• Journal of the Korean Operations Research and Management Science Society
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• v.16 no.1
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• pp.76-88
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• 1991

Stochastic convexity (concavity) of a stochastic process is a very useful concept for various stochastic optimization problems. In this study we first establish stochastic convexity of a certain class of Markov additive processes through probabilistic construction based on the sample path approach. A Markov additive process is abtained by integrating a functional of the underlying Markov process with respect to time, and its stochastic convexity can be utilized to provide efficient methods for optimal design or optimal operation schedule wide range of stochastic systems. We also clarify the conditions for stochastic monotonicity of the Markov process. From the result it is shown that stachstic convexity can be used for the analysis of probabilitic models based on birth and death processes, which have very wide applications area. Finally we demonstrate the validity and usefulness of the theoretical results by developing efficient methods for the optimal replacement scheduling based on the stochastic convexity property.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.7
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• pp.500-504
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• 2009

A reliability of software is a type of nonfunctional requirement. Traditionally, a validation of the reliability is processed at the integration phase in software development life cycle. However, it increases the cost and the risk for the development. In this paper, we propose reliability analysis method based on mathematical analytic model at the architecture design phase of the development process as follows. First, we propose the software modeling methodology for reliability analysis using Hierarchical combined Queueing Petri Nets(HQPN). Second, we derive the Markov Reward Model from the HQPN based model. We apply our approach to the video conference system to verify the usefulness of our approach. Our approach supports quantitative evaluation of the reliability.

• Spatial Information Research
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• v.11 no.3
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• pp.227-240
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• 2003

The primary focus of this study is to provide a general methodology which can be utilized to understand and analyze environmental issues such as long term ecosystem dynamics and land use/cover change by development of 2D dynamic landscape models and model-based simulation. Change processes in land cover and ecosystem function can be understood in terms of the spatial and temporal distribution of land cover resources. In development of a system to understand major processes of change and obtain predictive information, first of all, spatial heterogeneity is to be taken into account because landscape spatial pattern affects on land cover change and interaction between different land cover types. Therefore, the relationship between pattern and processes is to be included in the research. Landscape modeling requires different approach depending on the definition, assumption, and rules employed for mechanism behind the processes such as spatial event process, land degradation, deforestration, desertification, and change in an urban environment. The rule-based models are described in the paper for land cover change by natural fires. Finally, a case study is presented as an example using spatial modeling and simulation to study and synthesize patterns and processes at different scales ranging from fine-scale to global scale.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.9A
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• pp.684-693
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• 2003

This paper analyzes transmissiondelays of a message and a packet in a time-varying and packet-based radio link. The paper assumes that thearrivals of messages have a Bernoulli process and the lengths of the messages a exponential distribution. To reflect the feature of the time-varying radio link, we use a two-state Markov model. From the model the mean transmission delay of and the mean queue length of the packet are analyzed in terms of the packet distribution function, the packet transmission service time, and the PER of the radio link. And the mean message transmission delay time and the mean queue length are derived using the performance indices of the packet. Numerical results show that the message arrival rate and the message length have some bounds to keep the transmission of the message steady and to improve the performance indices of the message. It can be known that the PER of the state influences on the performance indices more than the sojourn time of the state.

• Proceedings of the Technology Innovation Conference
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• 2005.02a
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• pp.268-286
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• 2005

본 연구에서는 OECD 주요 10개국을 대상으로 국가별 정보통신산업의 성장 추이를 각각 분석하고 국별 특성을 비교하는데 목적이 있다. 이를 바탕으로 각국의 정보통신산업이 경기순환 또는 단계별 발전 속성을 지니고 있는지를 파악하고 국가별 공통점과 특이점을 분석하고자 하였다. 방법론적으로 OECD 국가들의 정보통신산업 GDP 추이 및 성장률의 움직임을 국면전환 (regime change) 확산과정으로 묘사함으로써 각 국가별 정보통신산업 발전 양상의 특징 및 국면전환 시점 등을 포착해 내고자 하였다 추세를 갖는 대표적 확산과정인 GBM 모형과 평균회귀 성향을 갖는 대표적 확산과정인 Vasicek 모형에 각각 마코프 국면전환을 도입하여 국가별 정보통신산업 GDP 및 GDP 성장률의 추이에 있어 국면 전환 여부와 독특한 발전 특성을 비교 분석하였다. 실증분석 결과 정보통신산업 GDP의 성장률과 변동성 사이에는 높은 상관관계가 있었으며, 한국, 멕시코 등은 고성장, 고변동성을, 미국, 프랑스, 일본 등은 저성장, 저변동성의 특성을 보이는 것으로 나타났다 또한 한국의 경우 유일하게 성장률과 변동성 모두 국면전환이 일어나는 국가로 나타났다. 장기평균 성장률의 특성에 따라 분류한 결과, 한국, 일본, 미국, 멕시코, 뉴질랜드는 고성장에서 저성장으로의 국면전환, 핀란드와 덴마크는 경기 순환적 국면전환, 노르웨이, 프랑스, 캐나다는 단일 국면으로 분류할 수 있었다. 특히 한국의 경우 평균회귀 속도와 변동성이 타 국가에 비해 높은 특성을 보여주었다. 본 연구는 정보통신산업을 미시적 분석이나 세부 항목별 정량적 분석을 통해서가 아니라 산업의 발전 속성 및 경기 순환 등의 관점에서 분석함으로써 정보통신산업 정책의 수립 및 집행을 거시적 안목 하에 정립할 수 있게 한다는 데 의의를 가진다. 또한 경제변수를 묘사하는데 있어 국면전환 확산과정을 사용함으로써 향후 실물옵션 등을 통한 기술 및 무형자산의 가치평가에 있어 기초자산의 움직임을 보다 정확히 포착해 낼 수 있는 프로세스를 제공하였다는데 또 다른 의의를 갖는다고 하겠다.

