• Bulletin of the Korean Mathematical Society
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• v.42 no.2
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• pp.231-244
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• 2005

We derive a comparison theorem for solutions of the following stochastic partial differential equations in a Hilbert space H. $$Lu^i=\alpha(u^i)M(t,\; x)+\beta^i(u^i),\;for\;i=1,\;2,$$ $where\;Lu^i=\;\frac{\partial u^i}{\partial t}\;-\;Au^{i}$, A is a linear closed operator on Hand M(t, x) is a spatially homogeneous Gaussian noise with covariance of a certain form. We are going to show that if $\beta^1\leq\beta^2\;then\;u^1{\leq}u^2$ under some conditions.

• Communications of the Korean Mathematical Society
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• v.18 no.4
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• pp.713-723
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• 2003

We study a limit problem of reflected solutions of parabolic stochastic partial differential equations driven by martingale measures. The existence of solutions is found in an extension of the work with respect to white noise by Donati-Martin and Pardoux [4]. We show that if a certain sequence of driving martingale measures converges, the corresponding solutions also converge in the Skorohod topology.

• Communications of the Korean Mathematical Society
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• v.20 no.2
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• pp.381-393
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• 2005

We consider a type of large deviation principle obtained by Freidlin and Wentzell for the solution of Stochastic differential equations in a conuclear space. We are using exponential tail estimates and exit probability of a Ito process. The nuclear structure of the state space is also used.

• Journal of Environmental Science International
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• v.19 no.12
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• pp.1447-1454
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• 2010

In this study, the detection limits of lower fatty acids in air were investigated by using Dynamic SPME(Solid Phase Micro-Extraction), i.e. improved Head Space - SPME method(HS-SPME). This Dynamic SPME, called SPDE(Solid Phase Dynamic Extraction), is the analytical method for volatile compounds in air with the extraction by using a stainless steel needle of which inner surface is coated with adsorption material and following the gas chromatographic analysis by inserting the needle into a injection port of GC and subsequently, desorption of the volatile compounds into a gas-chromatographic column. Extraction was carried out by passing the sample air through the needle with a suction pump which has been used for a detection tube. The result of measurement for the 6 lower fatty acids showed that the detection limits ranged from 0.10 ppm to 0.44 ppm and the linear correlation coefficients were over 0.99. Relative standard deviations obtained from 5 analytical repetition of a ca. 1.6 ppm standard mixture were in the range of 1.87%~2.47%. This method has been shown to be a adequate for the measuring C2~C5 fatty acids in air in the concentrations of over several hundreds ppb.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.543-558
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• 2006

We consider a type of large deviation Principle(LDP) using Freidlin-Wentzell exponential estimates for the solutions to perturbed stochastic differential equations(SDEs) driven by Martingale measure(Gaussian noise). We are using exponential tail estimates and exit probability of a diffusion process. Referring to Freidlin-Wentzell inequality, we want to show another approach to get LDP for the solutions to SDEs.

• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.161-173
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• 1996

When we deal with a Hilbert space-valued Stochastic Differential Equation (SDE) (or Stochastic Partial Differential Equation (SPDE)), depending on some unknown parameters, the solution usually has a Fourier series expansion. In this situation we consider the maximum likelihood method for the statistical estimation problem and derive the asymptotic properties (consistency and normality) of the Maximum Likelihood Estimator (MLE).

• Journal of the Korean Statistical Society
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• v.31 no.3
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• pp.329-342
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• 2002

We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

• Special Issue of the Society of Naval Architects of Korea
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• 2013.12a
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• pp.42-46
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• 2013

Recently, according to the growth of demand about large container carrier, the studies for cavitation of semi-spade rudder were increased. In spite of many effort to solve, the fundamental solution can not be found. So, the studies for full-spade rudder are increasing to solve. In Pusan national university, the studies for full-spade twisted rudder and full-spade wavy twist rudder were carried out. However, most studies are carried out in numerical analysis and the many studies of experimental comparison between each rudder are not exist. This paper describe design history of full-spade rudder (twist rudder, wavy twist rudder) for KCS (KRISO Container Ship) and compare performance of each designed full-spade rudder about resistance and self-propulsion with conventional rudder (semi-spde rudder). The measurement about designed rudder's rudder force will be performed near future.