• 천문학논총
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• 제22권4호
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• pp.113-132
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• 2007

On the framework of stochastic gravitational wave background(SGWB) by compact binary systems, we studied the strain spectra of SGWB produced by cosmological cataclysmic variables(CV). For this we reviewed the empirical properties of CVs by using newly published CV catalogue and calculated the cosmological densities of CVs considering the galaxy luminosity function and cosmic stellar birth rate function. Assuming the secular evolution of CVs, we calculated the time scale of CV gravitational wave(GW) radiation and derived formulae for the strain spectra of SGWB by cosmological CVs.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.133-138
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• 1993

We consider two estimators of the infection rate in the simple stochastic epidemic model. It is shown that the maximum likelihood estimator of teh infection rate under the discrete time observation does not have the moment of any positive order. Some properties of the Choi-Severo estimator, an approximation to the maximum likelihood estimator, are also investigated.

• 대한전기학회논문지
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• 제31권7호
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• pp.18-24
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• 1982

We derived an optimal control of the Stochastic Bilinear Systems. For that we, firstly, formulated stochastic bilinear system and estimated its state when the system state is not directly observable. Optimal control problem of this system is reviewed on the line of three optimization techniques. An optimal control is derived using Hamilton-Jacobi-Bellman equation via dynamic programming method. It consists of combination of linear and quadratic form in the state. This negative feedback control, also, makes the system stable as far as value function is chosen to be a Lyapunov function. Several other properties of this control are discussed.

• Journal of the Korean Statistical Society
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• 제28권3호
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• pp.389-398
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• 1999

We consider an imperfect repair model under which either a perfect repair or a minimal repair can be performed at each failure of a unit. Some stochastic properties of the number of perfect repairs and the number of minimal repairs under the imperfect repair model are investigated. We also derive the expressions for evaluating the expected numbers of perfect and minimal repairs in general and apply these formulas for certain parametric families of life distributions.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.550-553
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• 1986

This paper presents a procedure for the time-scale separation and a design method for the sub-optimal composite regulator and Kalman filter of the large-scale discrete stochastic system with two time-scale properties. Provided that the fast sub-system is asymptotically stable, the reduced-order regulator and Kalman filter for the slow sub-system with dominant modes is designed as a sub-optimal regulator for the system.

• Journal of applied mathematics & informatics
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• 제37권5_6호
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• pp.491-506
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• 2019

In this paper, we show the existence and uniqueness of solution to stochastic differential equations under weakened $H{\ddot{o}}lder$ condition and a weakened linear growth condition. Furthermore, the properties of their solutions investigated and estimate for the error between Picard iterations $x_n(t)$ and the unique solution x(t) of SDEs.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.457-467
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• 2013

There exist many deterministic models for signaling pathways in systems biology. However the models do not consider the stochastic properties of the pathways, which means the models fit well with experimental data in certain situations but poorly in others. Incorporating stochasticity into deterministic models is one way to handle this problem. In this paper the way is used to produce stochastic models based on the deterministic differential equations for the published extracellular signal-regulated kinase (ERK) pathway. We consider strong convergence and stability of the numerical approximations for the stochastic models.

• Steel and Composite Structures
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• 제8권2호
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• pp.129-144
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• 2008

This paper demonstrates an application of the perturbation based stochastic finite element method (SFEM) for predicting the performance of structural systems made of composite sections with random material properties. The composite member consists of materials in contact each of which can surround a finite number of inclusions. The perturbation based stochastic finite element analysis can provide probabilistic behavior of a structure, only the first two moments of random variables need to be known, and should therefore be suitable as an alternative to Monte Carlo simulation (MCS) for realizing structural analysis. A summary of stiffness matrix formulation of composite systems and perturbation based stochastic finite element dynamic analysis formulation of structural systems made of composite sections is given. Two numerical examples are presented to illustrate the method. During stochastic analysis, displacements and sectional forces of composite systems are obtained from perturbation and Monte Carlo methods by changing elastic modulus as random variable. The results imply that perturbation based SFEM method gives close results to MCS method and it can be used instead of MCS method, especially, if computational cost is taken into consideration.

• 충청수학회지
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• 제17권2호
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• pp.197-203
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• 2004

We find some properties of a stochastic processX(t, ${\omega}$) ${\in}L^2_{s.a.p.}$ which is of bounded variation.

• Journal of Mechanical Science and Technology
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• 제14권10호
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• pp.1041-1050
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• 2000

In this paper the effect of specimen thickness on fatigue crack growth with the spatial distribution of material properties is presented. Basically, the material resistance to fatigue crack growth is treated as a spatial stochastic process, which varies randomly on the crack surface. The theoretical autocorrelation functions of fatigue crack growth resistance with specimen thickness are discussed for several correlation lengths. Constant ${\Delta}K$ fatigue crack growth tests were also performed on CT type specimens with three different thicknesses of BS 4360 steel. Applying the proposed stochastic model and statistical analysis procedure, the experimental data were analyzed for different specimen thicknesses for determining the autocorrelation functions and probability distributions of the fatigue crack growth resistance.