• 대한수학회지
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• 제58권1호
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• pp.45-67
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• 2021

In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

• 대한교통학회지
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• 제10권3호
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• pp.7-20
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• 1992

The common cycle time for the linded signals is usually determined for the critical intersecion, just because the cpacity of a signalized intersection depends on the cycle time. This may not be optimal since the interactions between the flow and the spatial structure of the route or the area are disregarded in this case. It is common to separate the total delay incurred at signals into two parts, a deterministic or uniform delay and a stochastic or random delay. The deterministic delays and the stochastic delays on the artery particularly related to signal cycle time. For this purpose a microscopic simulation technique is used to evaluate deterministic delays, and a macroscopic simulation technique based on the principles of Markov chains is used to evaluate stochastic delays with over flow queue. As a result of investigating the relations between deterministic delays and cycle time in the various circumstances of spacing of signals and traffic volume. As for stochastic delays the resalts of comparisons of the macroscopic simulation and Newell's approximation with the microscopic simulation indicate that the former is valid for the degree of saturation less than 0.95 and the latter is for that above 0.95. Newell's argument that the total stochastic delay on an arterial is dominated by that at or caused by critical intersection is certified by the simulation experiments. The comprehensive analyses of the values of optimal cycle time with various conditions lead to a model. The cycle time determined by this model shows to be approximately 70% of that calculated by Webster's.

• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.27-34
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• 2019

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

• 대한교통학회:학술대회논문집
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• 대한교통학회 2002년도 제41회 학술발표회논문집
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• pp.97-139
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• 2002

The aim of the present study is to find a good quality user equilibrium assignments under time varying condition. For this purpose, this study introduces a dynamic network loading method that can maintain correct flow propagation as well as flow conservation, and it develops a novel solution algorithm that does not need evaluation of the objective function by modifying the Schittenhelm (1990)'s algorithm. This novel algorithm turns out to be efficient and convenient compared to the conventional Frank-Wolfe (1956) algorithm because the former finds solutions based on routes rather than links so that it can maintain correct flow propagation intrinsically in the time-varying network conditions. The application of dynamic user equilibrium (DUE) assignment model with this novel solution algorithm to test networks including medium-sized one shows that the present DUE assignment model gives rise to high quality discrete time solutions when we adopt the deterministic queuing model for a link performance function, and we associate flows and costs in a proper way.

• 대한전자공학회논문지SD
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• 제40권8호
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• pp.610-618
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• 2003

테스터를 사용하는 테스트 방법이 매우 비싸고 동작속도에서의 테스트가 어려운 상황에서 BIST의 출현 은 이러한 난점을 해결하는 좋은 방법이다. 하지만, 이러한 BIST에도 해결해야 할 문제점들이 많다. 의사 무작위 테스트시 패턴 카운터와 비트 카운터의 역할이 단순히 카운팅만 하는데 한정되어 있으므로 이들 카운터를 패턴을 생성하는 역할에도 이용함으로써 BIST의 효율을 증대시키고자 한다. 새로운 BIST 구조는 LFSR이 아닌 카운터로 패턴을 생성하고 LFSR로 이의 동작을 무작위하게 또는 의도적으로 조정함으로써 다른 테스트 성능의 저하 없이 테스트 하드웨어를 축소하는 방법을 제안한다. 결정 테스트를 위한 하드웨어가 너무 크게 되는 단점을 해결하고자 본 논문에서의 실험은 실험결과에서 의사 무작위 테스트와 결정 테스트의 성능을 고장검출을, 테스트 시간과 하드웨어 관련 인자들로 표현한다.

• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.313-321
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• 2004

In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.

• 한국건설순환자원학회논문집
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• 제4권3호
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• pp.259-268
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• 2016

염해에 노출된 콘크리트 구조물의 내구수명 평가는 크게 결정론적 방법과 확률론적 방법으로 분류할 수 있으며, 다양한 설계인자에 따라 내구수명은 크게 변화한다. 본 연구에서는 시간의존성 확산계수 및 내부영향인자(기본확산계수, 임계염화물량, 시간지수)를 고려하여 변화하는 내구적 파괴확률과 이에 따른 내구수명을 도출하였다. 임계 염화물량이 133.3% 증가할 때, 내구수명은 결정론적 방법에서 134.0~145.4%의 증가비를 나타내었으며, 확률론적 방법에서는 149.2%~152.5% 증가비를 나타내었다. 시간지수가 200% 증가할 경우, 내구수명의 증가비율은 결정론적 방법에서 323.8%, 확률론적 방법에서 346.0%로 증가하였다. 시간의존성 확산계수를 사용하여 과다설계를 방지할 수 있는 합리적인 확률론적 내구설계를 수행할 수 있었으며, 혼화재료를 사용하여 시간지수를 증가시키는 것이 매우 효과적인 내구수명 연장방안임을 알 수 있었다.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2012년도 추계학술대회 논문집
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• pp.411-412
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• 2012

• Nuclear Engineering and Technology
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• 제53권11호
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• pp.3465-3473
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• 2021

For a long time, research into integrated deterministic-probabilistic safety assessment has been continuously conducted to point out and overcome the limitations of classical ET (event tree)/FT (fault tree) based PSA (probabilistic safety assessment). The current paper also attempts to assert the reason why a technical transformation from classical PSA is necessary with a re-interpretation of the categories of risk. In this study, residual risk was classified into interpolating- and extrapolating-censored categories, which represent risks that are difficult to identify through an interpolation or extrapolation of representative scenarios due to potential nonlinearity between hardware and human behaviors intertwined in time and space. The authors hypothesize that such risk can be dealt with only if the classical ETs/FTs are freely relocated, entailing large-scale computation associated with physical models. The functional elements that are favorable to find residual risk were inferred from previous studies. The authors then introduce their under-development enabling techniques, namely DICE (Dynamic Integrated Consequence Evaluation) and DeBATE (Deep learning-Based Accident Trend Estimation). This work can be considered as a preliminary initiative to find the bridging points between deterministic and probabilistic assessments on the pillars of big data technology.

• 한국정보처리학회논문지
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• 제6권11호
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• pp.2946-2953
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• 1999

Finite automation is a mathematical model to represent a system with discrete inputs and outputs. Finite automata are a useful tool for solving problems such as text editor, lexical analyzer, and switching circuit. In this paper, given a deterministic finite automaton of an input string of length n and m states, we propose a constant time parallel algorithm that represents the transition states of finite automata and determines the acceptance of an input string on a reconfigurable mesh of size [nm/2]$\times$2m.