• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.620-627
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• 2003

The real option pricing theory has emerged as the new investment decision-making techniques superceding the traditional discounted cash flow techniques and thus has greatly received muck attention from academics and practitioners in these days the theory has been widely applied to a variety of corporate strategic projects such as a new drug R&D, an internet start-up. an advanced manufacturing system. and so on A lot of people who are interested in the real option pricing theory complain that it is difficult to understand the true meaning of the real option value. though. One of the most conspicuous reasons for the complaint may be due to the fact that there exit many different ways to calculate the real options value in this paper, we will present a replicating portfolio method. a risk-neutral probability method. a risk-adjusted discount rate method (quasi capital asset pricing method). and an opportunity cost concept-based method under the conditions of a binomial lattice option pricing theory.

• Bulletin of the Korean Chemical Society
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• v.8 no.1
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• pp.19-26
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• 1987

A statistical thermodynamical treatment for polymer adsorption from solution is presented. The canonical partition function for the polymer solution in the presence of a surface or an impermeable interface is formulated on the basis of usual quasi-crystalline lattice model, Bragg-Williams approximation of random mixing, and Pak's simple treatment of liquid. The present theory gives the surface excess ${\Gamma}_{exc}$ and the surface coverage ${\phi}^s_2$ of the polymer as a function of the chain length x, the Flory-Huggins parameter x, the adsorption energy parameter $x_s$, and polymer concentration $v_2$. Present theory is also applicable to the calculation of interfacial tension of polymer solution against water. For the idealized flexible polymer, interfacial tensions according to our theory fit good to the experimental data to the agreeable degrees.

• Bulletin of the Korean Chemical Society
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• v.18 no.9
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• pp.976-981
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• 1997

The magnetic susceptibilities of molybdenum ions with 4d1 electronic configuration in the octahedral crystal field were calculated on the basis of ligand field theory. The experimental magnetic susceptibilities for molybdenum ions, which are stabilized at the octahedral site in the perovskite lattice of Ba2ScMoⅤO6 and Sr2YMoⅤO6, were compared with the theoretical ones. We have tried to fit their temperature dependence of magnetic susceptibility with ligand field parameters, spin-orbit coupling constant ζSO, and orbital reduction parameter κ according to intermediate field coupling and strong field theory. Strong field coupling theory could not explain experimental curves without unrealistically large axial ligand field, since it ignores the mixing up between different state via spin-orbit interaction and ligand field. On the other hand, the intermediate field coupling theory could successfully reproduce experimental data in octahedral and trigonal ligand field. The fitting result demonstrates not only the fact that spin-orbit interaction is primarily responsible for the variation of magnetic behavior but also the fact that effective orbital overlap, enhanced by cubic crystal structure, reduces significantly orbital angular momentum as indicated by κ parameter.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.7
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• pp.3010-3025
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• 2016

Lattice reduction (LR) has been used widely in conventional multiple-input multiple-output (MIMO) systems to enhance the performance. However, LR is hard to be applied to the relay systems which are important but more complicated in the wireless communication theory. This paper introduces a new viewpoint for utilizing LR in multiuser MIMO relay systems. The vector precoding (VP) is designed along with zero force (ZF) criterion and minimum mean square error (MMSE) criterion and enhanced by LR algorithm. This implementable precoder design combines nonlinear processing at the base station (BS) and linear processing at the relay. This precoder is capable of avoiding multiuser interference (MUI) at the mobile stations (MSs) and achieving excellent performance. Moreover, it is shown that the amount of feedback information is much less than that of the singular value decomposition (SVD) design. Simulation results show that the proposed scheme using the complex version of the Lenstra--Lenstra--Lovász (LLL) algorithm significantly improves system performance.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.33 no.10
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• pp.811-819
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• 2009

In the present study, deposition of discrete and small particles on a filter fiber was simulated by stochastic method. Trajectory of each particle was numerically solved by Langevin equation. And Lattice Boltzmann method (LBM) was used to solve flow field around the filter collector for considering complex shape of deposit layer. Interaction between the flow field and the deposit layer was obtained from a converged solution from an inner-loop calculation. Simulation method is properly validated with filtration theory and collection efficiency due to different filtration parameters are examined and discussed. Morphology of deposit layer and its evolution was visualized in terms of the particle size. The particle loaded effect on collection efficiency was also discussed.

