• Title/Summary/Keyword: Return Function

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Seismic Fragility Analysis Utilizing PDF Interpolation Technique (확률밀도함수 보간에 의한 교량의 지진취약도 분석)

  • ;;;Shigeru Kushiyama
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2003.10a
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    • pp.495-502
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    • 2003
  • This study proposed the Probability Density Function (PDF) interpolation technique to evaluate the seismic fragility curves as a function of the return period. Seismic fragility curves have been developed as a function of seismic intensities such as peak ground acceleration, peak pound velocity, and pseudo-velocity spectrum. The return period of design earthquakes, however, can be more useful among those seismic intensity measurements, because the seismic hazard curves are generally represented with a return period of design earthquakes and the seismic design codes also require to consider the return period of design earthquake spectrum for a specific site. In this respect the PDF interpolation technique is proposed to evaluate the seismic fragility curves as a function of return period. Seismic fragility curves based on the return period are compared with ones based on the peak ground acceleration for the bridge model.

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Estimating Paddy Rice Evapotranspiration of 10-Year Return Period Drought Using Frequency Analysis (빈도 분석법을 이용한 논벼의 한발 기준 10년 빈도 작물 증발산량 산정)

  • Yoo, Seung-Hwan;Choi, Jin-Yong;Jang, Min-Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.49 no.3
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    • pp.11-20
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    • 2007
  • Estimation of crop consumptive use is a key term of agricultural water resource systems design and operation. The 10-year return period drought has special aspects as a reference period in design process of irrigation systems in terms of agricultural water demand analysis so that crop evapotranspiration (ETc) about the return period also has to be analyzed to assist understanding of crop water requirement of paddy rice. In this study, The ETc of 10-year return period drought was computed using frequency analysis by 54 meteorological stations. To find an optimal probability distribution, 8 types of probability distribution function were tested by three the goodness of fit tests including ${\chi}^2$(Chi-Square), K-S (Kolmogorov-Smirnov) and PPCC (Probability Plot Correlation Coefficient). Optimal probability distribution function was selected the 2-parameter Log-Normal (LN2) distribution function among 8 distribution functions. Using the two selected distribution functions, the ETc of 10-year return period drought was estimated for 54 meteorological stations and compared with prior study results suggested by other researchers.

The Effect of Stochastic Taxes on Asset Prices (세금 불확실성 하의 자산 가격 결정)

  • Kim, Chang-Soo
    • The Korean Journal of Financial Management
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    • v.12 no.2
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    • pp.207-219
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    • 1995
  • This paper develops an equilibrium asset pricing model with taxation in the economy. The expected excess rate of return on a risky asset is shown to be an increasing function of the covariance of asset return with aggregate consumption rate changes and the covariance of asset return with the tax rates as well. Thus, the expected execss rate of return can be decomposed as the consumption risk premium and the tax premium. The capital asset pricing model derived in the absence of taxes is shown to understate the expected excess rate of return and to have a misspecification error in the economy with taxation.

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Analysis of Anisotropic Plasticity of Additively Manufactured Structure using Modified Return Mapping Method (개선된 회귀착점 방법을 이용한 이방성 적층구조물의 소성해석)

  • Yang, Seung-Yong;Jin, Doo-Han;Kim, Jeoung-Han
    • Journal of Powder Materials
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    • v.29 no.4
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    • pp.303-308
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    • 2022
  • The plastic deformation behavior of additively manufactured anisotropic structures are analyzed using the finite element method (FEM). Hill's quadratic anisotropic yield function is used, and a modified return-mapping method based on dual potential is presented. The plane stress biaxial loading condition is considered to investigate the number of iterations required for the convergence of the Newton-Raphson method during plastic deformation analysis. In this study, incompressible plastic deformation is considered, and the associated flow rule is assumed. The modified return-mapping method is implemented using the ABAQUS UMAT subroutine and effective in reducing the number of iterations in the Newton-Raphson method. The anisotropic tensile behavior is computed using the 3-dimensional FEM for two tensile specimens manufactured along orthogonal additive directions.

OPTIMAL IMPULSE AND REGULAR CONTROL STRATEGIES FOR PROPORTIONAL REINSURANCE PROBLEM

  • RUI-CHENG YANG;KUN-HUI LIU;BING XIA
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.145-158
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    • 2005
  • We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

Exploit the method according to the function call (동적 링크를 활용한 특정 함수 호출)

  • OK, Geun Ho;Kang, Young-Jin;Lee, HoonJae
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2016.05a
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    • pp.755-758
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    • 2016
  • In this paper, binary in the program function is to be called binary explain the function in any way to call with in the binary. And the functions required during the call to the elements and their dynamic links in the compilation process and its elements and C-language file describes the concept of 'linker' that connects, and static links and dynamic link Compare analysis differences. Also Do an experiment on Return To Dynamic Linker exploit.

