A Performer's Guide to Benjamin Lees's Six Ornamental Etudes for Piano

이선령 The Southern Baptist Theological Seminary 2004 해외박사

This dissertation analyzes Six Ornamental Etudes for piano by Benjamin Lees from a performer's perspective. Chapter I covers general procedures for this research, including basic assumptions and need for the study, purpose of the study, limitation of scope, review of related literature, procedure for collecting data, and an overview of the following chapters. Chapter 2 offers Lee's biographical and stylistic summary, in which are included a concise biography, awards and commissions he received in conjunction with his works, compositional philosophy, influences in formulating his style, and a general perspective of his music. Finally, a brief introduction to all of Lees's published piano works concludes this chapter. Chapter 3, as the core of this research, analyzes each etude, with respect to stylistic features and performance considerations. Salient traits found in these etudes include well-defined sectional division, motivic development, the establishment of tonal centers instead of conventional tonality, chromatic inflection, a variety of rhythmic elaborations, frequent changes of meter, a spectrum of tonal practice, ornamentation through figurations, textural, dynamic, and registral contrasts, meticulous articulation, and percussive treatment of the piano. Based on these features, practical performance suggestions are provided, covering aspects of musicality and technique, including voicing, phrasing, rubato, proper and effective expression of dynamics and articulation, practical solutions for technical difficulties, and pedaling. Chapter 4 summarizes the examination of the preceding chapters and provides recommendation for further study connected to this research. As Benjamin Lees's Six Ornamental Etudes presents both a variety of stylistic features integrating past and modern practices and several remarkable pianistic qualities at a moderate difficulty level, this set may be regarded as one of the most exemplary accessible twentieth-century American piano works.

Autobiography, adaptation, and agency: Interpreting women's performance and writing strategies through a feminist lens

Lee-Brown, Elizabeth The University of Texas at Austin 2004 해외박사(DDOD)

소속기관이 구독 중이 아닌 경우 오후 4시부터 익일 오전 9시까지 원문보기가 가능합니다.

This dissertation is an investigation of interpretive strategies of twentieth century women adapter/playwrights. Several are also performers: Wakako Yamauchi, Elizabeth Wong, Sheri Bailey, Anne Sexton, Pam Christian, Terry Galloway and Donna Nudd. The life experiences of these artists encompass a diversity of economic, social, ethnic, cultural and political backgrounds; their artistic work responds to and challenges a wide variety of cultural and psychological identity constructions that continue to prevail in our culture. In an effort to determine how their artistic processes impact their writing and performance practices, Lee-Brown investigates the ways in which these artists read and respond to their own art. In this study, Lee-Brown maps out a relationship among feminist theorizations of autobiography, adaptation, audience and agency. Autobiography is defined as the synthesis of lived and imagined experience, and adaptation is configured as an evolving process in which meanings are interpreted, reinterpreted, invented and re/membered. In this way, adaptation functions as a lens for viewing performance and performance texts as an unending exchange of meanings. Identifying re/membering as an act of reclamation, Lee-Brown argues that re/membering functions as an inherently political and feminist strategy by linking the personal and the collective. She explores the ways in which the personal histories of these artists resonate with broader cultural and social histories, creating a dynamic and often antagonistic relationship between personal and private experience and cultural and historical meaning systems. Feminist agency is configured in relation to individuality and collectivity. Lee-Brown locates the political impetus of the artists in this study around a search for affinity among women, rather than around a desire to group women according to a single, unified identity or struggle. Theorizations of difference, particularly theorizations by women of color, play an important role in defining the temporary yet critical role of these alliances. Situating the experiences and feminist theorizations of white women in conjunction with those of women of color, difference is articulated as a strategy not only for finding possible connections among women, but also as a method for critiquing the ways in which cultural and historical formulations of whiteness impact these alliances. In an effort to tease out the relationships among autobiography, adaptation, and agency, Lee-Brown considers the ways in which these artists configure their relationships with readers/audiences. She asks the question: what responses do these playwrights and performers intend to evoke from their audience members? Using feminist theorizations of agency as a lens for interpreting their artistic intentions, Lee-Brown identifies a number of strategies and tactics that are used by these artists and the common motifs that connect them. She argues that through their work as playwrights and performers, these artists generate political agency by promoting identity constructions that foster autonomy, self-reflexivity and political consciousness.

