• Management & Information Systems Review
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• v.39 no.2
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• pp.17-37
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• 2020

The purpose of this study is to investigate the global spillover effects through the existence of linear and nonlinear causal relationships between the US, European and BRIC financial markets after the period from the introduction of the Euro, the financial crisis and the subsequent EU debt crisis in 2007~2010. Although the global spillover effects of the financial crisis are well described, the nature of the volatility effects and the spread mechanisms between the US, Europe and BRIC stock markets have not been systematically examined. A stepwise filtering methodology was introduced to investigate the dynamic linear and nonlinear causality, which included a vector autoregressive regression model and a multivariate GARCH model. The sample in this paper includes the post-Euro period, and also includes the financial crisis and the Eurozone financial and sovereign crisis. The empirical results can have many implications for the efficiency of the BRIC stock market. These results not only affect the predictability of this market, but can also be useful in future research to quantify the process of financial integration in the market. The interdependence between the United States, Europe and the BRIC can reveal significant implications for financial market regulation, hedging and trading strategies. And the findings show that the BRIC has been integrated internationally since the sub-prime and financial crisis erupted in the United States, and the spillover effects have become more specific and remarkable. Furthermore, there is no consistent evidence supporting the decoupling phenomenon. Some nonlinear causality persists even after filtering during the investigation period. Although the tail distribution dependence and higher moments may be significant factors for the remaining interdependencies, this can be largely explained by the simple volatility spillover effects in nonlinear causality.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.19 no.1 s.71
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• pp.93-103
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• 2006

It is absolutely essential that safety assessment of the containment buildings during service life because containment buildings are last barrier to protect radioactive substance due to the accidents. Therefore, this study describes an enhanced degenerated shell finite element(FE) which has been developed for nonlinear FE analysis of reinforced concrete(RC) containment buildings with elasto-plastic material model. For the purpose of the material nonlinear analysis, Drucker-Prager failure criteria is adapted in compression region and material parameters which determine the shape of the failure envelop are derived from biaxial stress tests. Reissner-Mindlin(RM) assumptions are adopted to develop the degenerated shell FE so that transverse shear deformation effects is considered. However, it is found that there are serious defects such as locking phenomena in RM degenerated shell FE since the stiffness matrix has been overestimated in some situations. Therefore, shell formulation is provided in this paper with emphasis on the terms related to the stiffness matrix based on assumed strain method. Finally, the performance of the present shell element to analysis RC containment buildings is tested and demonstrated with several numerical examples. From the numerical tests, the present results show a good agreement with experimental data or other numerical results.

• Journal of the Society of Naval Architects of Korea
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• v.48 no.3
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• pp.275-280
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• 2011

In the present study, a unified viscoplastic-damage model has been applied in order to describe the mechanical characteristics of fresh water ice such as nonlinear material behavior and volume fraction. The strain softening phenomenon of fresh water ice under quasi-static compressive loading has been evaluated based on unified viscoplastic model. The material degradation such as growth of slip/fraction has quite close relation with material inside damage. The volume fraction phenomenon of fresh water ice has been identified based on volume fraction (nucleation and growth of damage) model. The viscoplastic-damage model has been transformed to the fully implicit formulation and the discretized formulation has been implemented to ABAQUS user defined subroutine (User MATerial: UMAT) for the benefit of application of commercial finite element program. The proposed computational analysis method has been compared to uni-axial compression test of fresh water ice in order to validate the compatibilities, clarities and usefulness.

• The Journal of the Acoustical Society of Korea
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• v.34 no.2
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• pp.117-129
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• 2015

A parametric array is a nonlinear phenomenon that generates a narrow beam of low-frequency sound using the nonlinearity of the medium. The low-frequency sound so generated has a low sound pressure compared with that of sound generated directly. Consequently, a transducer that can generate a primary wave with high directivity and level is required. This study designed, fabricated, and evaluated a multi-resonance transducer as a parametric array source. The designs of the unit transducers and array transducer were based on an analysis model. The design process was repeated to fabricate the optimum transducer. The fabricated transducer array can generate a 189 dB, 190 dB primary wave level at 6.3 m and a 134 dB difference frequency wave using the parametric array phenomenon. The difference frequency wave has a frequency of 15 kHz and high directivity with an $8^{\circ}$ half power beam width in a $12{\times}18{\times}10m$ water tank.