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Service Experience Design Using CPTED: Location-Based Safe Return Home Assistance Application (셉테드(CPTED)를 이용한 서비스 경험디자인: 위치기반 안전 귀가 보조 어플리케이션 개발)

  • Chung, HaeKyung;Ko, JangHyok
    • Journal of the Semiconductor & Display Technology
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    • v.20 no.1
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    • pp.48-53
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    • 2021
  • The purpose of this study is to establish a crime prevention system through the Crime Prevention Through Environmental Design (CPTED). The research method went through the double diamond process and discovered the user's needs through the persona analysis. The most representative features are the functions that informs users of the safe and optimal route, checks the presence of streetlights or cctvs in real time to update them, and allows people with similar routs to return home together. It is a function to help safe return home with the help of an autonomous method, and a self-defense function to protect themselves. Therefore, the application presented in this study was intended to be of great help when actually returning home by adding these new functions. In particular, we help users to return home most safely by recommending the best safe route. Through the persona analysis, research method which we had chosen, the needs of users were discovered and implemented in a design that reflected those needs and requirements.

The Study on Relation between Six Sigma Implemented Period and Financial Performance: Using Smoothing Spline Function (식스 시그마 도입기간이 기업의 재무적 성과에 미치는 영향 연구: 평활 스플라인 함수를 이용하여)

  • Ryu, Changheon;Park, Minjae
    • Journal of Applied Reliability
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    • v.16 no.2
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    • pp.78-89
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    • 2016
  • Purpose: In this paper, we investigate whether the endeavors for Six Sigma quality management by a firm have positive effects on its financial performance and the length of Six Sigma implemented period affects its financial status. We find a relationship between Six Sigma implemented period and several financial performance index using a smoothing spline function. Methods: A smoothing spline function is used in order to analyze the relationship between efforts for quality management and financial performance. Specifically, the return on assets, return on equity, sales cost and business fee are investigated as dependent variables and the efforts for quality management as independent variable. Results: As a result of the analysis, the indication is that companies that put effects into the Six Sigma quality management have a positive result in its financial status. In detail, the efforts for Six Sigma quality management have positive effects on total asset turnover ratio and Six Sigma implemented period on net income to net sales ratio. Additionally, companies with longer (shorter) period of Six Sigma program have more (less) improvement in its financial status. Conclusion: It can be concluded that the company's efforts for quality management positively influence financial performance.

An Efficient Algorithm to Find Portfolio Weights for the First Degree Stochastic Dominance with Maximum Expected Return (1차 확률적 지배를 하는 최대수익 포트폴리오 가중치의 탐색에 관한 연구)

  • Ryu, Choon-Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.34 no.4
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    • pp.153-163
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    • 2009
  • Unlike the mean-variance approach, the stochastic dominance approach is to form a portfolio that stochastically dominates a predetermined benchmark portfolio such as KOSPI. This study is to search a set of portfolio weights for the first-order stochastic dominance with maximum expected return by managing the constraint set and the objective function separately. A nonlinear programming algorithm was developed and tested with promising results against Korean stock market data sets.

Cutaneous Patches to Monitor Myoelectric Activity of the Gastrointestinal Tract in Postoperative Pediatric Patients

  • Taylor, Jordan S.;Ruijter, Vivian de;Brewster, Ryan;Navalgund, Anand;Axelrod, Lindsay;Axelrod, Steve;Dunn, James C.Y.;Wall, James K.
    • Pediatric Gastroenterology, Hepatology & Nutrition
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    • v.22 no.6
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    • pp.518-526
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    • 2019
  • Purpose: Limited means exist to assess gastrointestinal activity in pediatric patients postoperatively. Recently, myoelectric gastrointestinal activity recorded by cutaneous patches has been shown in adult patients to be predictive of clinical return of gastrointestinal function postoperatively. The aim of this case series is to demonstrate the feasibility of this system in pediatric patients and to correlate myoelectric signals with return of bowel function clinically. Methods: Pediatric patients undergoing abdominal surgery were recruited to have wireless patches placed on the abdomen within two hours postoperatively. Myoelectric data were transmitted wirelessly to a mobile device with a user-interface and forwarded to a cloud server where processing algorithms identified episodes of motor activity, quantified their parameters and nominally assigned them to specific gastrointestinal organs based on their frequencies. Results: Three patients (ages 5 months, 4 year, 16 year) were recruited for this study. Multiple patches were placed on the older subjects, while the youngest had a single patch due to space limitations. Rhythmic signals of the stomach, small intestine, and colon could be identified in all three subjects. Patients showed gradual increase in myoelectric intestinal and colonic activity leading up to the first recorded bowel movement. Conclusion: Measuring myoelectric intestinal activity continuously using a wireless patch system is feasible in a wide age range of pediatric patients. The increase in activity over time correlated well with the patients' return of bowel function. More studies are planned to determine if this technology can predict return of bowel function or differentiate between physiologic ileus and pathologic conditions.