Regulatory characteristics of the vibrio vulnificus global regulators, CRP, RpoS, and Fur, essential for its survival and pathogenesis

이현중 韓國外國語大學校 大學院 2008 국내박사

In pathogenic bacterium, the ability to acquire iron, which is mainly regulated by the ferric uptake regulator (Fur), is essential to maintain growth as well as its virulence. In Vibrio vulnificus, a human pathogen causing gastroenteritis and septicemia, fur gene expression is positively regulated by Fur when the iron concentration is limited (Lee et al., 2003. J. Bacteriol. 185:5891-5896). Footprinting analysis revealed that an upstream region of the fur gene was protected by Fur protein from DNase I under iron-depleted conditions. The protected region, from -142 to -106 relative to the transcription start site of the fur gene, contains distinct AT-rich repeats. Mutagenesis of this repeated sequence resulted in abolishment of binding by Fur. To confirm the role of this cis-acting element in Fur-mediated control of its own gene in vivo, fur expression was monitored in V. vulnificus strains using a transcriptional fusion containing the mutagenized Fur-binding site (furmt::luxAB). Expression of furmt::luxAB showed that it was not regulated by Fur and was not influenced by iron concentration. Therefore, this study demonstrates that V. vulnificus Fur acts as a positive regulator under iron-limited conditions by direct interaction with the fur upstream region. Bacterial ability to acquire iron is essential to maintain its growth as well as to elicit its virulence, which is regulated by a transcriptional regulator, ferric uptake regulator (Fur). In the previous report (H.?J. Lee et al. 2007 J Bacteriol 189:2629), fur gene expression in Vibrio vulnificus was shown to be activated by a direct binding of iron-free Fur to the upstream region of the fur gene, which includes two direct repeats of 5'-AAATTGT-3'. These finding led us to question if this novel Fur-binding site is unique in autoregulation of fur expression, or it is widely distributed in V. vulnificus genome. Thus, in this study, the V. vulnificus-DNA microarray was utilized to define the Fur-regulon. Total 188 orfs were differentially expressed in ?fur; expression of 38 orfs were significantly reduced in ?fur, and expression of 150 orfs were significantly increased in ?fur. Then, the upstream regions of those orfs were subjected to in silico analysis for the presence of the direct repeats of 5'-AAATTGT-3? or the presence of the classical Fur-box (5?-GATAATGATAATCATTATC-3?). To verify the role of this novel Fur-binding site sequence, 8 genes were chosen for further study. The primer extension assays were performed to identify the promoter regions of the selected genes. Then, transcription fusions including the putative regulatory region for each gene were constructed. Fusion assays showed that expression of each fusion was consistent with the expression patterns determined by DNA microarray experiments. In addition, the putative novel Fur-binding sites were mutagenized and then used for construction of transcriptional fusions. Expression of the mutagenized fusions containing Fur-activated genes were no longer regulated by Fur or an iron chelator, 2, 2'-dipyridyl. However, the fusions containing Fur-repressive genes were not affected by mutation of the sequences homologous the direct repeats of AAATTGT. Instead, these Fur-repressive genes includes the classical Fur-binding sites in their promoter regions. Therefore, the direct repeats of 5'-AAATTGT-3' appears to be the consensus Fur-binding site which is involved in activation by an iron-free Fur. In the natural environment, microorganisms are often challenged by exposure to various forms of physical stress, including oxidative stresses, osmotic shock, temperature shock, and iron or nutrient starvation. Under these conditions, bacteria turn on expression of certain genes that allow them to cope with the given stresses. One of the effective mechanisms for bacteria to bring about such a major switch in gene expression is a selective utilization of alternative sigma subunits that alter the specificity of core RNA polymerase to promoters of target genes or operons (Ishihama, 2000). RpoS (?S) that is a subunit of RNA polymerase complex, is involved in gene expression for responses to general stress and the stationary phase, and is highly conserved in bacteria belonging to the ?-subdivision of Proteobacteria. Recent studies demonstrated that expression of rpoS- and ?S-dependent genes are not only induced at the stationary phase but also induced during the exponential phase for responses to diverse stresses (Hengge-Aronis, 1996; Hengge-Aronis et al., 1993; Lee et al., 1995; Loewen and Hengge-Aronis, 1994; Muffler et al., 1997; Muffler et al., 1996). Although ?S protein levels are low during the exponential phase, relatively high levels of rpoS mRNA are present and do not seem to change in response to several stresses that actually result in strongly elevated levels of ?S protein. Therefore, extensive investigation into the mechanism of translational control of rpoS and proteolysis of ?S has been conducted. There are also several studies that have investigated transcriptional regulation of the rpoS gene. Interestingly, the ferric uptake regulator, Fur, appears to be part of the RpoS regulon (Lee et al., 2003). The Fur protein is a 17-kDa polypeptide that acts as a transcriptional regulator of iron-regulated promoters by Fe2+-dependent DNA binding activity (Bagg and Neilands, 1987). Fur appears to be an abundant protein, which acts as a multimer through protein-protein interactions. The Fur protein can perform multiple functions including regulation, activation, and repression according to iron availability. In some Gram-negative bacteria, the Fur repressor is known to be involved in autoregulation in response to iron (Delany et al., 2002; Delany et al., 2003; Sala et al., 2003). Vibrio vulnificus, a septicemia-causing pathogenic bacterium, has been found to acquire resistance against various stresses and to elicit expression of virulence factors via a rpoS gene product. In this study, we investigated the transcriptional characteristics of this global regulator. Two distinct transcriptional initiation sites for the rpoS gene, the proximal promoter (Pp) and the distal promoter (Pd), were defined by Northern blot and primer extension experiments. The luxAB-transcriptional fusions containing various lengths of the rpoS upstream region indicated that Pd is a major promoter for the rpoS expression. Western blot analysis showed that RpoS amounts were inversely correlated with the intracellular levels of 3',5'-cyclic monophosphate (cAMP). The expressions from both Pd and Pp were increased in the cya or the crp mutants. An exogenous addition of cAMP to the cya mutant resulted in repressed expression of rpoS. In addition, rpoS expression was significantly lowered in the cpdA mutant in which the level of cAMP was elevated due to a deficiency in 3',5'-cAMP phosphodiesterase. cAMP-CRP complex was shown to bind to two rpoS promoters by electrophoretic mobility shift assays. The alteration of the putative CRP-binding site on each rpoS promoter, via a site-directed mutagenesis, abolished the binding of cAMP-CRP as well as the regulation by cAMP-CRP. Therefore, this study clearly shows a relationship between the intracellular cAMP level and the degree of rpoS expression, and further demonstrates, for the first time, the direct binding of cAMP-CRP complex to rpoS upstream regions, which results in repression of rpoS gene expression.

