• Computers and Concrete
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• v.25 no.3
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• pp.193-204
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• 2020

In the study, a new, simple and alternative formula is proposed to calculate numerically crack widths of concrete on a finite element (FE) model. By considering more general tension softening behavior of concrete, the proposed expression is derived irrespective of any tension softening model given in the literature or design codes. The test results of six reinforced concrete (RC) deep beams having different geometrical and material properties selected from a recent existing experimental study of the authors are used to verify the accuracy and reliability of the proposed formula and the created numerical FE models of the specimens. Moreover, the crack width results obtained from the FE models are compared with the test results to see the performance of the proposed formula. The results of the study demonstrate that the proposed formula gives very accurate results in a comparison with the test results. The ratios of errors on the results stay commonly at an acceptable level as well. Consequently, the proposed formula is quite simple, unique, and robust to determine crack widths of RC deep beams on an FE model.

• Korean Journal of Construction Engineering and Management
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• v.8 no.1 s.35
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• pp.87-95
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• 2007

If construction process operate composing work team by judgment manager's experience, possibility that progress of construction process becomes as inefficient is much. But, If produce optimal proposal of resources allocation, construction cost and duration through simulation at work plan step, work schedule because do quantification efficient operate do on. When plan construction process in this research, resources allocation by change of work team operation change, resources cost loss, total cost, optimal proposal of construction duration tentative plan of numerical formula model that can do simulation propose. Apply and revealed to apartment house framework which horizontal work area of process and vertical work area are composed as is each different construction process to verify proposed numerical formula model. Achieved efficiency than work team's operation results which apply numerical formula model that is presented in this research and enforce simulation is applied in actuality example construction.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.21-32
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• 2016

We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.27 no.3
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• Steel and Composite Structures
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• v.12 no.6
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• pp.523-540
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• 2012

It was clear from the former researches on reinforced concrete filled tubular steel (RCFT) structures that RCFT structures have different performance than concrete filled steel tubular (CFT) structures. However, despite of that, load-sharing ratio of RCFT is evaluating by the formula and range of CFT given by JSCE. Therefore, the aim of this investigation is to study the load-sharing ratio of RCFT columns subjected to axial compressive load by performing numerical simulations of RCFT columns with the nonlinear finite element analysis (FEA) program - ADINA. To achieve this goal, firstly proper material constitutive models for concrete, steel tube and reinforcement are proposed. Then axial compression tests of concrete, RC, CFT, and RCFT columns are carried out to verify proposed material constitutive models. Finally, by the plenty of numerical analysis with small-sized and big-sized columns, load-sharing ratio of RCFT columns was studied, the evaluation formulas and range were proposed, application of the formula was demonstrated, and following conclusions were drawn: The FEA model introduced in this paper can be applied to nonlinear analysis of RCFT columns with reliable results; the load-sharing ratio evaluation formula and range of CFT should not be applied to RCFT; The lower limit for the range of load-sharing ratio of RCFT can be smaller than that of CFT; the proposed formulas for load-sharing ratio of RCFT have practical mean in design of RCFT columns.

• Structural Engineering and Mechanics
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• v.63 no.3
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• pp.417-428
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• 2017

The micropile has been mainly used under the concept of supplementing structural support or reinforcing soft ground. For the micropiled-raft system which uses a micropile and a raft in combination in particular, it is generally considered as ground reinforcement rather than foundation components considering the bearing capacity of the micropile in many cases. In this study, the bearing capacity mechanism of the micropiled-raft system is investigated through a physical model test and numerical method. The numerical results have shown that not only the slender-pile-effect of the micropile, but also the ground reinforcement effect, increase the bearing capacity considerably. The bearing capacity formula of the micropiled-raft system is derived based on the failure mechanism obtained through model tests. The formula is verified and proposed as a design chart.

• 한국전산유체공학회:학술대회논문집
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• 2008.03b
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• pp.80-83
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• 2008

The characteristics of the spread of a forest fire are generally related to the attributes of combustibles, geographical features, and meteorological conditions, such as wind conditions. The most common methodology used to create a prediction model for the spread of forest fires, based on the numerical analysis of the development stages of a forest fire, is an analysis of heat energy transmission by the stage of heat transmission. When a forest fire breaks out, the analysis of the transmission velocity of heat energy is quantifiable by the spread velocity of flame movement through a physical and chemical analysis at every stage of the fire development from flame production and heat transmission to its termination. In this study, the formula used for the 1-dimensional surface forest fire behavior prediction model, derived from a numerical analysis of the surface flame spread rate of solid combustibles, is introduced. The formula for the 1-dimensional surface forest fire behavior prediction model is the estimated equation of the flame spread velocity, depending on the condition of wind velocity on the ground. Experimental and theoretical equations on flame duration, flame height, flame temperature, ignition temperature of surface fuels, etc., has been applied to the device of this formula. As a result of a comparison between the ROS(rate of spread) from this formula and ROSs from various equations of other models or experimental values, a trend suggesting an increasing curved line of the exponent function under 3m/s or less wind velocity condition was identified. As a result of a comparison between experimental values and numerically analyzed values for fallen pine tree leaves, the flame spread velocity reveals has a error of less than 20%.

• Journal of the Ergonomics Society of Korea
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• v.14 no.2
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• pp.33-39
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• 1995

The inverse Kinematics can be used for representing the motion of human body model. In order to find the final figure of the human body model with given target position, we can uwe the formula x=J .THETA. , where J is the Jacobian matrix of x=f( .THETA.), of the Inverse Kinematics. In this formula, f has so complicated form that it is difficult to calcuate the Jacobian matrix J by expanding all formulae exactly. In this paper, a numerical method that calculates the Jacobian matrix is proosed. The simulation results obtained by using the simple human model reprsent that the proposed. The simulation results obtained by using the simple human model represent that the proposed method is useful for generating the final figure of the body model.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.7 no.6
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• pp.1264-1270
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• 2006

In this study, semi-two dimension numerical model(GSTARS 2.1 model) were applied to study on the hydraulic and sedimentologic characteristics of downstream channel section in Dal stream. GSTARS 2.1 model was applied for the four selected sediment transport formulas(Meyer-Peter and Muller, Acker and White's, Engelund and Hanson, Yang formula) from 1984 to 1992 measured data on each section. The simulation results of Meyer-Peter and Muller formula for long-term bed changes are good when compared to the measured data. When quantitatively compared, it appears that the results data is relatively underestimated compared to the 1992 measured data on each section. Using Meyer-Peter and Muller formula, analyse the effects of bed changes by stream tube number.

• Journal of the Korean Institute of Navigation
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• v.13 no.1
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• pp.63-75
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• 1989

A two dimensional numerical model as well as theoretical formula are used to investigate the seich characteristics of Mok-po harbour. The natural periods of the first two modes computed from the numerical mode are about 34 minutes and 12 minutes which are well consistent with those by the theoretical formula.