• Nuclear Engineering and Technology
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• v.25 no.4
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• pp.539-547
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• 1993

A stochastic approach using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock media as a further extension for previous works［1-3］. Nuclide transport of decay chain of arbitrary length in the single planar fractured rock media in the vicinity of the radioactive waste repository is modeled using a continuous time Markov process. While most of analytical solutions for nuclide transport of decay chain deal with the limited length of decay chain, do not consider the case of having rock matrix diffusion, and have very complicated solution form, the present model offers rather a simplified solution in the form of expectance and its variance resulted from a stochastic modeling. As another deterministic way, even numerical models of decay chain transport, in most cases, show very complicated procedure to get the solution and large discrepancy for the exact solution as opposed to the stochastic model developed in this study. To demonstrate the use of the present model and to verify the model by comparing with the deterministic model, a specific illustration was made for the transport of a chain of three member in single fractured rock medium with constant groundwater flow rate in the fracture, which ignores the rock matrix diffusion and shows good capability to model the fractured media around the repository.

• Journal of the Society of Naval Architects of Korea
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• v.40 no.5
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• pp.43-52
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• 2003

Two methods which estimate manoeuvring derivatives in the model of hydrodynamic force and moment acting on a manoeuvring ship using sea trial data were compared. One is the widely used parameter estimation method by using the Extended Kalman Filter (EKF), which estimates state variables of linearized state space model at every instant after dealing with the coefficients as the augmented state variables. The other one is the Estimation-Before-Modeling (EBM) technique, so called the two-step method. In the first step, hydrodynamic force of which dynamic model is assumed the third-order Gauss-Markov process is estimated along with motion variables by the EKF and the modified Bryson-Frazier smoother. Then, in the next step, manoeuvring derivatives are identified through the regression analysis. If the exact structure of hydrodynamic force could be known, which was an ideal case, the EKF method would be regarded as being more superior compared to the EBM technique. However the EBM technique was more robust than the EKF method from a realistic point of view where the assumed model structure was slightly different from the real one.

• Journal of Internet Computing and Services
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• v.13 no.1
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• pp.7-14
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• 2012

In this paper, performance of IEEE 802.11 carrier-sense multiple access with collision-avoidance (CSMA/CA) protocols in saturated traffic conditions is presented taking into account the impact of imperfect channel sensing. The imperfect channel sensing includes both missed-detection and false alarm and their impact on the performance of IEEE 802.11 is analyzed and expressed as a closed form. To include the imperfect channel sensing at the physical layer, we modified the state transition probabilities of well-known two state Markov process model. Simulation results closely match the theoretical expressions confirming the effectiveness of the proposed model. Based on both theoretical and simulated results, the probability of detection is concluded as a dominant factor for the performance of IEEE 802.11.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.10A
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• pp.1113-1122
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• 2004

This paper is basically to achieve the high-availability and high-reliability of the control system from the implementation of the fault-tolerant system using the hot-standby sparing technique. To meet the objective, we design and implement a board with fault tolerance I/O bus to detect the fault. Warm-standby sparing technique is the fault tolerance technique usually used for switching control system in present. This technique can be easily implemented, but can not detect the fault quickly and can malfunction because of the hardware fault. The hot-standby sparing fault tolerant technique implemented in this paper is consists of dual processor modules and a I/O processor using fault tolerant I/O bus. The proposed method can find the faults as soon as possible, so it can prevent from wrong operation. Also it is possible to normal re-service due to the short recovering time. To implement the fault-tolerant dual system with fault detection be, two daughter, called FTMA and FTIA, boards designed and implemented are applied to the system. And we also simulated the proposed method to verify the high-availability and high-reliability of the control system using Markov process.