• Title/Summary/Keyword: Slope Difference

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A Comparative Study of Safe Factor of Slope according to Analysis Methods (해석 방법에 따른 비탈면 최소안전율 비교 연구)

  • Ryu, Hang Taek;Jang, Jeong Wook;Chung, Youn In
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.30 no.5
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    • pp.207-216
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    • 2018
  • This research compared and analyzed safety ratio of slope with Talren97 and SoilWorks based on limit equilibrium analysis and Midas GTS based on finite element analysis. For the analysis variables, there are slope height, berm condition, soil parameter, groundwater level, slope inclination. All of slope stability analysis were performed by dividing into dry season and rainy season. As the result of the analysis of Talren97 and SoilWorks based on same theory, safety ratio of slope shows same value, so there was no difference between the programs. In comparison with limit equilibrium analysis, the result of finite element analysis showed somewhat high ratio of safety and it was higher by about 2.4% averagely. The difference between the result of limit equilibrium analysis and that of finite element analysis is in the range which can ignored in practical work.

Reinforcing Effect of a Soil Nailing on Plane Failure of a Slope by Comparing Finite Difference Analysis with Limit Equilibrium Analysis (유한차분해석과 한계평형해석의 비교를 통한 평면파괴 사면 쏘일네일링 보강효과 연구)

  • You, Kwang-Ho
    • Journal of the Korean Geotechnical Society
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    • v.30 no.11
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    • pp.5-15
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    • 2014
  • It is very important to design and construct slopes safely because damage cases are increasing due to slope failure. Recently, Limit Equilibrium Method (LEM) based programs are commonly used for slope designs. Though LEM can give factors of safety through simple calculation, it has a disadvantage that the sliding surface should be assumed in advance. On the other hand, the use of Finite Difference Method (FDM) is increasing since the factor of safety can be easily estimated by using shear strength reduction technique. Therefore the purpose of this study is to present a reasonable slope design methodology by comparing the two commonly used analysis approaches; LEM and FDM. To this end, the reinforcement effects of the two methods were compared in terms of the support pattern of soil nailing reinforced in the section where plane failure is anticipated. As a result, the reinforcement effects by nail angle and nail spacing turned out to be equal. Also it was found that the factor of safety increased in LEM, but not changed in FDM when the nail length increased.

Information in the Implied Volatility Curve of Option Prices and Implications for Financial Distribution Industry (옵션 내재 변동성곡선의 정보효과와 금융 유통산업에의 시사점)

  • Kim, Sang-Su;Liu, Won-Suk;Son, Sam-Ho
    • Journal of Distribution Science
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    • v.13 no.5
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    • pp.53-60
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    • 2015
  • Purpose - The purpose of this paper is to shed light on the importance of the slope and curvature of the volatility curve implied in option prices in the KOSPI 200 options index. A number of studies examine the implied volatility curve, however, these usually focus on cross-sectional characteristics such as the volatility smile. Contrary to previous studies, we focus on time-series characteristics; we investigate correlation dynamics among slope, curvature, and level of the implied volatility curve to capture market information embodied therein. Our study may provide useful implications for investors to utilize current market expectations in managing portfolios dynamically and efficiently. Research design, data, and methodology - For our empirical purpose, we gathered daily KOSPI200 index option prices executed at 2:50 pm in the Korean Exchange distribution market during the period of January 2, 2004 and January 31, 2012. In order to measure slope and curvature of the volatility curve, we use approximated delta distance; the slope is defined as the difference of implied volatilities between 15 delta call options and 15 delta put options; the curvature is defined as the difference between out-of-the-money (OTM) options and at-the-money (ATM) options. We use generalized method of moments (GMM) and the seemingly unrelated regression (SUR) method to verify correlations among level, slope, and curvature of the implied volatility curve with statistical support. Results - We find that slope as well as curvature is positively correlated with volatility level, implying that put option prices increase in a downward market. Further, we find that curvature and slope are positively correlated; however, the relation is weakened at deep moneyness. The results lead us to examine whether slope decreases monotonically as the delta increases, and it is verified with statistical significance that the deeper the moneyness, the lower the slope. It enables us to infer that when volatility surges above a certain level due to any tail risk, investors would rather take long positions in OTM call options, expecting market recovery in the near future. Conclusions - Our results are the evidence of the investor's increasing hedging demand for put options when downside market risks are expected. Adding to this, the slope and curvature of the volatility curve may provide important information regarding the timing of market recovery from a nosedive. For financial product distributors, using the dynamic relation among the three key indicators of the implied volatility curve might be helpful in enhancing profit and gaining trust and loyalty. However, it should be noted that our implications are limited since we do not provide rigorous evidence for the predictability power of volatility curves. Meaning, we need to verify whether the slope and curvature of the volatility curve have statistical significance in predicting the market trough. As one of the verifications, for instance, the performance of trading strategy based on information of slope and curvature could be tested. We reserve this for the future research.

