• Title/Summary/Keyword: monotonicity

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Throughput Upper and lower Bounds for Assembly/Disassembly Queueing Networks with Blocking (봉쇄현상이 있는 조립/분해 대기행렬망의 산출율 상한 및 하한에 대한 연구)

  • Paik, Chun-Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.4
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    • pp.769-778
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    • 1997
  • Assembly/Disassembly Queueing Networks (ADQNs) with finite buffers have been used as a major tool for evaluating the performances of manufacturing and parallel processing systems. In this study, we present simple but effective methods which yield throughput upper and lower bounds for ADQNs with exponential service times and finite buffers. These methods are based on the monotonicity properties of throughputs with respect to service times and buffer capacities. The throughput-upper bounding method is elaborated on with general network configuration (specifically acyclic configuration). But our lower bounding method is restricted to the ADQNs with more specialized configuration. Computational experiments will be performed to confirm the effectiveness of our throughput-bounding methods.

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Interval-valued Choquet Integrals and applications in pricing risks (구간치 쇼케이적분과 위험률 가격 측정에서의 응용)

  • Jang, Lee-Chae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.04a
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    • pp.209-212
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    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}_1,\;{\mu}_2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

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On fuzzy number-valued Choquet integrals

  • 장이채;김태균
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.7-7
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    • 2003
  • We studied closed set-valued Choquet integrals in two papers(1997, 2000) and convergence theorems under some sufficient conditions in two papers(2003), for examples : (i) convergence theorems for monotone convergent sequences of Choquet integrably bounded closed set-valued functions, (ii) covergence theorems for the upper limit and the lower limit of a sequence of Choquet integrably bounded closed set-valued functions. In this presentation, we consider fuzzy number-valued functions and define Choquet integrals of fuzzy number-valued functions. But these concepts of fuzzy number-valued Choquet inetgrals are all based on the corresponding results of interval-valued Choquet integrals. We also discuss their properties which are positively homogeneous and monotonicity of fuzzy number-valued Choquet integrals. Furthermore, we will prove convergence theorems for fuzzy number-valued Choquet integrals. They will be used in the following applications : (1) Subjectively probability and expectation utility without additivity associated with fuzzy events as in Choquet integrable fuzzy number-valued functions, (2) Capacity measure which are presented by comonotonically additive fuzzy number-valued functionals, and (3) Ambiguity measure related with fuzzy number-valued fuzzy inference.

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A Study on the Cycle Time Reduction of Cylindrical Plunge Grinding Process with Recursive Constraint Bounding Method (RCB법에 의한 원통형 플런지 연삭공정의 싸이클 시간 감소에 관한 연구)

  • 최성주
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.6 no.1
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    • pp.34-44
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    • 1997
  • This study presents the recursive constraint bounding(RCB) method to reduce the cycle time in internal cylindrical plunge grinding process. This method can cope with process noise as well as modeling bias. The main features of RCB method are its utilization of measurements at the end of each cycle and its use of monotonicity analysis for determining the extremes of bias and noise. This method is investigated in simulation and evaluated by experiment in internal cylindrical plunge grinding operation. The results from simulation and experiment show that it is effective in reducing cycle time in spite of modeling uncertainty in the forms of process noise and modeling bias.

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The Concept of Fuzzy Probability

  • Sook Lim;Um, Jung-Koog
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.111-125
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    • 1992
  • Since Zadeh's definition for probability of fuzzy event is presented, alternative definitions for probability of fuzzy event is suggested. Also various properties of these new definitions have been presented. In this paper it is our purpose to show the works continued by finding a natural definition of a fuzzy probability measure on an arbitrary fuzzy measurable space. Thus, the main process is to observe fuzzy probability measure to be qualified by weak axioms of boundary condition, monotonicity and continuity suggested by Klir (1988). Especially, we will show that these axioms are satisfied through in succession of modifications from the Yager's method.

