• Title/Summary/Keyword: step time

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AN EFFICIENT AND ACCURATE ADAPTIVE TIME-STEPPING METHOD FOR THE BLACK-SCHOLES EQUATIONS

  • HYEONGSEOK HWANG;SOOBIN KWAK;YUNJAE NAM;SEOKJUN HAM;ZHENGANG LI;HYUNDONG KIM;JUNSEOK KIM
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.28 no.3
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    • pp.88-95
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    • 2024
  • In this article, we propose an efficient and accurate adaptive time-stepping numerical method for the Black-Scholes (BS) equations. The numerical scheme used is the finite difference method (FDM). The proposed adaptive time-stepping computational scheme is based on the maximum norm of the discrete Laplacian values of option values on a discrete domain. Most numerical solvers for the BS equations require a small time step when there are large variations in the solutions. To resolve this problem, we propose an adaptive time-stepping algorithm that uses a small time step size when the maximum norm of the discrete Laplacian values on a discrete domain is large; otherwise, a larger time step size is used to speed up the computation. To demonstrate the high performance of the proposed adaptive time-stepping methodology, we conduct several computational experiments. The numerical tests confirm that the proposed adaptive time-stepping method improves both the efficiency and accuracy of computations for the BS equations.

End-to-end non-autoregressive fast text-to-speech (End-to-end 비자기회귀식 가속 음성합성기)

  • Kim, Wiback;Nam, Hosung
    • Phonetics and Speech Sciences
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    • v.13 no.4
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    • pp.47-53
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    • 2021
  • Autoregressive Text-to-Speech (TTS) models suffer from inference instability and slow inference speed. Inference instability occurs when a poorly predicted sample at time step t affects all the subsequent predictions. Slow inference speed arises from a model structure that forces the predicted samples from time steps 1 to t-1 to predict the sample at time step t. In this study, an end-to-end non-autoregressive fast text-to-speech model is suggested as a solution to these problems. The results of this study show that this model's Mean Opinion Score (MOS) is close to that of Tacotron 2 - WaveNet, while this model's inference speed and stability are higher than those of Tacotron 2 - WaveNet. Further, this study aims to offer insight into the improvement of non-autoregressive models.

The Effects of Gait Ability in the Stroke Patients after Stair Gait Exercise and Lamp Gait Exercise (계단보행훈련과 경사로보행훈련이 뇌졸중 환자의 보행능력에 미치는 영향)

  • Seo, Kyo-Chul;Kim, Hyeun-Ae
    • Journal of the Korean Society of Physical Medicine
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    • v.8 no.3
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    • pp.397-406
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    • 2013
  • PURPOSE: The Purpose of this study was on determine whether stair gait exercise and lamp gait exercise might increase the gait ability of the patients with stroke METHODS: Fourty five patients with stroke were randomly assigned to plane gait exercise group(n=15) and ramp gait exercise group(n=15) and stair gait exercise group(n=15). During four weeks, each group participated thirty minutes for five times per week. Subjects were assessed using pre-value and post-value measurement gait ability(Step length, Heel to heel base of support, Step time, Double support ratio, Gait velocity). RESULTS: These finding suggest that stair gait exercise group was significant in Step length, Heel to heel base of support, Step time, Double support ratio, Gait velocity(p<.05). And lamp gait exercise group was only significant increase in Step time, Gait velocity(p<.05). In comparison of three group, stair gait exercise group was high gait ability than other two groups(p>.05). CONCLUSION: This study showed stair gait exercise group can be used to improve gait ability than other two groups. Thus it indicates that the stair gait exercise group will be more improved through the continued gait program.

CNC Tool Path Planning for Free-Form Sculptured Surface with a New Tool Path Interval Algorithm (새로운 공구경로간격 알고리듬을 이용한 자유곡면에서의 CNC 공구경로 계획)

  • Lee, Sung-Gun;Yang, Seung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.18 no.6
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    • pp.43-49
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    • 2001
  • A reduced machining time and increased accuracy for the sculptured surface are very important when producing complicated parts. The step-size and tool-path interval are essential components in high speed and high resolution machining. If they are small, the machining time will increase, whereas if they are large, rough surfaces will be caused. In particular, the machining time, which is key in high speed machining, is affected by the tool-path interval more than the step-size. The conventional method for calculating the tool=path interval is to select a small parametric increment of a small increment based on the curvature of the surface. However, this approach also has limitations. The first is that the tool-path interval can not be calculated precisely. The second is that a separate tool-path interval needs to be calculated in each of the three cases. The third is that the conversion from Cartesian domain to parametric domain or vice versa must be necessary. Accordingly, the current study proposes a new tool-path interval algorithm that do not involve a curvature and that is not necessary for any conversion and a variable step-size algorithm for NURBS.

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Numerical analysis on the critical current evaluation and the correction of no-insulation HTS coil

  • Bonghyun Cho;Jiho Lee
    • Progress in Superconductivity and Cryogenics
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    • v.25 no.1
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    • pp.16-20
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    • 2023
  • The International Electrotechnical Commission (IEC) 61788-26:2020 provides guidelines for measuring the critical current of Rare-earth barium copper oxide (REBCO) tapes using two methods: linear ramp and step-hold methods. The critical current measurement criterion, 1 or 0.1 μV/cm of electric field from IEC 61788-26 has been normally applied to REBCO coils or magnets. No-insulation (NI) winding technique has many advantages in aspects of electrical and thermal stability and mechanical integrity. However, the leak current from the NI REBCO coil can cause distortion in critical current measurement due to the characteristic resistance which causes the radial current flow paths. In this paper, we simulated the NI REBCO coil by applying both linear ramp and step-hold methods based on a simplified equivalent circuit model. Using the circuit analysis, we analyzed and evaluated both methods. By using the equivalent circuit model, we can evaluate the critical current of the NI REBCO coil, resulting in an estimation error within 0.1%. We also evaluate the accuracy of critical current measurement using both the linear ramp and step-hold methods. The accuracy of the linear ramp method is influenced by the inductive voltage, whereas the accuracy of the step-hold method depends on the duration of the hold-time. An adequate hold time, typically 5 to 10 times the time constant (τ), makes the step-hold method more accurate than the linear ramp method.

