• Journal of the Korean Mathematical Society
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• v.57 no.5
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• pp.1167-1186
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• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• Structural Engineering and Mechanics
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• v.6 no.6
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• pp.693-710
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• 1998

This paper concerns studies on the shape formation of post-tensioned and shaped steel domes. The post-tensioned and shaped steel domes, assembled initially at ground level in an essentially flat condition, are shaped to a curved space form and erected into the final position by means of a post-tensioning technique. Based on previous studies on this shape formation principle, three post-tensioned and shaped steel domes have been constructed. The results of the shape formation tests and finite element analyses are reported in this paper. It is found that the first two test domes did not furnish a part-spherical shape as predicted by finite element analyses, because the movements of some mechanisms were not controlled sufficiently. With a revised post-tensioning method, the third dome obtained the theoretical prediction. The test results of the three post-tensioned and shaped domes have shown that a necessary condition to form a desired space shape from a planar layout with low joint stiffnesses is that the movements of all the existing mechanisms must be effectively controlled as indicated by the finite element analysis. The extent of the maximum elastic deformation of a post-tensioned and shaped steel structure is determined by the strength of the top chords and their joints. However, due to the semi-rigid characteristic of the top chord joints, the finite element analyses cannot give a close prediction for the maximum elastic deformations of the post-tensioned and shaped steel domes. The results of the current studies can be helpful for the design and construction of this type of structure.

• Journal of the Korean Electrochemical Society
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• v.15 no.3
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• pp.165-171
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• 2012

Here is implemented MATLAB program to analyze the characteristic curves of cyclic voltammetry which involves the multi-electron electrode reaction considered as key processes in electrochemical systems. For the electrochemical mass-transfer system, Fick's concentration equation subject to semi-infinite diffusion model for the boundary condition was discretized and solved by the explicit finite difference method. The resulting concentration values were converted into currents at each node by using Butler-Volmer equation. Based on the good agreement between the present numerical solution and the existing experimental results, effects of kinetic constants and CV scan rates on the reaction mechanism in multi-electron transfer processes were investigated effectively.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.18 no.1
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• pp.27-41
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• 2014

In this paper, we present an efficient numerical method for multiphase image segmentation using a multiphase-field model. The method combines the vector-valued Allen-Cahn phase-field equation with initial data fitting terms containing prescribed interface width and fidelity constants. An efficient numerical solution is achieved using the recently developed hybrid operator splitting method for the vector-valued Allen-Cahn phase-field equation. We split the modified vector-valued Allen-Cahn equation into a nonlinear equation and a linear diffusion equation with a source term. The linear diffusion equation is discretized using an implicit scheme and the resulting implicit discrete system of equations is solved by a multigrid method. The nonlinear equation is solved semi-analytically using a closed-form solution. And by treating the source term of the linear diffusion equation explicitly, we solve the modified vector-valued Allen-Cahn equation in a decoupled way. By decoupling the governing equation, we can speed up the segmentation process with multiple phases. We perform some characteristic numerical experiments for multiphase image segmentation.

• The Bulletin of The Korean Astronomical Society
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• v.43 no.1
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• pp.56.1-56.1
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• 2018

Tidal disruption events (TDEs) provide evidence for quiescent supermassive black holes (SMBHs) in the centers of inactive galaxies. TDEs occur when a star on a parabolic orbit approaches close enough to a SMBH to be disrupted by the tidal force of the SMBH. The subsequent super-Eddington accretion of stellar debris falling back to the SMBH produces a characteristic flare lasting several months. The theoretically expected bolometric light curve decays with time as proportional to $t^{-5/3}$. However, the light curves observed in most of the optical-UV TDEs deviate from the $t^{-5/3}$ decay rate especially at early time, while the light curves of some soft-X-ray TDEs are overall in good agreement with the $t^{-5/3}$ law. Therefore, it is required to construct the theoretical model for explaining these light curve variations consistently. In this paper, we revisit the mass fallback rates analytically and semi-analytically by taking account of the structure of the star, which is simply modeled by the polytrope. We find the relation between a polytropic index and the power law index of the mass fallback rate. We also discuss whether and how the decay curves, which we derived, fit the observed ones.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.12
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• pp.184-197
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• 1995