Slope of Grain and Twist of Major Softwood Species (주요(主要) 침엽수(針葉樹)의 섬유(纖維) 경사도(傾斜度)와 비틀림)

  • Kang, Sun-Koo;Shim, Sang-Ro
    • Journal of the Korean Wood Science and Technology
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    • v.21 no.3
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    • pp.45-52
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    • 1993
  • Surveyed results on the slope of grain and the twist of sawn lumber of Pinus koraiensis, Larix leptolepis, and Pinus densiflora were summarized as follows: 1. The slope of grain of Pinus koraiensis has a Z-grain in the stem axis. The slope of grain was found to be the lowest at near to the pith and then constantly increased. At the height of 0.2m from the base of stem. a cross section of 35 annual rings was found to have a repeatedly increasing and decreasing slope of grain and then constantly decreased. At the height of 1.2m to 7.2m from the base of stem, the slope of grain increased conspicuously until the 10th annual ring, after which it increased near to the bark with repeatedly increasing and decreasing trends. 2. Pinus densiflora has a S-grain in the stem axis. The lowest slope of grain was found at near to the pith, and the highest in the 10 to 35 annual rings from the pith. 3. Larix leptolepis has a S-grain. At the height of 3.2m from the base of stem, the big fluctuation of the slope of grain was found without any particular trend. 4. The slope of grain and the twist between natural and reforested timber of Pinus koraiensis were found to be almost the same trend in viewpoint of the annual ring. The maximum slope of grain of imported Siberian timber of Pinus koraiensis was found at the 10 annual rings, which was quite similar to that of native species in Korea, but the big difference of the twist was found at 140 annual rings. 5. The twist was little at the mature wood of reforested Pinus koraiensis and Siberians and the duplicated part of mature and juvenile woods of those. On the contrary, the twist was great at the duplicated part of mature and juvenile woods of Pinus koraiensis. 6. The twist of Larix leptolepis showed the S-direction which coincided with that of slope of grain. The twist was greatest at the part of juvenile wood and little at the duplicated part of mature and juvenile woods, and little difference of twist was found between mature and juvenile woods. 7. Siberian larix having a minimum slope of grain showed the lowest twist, and the twist at the duplicated part of mature and juvenile woods showed a middle level of both mature and juvenile woods' portions.

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Seismic Landslide Hazard Maps Based on Factor of Safety and Critical Displacements of Slope (사면의 안전율과 임계변위에 의한 지진 재해 위험지도의 비교)

  • 정의송;조성원;김명모
    • Proceedings of the Korean Geotechical Society Conference
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    • 2001.03a
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    • pp.509-516
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    • 2001
  • As the first step for the application of seismic landslide hazard maps to domestic cases, two types of hazard maps on Ul-joo from pseudostatic analysis and Newmark sliding block analysis are constructed and comllared. Arcview, the GIS program and the 1:5,000 digital maps of the test-site are used for the construction of hazard maps and tile parameters for the analyses are determined by seismic survey and laboratory tests. The results from the pseudostatic analysis have more conservative values of lower critical slope angles, although the results from the two different analyses have similar tendencies. In detail, with increasing the peak ground acceleration, the difference between the two analyses in the critical slope angle increases, while the difference decreases with increasing the maximum soil depth.

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Compensation Characteristics of WDM Signals Depending on RDPS Slope of Fiber Span in Dispersion Managed Optical Transmission Links (분산 제어 광전송 링크에서 중계 구간의 RDPS 기울기에 따른 WDM 신호의 보상 특성)

  • Lee, Seong-Real
    • Journal of Advanced Navigation Technology
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    • v.17 no.2
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    • pp.208-217
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    • 2013
  • The optimal residual dispersion per span (RDPS) slope is induced through the analyses of the compensation characteristics of the wavelength division multiplexed (WDM) channels depending on RDPS slope in the optical links with a dispersion management (DM) and an optical phase conjugation. The simulation results show that the effective launch power of WDM is more increased and the performance difference between the channels is more decreased as RDPS slope is more increased. The simulation results also show that the effective net residual dispersion (NRD) range is more increased as RDPS slope is more increased, and consequently, it is more advantageous to use the large RDPS slope for implementing the flexible optical links.

