to achieve minimum time for crack with wanted size is found. In the simulation, general purpose software ANSYS is used for the stress analysis, MATLAB is used to compute crack initiation life, and ZENCRACK, which is special purpose software for crack growth prediction, is used to compute crack propagation life. As a result of the study, the time for the crack to reach the size of 1mm is predicted from the 418 hours at the initial condition to the 319 hours at the optimum condition, which is about 24% reduction.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.30 no.6
• /
• pp.507-517
• /
• 2019

Multi-function radar(MFR) is a system that uses various functions such as detection, tracking, and classification. To operate the functions in real-time, the detection stage in MFR usually uses radar signals for short measurement time. We can utilize several conventional detectors in the MFR system to detect low radar cross section maritime targets in the sea-clutter; however, the detectors, which have been developed to be effective for radar signals measured for a longer time, may be inappropriate for MFR. In this study, we proposed a modelling technique of sea-clutter short measurement time. We combined the modeled sea-clutter signal with the maritime-target signal, which was obtained by the numerical analysis method. Using this combined model, we exploited four independent detectors and analyzed the detection performances.

• Geophysics and Geophysical Exploration
• /
• v.25 no.3
• /
• pp.109-119
• /
• 2022

The computational efficiency of reverse time migration (RTM) based on numerical modeling is not secured due to the high-frequency band of several hundred Hz or higher for data acquired through a three-dimensional (3D) ultra-high-resolution (UHR) seismic survey. Therefore, this study develops an RTM program to derive high-quality 3D geological structures using UHR seismic data. In the traditional 3D RTM program, an excitation amplitude technique that stores only the maximum amplitude of the source wavefield and a domain-limiting technique that minimizes the modeling area where the source and receivers are located were used to significantly reduce memory usage and calculation time. The program developed through this study successfully derived a 3D migration image with a horizontal grid size of 1 m for the 3D UHR seismic survey data obtained from the Korea Institute of Geoscience and Mineral Resources in 2019, and geological analysis was conducted.

• Geophysics and Geophysical Exploration
• /
• v.13 no.1
• /
• pp.88-95
• /
• 2010

An airborne gravity survey using a helicopter was carried out in October 2008, offshore along the northern Noto Peninsula, to understand the shallow and regional underground structure. Eleven flight lines, including three tie lines, were arranged at 2 km spacing within 20 km of the coast. The total length of the flight lines was ~700 km. The Bouguer anomalies computed from the airborne gravimetry are consistent with those computed from land and shipborne gravimetry, which gradually decrease in the offshore direction. So, the accuracy of the airborne system is considered to be adequate. A local gravity low in Wajima Bay, which was already known from seafloor gravimetry, was also observed. This suggests that the airborne system has a structural resolution of ~2 km. Reduction of gravity data to a common datum was conducted by compiling the three kinds of gravity data, from airborne, shipborne, and land surveys. In the present study, we have used a solid angle numerical integration method and an iteration method. We finally calculated the gravity anomalies at 300 m above sea level. We needed to add corrections of 2.5 mGals in order to compile the airborne and shipborne gravity data smoothly, so the accuracy of the Bouguer anomaly map is considered to be nearly 2 mGal on the whole, and 5 mGals at worst in limited or local areas.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2005.05b
• /
• pp.548-552
• /
• 2005

