• 한국수학교육학회지시리즈B:순수및응용수학
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• 제22권2호
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• pp.159-168
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• 2015

Abstract. We propose a fast and robust finite difference method for Merton's jump diffusion model, which is a partial integro-differential equation. To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. Also, we use non-uniform grids to increase efficiency. We present numerical experiments such as evaluation of the option prices and Greeks to demonstrate a performance of the proposed numerical method. The computational results are in good agreements with the exact solutions of the jump-diffusion model.

• 상하수도학회지
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• 제9권4호
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• pp.73-86
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• 1995

The propriety of the numerical model application was examined on Paldang resevoir and its inflow tributaries located in the center of the Korean peninsula and the long term water quality forecast of the oxygen profile was carried out in this syduy. The input data of the model was the capacity of the reservoir, catchment area, percolation, diffusion rate, vertical mixing rate, dissolution rate from the bottom of the reservoir, outflow of the resevoir, water quality measurement and meteorology data of the drainage basin, and the output result was the annual estimation value of the dissolved oxygen concentration and the biochemical oxygen demand. The modeling method is based on the measured or calculated boundary condition dividing the water area into several blocks from the macorscopic aspect and considering the mass balance in these blocks. As the result of the water quality forecast, it was expected that the water quality in Northern Han River and Paldang reservoir would maintain the recent level, but that the water quality in the Southern Han River and its inflow tributary would worsen below the grade 4 of the life environmental standard from around 2000 owing to the decrease of DO concentration and the increase of BOD concentration.

• International Journal of Vascular Biomedical Engineering
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• 제2권2호
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• pp.16-26
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• 2004

The object of this study is to develop a mathematical model of the hemodialysis system including the mechanism of solute kinetics, water exchange and also cardiovascular dynamics. The cardiovascular system model used in this study simulates the short-term transient and steady-state hemodynamic responses such as hypotension and disequilibrium syndrome (which are main complications to hemodialysis patients) during hemodialysis. It consists of a 12 lumped-parameter representation of the cardiovascular circulation connected to set-point models of the arterial baroreflexes, a kinetic model (hemodialysis system model) with 3 compartmental body fluids and 2 compartmental solutes. We formulate mathematically this model in terms of an electric analog model. All resistors and most capacitors are assumed to be linear. The control mechanisms are mediated by the information detected from arterial pressoreceptors, and they work on systemic arterial resistance, heart rate, and systemic venous unstressed volume. The hemodialysis model includes the dynamics of urea, creatinine, sodium and potassium in the intracellular and extracellular pools as well as fluid balance equations for the intracellular, interstitial, and plasma volumes. Model parameters are largely based on literature values. We have presented the results on the simulations performed by changing some model parameters with respect to their basal values. In each case, the percentage changes of each compartmental pressure, heart rate (HR), total systemic resistance (TSR), ventricular compliance, zero pressure filling volume and solute concentration profiles are represented during hemodialysis.

• 한국정보과학회논문지:소프트웨어및응용
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• 제37권10호
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• pp.745-750
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• 2010

다양한 수식을 포함하는 수학 문서들을 효과적으로 검색하기 위해서는 수식 인지 검색 엔진이 필요하다. 본 논문에서는 구조적으로 유사한 수식들을 효과적으로 찾아주는 수식 검색 시스템을 제안한다. 제안 시스템은 MathML 수식들을 연산자, 변수, 그리고 수식 구조와 같은 3가지 형태의 이질적 색인어로 분리하고 독립적으로 색인한다. 사용자가 MathML 수식을 입력하면 제안 시스템은 이질적인 색인어들을 위한 3가지 언어모델들의 가중치 합을 이용하여 수식들을 검색하고 순위화한다. 244,824개의 MathML 수식을 대상으로 한 실험에서 제안 시스템은 비공개 테스트에서 53%의 1순위 정확률, 공개 테스트에서 63%의 1순위 정확률을 보였다.

• 산업공학
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• 제17권3호
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• pp.349-358
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• 2004

The organizations that adopted ISO 9000:1994 have upgraded to ISO 9001:2000 family through transition period by December, 2003. This paper focuses on the implementation of ISO 9001:2000 QMS in Busan and Kyungnam provinces where most machinery and metal manufacturing companies are located. Based on the questionnaire survey, we calculate ordinal association measures of requirements questions, perform factor analysis, and test three hypotheses to ascertain if there is any difference in implementing ISO 9001:2000 QMS. Results show that a professional manager-CEO maintains QMS general requirements(4.1), work environment(6.4), measurement analysis and improvement general(8.1), and monitoring and measurement(8.2) better than an owner-CEO. In addition, it has been found that customer focus(5.2) and improvement(8.5) are well maintained in companies by internal developmental reasons, and infrastructure(6.3) and purchasing(7.4) are well maintained by companies with long term implementation.