A study on compositions by Soojin Lee

이수진 이화여자대학교 대학원 2016 국내석사

본 논문은 이수진의 두 명의 타악기 주자와 피아노를 위한 <Light>(2015), 금관 오중주를 위한 <Disparate Fanfares>(2015), 색소폰과 콘트라베이스를 위한 소품 모음곡 <Doors>(2014), 솔로 클라리넷을 위한 <Wall>(2015), 소프라노와 챔버 앙상블을 위한 <Three Songs>(2015)에 관한 연구이다. 본 논문의 목적은 각 작품의 작곡 의도를 밝히고, 그 의도가 음악에서 어떻게 구현되었는지 알아보는 것에 있다. 첫째, 두 명의 타악기 주자와 피아노를 위한 <Light>(2015)은 서로 다른 형태의 빛을 음악적으로 표현한 것으로, 악기의 음색으로 빛을 표현하기 위해 금속성의 타악기 음색을 주로 사용하여 작곡되었다. 첫 악장 <Illuminant>에서는 어두운 공간이 한줄기 빛으로 인해 환해지는 인상이 비브라폰의 특수주법을 통해 얻어지는 다양한 음색을 중심으로 표현되었다. 이 악장은 연주자들로 하여금 연주 시에 해석의 자율성을 가질 수 있도록, 도형악보와 소극적 우연성 음악의 특징을 차용하여 작곡되었다. 두 번째 악장 <Sparkle>은 상대적으로 동적인 빛의 모습인 '반짝임'을 묘사한 것으로, 주제 a, b, c가 끊임없이 변주되며 이어지는 특징을 가지고 있다. 주제의 강세는 주제가 끊임없이 변주됨에 따라 예측할 수 없이 이동하게 되는데, 이와 같은 강세의 움직임은 물체의 반짝임을 묘사한다. 둘째, 금관 오중주를 위한 <Disparate Fanfares>(2015)는 서로 다른 특징을 가진 네 개의 팡파르로 구성된 모음곡이다. 이 곡은 연주 시 무대에서 다섯 악기를 넓게 배치하도록 지시되어 있는데, 이는 청자들이 무대에서 펼쳐지는 소리의 이동에 집중하도록 하기 위한 장치이다. 첫 곡 <Suggestion>에서는 금관악기의 특수 주법을 통해 얻을 수 있는 조음으로 짜여진 생경한 질감이 특징적으로 나타난다. 두 번째 곡 <Limitation>은 다섯 개의 음(D, F, A, C#, E♭)만으로 작곡된 팡파르로, 변화하는 리듬과 극적으로 지정된 셈여림에 집중하여 작곡되었다. 세 번째 곡 <Augmentation>은 긴 음가로 연주되는 증화음의 선율을 통해 음악의 ‘확장’에 집중하여 쓰여진 곡이다. 마지막 곡 <Standardization>은 가장 정형화된 형태를 가진 팡파르로, 기억하기 쉬운 선율을 의도적으로 반복하여 청자가 능동적으로 음악을 예측하며 감상할 수 있게끔 한다. 조음으로 시작하여 각인될만한 선율로 이어지는 이 모음곡의 구성은 첫 곡 <Suggestion>의 구성을 통해 암시된 것이다. 셋째, 색소폰과 콘트라베이스를 위한 소품 모음곡 <Doors>(2014)은 네 개의 소곡과 세 개의 간주곡으로 이루진 모음곡으로, 네 개의 소곡은 각기 다른 심상(긴장, 불안, 익살, 정적)을 표현한다. 반면 세 개의 간주곡은 통일된 주제에서 각각 발전 된 것이다. 여러 곡에 걸쳐 반복적으로 제시되는 악기간의 모방기법은 모음곡에 통일성을 부여하는 역할을 한다. 넷째, 솔로 클라리넷을 위한 <Wall>(2015)은 자유형식의 곡으로, 곡의 주인공이 자신 내면의 벽 앞에서 느끼게 되는 여러 감정들을 음악적으로 표현한 것이다. 이와 같은 주인공의 정서는 클라리넷의 특수주법을 통한 다양한 음색으로 표현되었다. 통절형식으로 작곡되었지만, 악절마다 의미를 부여하고 그 의미에 따라 악절의 순서를 조합하여, 벽으로 막아 외면하고 싶지만 통제 할 틈 없이 비집고 나오는 내면의 감정이 구조적으로 표현되었다. 다섯째, 소프라노와 챔버 앙상블을 위한 <Three Songs>(2015)은 아일랜드의 시인 스파이크 밀리건 (Spike Milligan , 1918~2002)의 시 <Feelings>, 영국의 시인 앨프리드 노이스(Alfred Noyes, 1880~1958)의 시 <Daddy Fell into the Pond>, 미국의 시인 로버트 프로스트 (Robert Frost, 1874~1963)의 시 <Stopping by Woods on a Snowy Evening>를 가사로 인용하여 작곡된 세 개의 가곡모음이다. 각 곡은 가사의 흐름을 따른 통절형식으로 작곡되었으며, 시가 가지고 있는 감정을 음악적으로 표현하는 데에 집중하여 작곡되었다. 작곡하는 과정에서, 시가 함축하고 있는 정서를 효과적으로 드러내기 위해 간주들이 삽입되었다. 이와 같이 이수진의 다섯 작품을 통해 다양한 인상과 감정을 음악적으로 표현하려는 작곡가의 시도를 살펴보았다. 특히 본 연구를 통해 여러 악기들의 특수주법을 통해 얻을 수 있는 다채로운 음색을 적극적으로 사용하는 이수진의 경향을 파악 할 수 있었다. This article is a study on compositions written by Soojin Lee. Compositions discussed in this writing are Light for Piano and two Percussion (2015), Disparate Fanfares for Brass Quintet (2015), Doors-Miniatures Suite for Saxophone and Contrabass (2014), Wall for solo Clarinet (2015), and Three Songs for Soprano and Chamber Ensemble (2015). All pieces were premiered on 27th November 2015 in Soojin Lee's graduation recital held in Ewha Womans University. The purpose of this article is to reveal the intentions and compositional methods of Soojin Lee's compositions. Light for Piano and two Percussion (2015) embodies two different images of lights. To describe the images of light with timbre, various kinds of pitched and unpitched metal percussion instruments were mainly used along with piano. The first movement, "Illuminant," expresses a scene of a dark space being lightened up. Such scene was depicted with various timbres obtained from extended techniques of Vibraphone. This