새만금호의 완공이후 내부 개발이 완료된 시점에서 만경강 및 동진강 홍수량 유입이 담수호의 수위 및 유속등 수리특성에 어떠한 변화를 가져올 것인가를 평가하기 위한 수치실험이 내부 관리수위(DL=-0.5m, DL=-1.0m, DL=-1.5m)별로 실시되었다. 홍수파의 전파에 따른 동적거동을 이상적으로 모의하기 위해서 본 연구에서는 2차원 수심적분의 모형인 ADCIRC 모형을 새만금 하구호에 적용하였다. 상류의 유입 경계조건으로는 50년 빈도의 홍수수문곡선도를 사용하여 만경강과 동진강의 유입량이 30분 간격으로 변화되는 홍수량을 이용하였다. 하류의 경계조건으로는 신시 수문이 외해의 조위와 내부 관리수위와 연동되어 외조위가 낮아질 때만 수문이 열리는 조건을 설정하는 동적인 경계조건이 설정되었다. 홍수 계산은 4일에 걸쳐 실시되어 새만금호 내부에서 수위와 유속의 변화를 관찰하였다. 만경수계내 홍수파의 동적 거동은 시간이 경과함에 따라 홍수파가 하류로 전파되어 수위와 유속 변화가 크게 나타난다. 만경강 유입부에서는 홍수수문곡선의 시간적 변화가 민감하게 작용하는 반면, 홍수파 전파가 하류로 진행하면서 유입부에서 높아졌던 수위가 새만금호 내부에서는 점차 낮아지면서 안정화 되는 것을 보여주고 있다. 그러나 수문이 위치한 지점에서는 유입 홍수에 의한 영향은 거의 나타나지 않고, 신시수문의 개방에 따라 동적으로 변동되는 것이 지배적이다. 유속 모의 결과 상류 수로부에서는 $1.8m/s\~0.5m/s$로 나타나지만 새만금호에 진입하면서 $0.5m/s\~0.2m/s$의 낮은 유속으로 변한다. 신시 갑문 인근에서는 수문을 닫을 때 일시적인 충격파가 내부로 전파되면서 와동현상을 보이는 등 유속과 수위 변화에 있어 동적으로 복잡한 거동을 보이는 것으로 해석 된다.한 영향을 미치는 인자에 대한 이론적인 분석을 수행하고, 배수갑문 개방에 의한 수질개선효과를 최대화하기 위한 환경관리 방안 제시에 중점을 두어 수행하였다.ncy), 환경성(environmental feasibility) 등을 정성적으로(qualitatively) 파악하여 실현가능한 대안을 선정하였다. 이렇게 선정된 대안들은 중유역별로 검토하여 효과가 있을 것으로 판단되는 대안들을 제시하는 예비타당성(Prefeasibility) 계획을 수립하였다. 이렇게 제시된 계획은 향후 과학적인 분석(세부평가방법)을 통해 대안을 평가하고 구체적인 타당성(feasibility) 계획을 수립하는데 토대가 될 것이다.{0.11R(mm)}(r^2=0.69)$로 나타났다. 이는 토양의 투수특성에 따라 강우량 증가에 비례하여 점증하는 침투수와 구분되는 현상이었다. 경사와 토양이 같은 조건에서 나지의 경우 역시 $Ro_{B10}(mm)=20.3e^{0.08R(mm)(r^2=0.84)$로 지수적으로 증가하는 경향을 나타내었다. 유거수량은 토성별로 양토를 1.0으로 기준할 때 사양토가 0.86으로 가장 작았고, 식양토 1.09, 식토 1.15로 평가되어 침투수에 비해 토성별 차이가 크게 나타났다. 이는 토성이 세립질일 수록 유거수의 저항이 작기 때문으로 생각된다. 경사에 따라서는 경사도가 증가할수록 증가하였으며 $10\% 경사일 때를 기준으로 $Ro(mm)=Ro_{10}{\times}0.797{\times}e^{-0.021s(\%)}$로 나타났다.천성 승모판 폐쇄 부전등을 초래하는 심각한 선천성 심질환이다. 그러나 진단 즉시 직접 좌관상동맥-대동맥 이식술로 수술적 교정을 해줌으로써 좋은 성적을 기대할 수 있음을 보여주었다.특히 교사들이 중요하게 인식

• Journal of Korean Society of Steel Construction
• /
• v.9 no.2 s.31
• /
• pp.171-179
• /
• 1997

The high-tension bolted joints are clamped by the axial force which approaches the yielding strength. The introduced axial force is transmitted to the connection members pass through washer. The transferred load in connections is balanced to the compressive stress of plates, axial force in bolts and the external loads. In this mechanism, the compressive stress and slip load we dominated by the effective stiffness of bolted joints and plates. In general the effective stiffness is specified to product to the effective area and elasticity modulus in connections. In this reason, the conic projection formular which is assumed that the axial force in bolts is distributed to the cone shape and that region is related to the elastic deformation mechanism in connections, was proposed. But it conclude what kind of formula is justified. Therefore in this paper, the fatigue tests are performed to the high tension bolted joints and inspected to the phase on the friction face. And using the FEM and numerical method, it is analyzed and approximated to the compressive stress distribution and its region. Moreover, it is estimated to the effective area and to the relation the friction area to the effective compressive distribution region.

• The Journal of Engineering Geology
• /
• v.27 no.4
• /
• pp.429-438
• /
• 2017

Monte Carlo N-Particle (MCNP) modeling algorithm based on the Monte Carlo method was used to perform the simulation of neutron logging in order to increase the reliability and utilization of neutron logs applied in geological and resource engineering fields. To perform the simulation using MCNP, we used a realistic three-dimensional configuration of neutron sonde and formation. Validation of the modeling was confirmed by comparing the calibration curves of sonde manufacture with those calculated by MCNP modeling. After the validation, lithology effects, pore fluid effects, borehole diameter change, casing effect, and effects of borehole water level were investigated through modeling experiments. Numerical tests indicate that changes in neutron count ratio according to the lithology were quantitatively understood. In case of a borehole with a diameter of 3 inches, ratio of counting rates was higher than expected to be interpreted as borehole fluid has small effects on neutron logging. Effect of casing was also small in general, particular when porosity increases. Since modeling results above the groundwater level showed a tendency opposite to those below the groundwater level, neutron logs can be used to detect groundwater level. The modeling results simulated in this study for various borehole environments are expected to be used for data processing and interpretation of neutron log.