• Journal of Korea Water Resources Association
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• v.41 no.10
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• pp.1035-1044
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• 2008

It is critical to study on data charateristics analysis and prediction for the flood disaster prevention and water quality monitoring because discharge and TOC data in a river channel are strongly nonlinear. Therefore, in the present study, prediction models for discharge, TOC, and TOC load data were developed using approximation component in the last level and detail components segregated by wavelet transform. The results show that the developed model overcame the persistence phenomenon which could be seen from previous models and improved the prediciton accuracy comparing with the previous models. It might be expected that the results from the present study can mitigate flood disaster damage and construct active alternatives to various water quality problems in the future.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.34 no.1
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• pp.1-8
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• 2021

Vapor cloud explosions show different characteristics from that caused by ordinary TNT explosives and their loading effect is similar to pressure waves. Typical methods used for blast pressure calculations are the TNT-equivalent method and multi-energy method. The TNT-equivalent method is based on shock waves, similar to a detonation phenomenon, and multi-energy method is based on pressure waves, similar to a deflagration phenomenon. This study was conducted to derive an appropriate blast pressure by applying various plant explosion cases. SDOF analysis and nonlinear dynamic analysis were performed to compare the degree of deformation and damage of the selected structural members for the explosion cases. The results indicated that the multi-energy method was more exact than the TNT-equivalent method in predicting the blast pressure of vapor cloud explosions. The blast pressure of vapor cloud explosion in plants can be more accurately calculated by assuming the charge strength of multi-energy method as 7 or 8.

• Journal of the Korea Society of Computer and Information
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• v.14 no.4
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• pp.31-38
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• 2009

Lens distortion is inevitable phenomenon in machine vision system. More and more distortion phenomenon is occurring in order to choice of lens for minimizing cost and system size. As shown above, correction of lens distortion is critical issue. However previous lens correction methods using camera model have problem such as nonlinear property and complicated operation. And recent lens correction methods using neural network also have accuracy and efficiency problem. In this study, I propose new algorithms for correction of lens distortion. Distorted image is divided based on the distortion quantity using k-means. And each divided image region is corrected by using neural network. As a result, the proposed algorithms have better accuracy than previous methods without image division.

• Journal of Institute of Control, Robotics and Systems
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• v.19 no.5
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• pp.481-487
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• 2013

This paper presents an FIR (Finite Impulse Response) fixed-interval smoothing filter for fast and exact estimating state variables of a discrete nonlinear system with modeling uncertainty. Conventional IIR (Infinite Impulse Response) filter and smoothing filter can estimate state variables of a system with an exact model when the system is observable. When there is an uncertainty in the system model, however, conventional IIR filter and smoothing filter may cause large errors because the filters cannot estimate the state variables corresponding to the uncertain model exactly. To solve this problem, FIR filters that have fast estimation properties and have robustness to the modeling uncertainty have been developed. However, there is time-delay estimation phenomenon in the FIR filter. The FIR smoothing filter proposed in this paper makes up for the drawbacks of the IIR filter, IIR smoothing filter, and FIR filter. Therefore, the FIR smoothing filter has good estimation performance irrespective of modeling uncertainty. The proposed FIR smoothing filter is applied to the integrated navigation system composed of a magnetic compass based DR (Dead Reckoning) and a GPS (Global Positioning System) receiver. Even when the magnetic compass error that changes largely as the surrounding magnetic field is modeled as a random constant, it is shown that the FIR smoothing filter can estimate the varying magnetic compass error fast and exactly with simulation results.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.1
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• pp.202-208
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• 2014

Friction force on robot systems is highly nonlinear and especially disturbs precise control of the robots at low speed. This paper deals with the dynamic friction compensation problem of a well-known one-link benchmark robot system. We consider the LuGre model because the model can successfully represent dynamic characteristics and various effects of friction phenomenon. The proposed controller is constructed as two parts. An adaptive controller based on dual observers is used to estimate and compensate the dynamic friction. In order to attenuate the friction estimation error and other disturbances, PI observer is additionally designed. Through the computer simulations with the benchmark system, this paper first examines the effects of nonlinear dynamic friction on the control performance of the benchmark robot system. Next, it is shown that the control performance against the dynamic friction is improved by using the proposed controller.

• Journal of the Korean Institute of Intelligent Systems
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• v.12 no.2
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• pp.164-170
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• 2002

Sliding mode control, as a typical method of variable structure control, has the robust characteristics for the uncertainty and the disturbance of the nonlinear system. Because, however, sliding mode control input includes a sign function that Is discontinuous on the predefined switching surface, its applications are primarily limited by the need of alleviation or reduction of chattering. In this paper, we propose a chattering alleviation strategy based on a special nonlinear function and a fuzzy system. By using the proposed control scheme, we can reduce the steady state error. Its tracking performance is as fast as that of conventional method using the fixed boundary layer. Especially, in the proposed method, we can adjust the trade-off between the steady state error and the degree of chattering by regulating the proper range of the output variable of the fuzzy system. To verify the validity of the proposed algorithm, the analysis of the control method using the fixed boundary layer and the computer simulations are shown to compare with them.