movement is intended to be flexible in its rhythm. Thus, small scale aleatorism and graphic notation was adopted. The second movement, "Sparkle," depicts an image of sparkling object by continuing variations of theme a, b, and c. Such image of light is expressed with unpredictably shifted accents of the themes. Disparate Fanfares for Brass Quintet (2015), is a suite of four fanfares. In order to let audience focus on shifts of sounds on stage, specific stage configuration that places the instruments far away from each other was appointed. Use of unpitched sounds of extended techniques such as air sound and mouthpiece pop can be understood as a characteristic feature of "Suggestion," the first piece of this suite. The second piece, "Limitation," is a piece composed with only five notes: D, F, A, C#, E♭. Rhythm patterns and its variations, along with drastic dynamic changes can be perceived as the characteristic feature of this piece. In "Augmentaion," the third piece of this suite, augmented chords and notes with augmented durations play main role, as implied in its title. The last piece, "Standardization," intentionally repeats recognizable melodies, letting the audience predict music while listening. This last piece best fits the common concept of a fanfare. Disparate Fanfares begins abstract with its first piece but gradually becomes less abstract and accessible as it flows. Such formation of this suite is reflected in the form of "Suggestion," which starts with unpitched sounds but develops into accessible melody in its ending. Doors-Miniatures Suite for Saxophone and Contrabass (2014) is a suite composed of four miniatures and three interludes. While three interludes share mutual theme, four miniatures embody different kinds of emotions such as tension, strain, comic, and static. Imitation between two instruments is shown throughout the suite for several times, adding unity to the suite. Wall for solo Clarinet (2015) is a through-composed piece that bears several emotions a protagonist feels when he faces a indestructible wall inside of him. Several Clarinet extended techniques such as air tones, key clicks, and multiphonics are used to create various timbres that symbolize the emotion the protagonist bears. Though through-composed, constituents of pieces are grouped and constructed in a way that can express the image of anger piercing through the wall of the protagonist. Three Songs for Soprano and Chamber Ensemble (2015) is a suite of songs that adopt three different poems as its lyrics. Adopted poems are Feelings by Irish poet Spike Milligan (1918~2002), Daddy Fell into the Pond by British poet Alfred Noyes (1880~1958), Stopping by Woods on a Snowy Evening by American poet Robert Frost (1874~1963). All of the songs are through-composed, following the flow of the poem. With various timbres and harmonies, inherent scenes and emotions of the poems are expressed more clearly. In order to reveal the emotions that lie between the lines, interludes were inserted. In conclusion, analyzing five compositions of Soojin Lee reveals the composer's various musical experiments on expressing diverse images and emotions with music. Among all, utilizing diverse timbres produced from various extended techniques can be understood as characteristic tendency that Soojin Lee has.