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Sensitivity Analysis for a Make-to-Order Inventory-Production System with Limited Order Acceptance Level (제한된 주문허용 수준을 갖는 주문공산 재고시스템을 위한 민감도 분석)

  • Kim Eungab;Kim Jiseung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.2
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    • pp.117-129
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    • 2005
  • This paper considers a make-to-order inventory-production system in which customer orders are admitted only when the number of outstanding customer orders is below a value committed by the system. We deal with general distributions for the customer order Inter-arrival, production, and replenishment lead time processes. Monotonicities of the optimal average cost with respect to these distribution parameters are established using sample path coupling arguments. When distributions are given as an exponential one, we implement a sensitivity analysis on the optimal inventory policy and show that it has monotonicities with respect to system costs using dynamic programming.

TRANSFORMATION OF LOCAL BIFURCATIONS UNDER COLLOCATION METHODS

  • Foster, Andrew;Khumalo, Melusi
    • Journal of the Korean Mathematical Society
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    • v.48 no.6
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    • pp.1101-1123
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    • 2011
  • Numerical schemes are routinely used to predict the behavior of continuous dynamical systems. All such schemes transform flows into maps, which can possess dynamical behavior deviating from their continuous counterparts. Here the common bifurcations of scalar dynamical systems are transformed under a class of algorithms known as linearized one-point collocation methods. Through the use of normal forms, we prove that each such bifurcation in an originating flow gives rise to an exactly corresponding one in its discretization. The conditions for spurious period doubling behavior under this class of algorithm are derived. We discuss the global behavioral consequences of a singular set induced by the discretizing methods, including loss of monotonicity of solutions, intermittency, and distortion of attractor basins.

Demand Variability Impact on the Replenishment Policy in a Two-Echelon Supply Chain Model (두 계층 공급사슬 모형에서 발주정책에 대한 수요 변동성 영향)

  • Kim Eungab
    • Journal of the Korean Operations Research and Management Science Society
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    • v.29 no.3
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    • pp.111-127
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    • 2004
  • We consider a supply chain model with a make-to-order production facility and a single supplier. The model we treat here is a special case of a two-echelon inventory model. Unlike classical two-echelon systems, the demand process at the supplier is affected by production process at the production facility as well as customer order arrival process. In this paper, we address that how the demand variability impacts on the optimal replenishment policy. To this end, we incorporate Erlang and phase-type demand distributions into the model. Formulating the model as a Markov decision problem, we investigate the structure of the optimal replenishment policy. We also implement a sensitivity analysis on the optimal policy and establish its monotonicity with respect to system cost parameters.

An Advection Scheme for the Transport of Fractional Volume of an Incompressible Fluid (비압축성 유체의 체적비 수송에 대한 대류항 계산 기법)

  • Kwak Ho Sang;Kuwahara Kunio
    • Journal of computational fluids engineering
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    • v.3 no.1
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    • pp.1-10
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    • 1998
  • 서로 섞이지 않는 두 비압축성 유체의 유동을 해석하기 위하여 VOF 방법에 기초한 수치 기법을 개발하였다. 유체간의 계면형상의 거동은 유동장내의 유체의 점유체적비의 변화에 의해 묘사되는데 이를 지배하는 이동방정식을 풀기 위한 새로운 대류항 계산법을 고안하였다. 대류항은 유체계면의 방향에 따라 풍상법과 역풍상법의 적절한 조합을 취하여 계산하는데 여기에 대각방향의 상류효과를 포함시켜 시간에 대한 2차 정확도를 갖도록 하였다. 또한 이 방법을 유량보정수송(FCT)법과 결합시켜 해의 단조성을 보장하였다. 몇 가지 단순 문제에 대한 시험 결과 이 기법이 수치오차에 의한 계면형상의 변형과 파손을 감소시킴을 확인하였다.

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A SECOND ORDER UPWIND METHOD FOR LINEAR HYPERBOLIC SYSTEMS

  • Sohn, Sung-Ik;Shin, Jun-Yong
    • Communications of the Korean Mathematical Society
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    • v.17 no.1
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    • pp.103-120
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    • 2002
  • A second order upwind method for linear hyperbolic systems is studied in this paper. The method approximates solutions as piecewise linear functions, and state variables and slopes of the linear functions for next time step are computed separately. We present a new method for the computation of slopes, derived from an upwinding difference for a derivative. For nonoscillatory solutions, a monotonicity algorithm is also proposed by modifying an existing algorithm. To validate our second order upwind method, numerical results for linear advection equations and linear systems for elastic and acoustic waves are given.