• Journal of Korean Society of Transportation
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• v.6 no.2
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• pp.21-33
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• 1988

부적정한 도로포장 구조물의 설정 및 유지보수의 적정관리 미흡으로 표면의 피해와 소성변형이 장기간 발생된다. 이로 인한 가요성 통제 구조물의 파괴 원인은 일반적으로 포 장재료의 동질성, 선형탄성 상태의 가정 하에서 분석되었다. 그러나 아스팔트 재료의 특성은 엄밀히 분석해서 완전한 선형탄성이라고는 볼 수 없음은 잘 알려져 있다. 따라서 근본적으 로 포장체의 수명과 파양 예측에 오류 발생가능성이 높다 하겠다. 금번 연구는 이와 같은 종전의 경험적인 선형탄성 방법이 아닌 탄성일소성 상태하의 격자(mechano-lattice) 이론이란 새로운 기법을 도입하였다. 특히 마이너(Miner's Law) 이론의 누적손실과 확률을 적용하여 포장체의 피노수명과 손실을 예측할 수 있다. 금번 이론은 실제로 호주 빅토리아주의 멜보른(Melbourne)시 일부 지역구간을 모형으 로 선정되었다. 분석결과 가장 최적화된 도로포장 각층의 두께와 재료 선정을 하기 위하여 일정기간의 교통량, 상대적 손실지수와 잔여응력 및 표면 변위, 대기온도 그리고 습도의 영 향을 종합적으로 고려하여야 한다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.1
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• pp.126-148
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• 2015

Different from the existing works on coverage problems in wireless sensor networks (WSNs), this paper considers the exposure-path prevention problem by using the percolation theory in three dimensional (3D) WSNs, which can be implemented in intruder detecting applications. In this paper, to avoid the loose bounds of critical density, a bond percolation-based scheme is proposed to put the exposure-path problem into a 3D uniform lattice. Within this scheme, the tighter bonds of critical density for omnidirectional and directional sensor networks under random sensor deployment-a 3D Poisson process are derived. Extensive simulation results show that our scheme generates tighter bounds of critical density with no exposure path in 3D WSNs.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.4
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• pp.241-247
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• 2019

A band gap refers to a certain frequency range where the propagation of mechanical waves is prohibited. This work focuses on engineering three-dimensional Kelvin lattices having external band gaps at low audible frequency ranges using a gradient-based design optimization method. Elastic wave propagation in an infinite periodic lattice is investigated by employing the Bloch theorem. We model the ligaments using a shear-deformable beam model obtained by consistent linearization in a geometrically exact beam theory. For a given lattice topology, we enlarge band gap sizes by controlling the configuration of the beam neutral axis and cross-section thickness that are smoothly parameterized by B-spline basis functions within the isogeometric analysis framework.

• Structural Engineering and Mechanics
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• v.23 no.1
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• pp.63-74
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• 2006

In this paper, the scattering of harmonic elastic anti-plane shear waves by two collinear cracks in functionally graded materials is investigated by means of nonlocal theory. The traditional concepts of the non-local theory are extended to solve the fracture problem of functionally graded materials. To overcome the mathematical difficulties, a one-dimensional non-local kernel is used instead of a two-dimensional one for the anti-plane dynamic problem to obtain the stress field near the crack tips. To make the analysis tractable, it is assumed that the shear modulus and the material density vary exponentially with coordinate vertical to the crack. By use of the Fourier transform, the problem can be solved with the help of a pair of triple integral equations, in which the unknown variable is the displacement on the crack surfaces. To solve the triple integral equations, the displacement on the crack surfaces is expanded in a series of Jacobi polynomials. Unlike the classical elasticity solutions, it is found that no stress singularities are present at crack tips.

• Bulletin of the Korean Chemical Society
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• v.33 no.3
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• pp.971-974
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• 2012

The facilitated diffusion effect on protein-DNA binding is studied. A rigorous theoretical approach is presented to deal with the coupling between one-dimensional and three-dimensional diffusive motions. For a simplified model, the present approach can provide numerically exact results, which are confirmed by the lattice-based Monte Carlo simulations.