• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.813-820
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• 2012

A surplus process with two types of claims is considered, where Type I claims occur more frequently, however, their sizes are smaller stochastically than Type II claims. The ruin probabilities of the surplus caused by each type of claim are obtained by establishing integro-differential equations for the ruin probabilities. The formulas of the ruin probabilities contain an infinite sum and convolutions that make the formulas hard to be applicable in practice; subsequently, we obtain explicit formulas for the ruin probabilities when the sizes of both types of claims are exponentially distributed. Finally, we show through a numerical example, that Type II claims have more impact on the ruin probability of the surplus than Type I claims.

• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.939-955
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• 2022

In this paper, we study a first-order non-linear singularly perturbed Volterra integro-differential equation (SPVIDE). We discretize the problem by a uniform difference scheme on a Bakhvalov-Shishkin mesh. The scheme is constructed by the method of integral identities with exponential basis functions and integral terms are handled with interpolating quadrature rules with remainder terms. An effective quasi-linearization technique is employed for the algorithm. We establish the error estimates and demonstrate that the scheme on Bakhvalov-Shishkin mesh is O(N^-1) uniformly convergent, where N is the mesh parameter. The numerical results on a couple of examples are also provided to confirm the theoretical analysis.

• The Pure and Applied Mathematics
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• v.21 no.1
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• pp.61-75
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• 2014

The purpose of this paper is to obtain some integral inequalities with impulses by using the method of Stieltjes derivatives, and we use our results in the study of Lyapunov stability of solutions of a certain nonlinear impulsive integro-differential equation.

• Proceedings of the KIEE Conference
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• 1994.11a
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• pp.42-44
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• 1994

This paper presents the method of estimating integral coefficients of new distance relaying algorithm for transmission line protection. The proposed method is based on the differential equation calculates impedance value by approximation of integral term of integro-differential equation which relate voltage with current. As a result, we can determine the integral coefficients in least square error sense in frequency domain and we take into consideration the analog filter characteristics and frequency domain characteristics of the system to be protected. The simulation results showed that these coefficients can be successfully used to obtain impedance value in distance relay.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.81-87
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• 2012

A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

• Journal of the Korean Vacuum Society
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• v.10 no.4
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• pp.424-430
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• 2001

An electron Boltzmann equation is solved numerically to calculate the electron energy distribution functions in plasma discharge which is generated by radio-frequency (RF) and microwave frequency electric field. The maintenance field strengths are determined self-consistently by solving the homogeneous electron Boltzmann equation in the Lorentz approximation expressed by 2nd order differential equation and an additional particle balance equation expressed by integro-differential equation. By using this numerical code, the electron energy distribution functions in argon discharge are calculated in the range from RF to microwave frequency. The influence of frequency of the HF electric field on the electron energy distribution functions and ionization rate are investigated.

• Journal of applied mathematics & informatics
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• v.29 no.3_4
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• pp.681-696
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• 2011

In this paper, we consider the existence of mild solutions for a certain class of nonlinear impulsive functional evolution integrodifferential equation with nonlocal conditions in Banach spaces. A sufficient condition is established by using Schaefer's fixed point theorem combined with an evolution system. An example is also given to illustrate our result.

• Communications of the Korean Mathematical Society
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• v.22 no.4
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• pp.623-640
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• 2007

The Lotka-McKendrick model which describes the evolution of a single population is developed from the well known Malthus model. In this paper, we introduce the Lotka-McKendrick model. We approximate the solution to the model using hp-discontinuous Galerkin finite element method. The numerical results show that the presented hp-discontinuous Galerkin method is very efficient in case that the solution has a sharp decay.

• Communications of the Korean Mathematical Society
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• v.28 no.3
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• pp.559-569
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• 2013

The purpose of this paper is to establish existence, uniqueness and a variation of constant formula of solutions for semilinear partial functional differential equations with unbounded delays and nonlinear part involving integro differetial terms.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.14 no.2
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• pp.145-153
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• 2014

With reasonable control selections on the space of functions, various application models can take the shape of a well-defined control system on mathematics. In the credibility space, controlability management of fuzzy differential equation is as much important issue as stability. This paper addresses exact controllability for fuzzy differential equations in the credibility space in the perspective of Liu process. This is an extension of the controllability results of Park et al. (Controllability for the semilinear fuzzy integro-differential equations with nonlocal conditions) to fuzzy differential equations driven by Liu process.