• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.711-732
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• 2013

In this paper, we are interested in finding explicit numerical formulas to evaluate defaultable bonds prices of firms. For this purpose, we use a default intensity whose values depend on the credit rating of these firms. Each credit rating corresponds to a state of the default intensity. Then, this regime switches as soon as one of the credit rating of a firm also changes. Moreover, this regime switching default intensity model allows us to capture well some market features or economics behaviors. Thus, we obtain two explicit different formulas to evaluate the conditional Laplace transform of a regime switching Cox Ingersoll Ross model. One using the property of semi-affine of the model and the other one using analytic approximation. We conclude by giving some numerical illustrations of these formulas and real data estimation results.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.14 no.4
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• pp.352-357
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• 2004

This paper studies the errors that associated with particle velocity and intensity in a space. We theoretically derived their bias error and random error. The analysis shows that the more samples do not always guarantee the better results. The random error of the velocity and intensity are increased when we have many samples. The characteristics of the amplification of the random error are analyzed in terms of the sample spacing. The amplification was found to be related to the spatial differential of random noise. The numerical simulations are performed to verify theoretical results.

• Journal of Wetlands Research
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• v.2 no.1
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• pp.49-58
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• 2000

The frequency analysis of annual maximum rainfall data and the derivation of probable rainfall intensity formula at Masan station are performed in this study. Based on the eight different rainfall duration data from 10 minutes to 24 hours, eight types of probability distribution (Gamma, Lognormal, Log-Pearson type III, GEV, Gumbel, Log-Gumbel, Weibull, and Wakeby distributions), three types of parameter estimation scheme (moment, maximum likelihood and probability weighted methods) and three types of goodness-of-fit test (${\chi}^2$, Kolmogorov-Smirnov and Cramer von Mises tests) were considered to find an appropriate probability distribution at Masan station. The Lognormal-2 distribution was selected and the probable rainfall intensity formula was derived by regression analysis. The derived formula can be used for estimating rainfall quantiles of the Masan vicinity areas with convenience and reliability in practice.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1998.04a
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• pp.319-326
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• 1998

Structural intensity of plates experiencing bending vibration is analytically evaluated using the modal analysis based on the assumed mode method. In the analysis, material internal loss and localized damping are considered. The power obtained by structural intensity integration over the circle containing the excitation source is compared with the power injected into plates to verify the accuracy of the presented method and; to evaluate the convergence of mode superposition. The intensity integration is carried out varying the circle radius and the integral step to investigate their effects in case of the power estimation using structural intensities. In addition, the dominant component among internal forces in the energy transfer by the bending vibration of a stiffened plate is investigated.

• Proceedings of the KSRS Conference
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• 2007.10a
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• pp.270-273
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• 2007

In this paper, a SAR-despeck1ing approach of adaptive iteration based a Bayesian model using the lognormal distribution for image intensity and a Gibbs random field (GRF) for image texture is proposed for noise removal of the images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel types as states of molecules in a lattice-like physical system. The iterative approach based on MRF is very effective for the inner areas of regions in the observed scene, but may result in yielding false reconstruction around the boundaries due to using wrong information of adjacent regions with different characteristics. The proposed method suggests an adaptive approach using variable parameters depending on the location of reconstructed area, that is, how near to the boundary. The proximity of boundary is estimated by the statistics based on edge value, standard deviation, entropy, and the 4th moment of intensity distribution.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.403-407
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• 2003

This paper studies the error of pressure, particle velocity, and intensity which are distributed in a space. Errors may be amplified when other sound field variables are predicted. We theoretically derive their bias error and random error. The analysis shows that many samples do not always guarantee good results. Random error of the velocity and intensity are increased when many samples are used. The characteristics of the amplification of the random error are analyzed in terms of the sample spacing. The amplification was found to be related to the spatial differential of random noise. The numerical simulations are performed to verify theoretical results.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2002.10a
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• pp.267-272
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• 2002

Pitting corrosion is a very common occurrence in marine structures. Therefore, the 3-D finite element analysis is carried out to determine the stress intensity factors at the pit depth and also at the surface of the pit. The pits are modeled as a part of sphere, based on the pit depth and the pit diameter as specified by the Ship Structural Committee. The pit depth and pit diameter are function of the percentage of pitting that the plate is subjected to. A dog-bone shaped specimen is subjected to different intensities of pitting and the stress intensity factors are determined under axial tensile loads.

• Advances in nano research
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• v.12 no.4
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• pp.405-414
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• 2022

In this study, the elastic plane problem of a layered composite containing an internal or edge crack perpendicular to its boundaries in its lower layer is examined using numerical analysis. The layered composite consists of two elastic layers having different elastic constants and heights. Two bonded layers rest on a homogeneous elastic half plane and are pressed by a rigid cylindrical stamp. In this context, the Finite Element Method (FEM) based software called ANSYS is used for numerical solutions. The problem is solved under the assumptions that the contacts are frictionless, and the effect of gravity force is neglected. A comparison is made with analytical results in the literature to verify the model created and the results obtained. It was found that the results obtained from analytical formulation were in perfect agreements with the FEM study. The numerical results for the stress-intensity factor (SIF) are obtained for various dimensionless quantities related to the geometric and material parameters. Consequently, the effects of these parameters on the stress-intensity factor are discussed. If the FEM analysis is used correctly, it can be an efficient alternative method to the analytical solutions that need time.

• Journal of the Earthquake Engineering Society of Korea
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• v.1 no.1
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• pp.69-77
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• 1997

An intensity survey on the 13 December 1996 Yeogweol earthquake has mode for 262 locations throughout southern part of Korean peninsula, then we investigated attenuation properties in the south Korean region as well as intensities distribution. In this study, intensities are estimated to be from II to possibly VIII. The iso-seismal intensity map we obtained shows general pattern of intensity distribution in the south korean region quite clearly despite the inherent uncertainties included in the process of intensity estimation. In case of intensity larger than VI, considerable damages such as fracturing walls are frequently reported. One of the significant feature of this intensity map is, considering its magnitude 4.5 reported by KMA, the felt area is unusually large covering most of the Korean Peninsular except Cheju island. This result indicates either the magnitude is under estimated or the focal depth is much deeper than expected. Assuming indicates either the magnitude is under estimated or the focal depth is much deeper than expected. Assuming shallow earthquake whose focal depth is by iso-seismal contour lines for intensity IV to VII, respectively. To resolve this ambiguity, more reliable estimation of focal depth and magnitude by using telesesmic instrumental records should be made in the future.

• Journal of the Korean Statistical Society
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• v.31 no.3
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• pp.343-357
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• 2002

This paper proposes a method for producing smooth and positive estimates of the intensity function of an inhomogeneous Poisson process based on the shrinkage of wavelet coefficients of the observed counts. The information projection is used in conjunction with the level-dependent thresholds to yield smooth and positive estimates. This work is motivated by and demonstrated within the context of a problem involving gamma-ray burst data in astronomy. Simulation results are also presented in order to show the performance of the information projection estimators.