• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.1-21
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• 2015

This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

• Transactions on Control, Automation and Systems Engineering
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• v.3 no.4
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• pp.217-222
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• 2001

We propose a new two-degree of freedom parallel mechanism for a haptic device and will refer to the mechanism as the SenSation. The SenSation is designed in order to improve the kinematic performanced and to achieve static balance. We use the panto graph mechanisms in order to change the location of active joints, which leads to transform a direct kinematic singularity into a nonsingularity. The direct kinematic singular configurations of the SenSation occur near the workspace boundary. Using the property that position vector of rigid body rotating about a fixed point is normal to the velocity vector, Jacobian matrix is derived. Using the vector method, two different types of singularities of the SenSation can be identified and we discuss the physical significance of each of the three types of singularities. We will compare the kinematic performances(force manipulability ellipsoid, kinematic isotropy) of the SenSation with those of five-var parallel mechanism. By specifying that the potential energy be fixed, the conditions for the static balancing of the SenSation is derived. The static balancing is accomplished by changing the center of mass of the links.

• The KIPS Transactions:PartD
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• v.10D no.5
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• pp.813-820
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• 2003

This paper solves Push-Push game with the model checker NuSMY which exhaustively explores all search space to determine whether a model satisfies a property. In case a model doesn't satisfy properties to be checked, NuSMV generates a counterexample which tells where this unsatisfaction occurs. However, the algorithm for generating counterexample in NuSMV traverses a search space twice so that it is inefficient for solving the game we consider here. To save the time to be required to complete the game, we revise the part of counterexample generation so that it traverses a search space once. As a result, we obtain 62% time improvement and 11% space improvement in solving the game with modified NuSMV.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2006.11a
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• pp.25-28
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• 2006

This paper dealt with the LPS process for the development of high performance SiC materials, based on the detailed analysis of their microstructure and mechanical properties. The submicron SiC powder was used for the fabrication of LPS-SiC materials. A mixture of $Al_2O_3$ and $Y_2O_3$ particles was also used as a sintering additive in the LPS process. LPS-SiC materials were fabricated at different temperatures, using various additive composition ratio ($Al_2O_3/Y_2O_3$). The total amount of additive materials ($Al_2O_3+Y_2O_3$) was fixed as 10 wt%. The characterization Of LPS-SiC materials was investigated by means of SEM, XRD and three point bending test. The LPS-SiC material represented a relative density of about 98 % and a flexural strength of about 800MPa, when it was fabricated at the temperature of $1820^{\circ}C$ and the additive compositional ratio of 1.5.

• 전기의세계
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• v.25 no.2
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• pp.100-106
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• 1976

A comparative study on thermal, static mechanical and dielectric characteristics were made over a temperature range of ca.20.deg.C to 320.deg.C and a frequency range of KHZ to MHZ band on low density polyethylene specimens crosslinked, respectively, by radiation and chemical method. The thermal property of both specimens shows that softening point appears to unchange by crosslinking, however, melting and liquidizing temperatures attain rapid increase at the imitiation of crosslinking. Mechanical properties show little difference to both specimens crosslinked by different method, further the behaviors were discussed in connection with the relaxation of molecular segments in amorphous phase. Dose dependent dielectric characteristics observed at ambient temperature under several fixed frequencies exhibit extremities at ca. 20 Mrad and the behaviors also were interpreted qualitatively by taking into consideration of dipole concentration change in amorphous phase together with the role of specimen geometry to the depth of oxidative layer. Observing frequency dependent dielectric characteristics, it was also proved that ionic conduction loss is appreciably greater in the specimen prepared by chemical method than that by radiation.

• Korean Journal of Optics and Photonics
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• v.11 no.1
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• pp.19-24
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• 2000

Optical transmission characteristics of retardation film for obliquely incident light is calculated by using extended Jones calculus and it is geometrically interpreted on Poincare sphere representation as rotational transformation. The characteristics of a retardation film is that while the rotation axis is fixed at a point on the Equator of the Poincar sphere, the rotation angle varies with the direction of incidence. This property can be compensated by using a tandem arrangement of the two optical films whose optic axes do not coincident, and this method can be used for the improvement of the viewing angle characteristics of BTN cells. cells.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.12
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• pp.2772-2782
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• 1997

In this paepr, a Wiener filtering method in wavelet domain is proposed for restoring an image corrupted by additive white noise. The proposed method utilizes the characteristics of wavelet transform signals and the local statistics of each subband. When estimating the local statistics in each subband, the size of filter window is varied according to each scale. At this point, the local statistics in each wavelet subband is estimated only by using pixedls which have similar statistical property. Experimental results show that the proposed method has better performance over the conventional Lee filter with a window of fixed size.

• Nonlinear Functional Analysis and Applications
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• v.26 no.5
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• pp.917-933
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• 2021

In this paper, we investigate the behavior and sensitivity analysis of a solution set for a parametric generalized multi-valued nonlinear quasi-variational inclusion problem in a real Hilbert space. For this study, we utilize the technique of resolvent operator and the property of a fixed-point set of a multi-valued contractive mapping. We also examine Lipschitz continuity of the solution set with respect to the parameter under some appropriate conditions.

• ETRI Journal
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• v.45 no.1
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.3A
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• pp.368-376
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• 2006

This paper describes a Fcore_GenSim(Parameterized FFT Core Generation & Simulation Program), which can be used as an essential If(Intellectual Property) in various OFDM modem designs. The Fcore_Gensim is composed of two parts, a parameterized core generator(PFFT_CoreGen) that generates Verilog-HDL models of FFT cores, and a fixed-point FFT simulator(FXP_FFTSim) which can be used to estimate the SQNR performance of the generated cores. The parameters that can be specified for core generation are FFT length in the range of 64 ~2048-point and word-lengths of input/output/internal/twiddle data in the range of 8-b "24-b with 2-b step. Total 43,659 FFT cores can be generated by Fcore_Gensim. In addition, CBFP(Convergent Block Floating Point) scaling can be optionally specified. To achieve an optimized hardware and SQNR performance of the generated core, a hybrid structure of R2SDF and R2SDC stages and a hybrid algorithm of radix-2, radix-2/4, radix-2/4/8 are adopted according to FFT length and CBFP scaling.