• 인터넷정보학회논문지
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• 제25권2호
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• pp.93-99
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• 2024

본 논문에서는 점프 항을 포함하는 이자율 기간구조 모형의 채권 가격을 결정하기 위하여 이토의 보조정리(Ito's Lemma)를 적용하여 채권가격편미분방정식(Partial Differential Bond Price Equation; PDBPE)을 유도한다. PDBPE으로부터, 지수함수에 대한 매클로린 급수 (Maclaurin series; MS)와 적률생성함수(moment-generating function; MGF)를 이용하여 채권 가격의 수치해(Numerical Solution; NS)를 구한다. 그리고 몬테 카르로 시뮬레이션(Monte Carlo Simulation; MCS) 기법을 이용하여 채권의 가격을 결정하기 위한 알고리즘을 제안하고, 시뮬레이션 과정을 통하여 채권의 가격을 결정한다. 수치적 분석을 이용한 채권 가격의 NS와 MCS를 이용하여 얻은 채권 가격의 결과를 비교하기 위하여, NS의 값과 MCS의 값의 비율인 상대오차(Relative Error; RE)를 구한다. 이로부터 얻은 RE가 약 2.2%보다 작음을 확인할 수 있고, 이것은 수치적 분석뿐만 아니라 제안한 알고리즘을 이용해도 채권의 가격을 매우 정확하게 예측할 수 있음을 의미한다. 또한, 지수함수에 대한 MS를 이용하여 얻은 채권 가격의 NS가 MGF를 적용하여 구한 채권 가격의 NS보다 상대적으로 오차가 작다는 것을 확인할 수 있다.

• Journal of Information Processing Systems
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• 제2권1호
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• pp.44-47
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• 2006

One of the critical issues in a sensor network concerns the detection of changes in data streams. Recently presented change detection schemes primarily use a sliding window model to detect changes. In such a model, a distance function is used to compare two sliding windows. Therefore, the performance of the change detection scheme is greatly influenced by the distance function. With regard to sensor nodes, however, energy consumption constitutes a critical design concern because the change detection scheme is implemented in a sensor node, which is a small battery-powered device. In this paper, we present a comparative study of various distance functions in terms of execution time, energy consumption, and detecting accuracy through simulation of speech signal data. The simulation result demonstrates that the Euclidean distance function has the highest performance while consuming a low amount of power. We believe our work is the first attempt to undertake a comparative study of distance functions in terms of execution time, energy consumption, and accuracy detection.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2011년도 추계학술대회
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• pp.315-316
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• 2011

This paper presents speed control scheme of the PMSM which has torque compensator to reduce the speed error and ripple. The proposed speed controller is based on the conventional PI control scheme. But the additional torque compensator which is different to the conventional differential controller produces a compensation torque to suppress speed ripple. In order to determine the proper compensation, the activation function which has discrete value is used in the proposed control scheme. With the proposed activation function, the compensation torque acts to suppress the speed error increasing. The proposed speed control scheme is verified by the computer simulation and experiments of 400[W] PMSM. In the simulation and experiments, the proposed control scheme has better control performance compare than the conventional PI and PID control schemes.

• 한국자동차공학회논문집
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• 제9권5호
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• pp.122-130
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• 2001

In this paper, an operational algorithm for a 2-shaft parallel hybrid electric vehicle is suggested for the minimization of operation cost. The operation cost is obtained as a summation of the engine fuel cost and the motor electricity cost. The electrical cost function is estimated in case of motoring, and generating when the recuperation is carried out during the braking. In addition, weight function is introduced in order to maintain the battery state of charge. Based on the operation algorithm, the optimal engine operation point that minimizes the operation cost is obtained with respect to the required vehicle power for every state of charge of battery. The optimal operation point provides the optimal power distribution of the engine and the motor for a required vehicle power Simulation was performed and the fuel economy of the hybrid vehicle was compared to that of the conventional vehicle. Simulation results showed that hybrid vehicle's fuel economy can be improved as much as 45∼48% compared to the conventional vehicle's.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2007년도 추계학술대회 및 제23회 정기총회
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• pp.79-80
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• 2007

An expert system of collision avoidance developed by CLIPS and Visual C++ is continuously introduced in this paper. Further, a simulation function of collision avoidance is added to the expert system, the function can simulate the avoidance actions of own ship and a specific target of a period of future time. This function can help navigators to estimate collision risk and make proper collision avoidance actions in dangerous situations for navigational safety of ships. Furthermore, navigational rules can also be evaluated during the process of simulation.

