• Communications of the Korean Mathematical Society
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• v.21 no.2
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• pp.375-384
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• 2006

We consider a class of bilinear models with periodic regime switching and find easy-to-check sufficient conditions that ensures the existence of a stationary process obtained from given difference equation. Existence of a higher order moments is examined.

• Nuclear Engineering and Technology
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• v.49 no.6
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• pp.1301-1309
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• 2017

The extinction probability of a branching process (a neutron chain in a multiplying medium) is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.69-69
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• 2000

Control systems using a hydraulic cylinder as an actuator are modeled to a nonlinear system owing to varying of moments and nonlinearities of hydraulic itself. In this paper, we want to control nonlinear hydraulic systems by adopting the fuzzy PID control technique which include nonlinear time varying control parameters. To do this, we propose the design method of fuzzy Pm controller and in order to assure effectiveness of fuzzy PID controller, computer simulations were executed for the control system.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.56 no.1
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• pp.1-7
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• 2007

Generally, an electric railroad feeding system has many problems due to the different characteristics in contrast with a load of general three-phase AC electric power system. One of them is harmonics problem caused by the switching device existing in the feeding system, and moreover, the time-varying dynamic loads of rail way is inherently another cause to increase this harmonics problem. In Korea power systems, the electric railroad feeding system is directly supplied from the substation of KEPCO. Therefore, if voltages fluctuation or unbalanced voltages are created by the voltage and current distortion or voltage drop during operation, it affects directly the source of supply. The trainloads of electric railway system have non-periodic but iterative harmonic characteristics as operating condition, because the electric characteristic of the electric railroad feeding system is changed by physical conditions of the each trainload. According to the traditional study, the estimation of harmonics has been performed by deterministic way using the steady state data at the specific time. This method is easy to analyze harmonics, but it has limits in some cases which needs an assessment of dynamic load and reliability. Therefore, this paper proposes the probabilistic estimation method, moments matching method(MW) in order to overcome the drawback of deterministic method. In this paper, distributions for each harmonics are convolved to obtain the moments and cumulants of TDD(Total Demand Distortion), and this can be generalized for any number of trains. For the case study, the electric railway system of LAT(Intra Airport Transit) in Incheon International Airport is modeled using PSCAD/EMTDC dynamic simulator. The raw data of harmonics for the moments matching method is acquired from simulation of the LAT model.

• Journal of the Society of Naval Architects of Korea
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• v.40 no.5
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• pp.60-67
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• 2003

For risk or reliability assessment of ship structures against particular hazardous situations such as total loss or sinking due to hull girder collapse, the short-term based response analysis rather than the long-term response analysis is required to determine wave-induced bending moments when the ship encounters a storm of specific duration and with a specified small encounter probability. In the present study, the effects of operational condition and sea states on wave-induced bending moments of large merchant vessels are investigated. A series of the short-term response analyses for a hypothetical VLCC and a Capesize bulk carrier (CSBC) are carried out with varying operational condition and sea states which include ship speed, significant wave height and wave persistence time, using the linear-strip theory based program ABS/SHIPMOTION and the MIT sea-keeping tables. The computed results are also compared with the IACS design formula predictions. The results and insights developed from the present study are summarized.

• Steel and Composite Structures
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• v.20 no.4
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• pp.801-812
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• 2016

In an actual design, none of the structures with shear behaviors will be designed for torsional moments. Any failure or damages to roofs, infills, shear walls, and braces caused by an earthquake, will inevitably result in relocation of center of mass and rigidity of the structure. With these changes, the dynamic characteristics of structure could be changed during an earthquake at any moment. The main objective of this paper is to obtain the relationship between time-varying eccentricity of load and corner lateral displacement. In this study, various methods have been used to determine the structural response for time-varying lateral corner displacement. As will be seen below, some of the structural calculation methods result in a significant deviation from the actual results, although these methods include the interaction effects of modes. Controlling the lateral displacement of structure can be performed in different ways such as, passive dampers, friction dampers, semi-active systems including the MR damper and active Systems. Selecting and locating these control systems is very important to bring the maximum safety with minimum cost into the structure. According to this study will be show the relation between the corner lateral displacements of structure and time-varying eccentricity by different kind of methods during an earthquake. This study will show that the response of the structure at the corners due to an earthquake can be very destructive and because of changing the eccentricity of load, calculating the maximum possible response of system can be carried out by this method. Finally, some kind of systems must be used for controlling these displacements. The results shows that, the CQC, DSC and exact methods is comply each other but the results of Vanmark method is not comfortable for these kind of buildings.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.895-904
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• 2019

