• Structural Engineering and Mechanics
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• v.65 no.6
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• pp.771-784
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• 2018

This study aims to investigate the stochastic response of isolated and non-isolated highway bridges subjected to spatially varying earthquake ground motion model. This model includes wave passage, incoherence and site response effects. The wave passage effect is examined by using various wave velocities. The incoherency effect is investigated by considering the Harichandran and Vanmarcke coherency model. The site response effect is considered by selecting homogeneous firm, medium and soft soil types where the bridge supports are constructed. The ground motion is described by power spectral density function and applied to each support point. Triple concave friction pendulum (TCFP) bearing which is more effective than other seismic isolation systems is used for seismic isolation. To implement seismic isolation procedure, TCFP bearing devices are placed at each of the support points of the deck. In the analysis, the bridge selected is a five-span featuring cast-in-place concrete box girder superstructure supported on reinforced concrete columns. Foundation supported highway bridge is regarded as three regions and compared its different situation in the stochastic analysis. The stochastic analyses results show that spatially varying ground motion has important effects on the stochastic response of the isolated and non-isolated bridges as long span structures.

• Journal of Electrical Engineering and Technology
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• v.13 no.3
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• pp.1110-1122
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• 2018

This paper proposes an alternative method to evaluate the effect of wind power to the power system stability with small disturbance. Alternatively, available techniques for stability analysis of a power system based on deterministic methods are less accurate for high penetration of wind power. Numerical simulations of random behaviors are computationally expensive. A stochastic stability index (SSI) is proposed for the power system stability evaluation based on the theory of stochastic stability and energy function, specifically the stochastic derivative of the relative well-defined energy function and the critical energy. The SSI is implemented on the modified nine-bus system including wind turbines under different conditions. A doubly-fed induction generator (DFIG) wind turbine is characterized and modeled using measured wind data from several sites in Thailand. Each of the obtained wind power data is analyzed. The wind power effect is modeled considering the aggregated effect of wind turbines. With the proposed method, the system behavior is properly predicted and the stability is quantitatively evaluated with less computational effort compared with conventional numerical simulation methods.

• Journal of Korea Multimedia Society
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• v.9 no.5
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• pp.671-680
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• 2006

As a mathematical technique with which we can find the minimum duration time needed to fire all the transitions at least once and coming back to the initial marking in a timed net, the minimum cycle time method has been widely used in computer system analysis. A timed net is a modified version of a Petri net where a transition is associated with a delay time. A delay time used in a timed net is a constant even though the duration time associated with an event in the world is a stochastic number in general. In the consequence, the result of minimum cycle time analysis is not realistic. Therefore, we propose ‘Stochastic Timed Net' where a transition can be associated with a stochastic number and introduce a minimum cycle time analysis method for ‘Stochastic Timed Net’ As an example of the application of ‘Stochastic Timed Net’, we introduce a ‘Stochastic Timed Net' model of a Location Based Service Providing Multimedia System and the result of minimum cycle time analysis of it. Whereas the typical form of the result of the existing minimum cycle time analysis is 'It takes at least 10 time units', the typical form of the result of minimum cycle time analysis of a ‘Stochastic Timed Net' is in the probability form such as "The probability of the events in which it finishes its job within 10 time units is 85%."

• Health Policy and Management
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• v.25 no.2
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• pp.97-106
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• 2015

Background & Methods: The purpose of this research is to estimate the efficiency of the pharmaceutical firms and the determinants of their efficiency. Stochastic frontier analysis(SFA) and panel study are applied to the data of 60 domestic pharmaceutical firms from 2006 to 2012. Results & Conclusion: First, the result of the stochastic frontier analysis shows that overall efficiency of the pharmaceutical firms is increasing as time goes by. However, if firms are classified by the scale, the larger firms show more efficiency and if classified by the degree of innovativeness, the innovative firms show more efficiency compared to the non-innovative firms. This evidences show that the scale and R&D investment have significant relationships with the efficiency of the pharmaceutical firms. Therefore, it is necessary to increase the national level of investment for the fundamental researches to vitalize R&D of the new drugs. Second, the result of estimation of the determinants of efficiency shows that the firms with larger sales promotion expenses and entertainment expenses have less efficiency compared to the other firms. This can be explained by the structural characteristics of the small generic pharmaceutical firms. Therefore, the government had better make the pharmaceutical firms to reduce sales promotion and entertainment expenses and increase R&D expenses by introducing systems such as global budgeting system on medicine or reference pricing system.

• East Asian mathematical journal
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• v.34 no.1
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• pp.1-16
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• 2018

We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

• Water for future
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• v.4 no.1
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• pp.51-58
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• 1971

Hydrologic data serve as an input to the water resources system. An adequate analysis of hydrologic data is one of the most important steps in the planning of the water resources development program. The natural hydrologic processes, which produce the hydrologic data, are truely 'stochastic' in the sense that natural hydrologic phenomena change with time in accordance with the law of probability as well as with sequential relationship between their occurrences. Therefore, the stochastic approach to the analysis of hydrologic data has become more popular in recent years than the conventional deterministic or probabilistic approach. This paper reviews the mathematical models which can adequately simulate the stochastic behavior of the hydrologic characteristics of a hydrologic system. The actual application of these models in the analysis of hydrologic records(precipipitation and runoff records in particular) is also presented.

• Structural Engineering and Mechanics
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• v.43 no.6
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• pp.835-845
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• 2012

This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

• Structural Engineering and Mechanics
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• v.49 no.1
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• pp.41-64
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• 2014

The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.171-188
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• 2021

Due to an increased demand for longevity risk analysis, various stochastic models have been suggested to evaluate uncertainly in estimated life expectancy and the associated value of future annuity payments. Recently updated data allow us to analyze mortality for a longer historical period and extended age ranges. This study followed up previous case studies using up-to-date empirical data on Korean mortality and the recently developed R package StMoMo for stochastic mortality models analysis. The suitability of stochastic mortality models, focusing on retirement ages, was investigated with goodness-of-fit, validity of models, and ability of generating reasonable sets of simulation paths of future mortality. Comparisons were made across various types of models. Based on the selected models, the variability of important estimated measures associated with pension, annuity, and reverse mortgage were quantified using simulations.

• Honam Mathematical Journal
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• v.44 no.3
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• pp.402-418
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• 2022

Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.