Study of various sensing platforms in the infrared wavelength region based on surface plasmon resonance

이화섭 Graduate School, Korea University 2022 국내박사

An SP is a collective oscillation of free electrons at the interface between dielectric and metal layer. When the frequency of the oscillation between the incident light (external electromagnetic (EM) waves) and SP wave matches, SP could be excited and show resonance characteristics, which is called surface plasmon resonance (SPR). SPR can be classified according to where it exists : surface plasmon polariton (SPP), localized surface plasmon (LSPR), and graphene surface plasmon resonance (GSPR; which is similar to SPP). Each of them are already have versatile applications such as nano-scale optical sensors, optoelectronic devices, and optical biosensors. The practical application of SPR has been already studied, however, from the material point of view, the performance of devices and nano-structures could be further improved. In this regards, this thesis focuses on the enhancement in optical or electrical performance of various device in infrared wavelength region based on SPR. The first part covered an active tunable guided mode resonance filter with graphene. The effect of geometrical parameters of filter structure, material properties of graphene and constituent materials on the spectral response of the tunable filter was simulated. The tunability of resonance wavelength becomes better as the number of graphene layer increases and the damping constant of graphene decreases. In addition, we confirmed that the tunable GMR filter exhibits best performance when the graphene layer is adjacent to the waveguide. The second part concentrates on metal nanodisk filter array, which was fabricated by nanoimprint lithography, employed as an optical filter for mid-infrared spectrometer, and applied to the spectral reconstruction of the infrared spectrum using digital signal processing. The results verified the feasibility of on-chip spectrometer based on a plasmonic nanodisk filter array. The last part dealt with a more systematic and quantitative demonstration on the resolution enhancement of bimetallic waveguide-coupled surface plasmon resonance (Bi-WCSPR) sensors when applied to the detection of C-reactive protein (CRP), a widely accepted biomarker of inflammation in cardiovascular disease. It was confirmed that the Bi-WCSPR configuration with a high Ag to Au ratio has a figure-of-merit 2.53 times higher than conventional Au and a limit-of-detection order of magnitude lower than the cut-off level for CRP. More interestingly, it was found that when using the Bi-WCSPR configurations, the resolution enhancement in the intensity interrogation mode becomes more evident as the CRP concentration is lowered to the cut-off level. SP는 유전체와 금속층 사이의 계면에서 자유 전자의 집합적 진동입니다. 입사광(외부 전자기(EM)파)과 SP파의 진동 주파수가 일치하면 SP가 여기되어 공진 특성을 나타낼 수 있는데, 이를 표면 플라즈몬 공명(SPR)이라고 합니다. SPR은 존재하는 위치에 따라 SPP(Surface plasmon polariton), LSPR(localized surface plasmon), SPP와 유사한 GSPR(graphene surface plasmon resonance)로 분류할 수 있습니다. 그들 각각은 이미 나노 스케일 광학 센서, 광전소자 및 광학 바이오 센서와 같은 다양한 응용 분야를 가지고 있습니다. SPR의 실분야 적용은 이미 충분히 연구되었지만 재료의 관점에서 장치 및 나노 구조의 성능은 더욱 향상될 수 있습니다. 이에 본 논문은 SPR을 기반으로 적외선 파장 영역에서 다양한 소자의 광학적 또는 전기적 성능 향상에 초점을 맞추었습니다. 첫 번째 부분에서는 그래핀을 사용하여 조정 가능한 활성 유도 모드 공진 필터를 다룹니다. 가변 필터의 스펙트럼 응답에 대한 필터 구조, 그래핀의 재료 특성 및 구성 재료의 기하학적 매개변수의 영향을 시뮬레이션 했습니다. 공진 파장의 조정성은 그래핀 층의 수가 증가하고 그래핀의 감쇠 상수가 감소할수록 더 좋아진다. 또한, 가변 GMR 필터는 그래핀 층이 도파관에 인접할 때 최고의 성능을 나타내는 것을 확인했습니다. 두 번째 부분은 나노임프린트 리소그래피로 제작된 금속 나노디스크 필터 어레이로 중적외선 분광기의 광학 필터로 사용되며 디지털 신호 처리를 사용하여 적외선 스펙트럼의 스펙트럼 재구성에 적용됩니다. 결과는 플라즈몬 나노디스크 필터 어레이를 기반으로 한 온칩 분광기의 타당성을 검증했습니다. 마지막 부분에서는 심혈관계 염증 질환의 바이오마커로써 널리 인정되는 C-반응성 단백질(CRP) 검출에 적용할 때 바이메탈 도파관 결합 표면 플라즈몬 공명(Bi-WCSPR) 센서의 분해능 향상에 대한 보다 체계적이고 정량적인 시연을 다루었습니다. 심혈관 질환. Ag 대 Au 비율이 높은 Bi-WCSPR 구성은 기존 Au보다 2.53배 높은 성능 지수와 CRP의 컷오프 수준보다 낮은 검출 한계 차수를 갖는 것으로 확인되었습니다. 더 흥미롭게도 Bi-WCSPR 구성을 사용할 때 CRP 농도가 컷오프 수준으로 낮아질수록 강도 질문 모드의 해상도 향상이 더 분명해지는 것으로 나타났습니다.

