• 대한수학회보
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• 제52권3호
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• pp.947-953
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• 2015

Vecer derived a degenerate parabolic equation characterizing the price of Asian options with generally sampled average. It is well understood that there exists a unique probabilistic solution to Vecer's PDE but it remained unclear whether the probabilistic solution is a classical solution. We prove that the probabilistic solution to Vecer's PDE is indeed regular.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2004년도 춘계학술대회논문집
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• pp.753-758
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• 2004

This study is to suggest a probabilistic design determining configurations of slider air bearings with the dimensional manufacturing tolerances of the ABS. The probabilistic design problem is formulated to minimize the variation in flying height from a target value while satisfying the desired probabilities keeping the pitch and roll angles within suitable range. The proposed approach first solves the deterministic optimization problem. Then, beginning with this solution, the RBDO is continued with the probabilistic constraints affected by the random variables with a fixed standard deviation in normal distribution. The RBDO results are directly compared with the values of the initial design and the results of the deterministic optimization, respectively. The reliability analyses are performed by the descriptive sampling (DS) to show the effectiveness and accuracy of the proposed approach. It is demonstrated that the proposed RBDO approach can efficiently obtain an optimum solution satisfying all the desired probabilistic constraints.

• 한국소음진동공학회논문집
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• 제14권8호
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• pp.695-701
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• 2004

This study is to suggest a Probabilistic design determining configurations of slider air bearings with the dimensional manufacturing tolerances of the ABS. The probabilistic design problem is formulated to minimize the variation in flying height from a target value while satisfying the desired probabilities keeping the pitch and roll angles within a suitable range. The proposed approach first selves the deterministic optimization problem. Then, beginning with this solution, the RBDO is continued with the probabilistic constraints affected by the random variables with a fixed standard deviation in normal distribution. The RBDO results are directly compared with the values of the initial design and the results of the deterministic optimization, respectively. The reliability analyses are performed by the descriptive sampling (DS) to show the effectiveness and accuracy of the proposed approach. It is demonstrated that the Proposed RBDO approach can efficiently obtain an optimum solution satisfying all the desired probabilistic constraints.

• Journal of applied mathematics & informatics
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• 제4권1호
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• pp.211-222
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• 1997

In this paper we present a probabilistic approach for the estimation of realistic error bounds appearing in the execution of basic algebraic floating point operations. Experimental results are carried out for the extended product the extended sum the inner product of random normalised numbers the product of random normalised ma-trices and the solution of lower triangular systems The ordinary and probabilistic bounds are calculated for all the above processes and gen-erally in all the executed examples the probabilistic bounds are much more realistic.

• 논리연구
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• 제5권2호
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• pp.115-131
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• 2002

The problem of disjunctive causal factors is generalized as follows. Suppose that there are no factors of the kind considered so far that need to be held fixed in background contexts. Nevertheless, it is still possible that within the background contexts, each disjunct of a disjunctive causal factor X v W confers a different probability on an effect factor in Question. So a problem arises of how we identify a single causally significant probability of the effect factor in the presence of the disjunctive causal factor, assuming that each disjunct of the disjunctive causal factor confers a different probability on the effect factor. In this paper, I first introduce an experiment in which disjunctive causal factors seem to pose a problem for the theory of probabilistic causation. Second, I show how Eells' solution to the problem of disjunctive causal factors meets the problem that arises in the experiment. Third, I examine Hitchcock's arguments against Eells' solution, arguing that Hitchcock misconstrues Eells' solution, and disregards the feature of the theory of probabilistic causation such that a factor is a causal factor for another factor relative to a population P of a population type Q.

• Journal of applied mathematics & informatics
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• 제5권1호
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• pp.223-233
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• 1998

This paper is concerned with the problem of existence of solutions to the initial value problem u'(t) = A(t, u(t)), u(a) = z in a probabilistic normed space where $A : [a,b)\;{\times}\;D->E$ is continuous, D is a closed subset of a probabilistic normed space E, and $z\;{\in}\;D$. With a dissipative type condition on A, we estabilish sufficient conditions for this initial value problem to have a solution.

