• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2002.10b
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• pp.235-236
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• 2002

Tribological phenomena such as wear or transfer are influenced by various factors and have complicated behavior. Therefore, it is difficult to predict the behavior of the gribological phenomena because of their complexity. But, those tribological phenomena can be considered simply as to transfer micro material particles from the sliding interface. Then, we proposed the numerical simulation method for tribological phenomena such as wear of transfer using stochastic process models. This numerical simulation shows the change of the 3-D surface topography. In this numerical simulation, initial 3-D surface toughness data are generated by the method of non-causal 2-D AR (autoregressive) model. Processes of wear and transfer for some generated initial 3-D surface data are simulated. Simulation results show successfully the change of the 3-D surface topography.

• Journal of the Korean Statistical Society
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• v.35 no.4
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• pp.397-407
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• 2006

A new stochastic process is introduced for describing a mechanism of viruses. The process generalizes the $Bartoszy\'{n}ski's$ process ($Bartoszy\'{n}ski$, 1975a, 1975b, 1976) by allowing the stochastic perturbation between consecutive jumps to take into account the persistent infection (the infection without breaking infected cells). It is shown that the new process can be obtained by a weak limit of a sequence of Markov branching processes. Along with the construction of the new process, we study how the stochastic perturbation influences the risk of a symptom in an infected host. For this purpose, the quantal response model and the threshold model are investigated and compared through their induced survival functions.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.4
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• pp.1-9
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• 2012

Decisions on reliability screening rules and burn-in policies are determined based on the estimated reliability. The variability in a semiconductor manufacturing process does not only causes quality problems but it also makes reliability estimation more complicated. This study investigates the nonuniformity characteristics of integrated circuit reliability according to defect density distribution within a wafer and between wafers then develops optimal burn-in policy based on the estimated reliability. New reliability estimation model based on yield information is developed using a spatial stochastic process. Spatial defect density variation is reflected in the reliability estimation, and the defect densities of each die location are considered as input variables of the burn-in optimization. Reliability screening and optimal burn-in policy subject to the burn-in cost minimization is examined, and numerical experiments are conducted.

• Structural Engineering and Mechanics
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• v.28 no.4
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• Honam Mathematical Journal
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• v.23 no.1
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• pp.159-178
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• 2001

In this paper we introduce a new concept of positive orthant dependence of multivariate stochastic processes. This concept is weaker than the POD but it enjoys most of the properties and preservation results of the POD. Some examples are presented.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.385-408
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• 2001

This is an introduction to a stochastic version of E. Cartan′s symplectic mechanics. A class of time-symmetric("Bernstein") diffusion processes is used to deform stochastically the exterior derivative of the Poincare-Cartan one-form on the extended phase space. The resulting symplectic tow-form is shown to contain the (a.e.) dynamical laws of the diffusions. This can be regarded as a geometrization of Feynman′s path integral approach to quantum theory; when Planck′s constant reduce to zero, we recover Cartan′s mechanics. The underlying strategy is the one of "Euclidean Quantum Mechanics".

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.821-826
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• 2003

The Purpose of this paper is to automate the representation of manufacturing line using Petri net model. In the manufacturing cell, the line can be represented using workflow which is composed of Bill of Material (BOM) and Bill of Processes (BOP). BOP shows the precedence of processes and the relationship between assembly and disassembly. As a modeling scheme, generalized stochastic Petri net is adopted. For a problem domain with flexible manufacturing cell, Petri net model is made and behavioral properties are analyzed.

• Journal of the military operations research society of Korea
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• v.16 no.2
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• pp.29-42
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• 1990

This paper describes a Battle Group Combat Simulation Model (called 'BAGSIM'). BAGSIM is developed to be used as an experimental tool for studies about combat modelling at battle group level. Thus it takes many of the parameters and situations into consideration at this level, and it is designed to be easily adapted to represent equivalent situations to the other more aggregated models. Further the main processes occurring in its simulation procedure such as target detection process, target selection process, firing and killing processes are verified by comparison with the existing stochastic duel models.

• Journal of ILASS-Korea
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• v.13 no.2
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• pp.91-98
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• 2008

In the present study, in order to understand the overall spray combustion characteristics of DME fuel as well as to identify the distinctive differences of DME combustion processes against the conventional hydrocarbon liquid fuels, the sequence of the comparative analysis have been systematically made for DME and n-heptane liquid fuels. To realistically represent the physical processes involved in the spray combustion, this studyemploys the hybrid breakup model, the stochastic droplet tracking model, collision model, high-pressure evaporation model, and transient flamelet model with detailed chemistry. Based on numerical results, the detailed discussions are made in terms of the autoignition, spray combustion processes, flame structure, and turbulence-chemistry interaction in the n-heptane and DME fueled spray combustion processes.