Longevity risk hedging strategy using q-Forward portfolio and measuring basis risk : application to Korean mortality data

Lee, Jung-hyup Graduate School, Yonsei University 2018 국내석사

In this paper, hedge effectiveness of q-forward portfolio devised to hedge longevity risk implied in a life annuity sold by life insurance company is analyzed. When mortality rates used to price life annuity and q-forward are different, life insurance company is confronted by basis risk. Thus, we aim to study negative hedge effectiveness if hedge portfolio incorporates basis risk. To calibrate mortality rate in Korea, we use the augmented common factor model (a.k.a. the Li-Lee model), which is an extension of Lee-Carter model widely used in actuarial science and demography. Also, to make up for the incompleteness of mortality data obtained from KOSIS, we apply modified Coale-Kisker method extrapolate mortality rate. Finally, like sensitivity analysis in finance theory, the impact of a change in parameter value calibrated by the augmented common factor model to hedge effectiveness is analyzed. 본 논문에서는 사망률에 기반한 파생상품인 q-포워드로 구성된 포트폴리오를 이용하여 생명보험사가 판매한 생명연금상품에 수반되는 장수리스크를 헤징했을 때의 효율성을 측정한다. 여기에서 더 나아가 생명연금상품과 q-포워드 파생상품의 적정가격 평가에 사용된 사망률이 각기 다를 때 수반되는 기초위험 (basis risk)을 반영했을 경우 헤징의 효율성 감소에 대해 연구하고자 한다. 사망률 추정을 위해서 보험계리 및 인구학에서 널리 사용되는 Lee-Carter 모형을 확장한 증강된 공통요인 모형 (Li-Lee 모형)을 활용했으며, 한국 통계청 사망률 데이터의 불완전성을 보완하고자 수정된 Coale-Kisker 기법을 사용하여 기존 데이터로부터는 추정할 수 없는 연령대의 사망률을 외삽했다. 마지막으로 금융 파생상품의 민감도 분석, 즉 파생상품의 가격을 결정하는 파라미터 값이 변화했을 때 파생상품의 가격에 미치는 영향에 대한 분석에서 아이디어를 얻어서 증강된 공통요인 모형으로부터 추정된 파라미터 값들이 변화했을 때 기초위험의 존재 여부에 따른 헤징 효율성의 변화를 연구하였다.