• 대한전기학회논문지
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• 제43권2호
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• pp.197-205
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• 1994

Security of a power system refers to its robustness relative to a set of imminent disturbances (contingencies) during operation. The socially optimal solution for the actuall level of generation/consumption has been well-known spot pricing at shot-run marginal cost. The main disadvantage of this approach arises because serious contingencies occur quite infrequently. Thus by establishing contractual obligations for contingency offering before an actual operation time through decision feedback we can obtain socially optimal level of system security. Under probabilistic precontract pricing the operating point is established at equal incremental cost of the expected short-run and collapse cost of each participant. Rates for power generation/consumption and for an offer to use during a contingency, as well as information on the probability distribution of contingency need for each participant, are derived so that individual optimization will lead to the socially optimal solution in which system security is optimized and the aggregate benefit is maxmized.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 추계학술대회 논문집 전력기술부문
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• pp.28-30
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• 2003

Probabilistic Load Flow(PLF) solution based on the method of moments is used for security assessment of bus voltages in power systems. Bus voltages, line currents, line admittances, generated real and reactive power, and bus loads are treated as complex random variables. These complex random variables are known in terms of probability density functions(PDF). Also, expressions for the convolutions of complex random variables in terms of moments and cumulants have been derived. Proposed PLF solution using the method of moments is fast, because the process of convolution of various complex random variables is performed in moment and cumulant domain. Therefore, the method is applied to security assessment of power systems in this paper. Finally, system operator also can be used information of security assessment to improve reliability of power systems.

• Nuclear Engineering and Technology
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• 제49권2호
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• pp.286-294
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• 2017

The events at the Fukushima Daiichi Nuclear Power Station in March 2011 point out, among other matters, that concurrent accidents at multiple units of a site can occur in reality. Although site risk has been deterministically considered to some extent in nuclear power plant siting and design, potential occurrence of multi-unit accident sequences at a site was not investigated in sufficient detail thus far in the nuclear power community. Therefore, there is considerable worldwide interest and research effort directed toward multi-unit site risk assessment, especially in the countries with high-density nuclear-power-plant sites such as Korea. As the technique of probabilistic safety assessment (PSA) has been successfully applied to evaluate the risk associated with operation of nuclear power plants in the past several decades, the PSA having primarily focused on single-unit risks is now being extended to the multi-unit PSA. In this paper we first characterize the site risk with explicit consideration of the risk associated with spent fuel pools as well as the reactor risks. The status of multi-unit risk assessment is discussed next, followed by a description of the emerging issues relevant to the multi-unit risk evaluation from a practical standpoint.

• Structural Engineering and Mechanics
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• 제64권4호
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• pp.413-426
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• 2017

Probabilistic methods are used in engineering where a computational model contains random variables. The proposed method under development: Direct Optimized Probabilistic Calculation (DOProC) is highly efficient in terms of computation time and solution accuracy and is mostly faster than in case of other standard probabilistic methods. The novelty of the DOProC lies in an optimized numerical integration that easily handles both correlated and statistically independent random variables and does not require any simulation or approximation technique. DOProC is demonstrated by a collection of deliberately selected simple examples (i) to illustrate the efficiency of individual optimization levels and (ii) to verify it against other highly regarded probabilistic methods (e.g., Monte Carlo). Efficiency and other benefits of the proposed method are grounded on a comparative case study carried out using both the DOProC and MC techniques. The algorithm has been implemented in mentioned software applications, and has been used effectively several times in solving probabilistic tasks and in probabilistic reliability assessment of structures. The article summarizes the principles of this method and demonstrates its basic possibilities on simple examples. The paper presents unpublished details of probabilistic computations based on this method, including a reliability assessment, which provides the user with the probability of failure affected by statistically dependent input random variables. The study also mentions the potential of the optimization procedures under development, including an analysis of their effectiveness on the example of the reliability assessment of a slender column.