• 대한수학회지
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• 제34권4호
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• pp.1019-1028
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• 1997

The integral solution for a deterministic evolution equation was introduced by Benilan. Similarly, in this paper, we define the integral solution for a stochastic evolution equation with a state-dependent diffusion term and prove that there exists a unique integral solution of the stochastic evolution euation under some conditions for the coefficients. Moreover we prove that this solution is a unique strong solution.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.587-601
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• 2011

In this paper, we prove the existence and uniqueness of mild solution for stochastic functional integrodifferential evolution equations and derive sufficient conditions for the controllability results. As an illustration we consider the controllability for a system governed by a random motion of a string.

• 대한수학회지
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• 제54권3호
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• pp.909-943
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• 2017

This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular dependence of the solutions on initial data. Finally, some applications to stochastic partial differential equations are presented.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.459-470
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• 2004

We study the approximation of the solution of linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter H > 1/2 through discretization of space and time. The rate of convergence of an approximation for Euler scheme is established.

• 융합신호처리학회논문지
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• 제3권1호
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• pp.87-92
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• 2002

배치(Placement)는 VLSI 회로의 physical design에서 중요한 단계로서 회로의 성능을 최대로 하기 위하여 회로 모듈의 집합을 배치시키는 문제이며, 배치 문제에서 최적의 해를 얻기 위해 클러스터 성장(cluster growth), 시뮬레이티드 어닐링(simulated annealing; SA), ILP(integer linear programming)등의 방식이 이용된다. 본 논문에서는 배치 문제에 대하여 확률 진화 알고리즘(stochastic evolution algorithm; StocE)을 이용한 해 공간 탐색(solution space search) 방식을 제안하였으며, 제안한 방식을 시뮬레이티드 어닐링 방식과 비교, 분석하였다.

• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.197-208
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• 2005

We consider the problem for approximate solution of linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter $H\;\in$ (0,1/2). The error of the approximate solution for the explicit Euler scheme is investigated.

• 대한수학회지
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• 제50권1호
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• pp.41-59
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• 2013

In this paper, we investigate the existence and controllability results for a class of abstract stochastic evolution differential inclusions with nonlocal conditions where the linear part is nondensely defined and satisfies the Hille-Yosida condition. The results are obtained by using integrated semigroup theory and a fixed point theorem for condensing map due to Martelli.

• Structural Engineering and Mechanics
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• 제63권6호
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• pp.703-712
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• 2017

The composite blades of offshore wind turbines accumulate structural damage such as fatigue cracking due to harsh operation environments during their service time, leading to premature structural failures. This paper investigates various fatigue crack models for reproducing crack development in composite blades and proposes a stochastic approach to predict fatigue crack evolution and to analyse failure probability for the composite blades. Three typical fatigue models for the propagation of fatigue cracks, i.e., Miner model, Paris model and Reifsnider model, are discussed to reproduce the fatigue crack evolution in composite blades subjected to cyclical loadings. The lifetime probability of fatigue failure of the composite blades is estimated by stochastic deterioration modelling such as gamma process. Based on time-dependent reliability analysis and lifecycle cost analysis, an optimised maintenance policy is determined to make the optimal decision for the composite blades during the service time. A numerical example is employed to investigate the effectiveness of predicting fatigue crack growth, estimating the probability of fatigue failure and evaluating an optimal maintenance policy. The results from the numerical study show that the stochastic gamma process together with the proper fatigue models can provide a useful tool for remaining useful life predictions and optimum maintenance strategies of the composite blades of offshore wind turbines.

• Wind and Structures
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• 제10권1호
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• pp.45-60
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• 2007

Transmission tower is a vital component in electrical system. In order to accurately compute the dynamic response and reliability of transmission tower under the excitation of wind loading, a new method termed as probability density evolution method (PDEM) is introduced in the paper. The PDEM had been proved to be of high accuracy and efficiency in most kinds of stochastic structural analysis. Consequently, it is very hopeful for the above needs to apply the PDEM in dynamic response of wind-excited transmission towers. Meanwhile, this paper explores the wind stochastic field from stochastic Fourier spectrum. Based on this new viewpoint, the basic random parameters of the wind stochastic field, the roughness length $z_0$ and the mean wind velocity at 10 m heigh $U_{10}$, as well as their probability density functions, are investigated. A latticed steel transmission tower subject to wind loading is studied in detail. It is shown that not only the statistic quantities of the dynamic response, but also the instantaneous PDF of the response and the time varying reliability can be worked out by the proposed method. The results demonstrate that the PDEM is feasible and efficient in the dynamic response and reliability analysis of wind-excited transmission towers.

• 대한수학회보
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• 제34권2호
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• pp.233-245
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• 1997

In this paper, we study the asymptotic behavior of a random evolution. Some examples of random evolution can be found in Chapter 12 of [2].