(A) numerical study of two-way interaction between particles and turbulence

이정훈 Graduate School, Yonsei University 2019 국내박사

본 연구에서는 채널 난류 유동의 직접 수치 모사와 라그란지안 입자 추적 기법을 이용하여 크기가 작고, 무거운 입자와 벽 근처 난류 사이의 상호 작용에 대하여 조사하였다. 먼저, 중력의 효과를 고려하지 않은 상황에서 입자의 관성의 크기, 즉 스토크스 수가 난류 변화에 미치는 효과에 대하여 조사하였다. 넓은 범위의 스토크스 수에 대하여 입자--난류 상호작용을 관찰하기 위하여 벽 단위 스토크스 수 $St^+=0.5$, 5, 35 그리고 125를 고려하였으며, 이 스토크스 수 범위에서 벽 근처 난류의 변화는 비단조적임을 보였다. 스토크스 수가 $St^+=0.5$일 때, 난류 와 구조의 발생이 매우 증가하였으며, 주 유동 방향 유체 속도 섭동과 관련된 벽 근처 난류의 스케일은 더 작아졌다. 그 결과, 유동의 난류 강도와 레이놀즈 전단 응력은 약간 증가한 반면, 유동의 와 성분 섭동은 크게 증가하였다. 한편, 난류 세기 및 벽 근처 난류 구조들은 큰 스토크스 수 ($St^+=5$, 35 그리고 125)를 가진 입자들에 의해 약화되었다. 모든 스토크스 수 범위에서 벽-수직 및 횡 방향으로 입자들은 난류 와 구조의 회전 움직임을 약화시키는 역할을 하였지만, 입자와 유체의 주 유동 방향 상호작용은 입자 스토크스 수에 따라 다른 양상을 보임을 밝혔다. 즉, 벽 근처 와 구조의 생성에 근본적인 역할을 한다고 알려진 낮은 유체 속도 성분의 띠 구조에서 입자와 유체 사이의 국지적 주 유동 방향 에너지 전달은 가장 작은 스토크스 수와 이보다 큰 스토크스 수들 사이에서 반대 방향으로 발생함을 보였다. $St^+=0.5$의 입자들은 낮은 속도의 유체 띠 구조에서 유체의 속도 섭동 방향으로 기계적 에너지를 전달하는 반면, 더 큰 스토크스 수를 가진 입자들은 turbophoresis 현상에 의해 벽에서 멀리 떨어진 영역에서 벽 근처 영역으로 이동함으로써 유체의 속도 섭동 성분의 반대방향으로 모멘텀을 전달하였다. 이러한 turbophoresis 현상은 입자의 스토크스 수가 $St^+=35$일 때 가장 뚜렷이 나타났다. 반면에, 원심 효과에 의한 입자들의 preferential concentration 현상은 $St^+=5$의 입자에 의해 가장 뚜렷이 발생하였는데, 이 경우 입자--난류 주 유동 방향 상호작용은 오히려 $St^+=0.5$의 경우와 비슷하였다. 따라서, 입자에 의한 가장 강한 난류 감소는 $St^+=35$ 일 경우 관찰된다. 다음으로, 입자의 중력 침강이 벽 근처 난류에 미치는 효과에 대하여 조사하기 위해 \citet{Gerashchenko08}의 실험 조건을 이용하여 벽 단위로 정규화한 중력 가속도 $g^+=0.077$에 대하여 수치 모사를 수행하였다. 벽면 수직 방향으로 중력 침강하는 입자들과 난류 구조들의 직접적인 상호작용을 관찰하기 위하여, 바닥 벽과 몇 차례 충돌 후 가라앉은 입자들은 제거 하였으며, 동시에 윗 벽 근처에서 새로운 입자들의 중력 침강을 고려하였다. 시뮬레이션 결과, 콜모고로브 시간 스케일에 근거한 입자 스토크스 수가 $St_K\approx1$ 일 경우, 소위 일컫는 preferential sweeping 현상이 주 유동 방향 난류 와 구조와 연관되어 발생하였으며, $St_K>1$의 입자들에 대해서는 crossing-trajectory 효과가 뚜렷이 관찰되었다. 특히, preferential sweeping 과정에서 중력 침강 하는 입자들이 빠른 주 유동 속도를 가지는 유체 성분의 영역에서 무리지어 바닥에 가라앉는 현상이 관찰되었다. 결과적으로 $St_K\approx1$ 그리고 $St_K>1$, 어느 경우든 입자들은 낮은 속도의 유체 띠 구조에서 강한 축적 현상을 보이지 않은 채 바닥에 가라앉았으며, 이는 중력이 고려되지 않은 상황과는 확연히 다른 양상이다. 이는 또한 중력 침강하는 입자들은 더 이상 주 유동 방향의 난류 세기 증가에 기여하지 못함을 의미한다. 입자들이 윗 벽으로부터 멀어지는 방향으로 중력 침강할 때, 윗 벽 근처의 낮은 속도의 유체가 입자에 의해 중력 방향으로 끌어당겨짐에 따라 더 많은 난류 와 구조들이 생성되었으며, 특히 빠른 속도로 중력 침강하는 입자들은 주 유동 방향을 축으로 회전하는 매우 큰 스케일의 와 구조를 생성하였다. 이와 반대로, 바닥 벽을 향하여 중력 침강하는 입자들은 난류의 세기를 크게 감소시켰다. 본 연구는 \citet{Lee15,Lee19}에 근거하여 작성되었다. The interaction between small, heavy particles and near-wall turbulence is investigated by means of direct numerical simulation (DNS) of turbulent channel flow, along with a Lagrangian point-particle tracking technique. In the first part of this dissertation, the effect of Stokes number on turbulence modification is examined in detail/extensively. Particle Stokes numbers of ${St^+=0.5}$, 5, 35 and 125 in wall units are considered without the effect of gravity, and it is shown that modification of near-wall turbulence is not monotonic in this Stokes number range. When ${St^+=0.5}$, the occurrence of near-wall vortical structures is increased and near-wall turbulent scales associated with the streamwise fluctuating motion of the fluid become smaller. As a result, the fluid vorticity fluctuations are significantly augmented while the fluid velocity fluctuations are slightly enhanced near the wall. On the other hand, near-wall turbulence is attenuated by particles with the larger Stokes numbers (${St^+=5}$, 35 and 125). It is found that particles act to attenuate the rotational motion of local vortical structures in the wall-normal and spanwise directions for all the Stokes numbers considered, but their streamwise interaction with the fluid is different depending on the Stokes number. Particles with ${St^+=0.5}$ transfer their streamwise mechanical energy to the fluid in a low-speed streak, which is regarded as a fundamental element for the creation of near-wall streamwise vortical structures. However, particles suppress the streamwise fluctuating motion of the fluid in low-speed streaks when they migrate from the outer region into the streaks due to turbophoresis. This turbophoretic drift is maximized for ${St^+=35}$. On the other hand, preferential concentration of particles due to the centrifuge effect is most pronounced when ${St^+=5}$, but their streamwise interaction is similar to the case of ${St^+=0.5}$. Therefore, particles with ${St^+=35}$ suppress near-wall turbulence most efficiently. Motivated by the experimental study of \citet{Gerashchenko08}, in the second part of the dissertation, the effect of gravitational settling on near-wall turbulence is investigated in a more realistic situation, in which ${g^+=0.077}$ based on the flow condition in the experiment. In the simulation, deposited particles are removed after several collisions with the lower wall and then new particles are released near the upper wall to observe direct interactions between particles and coherent structures of near-wall turbulence during the gravitational settling through the mean shear. The results indicate that when the Stokes number is approximately 1 on the basis of the Kolmogorov time scale of the flow (${St_K\approx 1}$), the so-called preferential sweeping occurs in association with coherent streamwise vortices, while the effect of crossing trajectories becomes significant for ${St_K>1}$. Interestingly, clusters of settling particles are found in the high-speed (downward) fluid regions near the bottom of the channel in the process of preferential sweeping. Consequently, in either case, the settling particles deposit on the wall without strong accumulation in low-speed streaks in the viscous sublayer, differently than non-sedimenting particles, indicating the significance of considering the effect of wall-normal gravity. This also indicates that they are no longer able to increase the strength of the low-speed streaks, and hence no enhancement of the r.m.s. streamwise fluid velocity fluctuations is observed in the presence of wall-normal gravity, in contrast with the case of non-sedimenting particles. When particles settle through near-wall turbulence from the upper wall, more vortical structures are generated in the outer layer as low-speed fluid is pulled farther in the direction of gravity. In particular, a large-scale streamwise roll cell appears during the gravitational settling of particles with a large Stokes terminal fall velocity away from the wall. However, turbulence is significantly attenuated by settling particles near the lower wall. This dissertation was written based on \citet{Lee15,Lee19}.

