A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION

Lee, Ki-Ahm,Lee, Kiseop,Park, Sang-Hyeon Korean Mathematical Society 2019 대한수학회보 Vol.56 No.5

We propose a stochastic delay financial model which describes influences driven by historical events. The underlying is modeled by stochastic delay differential equation (SDDE), and the delay effect is modeled by a stopping time in coefficient functions. While this model makes good economical sense, it is difficult to mathematically deal with this. Therefore, we circumvent this model with similar delay effects but mathematically more tractable, which is by the backward time integration. We derive the option pricing equation and provide the option price and the perfect hedging portfolio.

ROLLING STONES WITH NONCONVEX SIDES I: REGULARITY THEORY

Lee, Ki-Ahm,Rhee, Eun-Jai Korean Mathematical Society 2012 대한수학회지 Vol.49 No.2

In this paper, we consider the regularity theory and the existence of smooth solution of a degenerate fully nonlinear equation describing the evolution of the rolling stones with nonconvex sides: $\{M(h)=h_t-F(t,z,z^{\alpha}h_{zz})\;in\;\{0<z{\leq}1\}{\times}[0,T] \\ h_t(z,t)=H(h_z(z,t),h)\;{on}\;\{z=0\}$. We establish the Schauder theory for $C^{2,{\alpha}}$-regularity of h.

Obstacle problem for a non-convex fully nonlinear operator

Lee, Ki-Ahm,Park, Jinwan Elsevier 2018 Journal of differential equations Vol.265 No.11

<P><B>Abstract</B></P> <P>In this paper, we study a priori <SUP> C 2 , α </SUP> estimate up to the boundary for F ( <SUP> D 2 </SUP> u ) = 0 and the regularity of the free boundary of the obstacle problem for fully nonlinear operator under specific conditions for the operator and level sets of the operator. The conditions are variations of conditions for the zero set of the operator in .</P>

ROLLING STONES WITH NONCONVEX SIDES II: ALL TIME REGULARITY OF INTERFACE AND SURFACE

Lee, Ki-Ahm,Rhee, Eun-Jai Korean Mathematical Society 2012 대한수학회지 Vol.49 No.3

In this paper we consider the evolution of the rolling stone with a rotationally symmetric nonconvex compact initial surface ${\Sigma}_0$ under the Gauss curvature flow. Let $X:S^n{\times}[0,\;{\infty}){\rightarrow}\mathbb{R}^{n+1}$ be the embeddings of the sphere in $\mathbb{R}^{n+1}$ such that $\Sigma(t)=X(S^n,t)$ is the surface at time t and ${\Sigma}(0)={\Sigma}_0$. As a consequence the parabolic equation describing the motion of the hypersurface becomes degenerate on the interface separating the nonconvex part from the strictly convex side, since one of the curvature will be zero on the interface. By expressing the strictly convex part of the surface near the interface as a graph of a function $z=f(r,t)$ and the non-convex part of the surface near the interface as a graph of a function $z={\varphi}(r)$, we show that if at time $t=0$, $g=\frac{1}{n}f^{n-1}_{r}$ vanishes linearly at the interface, the $g(r,t)$ will become smooth up to the interface for long time before focusing.

The Viscosity Method for the Homogenization of Soft Inclusions

Lee, Ki-ahm,Yoo, Minha Springer-Verlag 2012 Archive for rational mechanics and analysis Vol.206 No.1

Enhancement of Phosphorus Removal in a Polyurethane Compressible Media Filtration System with Coagulation

Kim, Ki-Pal,Song, Kyung-Guen,Ahmed, Zubair,Paeng, Ki-Jung,Ahn, Kyu-Hong The Society of Chemical Engineers, Japan 2008 Journal of chemical engineering of Japan Vol.41 No.6

