• Bulletin of the Korean Mathematical Society
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• v.31 no.2
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• pp.243-252
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• 1994

• Journal of Mechanical Science and Technology
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• v.20 no.5
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• pp.652-657
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• 2006

Although many methods about the control of irregular external noise have been introduced and implemented, it is still necessary to design a controller that will be more effective and efficient methods to exclude for various noises. Accumulation of errors due to model tracking, internal noises (thermal noise, shot noise and 1/f noise) that come from elements such as resistor, diode and transistor etc. in the circuit system and numerical errors due to digital process often destabilize the system and reduce the system performance. New stochastic controller is adopted to remove those noises using conventional controller simultaneously. Design method of a model tracking dual controller is proposed to improve the stability of system while removing external and internal noises. In the study, design process of the model tracking dual stochastic controller is introduced that improves system performance and guarantees robustness under irregular internal noises which can be created internally. The model tracking dual stochastic controller utilizing F-P-K stochastic control technique developed earlier is implemented to reveal its performance via simulation.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2005.05a
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• pp.525-528
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• 2005

Much of the study has been dong on the design of dual controller that guarantee the stability and improvement of the system performance. A dual controller concept is proposed to consist of first controller estimates the control law and second controller suppresses the combined noises due to numerical error and internal noise as well. These irregular disturbances are not only increasing the fatigue but also destabilize the system because of unwanted output performance. The 'stochastic controller' is used to suppress the irregular random disturbance. Simulation is conducted to reveal that the proposed dual stochastic controller is highly efficient one to control a system hybrid noises.

• Proceedings of the KSME Conference
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• 2007.05a
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• pp.1120-1125
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• 2007

Experimental study on the control of randomly disturbing system is conducted. External and internal disturbances are imposed to the system in combined manner. A vertical propeller system exposed horizontal weak turbulent air flow is chosen as an experimental model. The aim of the control system is to maintain the angular position of vertical propeller in parallel to air flow. Trajectory Tracking Stochastic Controller (TTSC) is designed to ensure system's stability while following system command. The Trajectory Tracking Stochastic Controller is composed of two controller, one is stochastic controller to suppress internal random noise and the other one is trajectory-tracking controller to follow the command having random noise. The proposed hybrid controller, TTSC, shows remarkable performance in pitch control of vertical propeller system in wind-tunnel test

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.15 no.6 s.99
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• pp.757-763
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• 2005

Much of the study has been done on the design of dual controller that guarantee the stability and improvement of the system performance. A dual controller concept is proposed to consist of first controller estimates the control law and second controller suppresses the combined noises due to numerical error and internal noise as well. These Irregular disturbances are not only increasing the fatigue but also destabilize the system because of unwanted output Performance. The 'stochastic controller' is used to suppress the irregular random disturbance. Simulation is conducted to reveal that the proposed dual stochastic controller is highly efficient one to control a system hybrid noises.

• Structural Engineering and Mechanics
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• v.3 no.3
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• pp.273-287
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• 1995

Stochastic response of systems to random excitation can be estimated by direct integration methods in the time domain such as the stochastic central difference method (SCDM). In this paper, the SCDM is applied to compute the variance and covariance in response of linear and nonlinear structures subjected to random excitation. The accuracy of the SCDM is assessed using two-DOF systems with both deterministic and random material properties excited by white noise. For the former case, closed-form solutions can be obtained. Numerical results also are presented for a simply supported geometrically nonlinear beam. The stiffness of this beam is modeled as a random field, and the beam is idealized by the stochastic finite element method. A perturbation technique is applied to formulate the equations of motion of the system, and the dynamic structural response statistics are obtained in a time domain analysis. The effect of variations in structural parameters and the numerical stability of the SCDM also are examined.

• Journal of information and communication convergence engineering
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• v.19 no.3
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• pp.136-141
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• 2021

Research on wireless sensor networks has focused on the monitoring and characterization of large-scale physical environments and the tracking of various environmental or physical conditions, such as temperature, pressure, and wind speed. We propose a stochastic mobility model that can be applied to a MANET (Mobile Ad-hoc NETwork). environment, and apply this mobility model to a newly proposed clustering-based routing protocol. To verify its stability and durability, we compared the proposed stochastic mobility model with a random model in terms of energy efficiency. The FND (First Node Dead) was measured and compared to verify the performance of the newly designed protocol. In this paper, we describe the proposed mobility model, quantify the changes to the mobile environment, and detail the selection of cluster heads and clusters formed using a fuzzy inference system. After the clusters are configured, the collected data are sent to a base station. Studies on clustering-based routing protocols and stochastic mobility models for MANET applications have shown that these strategies improve the energy efficiency of a network.

• Journal of the Korean Mathematical Society
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• v.58 no.1
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• pp.45-67
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• 2021

In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

• Journal of Korea Trade
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• v.27 no.2
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• pp.96-114
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• 2023

Purpose - This paper elucidates a nexus between the occurrence of rare disaster events and the volatility of economic growth by distinguishing the likelihood of rare events from stochastic volatility. We provide new empirical facts based on a quarterly time series. In particular, we focus on the role of financial liberalization in spreading the economic crisis in developing countries. Design/methodology - We use quarterly data on consumption expenditure (real per capita consumption) from 44 countries, including advanced and developing countries, ending in the fourth quarter of 2020. We estimate the likelihood of rare event occurrences and stochastic volatility for countries using the Bayesian Markov chain Monte Carlo (MCMC) method developed by Barro and Jin (2021). We present our estimation results for the relationship between rare disaster events, stochastic volatility, and growth volatility. Findings - We find the global common disaster event, the COVID-19 pandemic, and thirteen country-specific disaster events. Consumption falls by about 7% on average in the first quarter of a disaster and by 4% in the long run. The occurrence of rare disaster events and the volatility of gross domestic product (GDP) growth are positively correlated (4.8%), whereas the rare events and GDP growth rate are negatively correlated (-12.1%). In particular, financial liberalization has played an important role in exacerbating the adverse impact of both rare disasters and financial market instability on growth volatility. Several case studies, including the case of South Korea, provide insights into the cause of major financial crises in small open developing countries, including the Asian currency crisis of 1998. Originality/value - This paper presents new empirical facts on the relationship between the occurrence of rare disaster events (or stochastic volatility) and growth volatility. Increasing data frequency allows for greater accuracy in assessing a country's specific risk. Our findings suggest that financial market and institutional stability can be vital for buffering against rare disaster shocks. It is necessary to preemptively strengthen the foundation for financial stability in developing countries and increase the quality of the information provided to markets.

• Bulletin of the Korean Mathematical Society
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• v.32 no.2
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• pp.287-296
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• 1995

Wets ([4],[5],[6]) considered single objective linear two-stage programming problem under uncertainty with complete recourse. Artstein, Dupacova, Romisch, Schultz and Wets studied stability of this problem id depth. But in many real world problems to make best decision, we need multiple objective functions. So we consider the following multiple objective two-stage programming problems with complete fixed recourse.