• Geomechanics and Engineering
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• 제10권1호
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• pp.109-124
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• 2016

In this paper, process of dynamic powder compaction is investigated experimentally using impact of drop hammer and die tube. A series of test is performed using aluminum powder with different grain size. The energy of compaction of powder is determined by measuring height of hammer and the results presented in term of compact density and rupture stress. This paper also presents a mathematical modeling using experimental data and neural network. The purpose of this modeling is to display how the variations of the significant parameters changes with the compact density and rupture stress. The closed-form obtained model shows very good agreement with experimental results and it provides a way of studying and understanding the mechanics of dynamic powder compaction process. In the considered energy level (from 733 to 3580 J), the relative density is varied from 63.89% to 87.41%, 63.93% to 91.52%, 64.15% to 95.11% for powder A, B and C respectively. Also, the maximum rupture stress are obtained for different types of powder and the results shown that the rupture stress increases with increasing energy level and grain size.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 1996년도 The Korean Institute of Navigation 1996년도 춘계학술발표회 논문집
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• pp.77-92
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• 1996

When an automatic course-keeping is concerned as is quite popular in modern navigation the closed-loop steering system consists of autopilot device power unit (or telemotor unit) steering gear magnetic or gyro compass and ship dynamics. The consideration of irregular disturbances to ship dyanmics and a few non-linear mechanisms involved in the system inevitably or artificially are known to be very important in properly evaluating or analyzing the automatic steering system. In the present study the mathematical model of each element of an automatic steering system is derived which takes account of a fex non-linear mechanisms. PD(Proportional-Derivative) controller and low-pass filter with a weather adjustment are adopted to modelling the characteristics of an autopilot. The calculation method of imposing irregular disturbances to ship dynamics is proposed where irregular disturbances implying irregular wave and the fluctuating component of wind. For he evaluation of automatic steering system of ships in the open seas an important term "performance index" is introduced from the viewpoint of energy saving which derived from the concept of energy loss on ship propulsion. Finally the present methods are applied to two typical types of ship ; an ore carrier and a fishing boat. The various effects of linear and/or non-linear control constants of autopilot on propulsive energy loss are investigated to validate and clarify the present smulation technique.

• 대한기계학회논문집A
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• 제33권4호
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• pp.366-372
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• 2009

Creep life prediction has been commonly used by a time-temperature parameter (TTP) which is correlated to an applied stress and temperature, such as Larson-Miller (LM), Orr-Sherby-Dorn (OSD), Manson-Haferd (MH) and Manson-Succop (MS) parameters. A stress-temperature linear model (STLM) based on Arrhenius, Dorn and Monkman-Grant equations was newly proposed through a mathematical procedure. For this model, the logarithm time to rupture was linearly dependent on both an applied stress and temperature. The model parameters were properly determined by using a technique of maximum likelihood estimation of a statistical method, and this model was applied to the creep data of Alloy 617. From the results, it is found that the STLM results showed better agreement than the Eno’s model and the LM parameter ones. Especially, the STLM revealed a good estimation in predicting the long-term creep life of Alloy 617.

• Journal of Advanced Marine Engineering and Technology
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• 제40권5호
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• pp.389-396
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• 2016

The theory of Fourier heat conduction predicts accurately the temperature profiles of a system in a non-equilibrium steady state. However, in the case of transient states at the nanoscale, its applicability is significantly limited. The limitation of the classical Fourier's theory was overcome by C. Cattaneo and P. Vernotte who developed the theory of non-Fourier heat conduction in 1958. Although this new theory has been used in various thermal science areas, it requires considerable mathematical skills for calculating analytical solutions. The aim of this study was the identification of a newer and a simpler type of solution for the hyperbolic partial differential equations of the non-Fourier heat conduction. This constitutes the first trial in a series of planned studies. By inspecting each term included in the proposed solution, the theoretical feasibility of the solution was achieved. The new analytical solution for the non-Fourier heat conduction is a simple exponential function that is compared to the existing data for justification. Although the proposed solution partially satisfies the Cattaneo-Vernotte equation, it cannot simulate a thermal wave behavior. However, the results of this study indicate that it is possible to obtain the theoretical solution of the Cattaneo-Vernotte equation by improving the form of the proposed solution.

• Structural Engineering and Mechanics
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• 제16권2호
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• pp.153-176
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• 2003

From the equation of motion of a "bare" non-uniform beam (without any concentrated elements), an eigenfunction in term of four unknown integration constants can be obtained. When the last eigenfunction is substituted into the three compatible equations, one force-equilibrium equation, one governing equation for each attaching point of the concentrated element, and the boundary equations for the two ends of the beam, a matrix equation of the form [B]{C} = {0} is obtained. The solution of |B| = 0 (where ${\mid}{\cdot}{\mid}$ denotes a determinant) will give the "exact" natural frequencies of the "constrained" beam (carrying any number of point masses or/and concentrated springs) and the substitution of each corresponding values of {C} into the associated eigenfunction for each attaching point will determine the corresponding mode shapes. Since the order of [B] is 4n + 4, where n is the total number of point masses and concentrated springs, the "explicit" mathematical expression for the existing approach becomes lengthily intractable if n > 2. The "numerical assembly method"(NAM) introduced in this paper aims at improving the last drawback of the existing approach. The "exact"solutions in this paper refer to the numerical results obtained from the "continuum" models for the classical analytical approaches rather than from the "discretized" ones for the conventional finite element methods.