• Journal of Korean Institute of Industrial Engineers
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• v.6 no.1
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• pp.27-38
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• 1980

This paper presents the validation of a stochastic model of muscle fatigue during static muscle contractions. Forty four laboratory experiments, covering eleven test conditions for two trained subjects, were run in order to estimate fatigue and recovery rates, based on EMG observations. The validation of the model was made by comparing the model predictions to the experimental fatigue time. The validation study supports that the stochastic model of muscle fatigue accurately represents the underlying fatigue process. The study also provides support that the fatigue model can be used as a monitor of individual muscle capabilities.

• Journal of applied mathematics & informatics
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• v.37 no.1_2
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• pp.53-63
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• 2019

In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.

• Journal of the Korea Safety Management & Science
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• v.15 no.1
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• pp.217-229
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• 2013

As customers' demands for diversified small-quantity products have been increased, there have been great efforts for a firm to respond to customers' demands flexibly and minimize the cost of inventory at the same time. To achieve that goal, in SCM perspective, many firms have tried to control the inventory efficiently. We present an mathematical model to determine the near optimal (s, S) policy of the supply chain, composed of multi suppliers, a warehouse and multi retailers. (s, S) policy is to order the quantity up to target inventory level when inventory level falls below the reorder point. But it is difficult to analyze inventory level because it is varied with stochastic demand of customers. To reflect stochastic demand of customers in our model, we do the analyses in the following order. First, the analysis of inventory in retailers is done at the mathematical model that we present. Then, the analysis of demand pattern in a warehouse is performed as the inventory of a warehouse is much effected by retailers' order. After that, the analysis of inventory in a warehouse is followed. Finally, the integrated mathematical model is presented. It is not easy to get the solution of the mathematical model, because it includes many stochastic factors. Thus, we get the solutions after the stochastic demand is approximated, then they are verified by the simulations.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.220-226
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• 2021

In supply chain, there are a variety of different uncertainties including demand, service time, lead time, and so forth. The uncertainty of demand has been commonly studied by researchers or practitioners in the field of supply chain. However, the uncertainty of upstream supply chain has also increased. A problem of uncertainty in the upstream supply chain is the fluctuation of the lead time. The stochastic lead time sometimes causes to happen so called the order crossover which is not the same sequences of the order placed and the order arrived. When the order crossover happens, ordinary inventory policies have difficult to find the optimal inventory solutions. In this research, we investigate the lead time distribution in case of the order crossover and explore the resolutions of the inventory solution with the order crossover.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.311-319
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• 2001

We show that it is possible to associate diffusion processes to second order perturbations of the Ornstein-Uhlenbeck operator L on the Wiener space of the form L = L + 1/2∑L$^2$(sub)ξ(sub)$\kappa$ where the ξ(sub)$\kappa$ are "tangent processes" (i.e., semimartingales with antisymmetric diffusion coefficients).

• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.1023-1029
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• 2009

Oh (2009) has proposed a likelihood ratio test for comparing two agreements for dependent observations based on the concept of marginal homogeneity and marginal stochastic ordering. In this paper we consider the comparison of more than two agreement measures. Simple ordering and simple tree ordering among agreement measures are investigated. Some test procedures, including likelihood ratio test, are discussed.

• International Journal of Control, Automation, and Systems
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• v.6 no.2
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• pp.180-185
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• 2008

A new method for relative error continuous and discrete time model order reduction is proposed. The reduction technique is based on two recently developed methods, namely frequency domain balanced truncation within a frequency bound and inner-outer factorization techniques. The proposed method is of interest for practical model order reduction because in this context it shows to keep the accuracy of the approximation as high as possible without sacrificing the computational efficiency. Numerical results show the accuracy and efficiency enhancement of the method.

• Proceedings of the Korean Geotechical Society Conference
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• 2008.10a
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• pp.375-394
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• 2008

This paper discusses two user-friendly reliability techniques that could be implemented easily using the ubiquitous EXCEL. The techniques are First-Order Reliability Method with non-Gaussian random variables expressed using Hermite polynomials and collocation-based stochastic response surface method. It is believed that ease of implementation would popularize use of reliability-based design in practice.

• Journal of the Korean Mathematical Society
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• v.38 no.3
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• pp.657-667
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• 2001

We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

• Proceedings of the KSME Conference
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• 2005.11a
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• pp.67.1-67.1
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• 2005