• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.26 no.4
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• pp.296-309
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• 2022

Timer options are one of the contingent claims that, for given the variance budget, its payoff depends on a random maturity in terms of the realized variance unlike the standard European vanilla option with a fixed time maturity. Since it was first launched by Société Générale Corporate and Investment Banking in 2007, the valuation of the timer options under several stochastic environment for the volatility has been conducted by many researches. In this study, we propose the pricing of timer power options combined with standard timer options and the index of the power to the underlying asset for the investors to actualize lower risks and higher returns at the same time under the uncertain markets. By using the asymptotic analysis, we obtain the first-order approximation of timer power options. Moreover, we demonstrate that our solution has been derived accurately by comparing it with the solution from the Monte-Carlo method. Finally, we analyze the impact of the stochastic volatility with regards to various parameters on the timer power options numerically.

• International Journal of Computer Science & Network Security
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• v.22 no.4
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• pp.1-12
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• 2022

In order to overcome the power fluctuation issues in photovoltaic (PV) smart grid-connected systems and the inverter nonlinearity model problem, an adaptive backstepping command-filter and a double second order generalized Integrators (DSOGI) controller are designed in order to tune the AC current and the DC-link voltage from the DC side. Firstly, we propose to present the filter mathematical model throughout the PV system, at that juncture the backstepping control law is applied in order to control it, Moreover the command filter is bounded to the controller aiming to exclude the backstepping controller differential increase. Additionally, The adaptive law uses Lyapunov stability criterion. Its task is to estimate the uncertain parameters in the smart grid-connected inverter. A DSOGI is added to stabilize the grid currents and eliminate undesirable harmonics meanwhile feeding maximum power generated from PV to the point of common coupling (PCC). Then, guaranteeing a dynamic effective response even under very unbalanced loads and/or intermittent climate changes. Finally, the simulation results will be established using MATLAB/SIMULINK proving that the presented approach can control surely the smart grid-connected system.

• Structural Engineering and Mechanics
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• v.81 no.6
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• pp.737-750
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• 2022

Timber-Concrete Composite construction system consists of combining timber beam or deck and concrete with different connectors. Different fastener types are used in Timber-Concrete Composite systems. In this paper, the effects of two types of fasteners on structural behavior are compared. First, the notches were opened on timber beam, and combined with reinforced concrete slab by fasteners. This system is called as Notched Connection System. Then, timber beam and reinforced concrete slab were combined by new type designed fasteners in another model. This system is called as Notched-Slab Approach. Two laboratory models were constructed and bending tests were performed to examine the fasteners' effectiveness. Bending test results have shown that heavy damage to concrete slab occurs in Notched Connection System applications and the system becomes unusable. However, in Notched-Slab Approach applications, the damage concentrated on the fastener in the metal notch created in the slab, and no damage occurred in the concrete slab. In addition, non-destructive experimental measurements were conducted to determine the dynamic characteristics. To validate the experimental results, initial finite element models of both systems were constituted in ANSYS software using orthotropic material properties, and numerical dynamic characteristics were calculated. Finite element models of Timber-Concrete Composite systems are updated to minimize the differences by manual model updating procedure using some uncertain parameters such as material properties and boundary conditions.

• International conference on construction engineering and project management
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• 2009.05a
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• pp.676-684
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• 2009

Decision making at the early stages of a construction project has a significant impact on the project, and various scenarios created based on the owner's requirements should be considered for the decision making. At the early stages of a construction project, the information regarding the project is usually limited and uncertain. As such, it is difficult to plan and manage the project (especially cost planning). Thus, in this study, a cost model that could be varied according to the owner's requirements was developed. The cost model that was developed in this study is based on the case-based reasoning (CBR) methodology. The model suggests cost estimation with the most similar historical case as a basis for the estimation. In this study, the optimization process was also conducted, using genetic algorithms that reflect the changes in the number of project characteristics and in the database in the model according to the owner's decision making. Two optimization parameters were established: (1) the minimum criteria for scoring attribute similarity (MCAS); and (2) the range of attribute weights (RAW). The cost model proposed in this study can help building owners and managers estimate the project budget at the business planning stage.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.1
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• pp.174-184
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• 1997

This paper presents a robust force tracking control of a smart flexible gripper featured by a piezoceramic actuator characterizing its durability and quick response time. A mathematical governing equation for the proposed gripper structure is derived by employing Hamilton's principle and a state space control model is subsequently obtained through model analysis. Uncertain system parameters such as frequency variation are included in the control model. A sliding mode control theory which has inherent robustness to the sys- tem uncertainties is adopted to design a force tracking controller for the piezoceramic actuator. Using out- put information from the tip force sensor, a full-order observer is constructed to estimate state variables of the system. Force tracking performances for desired trajectories represented by sinusoidal and step func- tions are evaluated by undertaking both simulation and experimental works. In addition, in order to illustrate practical feasibility of the proposed method, a two-fingered gripper is constructed and its performance is demonstrated by showing a capability of holding an object.

• Nuclear Engineering and Technology
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• v.54 no.12
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• pp.4534-4550
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• 2022

Integrated severe accident codes should be capable of simulating not only specific physical phenomena but also entire plant behaviors, and in a sufficiently fast time. However, significant uncertainty may exist owing to the numerous parametric models and interactions among the various phenomena. The primary objectives of this study are to present best-practice uncertainty and sensitivity analysis results regarding the evolutions of severe accidents (SAs) and fission product source terms and to determine the effects of mitigation measures on them, as expected during a short-term station blackout (STSBO) of a reference pressurized water reactor (optimized power reactor (OPR)1000). Three reference scenarios related to the STSBO accident are considered: one base and two mitigation scenarios, and the impacts of dedicated severe accident mitigation (SAM) actions on the results of interest are analyzed (such as flammable gas generation). The uncertainties are quantified based on a random set of Monte Carlo samples per case scenario. The relative importance values of the uncertain input parameters to the results of interest are quantitatively evaluated through a relevant sensitivity/importance analysis.