In this paper, high speed IC package-to-package interconnections are modeled as lossless multiconductor transmission lines operating in the TEM mode. And, three mathematical algorithms for computing electrical parameters of the lossless multiconductor transmission lines are described. A semi-analytic Green's function method is used in computing per unit length capacitance and inductance matrices, a matrix square root algorithm based on the QR algorithm is used in computing a characteristic impedance matrix, and a matrix algorithm based on the theory of M-matrix is used in computing a diagonally matched load impedance matrix. These algorithms are implemented in a computer program DIME (DIagonally Matched Load Impedance Extractor) which computes electrical parameters of the lossless multiconductor transmission lines. Also, to illustrate the concept of design database for high speed IC package-to-package interconnection, a database for the multi conductor strip transmission lines system is constructed. This database is constructed with a sufficiently small number of nodes using the multi-dimensional cubic spline interpolation algorithm. The maximum interpolation error for diagonally matched load impedance matrix extraction from the database is 1.3 %.

• JSTS:Journal of Semiconductor Technology and Science
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• v.6 no.2
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• pp.101-105
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• 2006

Nanoscale floating-gate characteristic of colloidal Au nanoparticles electrostatically assembled on the oxidized surface of Si nanowires have been investigated. The Si nanowire split-gate transistor structure was fabricated by electron beam lithography and subsequent reactive ion etching. Colloidal Au nanoparticles with ${\sim}5$ nm diameters were selectively deposited onto the Si nanowire surface by 2 min electrophoresis. It was found that electric fields applied to the self-aligned split side gates allowed charge to be transferred on the Au nanoparticles. It was observed that the depletion mode cutoff voltage, induced by the self-aligned side gates, was shifted by more than 1 V after Au nanoparticle electrophoresis. This may be due to the semi-one dimensional nature of the narrow Si nanowire transport channel, having much enhanced sensitivity to charges on the surface.

• Fashion & Textile Research Journal
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• v.19 no.4
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• pp.373-384
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• 2017

This research has its significance on contributing to the establishment of sustainable fashion industry ecosystem of Seongsu area based on the creativity which is the driving force of economic growth in the 21st century. This study reviewed the major activities and processes of Seongsu-dong's regional specialized industries project and the social economic organizations's creation of fashion clusters by using specialized books, previous research, press releases such as newspapers, magazines, and the specialized internet site(www.seoul.go.kr). Also street casual-style clothes were designed based on work-wear that themed Seongsu-dong's industrial scene and social problems. The results of this study are as follows. Seongsu-dong represents the political and economic characteristics of a typical semi-industrial area in which the automobile repair, printing, textile, leather, and handmade industries are concentrated in accordance with the government's business and policy, and shows the technical characteristics through the internal complete industrial ecosystem integration of the handmade industries. In addition, social and cultural characteristics such as various local activities based on creativity are shown by social enterprises, and cultural artists. Based on the results of analyzing the regional characteristics of Seongsu-dong according to political, economic, technological, socio-cultural characteristics, eight fashion designs were made as motifs reflecting the regional characteristics of Seongsu-dong.

• Proceedings of the KSME Conference
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• 2000.04a
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• pp.690-695
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• 2000

This article deals with the analytic results on the development and application of the Spherical CVT. The Spherical CVT is marked by its simple configuration, the infinite torque multiplication characteristic, and the smooth transitions between forward/neutral/reverse states of output speed. In this study, we describe the conceptual principles behind the Spherical CVT and some applications of it, which we developed recently. And, we propose the shifting algorithm based on the analytic consideration of CVT powertrain system. Contrary to conventional shifting algorithms using the OOL(optimal operating line) of the power source, the proposed shifting algorithm is represented as a $2^{nd}$ order equation in an explicit form, and it reveals the possibility of theoretic design of all optimal controller. As an example, we present numerical results that demonstrate the energy saving possible and the proposed shifting algorithm from the use of the Spherical CVT over standard reduction gear unit, using an ideal dc motor model.

• Journal of the Korean Society for Advanced Composite Structures
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• v.5 no.4
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• pp.24-35
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• 2014

An experimental study on the structural behavior of connection types between approach slab and integral abutment has been done for three typical bar connections. Typical hinge style reinforcing bar detail for its connection is preferred in order to accommodate rotation of the approach slab among engineers. However, the straight horizontal bars can be used as connection detail accomodate structural capacity. Total six specimens with three types of rebar detail are tested for direct tensile and bending load. The characteristic structural behaviors are carefully monitored and all the strain gauge data obtained are analyzed. It is shown that the structural performance of all the specimens well exceed its design allowance. Several design suggestions are given based on careful reviews on the experiment.