• Computers and Concrete
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• v.29 no.1
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• pp.1-14
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• 2022

Several aspects influence corrosive processes in reinforced concrete (RC) structures such as environmental conditions, structural geometry and mechanical properties. Since these aspects present large randomnesses, probabilistic models allow a more accurate description of the corrosive phenomena. Besides, the definition of limit states in the reliability assessment requires a proper mechanical model. In this context, this study proposes a straightforward methodology for the mechanical-probabilistic modelling of RC structures subjected to reinforcements' corrosion. An improved damage approach is proposed to define the limit states for the probabilistic modelling, considering three main degradation phenomena: concrete cracking, rebar yielding and rebar corrosion caused either by chloride or carbonation mechanisms. The stochastic analysis is evaluated by the Monte Carlo simulation method due to the computational efficiency of the Lumped Damage Model for Corrosion (LDMC). The proposed mechanical-probabilistic methodology is implemented in a computational framework and applied to the analysis of a simply supported RC beam and a 2D RC frame. Curves illustrate the probability of failure evolution over a service life of 50 years. Moreover, the proposed model allows drawing the probability of failure map and then identifying the critical failure path for progressive collapse analysis. Collapse path changes caused by the corrosion phenomena are observed.

• Korean Journal of Culture and Social Issue
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• v.9 no.spc
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• pp.123-147
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• 2003

This paper provides a comparative analysis of the probabilistic versus deterministic view of accident and safety using the indigenous and cultural perspectives. Death and injury due to accidents is the leading cause of preventable death in most countries, including Korea. The first part of this paper delineates the limitation of the linear, deterministic model that has been adopted in social and applied sciences. The transactional model, advocated by indigenous psychology, is provided to understand the probabilistic nature of accident and safety at home, in the workplace and in society. Second, factors related to accidents and safety are reviewed. Third, application of the probabilistic model for preventing accidents and promoting safety in Korea is outlined.

• Bulletin of the Korean Mathematical Society
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• v.49 no.2
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• pp.339-352
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• 2012

We prove the stability for the systems of quadratic-cubic and additive-quadratic-cubic functional equations with constant coefficients on the probabilistic normed spaces (briefly PN spaces).

• Journal of applied mathematics & informatics
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• v.28 no.1_2
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• pp.275-282
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• 2010

This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

• Journal of Korean Institute of Industrial Engineers
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• v.15 no.2
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• pp.109-116
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• 1989

In many cases, production-inventory systems involves significant demand variations. Actual demand is probabilistic and the production capacity is also limited. Finding the proper production lot sizes to this problem usually requires heavy computational procedures. Therefore a heuristic approach were under various assumptions is highly recommended. In this paper, an approach with consideration of probabilistic demand and limited production capacity is proposed.

• Bulletin of the Korean Mathematical Society
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• v.52 no.3
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• pp.947-953
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• 2015

Vecer derived a degenerate parabolic equation characterizing the price of Asian options with generally sampled average. It is well understood that there exists a unique probabilistic solution to Vecer's PDE but it remained unclear whether the probabilistic solution is a classical solution. We prove that the probabilistic solution to Vecer's PDE is indeed regular.

• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.49-58
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• 2004

In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

• East Asian mathematical journal
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• v.24 no.1
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• pp.27-33
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• 2008

The purpose of this paper is to establish the weak convergence theorem of Mann iterative sequence for nonexpansive mappings in probabilistic Hilbert spaces. In order to establish the weak convergence theorem, a new method was presented in this paper, that is method of mathematical expectation.

• East Asian mathematical journal
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• v.36 no.1
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• pp.55-60
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• 2020

We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.4
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• pp.623-633
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• 2009

The classical Mazur-Ulam theorem states that every surjective isometry between real normed spaces is affine. In this paper, we study 2-isometries in probabilistic 2-normed spaces.