Behavior of heavy particles in turbulent channel flow

이정훈 Graduate School, Yonsei University 2011 국내석사

I am so much obliged to Professor Changhoon Lee for his guidance. I was able to finish my master course with the support and advice from Professor Changhoon Lee. Specially, I could learn a lot from the in-depth discussion with Professor Changhoon Lee. I would also like to express my heartfelt gratitude to Professor Jungil Choi and Professor Joonsang Lee for their valuable advices. I am always thankful to Yongnam Park for all his help and kindness. He taught me DNS and always help me. I would also like to thank to Doctor Yeongho Seo and Byunggu Kim for their guidance. To Jungmin Hwang, Ohjoon Kwon, Yongrak Jung and Abou., I would really like to convey my personal appreciation. And finally, I want to thank all of my friends and my family who were there every time I needed them.

Horizontal joint movements in rigid pavements

이승우 Pennsylvania State University 2000 해외박사

콘크리트 포장에서 조인트 실링 (Joint Sealing)의 목적은 조인트를 통한 침수 및 조인트로의 비압축성 물질의 침투를 방지하는 것이다. 합리적인 조인트 실링의 설계를 위해서는 신뢰성 있는 조인트의 수평 움직임에 대한 예측이 매우 중요하다. 현재 세계적으로 AASHTO Model이 조인트의 수평변위예측을 위해 통용되고 있으나, 다수의 연구자들은 이 모델의 예측결과는 실제 콘크리트 포장의 조인트의 수평움직임과 매우 상이하다는 것을 발견했다. 특히 한 포장구역 (설계 및 기타환경요건이 동일한 구역)에서도 조인트들의 변위크기는 일정치 않고 변동폭이 평균치의 2-3배에 달하는 경우가 많았다. 그러나 이러한 발견에 대한 원인은 아직 설명되지 못했다. 조인트 수평변위는 이론적으로 조인트 인접 슬래브 한 쌍의 수평움직임의 결과이다. 본 연구에서는 각 슬래브의 움직임을 역학적으로 모델링하고 (SSM Program, 개발자 이 승우), 동일 포장구역에서의 조인트 거동의 변동폭에 대한 원인이 횡방향 크랙 및 조인트 미성형임을 밝혀 냈고, 조인트 변위의 평균치뿐만 아니라 변동폭까지 예측할 수 있는 확률론적 조인트 수평 변위 예측 모델 (Lee-Stoffels Model)을 제시하였다. 제시한 Lee-Stoffels Model은 그 예측결과를 16개의 실제 포장의 106개의 조인트에 대한 5년간의 계측자료와 비교 분석하여, Lee-Stoffels 모델은 실제 계측치를 매우 근접한 예측능력을 갖고 있는 것으로 검증되었다.

A Proposal for effective Korean methodist missions in the Philippines

Lee, Jong Man Oral Roberts university 2001 해외박사

In this project, the researcher reviewed the difficulties, which the Korean missionaries experienced as missionaries in the Philippines, where the researcher served. Based on his experience, he proposed a training program and mission strategies, which would prevent future missionaries from making the similar mistakes. In Chapter Two, the biblical, theological and historical backgrounds of mission are studied and similar literature and mission theories are reviewed in Chapter Three. In Chapter Four the researcher states methodologies, which he uses in this project. In Chapter Five, he states the results that he gathered through the questionnaire. In Chapter Six, the results are interpreted and the general conclusion of this project is stated. If the difficulties, which the missionaries have in the mission fields, are continually studied, it might be a great help in establishing better mission strategies.