Effect of calf strengthening exercise on walking mechanism in middle-aged women (종아리 강화 운동이 중년여성의 보행메커니즘에 미치는 영향)

  • Jong-Geun Kim;Gyeong-Hee Cho
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.235-240
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    • 2024
  • We designed this study because it is necessary to take health care from middle age for to healthy old age. The purpose of this study was to confirm the effect of middle-aged women on the walking mechanism by applying an exercise program that can achieve the maximum effect through simple exercise regardless of time and place. A total of 20 subjects were selected from middle-aged women aged 45 years or older, with 10 calf-enhancing exercise groups and 10 control groups. As a result of comparing before and after exercise in the calf-enhancing exercise group, the step length left and right, and double support, step time, and speed were improved. As a result of comparing the walking mechanisms of the calf-enhancing exercise group and the non-exercise group after exercise, the step length left and right, and step time left and right were improved. The positive effect of the walking mechanism was shown through the calf-enhancing exercise regardless of time and place. In particular, it is judged that the stride was widened, resulting in an increase in the speed of walking due to the strength of the lower extremities and the shortening of the one-foot support section, resulting in meaningful results. In future studies, it is considered desirable to present measurement data for each life cycle by evaluating all ages, such as adolescents and the elderly, and to provide it as basic data for causing social problems due to lack of normal exercise.

Recovery of Xylo-oligomer and Lignin Liquors from Rice Straw by Two 2-step Processes Using Aqueous Ammonia Followed by Hot-water or Sulfuric Acid

  • Vi Truong, Nguyen Phuong;Shrestha, Rubee koju;Kim, Tae Hyun
    • Korean Chemical Engineering Research
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    • v.53 no.6
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    • pp.682-689
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    • 2015
  • A two-step process was investigated for pretreatment and fractionation of rice straw. The two-step fractionation process involves first, soaking rice straw in aqueous ammonia (SAA) in a batch reactor to recover lignin-rich hydrolysate. This is followed by a second-step treatment in a fixed-bed flow-through column reactor to recover xylo-oligomer-rich hydrolysate. The remaining glucan-rich solid cake is then subjected to an enzymatic process. In the first variant, SAA treatment in the first step dissolves lignin at moderate temperature (60 and $80^{\circ}C$), while in the second step, hot-water treatment is used for xylan removal at higher temperatures ($150{\sim}210^{\circ}C$). Under optimal conditions ($190^{\circ}C$ reaction temperature, 30 min reaction time, 5.0 ml/min flow rate, and 2.3 MPa reaction pressure), the SAA-hot-water fractionation removed 79.2% of the lignin and 63.4% of the xylan. In the second variant, SAA was followed by treatment with dilute sulfuric acid. With this process, optimal treatment conditions for effective fractionation of xylo-oligomer were found to be $80^{\circ}C$, 12 h reaction time, solid-to-liquid ratio of 1:12 in the first step; and 5.0 ml $H_2SO_4/min$, $170^{\circ}C$, and 2.3 MPa in the second step. After this two-step fractionation process, 85.4% lignin removal and 78.9% xylan removal (26.8% xylan recovery) were achieved. Use of the optimized second variant of the two-step fractionation process (SAA and $H_2SO_4$) resulted in enhanced enzymatic digestibility of the treated solid (99% glucan digestibility) with 15 FPU (filter paper unit) of CTec2 (cellulase)/g-glucan of enzyme loading, which was higher than 92% in the two-step fractionation process (SAA and hot-water).

A position control of step motor with minimum time sliding surface (최단시간 슬라이딩 면에 의한 스텝모터의 위치제어)

  • You, Wan-Sik;Park, Hyung-Nam;Kim, Yeong-Seok
    • Journal of Institute of Control, Robotics and Systems
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    • v.1 no.2
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    • pp.99-104
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    • 1995
  • For the robust control, sliding mode control has gained a great attention. Sliding mode control has the good robustness, because it makes the state of system reach the origin of the state space, by a varying the structure of system on the sliding surface. The slope of sliding surface affects to the control performance. If it is small, robustness is increased at the expense of reaching time. On the contrary, if it is large, reaching time is decreased at the expense of robustness and overshoot. In this paper, to design the optimal sliding surface, optimal control theory is introduced. To confirm the validity of the proposed method, the position control of step motor is implemented.

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PRECONDITIONERS FOR THE PRESSURE-CORRECTION METHOD APPLIED TO THE UNSTEADY STOKES PROBLEM

  • Ghahreman, N.;Kerayechian, A.
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.307-321
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    • 2004
  • In this paper, the unsteady Stokes problem is considered and also the pressure-correction method for the problem is described. At a fixed time level, we reduce the problem to two symmetric positive definite problems which depend on a time step parameter. Linear systems that arise from the problems are large, sparse, symmetric, positive definite and ill-conditioned as the time step tends to zero. Preconditioned problems based on an additive Schwarz method for solving the symmetric positive definite problems are derived and preconditioners are defined implicitly. It will be shown that the rate of convergence is independent of the mesh parameters as well as the time step size.