<P>Reclaimed water for stream augmentation or landscape impound requires low phosphorus contents to avoid eutrophication. A synthetic compressible media filtration system was previously developed for the purpose of wastewater reclamation. However, the filtration system was limited for removal of soluble matters in secondary treated wastewater, such as phosphorus. The objective of this study is to evaluate the optimum coagulation conditions for removal of phosphorus in effluent from a wastewater treatment plant (WWTP) using the filtration system combined with coagulation. Coagulation conditions including selection of coagulant, coagulant dose, mixing conditions were determined through jar-test. Also a field-test with the coagulation–filtration system was conducted to evaluated operation factors such as compression rate of media and periodic backwash. Polyaluminum chloride (PAC) demonstrated the best performance in terms of total phosphorus (TP) removal efficiency and stability of pH among coagulant used in this experiment. Since the change in mixing conditions had little effect on TP removal, in-line coagulant supplying could be feasible for the coagulation–filtration system. Increasing the compression rate of the filter media from 0 to 50% increased the TP removal efficiency within only 10%. This made great changes in the filtration pressure and the flow rate, which is related to operating cost of the system, simultaneously. Compared to the filtration system with no addition of coagulation, the addition of coagulant enhanced the removal of phosphorus along with turbidity, but decreased the operation time between each backwashing cycle. One needs to consider the various operation parameters examined in this study as well as the requirement of phosphorus removal, when operating the coagulation–filtration system. Consequently, the coagulation–filtration system, which requires a small area, can effectively reduce the phosphorus contents of WWTP effluent, and make it suitable for reuse purposes.</P>

First-in-class DAPK1/CSF1R dual inhibitors: Discovery of 3,5-dimethoxy-<i>N</i>-(4-(4-methoxyphenoxy)-2-((6-morpholinopyridin-3-yl)amino)pyrimidin-5-yl)benzamide as a potential anti-tauopathies agent

Farag, Ahmed Karam,Hassan, Ahmed H.E.,Jeong, Hyeanjeong,Kwon, Youngji,Choi, Jin Gyu,Oh, Myung Sook,Park, Ki Duk,Kim, Yun Kyung,Roh, Eun Joo Elsevier 2019 European journal of medicinal chemistry Vol.162 No.-

<P><B>Abstract</B></P> <P>Kinase irregularity has been correlated with several complex neurodegenerative tauopathies. Development of selective inhibitors of these kinases might afford promising anti-tauopathy therapies. While DAPK1 inhibitors halt the formation of tau aggregates and counteract neuronal death, CSF1R inhibitors could alleviate the tauopathies-associated neuroinflammation. Herein, we report the design, synthesis, biological evaluation, mechanistic study, and molecular docking study of novel CSF1R/DAPK1 dual inhibitors as multifunctional molecules inhibiting the formation of tau aggregates and neuroinflammation. Compound <B>3l</B>, the most potent DAPK1 inhibitor in the <I>in vitro</I> kinase assay (IC<SUB>50</SUB> = 1.25 μM) was the most effective tau aggregates formation inhibitor in the cellular assay (IC<SUB>50</SUB> = 5.0 μM). Also, compound <B>3l</B> elicited potent inhibition of CSF1R in the <I>in vitro</I> kinase assay (IC<SUB>50</SUB> = 0.15 μM) and promising inhibition of nitric oxide production in LPS-induced BV-2 cells (55% inhibition at 10 μM concentration). Kinase profiling and hERG binding assay anticipated the absence of off-target toxicities while the PAMPA-BBB assay predicted potentially high BBB permeability. The mechanistic study and selectivity profile suggest compound <B>3l</B> as a non-ATP-competitive DAPK1 inhibitor and an ATP-competitive CSF1R inhibitor while the <I>in silico</I> calculations illustrated binding of compound <B>3l</B> to the substrate-binding site of DAPK1. Hence, compound <B>3l</B> might act as a protein-protein interaction inhibitor by hindering DAPK1 kinase reaction through preventing the binding of DAPK1 substrates.</P> <P><B>Highlights</B></P> <P> <UL> <LI> Multifunctional DAPK1 and CSF1R inhibitors for targeting tauopathies. </LI> <LI> <B>3l</B> shows good potency and excellent affinity and within-family selectivity for both kinases. </LI> <LI> Mechanistic study showed <B>3l</B> as non-ATP-competitive DAPK1 inhibitor and ATP-competitive CSF1R inhibitor. </LI> <LI> <B>3l</B> has tau aggregation inhibition and anti-neuroinflammatory activity in cellular assays. </LI> <LI> hERG binding and PAMPA assays revealed <B>3l</B> as a cardiosafe and has a high membrane penetration. </LI> </UL> </P> <P><B>Graphical abstract</B></P> <P>[DISPLAY OMISSION]</P>

