• 한국전산유체공학회:학술대회논문집
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• 2008.10a
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• pp.208-214
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• 2008

The equilibrium molecular-dynamic simulations have been performed to estimate the properties of the three kinds of fluids (the Lennard-Jones fluid, water and aqueous sodium-chloride solution) confined between two plates that are separated by 1.086 nm; included in the equilibrium properties are the density distribution and the static structure, and the diffusivity in the dynamic property. Three kinds of fluids considered in this study are. The water molecules are modeled by using the SPC/E model and the ions by the charged Lennard-Jones particle model. To treat the water molecules, we combined the quaternion coordinates with Euler angles. We also proposed a plausible algorithm to assign the initial position and direction of molecules. The influence of polarization of water molecules as well as the presence of ions in the solution on the properties will be addressed in this study. In addition, we performed the non-equilibrium molecular-dynamic simulation to compute the flow velocity for the case with the gravitational force acting on molecules.

• Journal of computational fluids engineering
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• v.14 no.1
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• pp.24-34
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• 2009

The equilibrium molecular-dynamic simulations have been performed to estimate the properties of the three kinds of fluids confined between two plates that are separated by 1.086 nm; included in the statical properties are the density distribution and the static structure, and the autocorrelation velocity function in the dynamic property. Three kinds of fluids considered in this study are the Lennard-Jones fluid, water and aqueous sodium-chloride solution. The water molecules are modeled by using the SPC/E model and the ions by the charged Lennard-Jones particle model. To treat the water molecules, we combined the quaternion coordinates with Euler angles. We also proposed a plausible algorithm to assign the initial position and direction of molecules. The influence of polarization of water molecules as well as the presence of ions in the solution on the properties will be addressed in this study. In addition, we performed the non-equilibrium molecular-dynamic simulation to compute the flow velocity for the case with the gravitational force acting on molecules.

• International Journal of Aeronautical and Space Sciences
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• v.17 no.1
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• pp.1-7
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• 2016

The influence of boundary condition of the bodies with gas flows is one of the most important problems in high-altitude aerodynamics. In this paper presents the results of the calculation of aerodynamic characteristics of aerospace vehicle using Monte-Carlo method based on three different gas-surface interaction models - Maxwell model, Cercignani-Lampis-Lord (CLL) model and Lennard-Jones (LJ) potential. These models are very sensitive for force and moment coefficients of aerospace vehicle in the hypersonic free molecular flow. The models, method and results can be used for new generation aerospace vehicle design.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.315-328
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• 2020

In this study, we examined various aspects of discretionary accruals. We compared the power of Jones Model (JM), Modified Jones Model (MJM) and Performance Matched Model (PMM). Furthermore, we tested whether accruals derived from cash flow approach or balance sheet approach provide better results and we investigated the significance of country and industry control variables in models. In order to perform these tests, we constructed thirty equations. The data consists of 319 non-financial companies over five years in the GCC region. We used panel data regression models, and testing suggests us to use random effect model as the most suitable one. The results show that PMM has the highest explanatory power among models and it is followed by JM and MJM, consecutively. Secondly, results reveal that accruals derived from cash flow approach provide more accurate results. Moreover, country dummies are significant in models with cash flow approach and they lose significance in balance sheet approach. We differentiated industries due to two different classifications: the first group with higher number of industries is more precise compared to the second group with a narrower scope and lower number of industries. The model including both industrial and country-wise dummies scores highest in significance.

• Korean Management Science Review
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• v.30 no.1
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• pp.73-89
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• 2013

This paper develops an investment algorithm based on Markowitz's Portfolio Selection Theory, using historical stock return data, and empirically evaluates the performance of the proposed algorithm in the U.S. and the Hong Kong stock markets. The proposed investment algorithm is empirically tested with the 30 constituents of Dow Jones Industrial Average in the U.S. stock market, and the 30 constituents of Hang Seng Index in the Hong Kong stock market. During the 6-year investment period, starting on the first trading day of 2006 and ending on the last trading day of 2011, growth rates of 12.63% and 23.25% were observed for Dow Jones Industrial Average and Hang Seng Index, respectively, while the proposed investment algorithm achieved substantially higher cumulative returns of 35.7% in the U.S. stock market, and 150.62% in the Hong Kong stock market. When compared in terms of Sharpe ratio, Dow Jones Industrial Average and Hang Seng Index achieved 0.075 and 0.155 each, while the proposed investment algorithm showed superior performance, achieving 0.363 and 1.074 in the U.S. and Hong Kong stock markets, respectively. Further, performance in the U.S. stock market is shown to be less sensitive to an investor's risk preference, while aggressive performance goals are shown to achieve relatively higher performance in the Hong Kong stock market. In conclusion, this paper empirically demonstrates that an investment based on a mathematical model using objective historical stock return data for constructing optimal portfolios achieves outstanding performance, in terms of both cumulative returns and Sharpe ratios.

• Journal of Energy Engineering
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• v.5 no.1
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• pp.19-27
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• 1996

Self-pressurization of cylindrical container of cryogen is numerically analyzed. The container is axi-symmetric and heated from side wall with constant heat flux. Natural convection by external heat flux is studied numerically using finite difference method. Oxygen, nytrogen and hydrogen are working fluids in this paper. Liquid is considered incompressible fluid and vapor is assumed to behave as gas meeting with virial equation of gas. The Second virial coefficients of gas are obtained from Lennard-jones model. The important variables which have effects on self-pressurization are external heat flux, heat capacity of wall and initial ullage in container. The most important variable of them is external heat flux. The pressure rise calculated from the virial gas model is slightly different from that calculated using Ideal gas model for oxygen.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.1
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• pp.57-65
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• 2000

In this paper, a model reference adaptive control for the atomic force microscope (AFM) of tapping mode is investigated. The dynamics between the AFM system and al sample is mathematically modeled as a second order spring-mass-damper system with oscillatory inputs. The attractive and repulsive forces between the tip of the AFM system and the sample are derived using the Lennard-Jones potential energy. By non-dimensionalizing the displacement of the tip and the input frequency, the chaotic behavior near a resonance frequency is better depicted through the non-dimensionalized equations. Four nonlinear analysis techniques, a phase portrait, sensitive dependence on initial conditions, a power spectral density function, and a Pomcare map are investigated. Because the equations of motion derived in this paper involve unknown parameter values such as the damping effect of the air and the interaction constants between materials, the standard model reference adaptive control is adopted. Two control objectives, the prevention of chaos and the tracking of reference signal, are pursued. Simulation results are included.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2005.11a
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• pp.756-759
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• 2005

Dynamic force microscopy utilizes the dynamic response of a resonating probe tip as it approaches and retracts from a sample to measure the topography and material properties of a nanostructure. We present recent ideas based on proper orthogonal decomposition (POD) and detailed experiments that yield new perspectives and insight into AFM. A dynamic cantilever model with Lennrad-Jones interaction Potential which includes attractive and repulsive van der Waals demonstrates the resonable tapping mode response in time and frequency.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.77-87
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• 2001

Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

• Journal of the Korean Institute of Navigation
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• v.18 no.4
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• pp.23-31
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• 1994

A theoretical scaling was made in order to acquire the ice resistance of ships in level ice. Ice resistance of ice-breaker Ermak was calculated by Kashteljan eequation and it's model test results were compared with full-scale measurements. Atkins's ice number and Norman Jones's dimensionless numbers were investigated and discussed.