• Journal for History of Mathematics
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• v.20 no.3
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• pp.73-90
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• 2007

In this paper, we define a generalized Feynman integral and a generalized Fourier-Feynman transform on function space induced by generalized Brownian motion process. We then give existence theorems and several properties for these concepts. Finally we investigate relationships of the Fourier transform and the generalized Fourier-Feynman transform.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.611-622
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• 2013

Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

• Journal of the Korean Magnetics Society
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• v.26 no.3
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• pp.81-85
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• 2016

This paper introduces a performance integration method to predict variation characteristic of a performance function of electromagnetic machines or devices due to manufacturing tolerances. A normalized performance function space and a hybrid mean value technique are adapted to effectively predict mean and variance, which can identify probabilistic distribution of the performance function. To verify the effectiveness and accuracy of the proposed method, a mathematical problem and a loudspeaker model are tested, and numerical results are compared with those of existing methods such as Monte Carlo simulation and univariate dimension reduction method.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2009.04a
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• pp.101-104
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• 2009

최적설계는 설계자가 요구하는 제한조건을 만족시키는 범위에서 목적함수가 최소가 되는 설계점을 찾는 방법이다. 그러나 기존의 최적설계는 불확실성의 영향을 고려하지 않아 최적해가 제한조건의 경계에 위치하고 이것은 모델링과정이나 가공 등으로 인한 오차에 대한 영향을 고려하지 않는 문제점이 있다. 신뢰성 기반 최적설계는 불확실성을 정량화하면서 신뢰도를 계산하는 신뢰도 해석과정과 최적설계과정을 포함한다. 일반적으로 신뢰성 해석은 크게 추출법, 급속 확률 적분법, 모멘트 기반 신뢰성해석이 있다. 가장 널리 사용되는 급속 확률 적분법 중 최대 손상 가능점(MPP) 방법은 많은 MPP점이 존재하는 경우 수치적 비용이 증가하는 문제점과 표준 정규분포 공간으로 변환하는 과정에서 제한조건의 비선형성을 증가시켜 큰 오차를 발생시키는 문제점이 있다. 본 논문에서는 RBDO를 수행하기에 앞서 선행되어야 할 신뢰성해석 방법으로 곱분해기법을 사용하였고 이로부터 민감도 정보를 유도하여 기울기 기반 최적화 알고리즘을 적용하였다.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.4
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• pp.299-306
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• 2009

Design optimization is a method to find optimum point which minimizes the objective function while satisfying design constraints. The conventional optimization does not consider the uncertainty originated from modeling or manufacturing process, so optimum point often locates on the boundaries of constraints. Reliability based design optimization includes optimization technique and reliability analysis that calculates the reliability of the system. Reliability analysis can be classified into simulation method, fast probability integration method, and moment-based reliability method. In most generally used MPP based reliability analysis, which is one of fast probability integration method, if many MPP points exist, cost and numerical error can increase in the process of transforming constraints into standard normal distribution space. In this paper, multiplicative decomposition method is used as a reliability analysis for RBDO, and sensitivity analysis is performed to apply gradient based optimization algorithm. To illustrate whole process of RBDO mathematical and engineering examples are illustrated.

• Journal for History of Mathematics
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• v.25 no.4
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• pp.53-67
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• 2012

Today, it is necessary to calculate orbits with high accuracy in space flight. The key words of Poincar$\acute{e}$ in celestial mechanics are periodic solutions, invariant integrals, asymptotic solutions, characteristic exponents and the non existence of new single-valued integrals. Poincar$\acute{e}$ define an invariant integral of the system as the form which maintains a constant value at all time $t$, where the integration is taken over the arc of a curve and $Y_i$ are some functions of $x$, and extend 2 dimension and 3 dimension. Eigenvalues are classified as the form of trajectories, as corresponding to nodes, foci, saddle points and center. In periodic solutions, the stability of periodic solutions is dependent on the properties of their characteristic exponents. Poincar$\acute{e}$ called bifurcation that is the possibility of existence of chaotic orbit in planetary motion. Existence of near exceptional trajectories as Hadamard's accounts, says that there are probabilistic orbits. In this context we study the eigenvalue problem in early 20th century in three body problem by analyzing the works of Darwin, Bruns, Gyld$\acute{e}$n, Sundman, Hill, Lyapunov, Birkhoff, Painlev$\acute{e}$ and Hadamard.

• Journal of the Korean Institute of Telematics and Electronics
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• v.26 no.3
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• pp.8-13
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• 1989

The parameters of bipolar random square-wave signal process, amplitude and phase with unknown probability distribution are shown to be simultaneously estimated by using Gauss-Markov estimator so that transmitted digital data can be recovered under the additive Gaussinan noise environment. However, we see that the preprocessing stage using the correlator composed of the multiplier and the running integrator is needed to convert the received process into the sampled sequences and to obtain the observed data vectors, which can be used for Gauss-Markov estimation.