Stability Analysis of Rock Slope in Limestone Mine by Numerical Analysis (수치해석에 의한 석회암 채굴 사면의 안정성 해석)

  • 임한욱;김치환;백환조
    • Tunnel and Underground Space
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    • v.11 no.3
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    • pp.270-278
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    • 2001
  • Two numerical methods such as DEM and FDM were adopted to analysis of rock slope stability, of which dimensions are about 150 m(length), 58 m(height), 70°dip, in Halla limestone mine. For this rock slope stability analysis, strength reduction method was used to calculate the safety factor of slope through numerical method. To keep the rock slope safely, it is proposed to reduce the height of the rock slope from 58 m to 45 m and to reduce the angle of the slope from 70°to 55°, too.

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Limit Equilibrium, Finite Difference, and Finite Element Analysis of Slopes (한계평형해석(LEM), 유한차분법(FDM) 및 유한요소법(FEM)을 이용한 사면안정해석)

  • Jeon, Sang-Soo;Lee, Choong-Ho;Oh, Mi-Hee;Gang, Sang-Wook;Pham, Nguyeon Quoc;Kim, Doo-Seop
    • Proceedings of the Korean Geotechical Society Conference
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    • 2005.03a
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    • pp.199-206
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    • 2005
  • Engineers have performed slope stability analyses, including Limit Equilibrium Analysis, Finite Difference Analysis and Finite Element Analysis. Each analysis results in different Factor of Safety(FS) for slopes. The comparison of FS results from these stability analyses has been carried out for various conditions, such as geometry of slopes, dry and fully saturated soils, nail and anchor reinforcements. Standard deviations of FS calculated from various slope analyses are 0.03 to 0.04 and 0.22 to 0.48 for the slopes without and with nail or anchor reinforcement, respectively. Construction of tiered concrete retaining wall in addition to nail or anchor reinforcement increases FS of 12% to 29% for fully saturated soils.

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Phytosocioloical Study on the Two Contrasting Aspects with the South and North Slopes in Mt. Kwanak (冠岳山의 南斜面과 北斜面의 植被의 比較硏究)

  • Kim, Joon Min;Seok Joon Kim
    • The Korean Journal of Ecology
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    • v.8 no.2
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    • pp.81-87
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    • 1985
  • The vegetation on the north and south slopes of Kwanak mountain was assessed and recorded during thesummer of 1976. Recordings were made of 5*5m quadrats placed along the transects running parallel to the slopes. On the north slope, most of large trees such as Alnus sibirica, Sorbus alnifolia, Robinia pseudo-acacia and Pinus rigida make the crown and their mean DBH was conspicuously large, while the vegetation of south slope is dominated by dwarf Juniperus utilis, Pinus densiflora, Weigela florida var. glabra which are considered as a resistant species of dry site. The amount of humus, total nitrogen, soil water content and available phosphorous is higher on the north slope than the south one. However, the soil pH is higher on the south slope. It is assumed that the humus content is a main factor to make difference on the type of vegetation between the north and south slope.

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Long Term Average Spectral Analysis for Acoustical Description of Korean Nasal Consonants (한국어 비음의 음향학적 세부 기술을 위한 장구간 스펙트럼(LTAS) 분석)

  • Choi, Soo-Nai;Seong, Cheol-Jae
    • Proceedings of the KSPS conference
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    • 2006.11a
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    • pp.92-95
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    • 2006
  • The purpose of this study is to find the acoustic parameters on frequency domain to distinguish the Korean nasals, /m, n, ng/ from each other. Since it is not easy to characterize the antiformant on frequency domain, we suggest the new parameters that are calculated by LTAS(Long term average spectrum). Maximum energy value and its frequency and minimum energy and its frequency of zero are obtained from the spectrum respectively. In addition, slope1, slope2, total energy value, centroid, skewness, and kurtosis are suggested as new parameters as well. The parameters that are revealed as to be statistically signigicant difference are roughly peak1_a, zero_f, slope_1, slope_2, highENG, zero_ENG, and centroid.

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