• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• 설비공학논문집
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• 제8권1호
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• pp.55-64
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• 1996

A numerical model of refrigerant flow through a capillary tube is developed, which considers the effects of underpressure for vaporization, kinetic energy, and roughness of capillary tube. The numerical model is based on homogeneous flow assumptions for the two-phase flow region. A characteristic chart of HFC refrigerants flow through capillary tubes and correction factor chart of geometry and relative roughness of capillary tube to select a proper capillary for refrigerating machines using alternative refrigerants is presented by this numerical model.

• 한국컴퓨터정보학회논문지
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• 제12권4호
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• pp.33-42
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• 2007

소프트웨어 제품의 정확한 인도시기를 예측하거나 효용성 및 신뢰성을 예측하기 위해서는 소프트웨어 테스팅 과정에서 중요한 요소인 테스트 커버리지를 이용하면 보다 효율적인 테스팅 작업을 할 수 있다. 이런 모형을 ENHPP모형이라고 한다. 본 논문에서는 기존의 소프트웨어 신뢰성 모형인 지수 커버리지 모형과 S-커버리지 모형을 재조명하고 이 분야에 적용될 수 있는 Burr 분포에 기초한 Burr 커버리지 모형을 제안하였다. 고장 간격 시간으로 구성된 자료를 이용한 모수추정 방법은 최우추정법 과 일반적인 수치해석 방법인 이분법을 사용하여 모수 추정을 실시하고 효율적인 모형 선택은 편차자승합(SSE) 및 콜모고로프 거리를 적용하여 모형들에 대한 효율적인 모형선택도 시도하였다. NTDS 자료를 사용한 임무시간 비교 분석한 결과 Burr 커버리지 모형 시행이 지수나 S-형 모형보다 우수함을 보이고 있다. 이 자료들에서 기존의 모형과 Burr 커버리지 모형의 비교를 위하여 산술적 및 라플라스 검정, 편의 검정등을 이용하였다.

• 한국소음진동공학회논문집
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• 제26권2호
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• pp.141-147
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• 2016

Underwater cavitation is one of the most important issues because it causes not only vibration and erosion of submerged bodies but also significant flow noise problems. In this paper, flow noise due to cavitation flows around the NACA66 MOD hydrofoil is numerically investigated. The cavitation flow simulation is conducted using the Reynolds-Averaged Navier-Stokes equations based on finite difference methods. To capture the cavitation phenomena accurately and effectively, the homogeneous mixture model with the Merkle's cavitation model is applied. The predicted results are compared with available experimental data in terms of pressure coefficients and volume fraction, which confirms the validity of numerical results. Based on flow field analysis results, hydro-acoustic noise field due to the cavitation flow is predicted using the Ffowcs-Williams and Hawkings equation derived from the Lighthill's acoustic analogy. The typical lift dipole propagation patterns are identified.

• 디지털산업정보학회논문지
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• 제10권2호
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• pp.1-11
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• 2014

Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. In this field, SPC (Statistical process control) is a method of process management through application of statistical analysis, which involves and includes the defining, measuring, controlling, and improving of the processes. The proposed process involves evaluation of the parameter of the mean value function and hence the values of the mean value function at various inter failure times to develop relevant time control chart. In this paper, was proposed a control mechanism, based on time between failures observations using Rayleigh and Burr distribution property, which is based on Non Homogeneous Poisson Process (NHPP). In this study, the proposed model is reliable in terms of hazard function, because it is more efficient in this area can be used as an alternative to the existing model. Through this study, software developers are considered by the various intended functions, prior knowledge of the software to identify failure modes to feed to some extent shall be able to help.

• 한국전산유체공학회지
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• 제18권1호
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• pp.13-21
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• 2013

Cavitating flow is usually formed on the surface of a high speed underwater object. When a object moves near a free surface at very high speed, the cavity signature becomes one of the major factors to be overcome by sensors of military satellite. The present work was to study the free surface effect on the ventilated cavitation. The governing equations were Navier-Stokes equations based on a homogeneous mixture model. The multiphase flow solver used an implicit preconditioning method in the curvilinear coordinate system. The cavitation model used here was the one first presented by Merkle et al.(2006) and redeveloped by Park & Ha(2009). Computations considered the free surface effects were carried out with a NACA0012 hydrofoil and the corresponding results were compared with the experimental data to have a good agreement. Calculations were then performed considering the ventilated cavitation, including the effect of non-condensable gas under the free surface effects.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제7권12호
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• pp.3274-3292
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• 2013