• Proceedings of the Korean Society of Propulsion Engineers Conference
• /
• 1998.10a
• /
• pp.3-3
• /
• 1998

액체추진제 로켓엔진 연소실에는 고유모드에 대응하는 음향파동이 내재되며 이러한 음향파동은 연소와의 상호작용을 통하여 불안정한 음향에너지를 공급받아 증폭되며 결국에는 연소불안정 상태에까지 이르게 된다. 이와 같은 불안정한 상태에 이르기 위해서는 연소로부터 되먹임되는 불안정 에너지의 양이 충분히 크고 구동 음향파동에 근접한 위상을 가져야 한다. 이와 같은 구동 메커니즘을 구성하는 상세한 물리적 현상들을 규명하고 예측하기 위한 많은 연구들이 보고되었으며, 이들 중 이론적인 시간 지연 모델을 사용하는 음향적인 방법은 매우 경제적인 반면 연소 현상에 대한 상세한 모사가 생략되어 연소 불안정의 구체적인 원인을 규명하는데 어려움이 있고, 파동 방정식에 의하여 연소실 내부의 파동 에너지 증가를 예측하는 방법은 연소기 내에서의 연소 메커니즘에 대한 고려 없이 연소에 의해 발생하는 에너지만을 포함하는 단점과 선형적인 연소 불안정에만 제한된다는 제한이 있다. 음향장과 커플된 기화반응 모델은 분무액적의 기화 과정이 추진제 연소의 지배과정이라는 가정 하에 연소응답을 기화반응으로 대체하는 방법으로, 역시 단시간 내에 결과를 얻을 수 있다는 장점이 있으나 기화반응으로부터 음향파동으로의 에너지 되먹임 과정이 배제되어 있어 정확한 결과를 구하기는 어렵다. 이에 대하여 최근에는 전산 모사적인 방법을 사용하는 대규모의 연소장 해석이 가능하여 짐으로써 음향파동에 의한 외란과 에너지 되먹임과정을 모두 포하마여 수치적인 방법을 사용하여 계산하는 액체추진제 로켓엔진의 고주파 연소불안정 해석방법들이 제시되고 있다.안정성 모드가 있음을 보였다. 밀도 변화가 있는 경우나 밀도 변화가 없는 경우 모두 sinuous 모드의 가장 불안정한 모드가 varicose 모드의 가장 불안정한 모드보다 더 불안정함을 보여주어 후류 유동은 자유 유동에 가까운 위상 속도를 가지는 sinuous 모드에 의해 지배될 것임을 예측할 수 있다. 연소반응이 완전연소에 가까울수록 그리고 압축성 효과가 클수록 유동내부의 온도가 증가하고 점성 또한 증가하여 후류유동은 안정됨을 알 수 있었다 유동변수들의 contour로부터 유동의 특성을 예측한 결과 baroclinic 항이 dilatational 항보다 상대적으로 크며, 중심선 상하에 생기는 vortex를 더욱 성장시킬 것으로 생각된다.냉각 홀의 막임, 연소 입자의 점착 부위 등을 예측하여 보완책을 준비할 수 있도록 하였다.$mm^2$sec였으며, 이는 다른 graphite/epixy 복합재의 확산계수와 유사한 값을 나타내고 있다. 또한 추진제가 충전된 연소관을 절단하여 밀폐한 후 95%RH 습도 조건에 보관함으로써 연소관 내부의 추진제 기계적 특성에 미치는 침투된 습기의 영향도 함께 고찰하였다. 추진제에 따라 차이는 있겠으나 추진제가 충전된 연소관은 순수 복합재 연소관에 비해 습기의 투과 정도가 작으며, 본 연소관에 충전된 RDX/AP계 추진제의 경우 추진제의 습기투과에 의한 추진제 물성 변화는 미미한 것으로 나타났다.의 향상으로, 음성개선에 효과적이라고 사료되었으며, 이 방법이 편측 성대마비 환자의 효과적인 음성개선의 치료방법의 하나로 응용될 수 있으리라 생각된다..