It has been well recognized that extreme rainfall process often features a nonstationary behavior, which may not be effectively modeled within a stationary frequency modeling framework. Moreover, extreme rainfall events are often described by a two (or more)-component mixture distribution which can be attributed to the distinct rainfall patterns associated with summer monsoons and tropical cyclones. In this perspective, this study explores a Mixture Distribution based Nonstationary Frequency (MDNF) model in a changing rainfall patterns within a Bayesian framework. Subsequently, the MDNF model can effectively account for the time-varying moments (e.g. location parameter) of the Gumbel distribution in a two (or more)-component mixture distribution. The performance of the MDNF model was evaluated by various statistical measures, compared with frequency model based on both stationary and nonstationary mixture distributions. A comparison of the results highlighted that the MDNF model substantially improved the overall performance, confirming the assumption that the extreme rainfall patterns might have a distinct nonstationarity.

• International Journal of Naval Architecture and Ocean Engineering
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• v.9 no.3
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• pp.266-281
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• 2017

Hydroelastic interactions of a deformable floating body with random waves are investigated in time domain. Both hydroelastic motion and structural dynamics are solved by expansion of elastic modes and Fourier transform for the random waves. A direct and efficient structural analysis in time domain is developed. In particular, an efficient way of obtaining distributive loads for the hydrodynamic integral terms including convolution integral by using Fubini theory is explained. After confirming correctness of respective loading components, calculations of full distributions of loads in random waves are expedited by reformulating all the body loading terms into distributed forms. The method is validated by extensive convergence tests and comparisons against the counterparts of the frequency-domain analysis. Characteristics of motion/deformation responses and stress resultants are investigated through a parametric study with varying bending rigidity and types of random waves. Relative contributions of componential loads are identified. The consequence of elastic-mode resonance is underscored.

• Journal of Industrial Technology
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• v.27 no.B
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• pp.245-253
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• 2007

Failure rate serves as a pivotal role in reliability study. Of all, the constant failure rate is the most popularly used in field exercises. In reality, however, the electrical and electronic parts' life is represented by not only the constant failure rate but the decreasing and/or increasing failure rates. Explicit consideration and incorporation of them into the model development may yield more desirable results. In this study, we built a reliability model for failure rates varying over time intervals and derived well known measures such as probability density function, reliability function, mean life, moments, and mission time. We then evaluated mean life with consideration of the first-year multiplier and compared the results those with constant failure rate. The results given in the study may provide a reference applying for practical decision making.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.8
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• pp.297-309
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• 2021

In this study, to capture the skewness and kurtosis detected in both conditional and unconditional return distributions of the stock markets of Kazakhstan and Russia, two versions of normal mixture GARCH models are employed. The data set consists of daily observations of the Kazakhstan and Russia stock prices, and world crude oil price, covering the period from 1 June 2006 through 1 March 2021. From the empirical results, incorporating the long memory effect on the returns not only provides better descriptions of dynamic behaviors of the stock market prices but also plays a significant role in improving a better understanding of the return dynamics. In addition, normal mixture models for time-varying volatility provide a better fit to the conditional densities than the usual GARCH specifications and has an important advantage that the conditional higher moments are time-varying. This implies that the volatility skews implied by normal mixture models are more likely to exhibit the features of risk and the direction of the information flow is regime-dependent. The findings of this study contain useful information for diverse purposes of cross-border stock market players such as asset allocation, portfolio management, risk management, and market regulations.