Unsupervised methods for image segmentation are recently drawing attention because most images do not have labels or tags. A topic model is such an unsupervised probabilistic method that captures latent aspects of data, where each latent aspect, or a topic, is associated with one homogeneous region. The results of topic models, however, usually have noises, which decreases the overall segmentation performance. In this paper, to improve the performance of image segmentation using topic models, we propose two topic masks applicable to topic assignments of homogeneous regions obtained from topic models. The topic masks capture the noises among the assigned topic assignments or topic labels, and remove the noises by replacements, just like image masks for pixels. However, as the nature of topic assignments is different from image pixels, the topic masks have properties that are different from the existing image masks for pixels. There are two contributions of this paper. First, the topic masks can be used to reduce the noises of topic assignments obtained from topic models for image segmentation tasks. Second, we test the effectiveness of the topic masks by applying them to segmented images obtained from the Latent Dirichlet Allocation model and the Spatial Latent Dirichlet Allocation model upon the MSRC image dataset. The empirical results show that one of the masks successfully reduces the topic noises.

• 한국정밀공학회지
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• 제15권6호
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• pp.124-138
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• 1998

Particles reinforced MMCs have many advantages over monolithic metals including a higher specific modulus, higher specific strength, better properties at elevated temperatures and better wear resistance. SiC$_p$/A16061 composites have good results in its mechanical properties. This work investigates SiC$_p$/A16061 composites in the microscopic view and compares the analytical results with the experimental ones. The discrepancy of the material properties between the reinforced particle, SiC$_p$, and the matrix material, A16061 appears to be so significant. Especially the coefficient of thermal expansion(CTE) of A16061 is 5 times larger than that of SiC$_p$. Thermal residual stress in MMCs is induced at high temperatures. The shape of particle is various but the theoretical model is not able to consider the nonuniform shape. Particle distribution is not homogeneous in experimental specimen. However, it is assumed to be homogeneous in simulation model. The shapes of particles are assumed to be not only perfect global but hexahedral shapes. The types of particle distribution are two - simple cubic array(SC array) and face-centered cubic array(FCC array).

• 한국CDE학회논문집
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• 제12권3호
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• pp.220-232
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• 2007

Current geometric modeling and analysis are commonly based on B-Rep modeling and a finite elements method respectively. Furthermore, it is difficult to represent an object whose material property is heterogeneous using the B-Rep method because the B-Rep is basically used for homogeneous models. In addition, meshes are required to analyze a property of a model when the finite elements method is applied. However, the process of generating meshes from B-Rep is cumbersome and sometimes difficult especially when the model is deformed as time goes by because the topology of deforming meshes are changed. To overcome those problems in modeling and analysis including homogeneous and heterogeneous materials, we suggest a unified modeling and analysis method based on implicit representation of the model using R-function which is suggested by Rvachev. For implicit modeling of an object a distance field is approximated and blended for a complex object. Using the implicit function mesh-free analysis is possible where meshes are not necessary. Generally mesh-free analysis requires heavy computational cost compared to a finite elements method. To improve the computing time of function evaluation, we utilize GPU programming. Finally, we give an example of a simple pipe design problem and show modeling and analysis process using our unified modeling and analysis method.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1263-1270
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• 2010

60명의 환자들을 20명씩3개 그룹으로 나누어 각 그룹마다 다른 종류의 식이요법을 실시한 후 1주 간격으로 5주간에 걸쳐서 콜레스테롤 수치에 대한 반복측정 자료를 얻었다. 해당자료를 바탕으로 적합성여부와 유의성 검정을 실시한 결과 등분산 Toeplitz가 다양한 공분산행렬 형태들 중에서 가장 적합한 공분산구조 모형으로 판명되었다. 이 모형에서는 시점들 간의 상관계수는 0.64-0.78로 대체적으로 높은 상관관계들을 보여주고 있으며, 모수인자들의 유의성검정 결과, 시간효과는 대단히 유의하게 나타났으나, 처리 및 처리와 시간과의 교호작용효과는 유의하지 않은 것으로 판명되었다.