• Communications of the Korean Mathematical Society
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• v.26 no.4
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• pp.709-720
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• 2011

We obtain special type of differential equations which their solution are random variable with known continuous density function. Stochastic differential equations (SDE) of continuous distributions are determined by the Fokker-Planck theorem. We approximate solution of differential equation with numerical methods such as: the Euler-Maruyama and ten stages explicit Runge-Kutta method, and analysis error prediction statistically. Numerical results, show the performance of the Rung-Kutta method with respect to the Euler-Maruyama. The exponential two parameters, exponential, normal, uniform, beta, gamma and Parreto distributions are considered in this paper.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1996.04a
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• pp.125-129
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• 1996

This paper deals with the problem of placement/sizing of distributed piezo actuators to achieve the control objective of vibration suppression. Using the mean square response as a performance index in optimization, we obtain optimal placement and sizing of the actuator. The use of genetic algorithms as a technique for solving optimization problems of placement and sizing is explored. Genetic algorithms are also used for the control strategy. The analysis of the system and response moment equations are carried out by using the Fokker-Planck equation. This paper presents the design and analysis of an active controller and optimal placement/sizing of distributed piezo actuators based on genetic algorithms for a flexible structure under random disturbance, shows numerical example and the result.

• Journal of Astronomy and Space Sciences
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• v.8 no.1
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• pp.11-23
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• 1991

The dynamical evolution of globular clusters is studied using the orbit-averaged multicomponent Fokker-Planck equation. The original code developed by Cohn(1980) is modi-fied to include the effect of stellar evolutions. Plommer's model is chosen as the initial density distribution with the initial mass function index $\alpha$=0.25, 0.65, 1.35, 2.35, and 3.35. The mass loss rate adopted in this work follows that of Fusi-Pecci and Renzini(1976). The stellar mass loss acts as the energy source, and thus affects the dynamical evolution of globular clusters by slowing down the evolution rate and extending the core collapse time Tcc. And the dynamical length scale $$R_c, $$R_h is also extended. This represents the expansion of cluster due to the stellar mass loss.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.05a
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• pp.706-709
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• 2007

일반적으로 알려진 시스템 규명은 시스템의 입/출력 관계를 이용하여 시스템을 규명하고 그 파라미터를 구하고 있다. 그러나 많은 경우에 시스템이 불규칙한 외란에 노출된 경우에는 알려져 있는 시스템의 규명방법이 없다. 이에 그 특성이 알려져 있지 않은 미지의 시스템이 미지의 불규칙한 외란에 노출되었을 때에 그 시스템을 규명하는 방법을 연구 개발하였다. 여기서는 시스템의 출력이 정상적(Stationary)일 때만 이를 확률영역에서 고려하였다. 확률 영역에서 시스템의 응답은 시스템 파라미터의 영향을 크게 받는바 시스템모멘트응답을 시스템 파라미터와의 관계로 구성할 수 있다. 이로부터 시스템의 출력만을 이용하여 시스템 파라미터의 규명이 가능하게 되었다. 본 연구에서는 실 물리영역에서의 출력을 확률영역에서의 모멘트 응답으로 변환시킨 후 역변환 개념으로 미지의 불규칙 외란에 노출되어진 미지의 2차 선형 확률시스템의 파라메타를 성공적으로 규명하였다.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1998.04a
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• pp.399-406
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• 1998

An investigation into the stochastic bifurcation and response statistits of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

• Journal of the Korean Society of Industry Convergence
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• v.3 no.1
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• pp.43-51
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• 2000

The response statistics of a hinged-clamped beam under broad-band random excitation is investigated. The random excitation is applied at the nodal point of the second mode. By using Galerkin's method the governing equation is reduced to a system of nonautonomous nonlinear ordinary differential equations. A method based upon the Markov vector approach is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. The analytical results for two and three mode interactions are also compared with results obtained by Monte Carlo simulation.

• Journal of the Korean Society of Industry Convergence
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• v.3 no.2
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• pp.141-147
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• 2000

The nonlinear response statistics of an autoparameteric system under broad-band random excitation is investigated. The specific system examined is a vibration absorber system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian closure method the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The jump phenomenon was found by Gaussian closure method under random excitation.

• Journal of Korean Society on Water Environment
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• v.25 no.1
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• pp.112-119
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• 2009

Based on the study of soil water dynamics, this study is to suggest an advanced stochastic soil water model for future study for drought application. One distinguishable remark of this study is the derivation of soil water dynamic controling equation for 3-stage loss functions in order to understand the temporal behaviour of soil water with reaction to the precipitation. In terms of modeling, a model with rather simpler structure can be applied to regenerate the key characteristics of soil water behavior, and especially the probabilistic solution of the derived soil water dynamic equation can be helpful to provide better and clearer understanding of soil water behavior. Moreover, this study will be the future cornerstone of applying to more realistic phenomenon such as drought management.

• The Bulletin of The Korean Astronomical Society
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• v.39 no.2
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• pp.76.2-76.2
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• 2014

The Arches cluster is one of the compact, young, massive star clusters near the center of our galaxy. Since it is located only ~30 pc away in projection from the galactic center (GC), the cluster is an excellent target for studying the effects of star forming environment on, for example, the initial mass function under the extreme condition of GC. To estimate the initial condition of the Arches cluster, we compare our calculation results from the anisotropic Fokker-Planck method with the most recent observational data sets for the surface density and velocity dispersion profiles and the present-day mass function.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.3
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• pp.501-516
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• 2013

The well-known Vlasov-Poisson equation describes plasma physics as nonlinear first-order partial differential equations. Because of the nonlinear condition from the self consistency of the Vlasov-Poisson equation, many problems occur: the existence, the numerical solution, the convergence of the numerical solution, and so on. To solve the problems, a viscosity term (a second-order partial differential equation) is added. In a viscosity term, the Vlasov-Poisson equation changes into a parabolic equation like the Fokker-Planck equation. Therefore, the Schauder fixed point theorem and the classical results on parabolic equations can be used for analyzing the Vlasov-Poisson equation. The sequence and the convergence results are obtained from linearizing the Vlasove-Poisson equation by using a fixed point theorem and Gronwall's inequality. In numerical experiments, an implicit first-order scheme is used. The numerical results are tested using the changed viscosity terms.