• 전기학회논문지P
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• 제59권2호
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• pp.146-150
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• 2010

Distribution Function and Drift velocities for electrons in $SF_6$-Ar mixtures gases used by MCS-BEq algorithm has been analysed over the E/N range 30~300[Td] by a two term Boltzmann equation and by a Monte Carlo simulation using a set of electron cross sections determined by other authors, experimentally the electron swarm parameters for 0.2[%] and 0.5[%] $SF_6$-Ar mixtures were measured by time-of-flight method. The results obtained in this work will provide valuable information on the fundamental behaviors of electrons in weakly ionized gases and the role of electron attachment in the choice of better gases and unitary gas dielectrics or electro negative components in dielectric gas mixtures. The results show that the deduced electron drift velocities agree reasonably well with theoretical for a rang of E/N values.

• 전자공학회논문지A
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• 제29A권2호
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• pp.1-7
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• 1992

A consideration for image improvement under the Born approximation in the microwave diffraction tomography is suggested by using a projection function. The limiting factors in the degrading reconstructed image due to Born approximation are identified in terms of projection function and its modification is suggested to improve the degraded image based upon the Born approximation. In order to verify the proposed method, the reconstructed images are shown by computer simulation from the back-scattered data of angular and frequency diversity for squared dielectric cylinder with a various relative dielectric constant. From simulation results, it was shown that the proposed method can lead to a fairly good improved image for a severe degraded one irrespective of homogeneous and inhomogeneous dielectric object. In the future, the analysis on the limitation of this method should be considered and performed by means of more quantitative method.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1997년도 춘계학술대회 논문집
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• pp.9-13
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• 1997

This parer is a study on the inverse dynamics of a one-link flexible robot arm which is controlled by translational base motion. The system is composed of a flexible arm, a base for driving arm, a DC servomotor, and a computer. The arm base is moved so that the arm tip follows a desired function. The governing equations are based on the Bernoullie-Euler beam theory and solved by applying the Laplace transform method and then the numerical inversion method. Moter voltage is obtained by simulation for tip trajectory functions i. e. Bang-Bang, Cosine and Gauss Function. And, the tip motion is measured while simulation results are applying. Then the results are investigated to select most proper input and to compare their chateristics. Experimental results show the Cosine function is most proper with respect to low maximum voltage and steady state error.

• Journal of Ship and Ocean Technology
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• 제4권1호
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• pp.28-36
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• 2000

Numerical simulation based on the superposition of ring waves generated by the linear periodic source distributions for the plunger type wave maker was accomplished. The characteristics of directional spreading function were investigated. Mirror images are also introduced to consider reflections of side-wall together with the reflection coefficient to account for the imperfect reflection from the real side wall in the long experimental towing tank. Unexpected spurious waves, resulting from the combined effect of finite breadth of segmented wave maker, wavelength and main wave maker, wavelength and main wave propagating direction, were observed in the line source method and also in the analysis of the directivity. The influence of spurious waves to the directional spreading function was also investigated.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2008년도 춘계학술대회 논문집
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• pp.10-13
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• 2008

This study suggests a virtual construction technology for railway project using virtual reality and attempts to develop a virtual construction system. For the study, the final system include the layout review function that can rearrange designed element for optimal placement and the earthwork simulation function that can visualize filling and cutting work using central line of earthwork section. Those functions can improve applicability of 3D and 4D object in the design and construction phases of railway project.