• Communications for Statistical Applications and Methods
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• 제28권3호
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• pp.251-265
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• 2021

This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

• 한국컴퓨터그래픽스학회논문지
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• 제14권4호
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• pp.7-18
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• 2008

연기와 같은 유체의 모습을 영화나 애니메이션에서의 특수 효과에 활용하기 위해는 연기를 사실적으로 모델링하는 과정과 모델링 된 연기 내부에서의 빛의 흐름이 잘 반영된 렌더링 과정이 필요하다. 컴퓨터 그래픽스 분야에서는 연기 모델링의 사실성을 살리기 위해 물리 기반의 유체 시뮬레이션 기법을 많이 차용하고 있는데, 그동안 시뮬레이션 기법으로 주로 연구되어 온, 격자 기반의 Euler 방법과는 근본적으로 다른, 파티클 기반의 Lagrange 방법이 시뮬레이션 단계에서 얻을 수 있는 장점 때문에 최근 관심이 높아지고 있다. 연기 렌더링은 연기 모델링 방법에 종속적일 수밖에 없으므로, 결과적으로 격자 기반의 시뮬레이션 결과에 대한 렌더링 방법은 많이 연구되고 있는 데 비해, 파티클 형태로 산출된 연기 데이터에 대하여 사실적인 영상을 생성해주는 랜더링 기술에 대한 연구는 아직 부족한 상황이다. 이에, 본 논문에서는 Lagrange 기법을 적용하여 생성한 파티클 집합 형태의 연기 시뮬레이션 데이터를 사실적으로 렌더링하기 위해, 전역 조영을 위한 최신 랜더링 기술인 포톤 매핑 기법을 파티클 데이터에 맞게 변형 및 확장한 파티클맵 기법을 소개하고, 개선된 파티클템 기법을 제시하여, 기존 연구와의 차이점을 보여준다. 또한 렌더링 과정에서 효율성을 높이기 위해 볼륨 렌더링 방정식의 다중 산란 항을 미리 계산하는 광도맵이라는 방법을 제시한다.

• 한국GIS학회:학술대회논문집
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• 한국GIS학회 1997년도 추계학술대회 발표요약문
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• pp.13-26
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• 1997

• 한국윤활학회:학술대회논문집
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• 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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• pp.319-320
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• 2002

Numerical simulation of chip formation during high speed machining requires knowing the friction at tool/chip interface. This parameter is hardly identified and generally the loadings (temperature, force) during the identification are not similar to those encountered during machining. Thus, Coulomb friction identified with pin-on-disc device is often used to conduct numerical simulation. The used of this technique cannot leads to good numerical results of chip formation compared to the experimental tests especially in the case of low uncut chip thickness. In this contribution, we propose a new method to evaluate the friction at tool/chip interface. In fact several Coulomb friction parameters are identified corresponding to several parts of the cutting tool. Experimental tests have been conducted allowed us to determinate both the level and the distribution of the Coulomb friction. Experimental results are also compared to the results of orthogonal cutting simulation. We show that this technique allows predicting accuracy results of chip formation.

• 한국전산유체공학회지
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• 제4권3호
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• pp.63-70
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• 1999

A Direct simulation Monte-Carlo (DSMC) code is developed, which employs the Monte-Carlo statistical sampling technique to investigate hypersonic rarefied gas flows accompanying chemical reactions. The DSMC method is a numerical simulation technique for analyzing the Boltzmann equation by modeling a real gas flow using a representative set of molecules. Due to the limitations in computational requirements. the present method is applied to a flow around a simple two-dimensional object in exit velocity of 7.6 km/sec at an altitude of 90 km. For the calculation of chemical reactions an air model with five species (O₂, N₂, O, N, NO) and 19 chemical reactions is employed. The simulated result showed various rarefaction effects in the hypersonic flow with chemical reactions.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2008년도 학술발표회 논문집
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• pp.1235-1239
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• 2008

최근 기상이변 및 이상기후로 인해 예상치 못한 극치사상이 빈번하게 발생하고 있으며, 이로 인한 수자원관리 측면에 있어 많은 어려움을 겪고 있다. 특히 집중호우나 태풍 사상과 같이 단 시간 내에 많은 양의 강수량을 동반한 경우 댐과 같은 대형 수공구조물의 파괴로 인해 인명 및 재산피해의 가능성을 증가시키고 있다. 따라서 본 연구에서는 우리나라에 발생하는 시간강수량에 대한 평가를 하기 위해 우리나라에 발생하는 시간강수량과 수문기상인자인 해수면 온도 및 습윤지수와의 상관관계 분석을 통해 수문기상인자가 우리나라 강수량에 미치는 영향을 평가하였다. 또한, 우리나라에 발생하는 극한강우를 발생 원인별로 태풍 사상과 집중호우 사상으로 구분하여 수문기상인자와의 상관성 분석 결과를 바탕으로 Empirical Simulation Technique 기법을 적용하여 집중호우와 태풍으로 발생하는 강우의 특성을 평가하였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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• pp.165-170
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• 1992

In this paper, the Hardware-In-The-Loop Simulation(HILS) of missile systems are studied. The HILS is an effective performance evaluation technique that bridges the simulation fidelity gap between analytic all-digital simulations and actual flight tests of missile systems. The HILS may be required to perform system integration tests, performance evaluation at system or subsystem level. Major elements of this HILS facility will include the flight table, simulation computers, I/O computer and peripheral equipments. HILS of missile systems typically involve computer modeling of flight dynamics coupled with a hardware guidance and control(G/C) systems. This paper describes a real time performance evaluation technique of a G/C system, Development of a HILS for a Autopilot of SAM G/C will be used as an example.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2010년도 하계학술대회 논문집
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• pp.222-223
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• 2010

TOP245P driver IC modeling technique are proposed for the LED Driver design. Analog behavioral model of TOP245P IC including the shunt regulator, under-voltage(UV) detection, over-voltage(OV) shut-down and SR flip-flop is developed by using PSPICE. The averaged-model and switching-model is applied to the LED driver simulation. The simulation results by the proposed TOP245P IC modeling technique are in good agreement with that in the data sheet and an experiment data.

• 한국측량학회:학술대회논문집
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• 한국측량학회 2004년도 추계학술발표회 논문집
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• pp.519-522
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• 2004

The purpose of this research is to design a road using digital photogrammatry method to generate DEM(digital elevation model) and digital ortho image based on GSIS which was applied to the road simulation. The example study area was the suburbs of Jeju city. To this study, 1/5,000 digital map and GSIS technique were used for optimum road design of the island based on Arc View software. Using this software we can Set an overlay map by combination of hill shade map, slope map, aspect map, and building buffer map. Based on this overlap map, we designed the best road line and along this line we performed three dimensional road simulation using Microstation CAD and Inroads road design programs. From the results, we found that the DEM and digital ortho image acquired from stereoairphoto using digital photogrammatry was satisfied for choosing the best roadline and the developed three dimensional road simulation technique using GSIS technique was very useful to estimate the reasonable road design before the real road construction works.

• 한국분말야금학회:학술대회논문집
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• 한국분말야금학회 2006년도 Extended Abstracts of 2006 POWDER METALLURGY World Congress Part2
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• pp.998-999
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• 2006

A new mathematical simulation technique for physico-mechanical properties of multi-component powder materials is proposed in this paper. The main advantage of the technique is that finite elements representing different components are placed into a common mesh and may exchange their properties. The output data are properties of material after sintering. The technique allows us to investigate the influence of each component of a material on the properties and distribution of properties inside the sample. The comparative analysis of materials with different compositions is based on simulation results that are well concordant with the results of the laboratory experiments.