Mercury Releases from Oil Refinery Facilities

AHM Mojammal,Seung-Ki Back,Jeong-Hun Kim,Joo-Chan Lee,Yong-Chil Seo,Jeong-Hun Kim 한국대기환경학회 2018 한국대기환경학회 학술대회논문집 Vol.2018 No.10

Long-term trend of airborne particulate matter in Seoul, Korea from 2004 to 2013

Ahmed, Ezaz,Kim, Ki-Hyun,Shon, Zang-Ho,Song, Sang-Keun Elsevier 2015 Atmospheric environment Vol.101 No.-

<P><B>Abstract</B></P> <P>In this study, the pollution status of particulate matter (PM) in ambient air was investigated based on the concentration data of three important PM fractions (PM<SUB>2.5</SUB>, PM<SUB>10</SUB>, and TSP) measured from a central area in Seoul, Korea during the period from 2004 to 2013. The mean concentrations of each fraction measured for the entire study period were found to be 26.6 ± 2.59, 54.0 ± 15.0, and 75.3 ± 16.6 μg m<SUP>−3</SUP>, respectively. The seasonal mean of PM<SUB>2.5</SUB> varied in the range of 22.9 ± 7.10 (fall) to 30.2 ± 7.58 μg m<SUP>−3</SUP> (winter). In contrast, PM<SUB>10</SUB> and TSP showed a summer minimum (40.1 ± 12.6 and 55.6 ± 17.8 μg m<SUP>−3</SUP>, respectively) and a spring maximum (67.1 ± 16.7 and 93.7 ± 21.1 μg m<SUP>−3</SUP>, respectively). The contribution of regional or long-range transport to the observed PM levels in the study area, if estimated by comparison to the data of the regional background area, was found to explain up to 72% of its input. The long-term trend of PM indicated a gradual decreasing pattern over a 10 year period, although that of PM<SUB>2.5</SUB> was rather complicated to interpret in the recent years. The overall results of our study nonetheless confirm the potent role of legislation efforts put consistently to improve the air quality through the years.</P> <P><B>Highlights</B></P> <P> <UL> <LI> PM concentrations are monitored from the most urbanized location of Seoul Metropolitan area. </LI> <LI> Major factors regulating the PM levels over a decadal period are explored in a number of respects. </LI> <LI> The overall trend of PM confirms the potent role of legislation efforts to improve the air quality. </LI> </UL> </P>

Fabrication of heteroatom doped cobalt catalyst for oxygen reduction and evolution reactions in alkaline medium

Ahmed Sheraz,Rim Hyung‐Ryul,Sun Ho‐Jung,Lee Hong‐Ki,Shim Joongpyo,Park Gyungse 대한화학회 2022 Bulletin of the Korean Chemical Society Vol.43 No.5

The application of heteroatom doped cobalt (Ni@Co/C) prepared from a porous metal–organic framework as the cathode material for the rechargeable zinc–air batteries has been demonstrated. The Ni@Co/C-modified electrode showed an excellent catalytic activity toward oxidation–reduction reaction and oxygen evolution reactions. The Co/C catalysts, which were Co particle impregnated on graphitic carbon powders, were synthesized after the calcination of Co3 (SDA)3(DMF)2 precursor, and then Ni deposition (Ni@Co/C) was followed on it by chemical reduction. Linear sweep voltammetry measurement indicates that Ni@Co/C-H800, which had Ni particles on Co/C derived from MOF at 800 C under N2, exhibited excellent performance. The stable charging/discharging profiles at 20 mA cm2 of current were obtained for the 350 h in alkaline medium, suggesting Ni@Co/C-H800 as a potential candidate for oxidation– reduction and evolution reactions.