• International Journal of Computer Science & Network Security
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• v.23 no.7
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• pp.171-185
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• 2023

The cardiovascular syndrome is the dominant reason for death and the number of deaths due to this syndrome has greatly increased recently. Regular cardiac monitoring is crucial in controlling heart parameters, particularly for initial examination and precautions. The quantity of cardiac patients is rising each day and it would increase the load of work for doctors/nurses in handling the patients' situation. Hence, it needed a solution that might benefit doctors/nurses in monitoring the improvement of the health condition of patients in real-time and likewise assure decreasing medical treatment expenses. Regular heart monitoring via wireless body area networks (WBANs) including implantable and wearable medical devices is contemplated as a life-changing technique for medical assistance. This article focuses on the latest development in wearable and implantable devices for cardiovascular monitoring. First, we go through the wearable devices for the electrocardiogram (ECG) monitoring. Then, we reviewed the implantable devices for Blood Pressure (BP) monitoring. Subsequently, the evaluation of leading wearable and implantable sensors for heart monitoring mentioned over the previous six years, the current article provides uncertain direction concerning the description of diagnostic effectiveness, thus intending on making discussion in the technical communal to permit aimed at the formation of well-designed techniques. The article is concluded by debating several technical issues in wearable and implantable technology and their possible potential solutions for conquering these challenges.

• Korean Journal of Agricultural and Forest Meteorology
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• v.19 no.4
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• pp.203-214
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• 2017

There are two references of genetic information in Korean soybean cultivar. This study suggested that the new seven genetic information to supplement the uncertainty on prediction of potential yield of two references in soybean, and assessed the availability of two references and seven genetic information for future research. We carried out evaluate the prediction on flowering time and potential yield of the two references of genetic parameters and the new seven genetic parameters (New1~New7); the new seven genetic parameters were calibrated in Jinju, Suwon, Chuncheon during 2003-2006. As a result, in the individual and regional combination genetic parameters, the statistical indicators of the genetic parameters of the each site or the genetic parameters of the participating stations showed improved results, but did not significant. In Daegu, Miryang, and Jeonju, the predictability on flowering time of genetic parameters of New7 was not improved than that of two references. However, the genetic parameters of New7 showed improvement of predictability on potential yield. No predictability on flowering time of genetic parameters of two references as having the coefficient of determination ($R^2$) on flowering time respectively, at 0.00 and 0.01, but the predictability of genetic parameter of New7 was improved as $R^2$ on flowering time of New7 was 0.31 in Miryang. On the other hand, $R^2$ on potential yield of genetic parameters of two references were respectively 0.66 and 0.41, but no predictability on potential yield of genetic parameter of New7 as $R^2$ of New7 showed 0.00 in Jeonju. However, it is expected that the regional combination genetic parameters with the good evaluation can be utilized to predict the flowering timing and potential yields of other regions. Although it is necessary to analyze further whether or not the input data is uncertain.

• Journal of Power Electronics
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• v.15 no.3
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• pp.753-762
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• 2015

This paper presents a nonlinear sliding mode control (SMC) scheme with a variable damping ratio for interior permanent magnet synchronous motors (IPMSMs). First, a nonlinear sliding surface whose parameters change continuously with time is designed. Actually, the proposed SMC has the ability to reduce the settling time without an overshoot by giving a low damping ratio at the initial time and a high damping ratio as the output reaches the desired setpoint. At the same time, it enables a fast convergence in finite time and eliminates the singularity problem with the upper bound of an uncertain term, which cannot be measured in practice, by using a simple adaptation law. To improve the efficiency of a system in the constant torque region, the control system incorporates the maximum torque per ampere (MTPA) algorithm. The stability of the nonlinear sliding surface is guaranteed by Lyapunov stability theory. Moreover, a simple sliding mode observer is used to estimate the load torque and system uncertainties. The effectiveness of the proposed nonlinear SMC scheme is verified using comparative experimental results of the linear SMC scheme when the speed reference and load torque change under system uncertainties. From these experimental results, the proposed nonlinear SMC method reveals a faster transient response, smaller steady-state speed error, and less sensitivity to system uncertainties than the linear SMC method.

• Fire Science and Engineering
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• v.18 no.4
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• pp.64-71
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• 2004

This paper describes the result of the pump room fire analysis of the nuclear power plant using CFAST fire modeling code developed by NIST. The sensitivity studies are performed over the input parameters of CFAST: the constrained or unconstrained fire, Lower Oxygen Limit (LOL), Radiative Fraction (RF), and the opening ratio of the fire doors. According to the results, a pump room fire is the ventilation-controlled fire, so it is adequate that the value of LOL is 10% which is also the default value. It is anlayzed that the Radiative Fraction does not affect the temperature of the upper gas layer. It is appeared that the integrity of the cable located at the upper layer is maintained except for the safety pump at the fire area and the Conditional Core Damage Probability (CCDP) is 9.25E-07. It seems that CCDP result is more realistic and less uncertain than that of Fire Hazard Analysis (FHA).