• Korean Journal of Mathematics
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• v.11 no.1
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• pp.65-70
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• 2003

We show that every quasi-random graph $G(n)$ with $n$ vertices and minimum degree $(1+o(1))n/2$ has diameter either 2 or 3 and that every quasi-random graph $G(n)$ with n vertices has a clique number of $o(n)$ with wide spread.

• Korean Journal of Mathematics
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• v.10 no.1
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• pp.29-35
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• 2002

It is well known that a random graph $G_{1/2}(n)$ is Hamiltonian almost surely. In this paper, we show that every quasirandom graph $G(n)$ with minimum degree $(1+o(1))n/2$ is also Hamiltonian.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.669-677
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• 2013

Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

• Structural Engineering and Mechanics
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• v.37 no.3
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• pp.267-283
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• 2011

Although earthquakes generate random cyclic lateral loading on structures, a quasi-static cyclic loading pattern with gradually increasing amplitude has been commonly used in the laboratory tests because of its relatively low cost and simplicity compared with pseudo-dynamic and shake table tests. The number, amplitudes and sequence of cycles must be chosen appropriately as important parameters of a quasi-static cyclic loading pattern in order to account for cumulative damage matter. This paper aims to reach a new cyclic displacement pattern to be used in quasi-static tests of well-confined, flexure-dominated reinforced concrete (RC) columns. The main parameters of the study are sectional dimensions, percentage of longitudinal reinforcement, axial force intensity and earthquake types, namely, far-fault and near-fault.

• Journal of the Korean Mathematical Society
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• v.35 no.3
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• pp.503-525
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• 1998

In the theory of retrial queues it is usually assumed that the flow of primary customers is Poisson. This means that the number of independent sources, or potential customers, is infinite and each of them generates primary arrivals very seldom. We consider now retrial queueing systems with a homogeneous population, that is, we assume that a finite number K of identical sources generates the so called quasi-random input. We present a survey of the main results and mathematical tools for finite source retrial queues, concentrating on M/G/1//K and M/M/c//K systems with repeated attempts.

• Journal of Korean Institute of Industrial Engineers
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• v.42 no.1
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• pp.30-37
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• 2016

A multi-server queueing system with an infinite buffer and impatient customers is analyzed. The system operates in the finite state Markovian random environment. The number of available servers, the parameters of the batch Markovian arrival process, the rate of customers' service, and the impatience intensity depend on the current state of the random environment and immediately change their values at the moments of jumps of the random environment. Dynamics of the system is described by the multi-dimensional asymptotically quasi-Toeplitz Markov chain. The ergodicity condition is derived. The main performance measures of the system are calculated. Numerical results are presented.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.563-585
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• 2008

This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.27 no.8
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• pp.1081-1088
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• 2003

Numerical investigation on the structures of various Taylor vortices induced in the flow between two concentric cylinders, with the inner one rotating and with a pressure-driven axial flow imposed, is carried out, and compared with the experiments of Wereley and Lueptow [Phys. fluid, 11(12), 1999] who studied the Taylor vortices using PIV in detail. Especially, the properties of helical vortices and random wavy vortices are discussed, and their three-dimensional structures are visualized using the numerical data. Our simulation also predicts that random wavy vortices have quasi-periodic movement which can be explained by traveling waves formed in the azimuthal direction. The numerical results are well consistent with the experimental findings of Wereley and Lueptow.

• Earthquakes and Structures
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• v.7 no.2
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• pp.119-139
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• 2014

A new method is proposed for random vibration anaylsis of hysteretic systems subjected to non-stationary random excitations. With the Bouc-Wen model, motion equations of hysteretic systems are first transformed into quasi-linear equations by applying the concept of equivalent excitations and decoupling of the real and hysteretic displacements, and the derived equation system can be solved by either the precise time integration or the Newmark-${\beta}$ integration method. Combining the numerical solution of the auxiliary differential equation for hysteretic displacements, an explicit iteration algorithm is then developed for the dynamic response analysis of hysteretic systems. Because the computational cost for a large number of deterministic analyses of hysteretic systems can be significantly reduced, Monte-Carlo simulation using the explicit iteration algorithm is now viable, and statistical characteristics of the non-stationary random responses of a hysteretic system can be obtained. Numerical examples are presented to show the accuracy and efficiency of the present approach.

• Journal of Korean Society for Quality Management
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• v.47 no.1
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• pp.87-96
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• 2019

Purpose: The purpose of this paper is to determine an optimal production time for economic production quantity model with preventive maintenance and random defective rate as the function of a machinery deteriorates. Methods: If a machinery shifts from "in-control" state to "out-of-control" state, a proportion of defective items being produced increases. It is assumed that time to state shift is a random variable and follows an arbitrary distribution. The elapsed time until process shift decreases stochastically as a production cycle repeats and quasi-renewal process is used to implement for production facilities to deteriorate. Results: When the exponential parameter for exponential distribution increases, the optimal production time increases. When Weibull distribution is considered, the optimal production time is closely affected by the shape parameter of Weibull distribution. Conclusion: A mathematical model is suggested to find optimal production time and optimal number of production cycles and numerical examples are implemented to validate the patterns for changes of optimal times under different parameters assumptions. The real application is implemented using the proposed approach.