• Nuclear Engineering and Technology
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• 제43권6호
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• pp.523-530
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• 2011

In a previous study, the stochastic space-dependent kinetics model (SSKM) based on the forward stochastic model in stochastic kinetics theory and the Ito stochastic differential equations was proposed for treating monoenergetic space-time nuclear reactor kinetics in one dimension. The SSKM was tested against analog Monte Carlo calculations, however, for exemplary cases of homogeneous slab reactors with only one delayed-neutron precursor group. In this paper, the SSKM is improved and evaluated with more realistic and complicated cases regarding several delayed-neutron precursor groups and heterogeneous slab reactors in which the extraneous source or reactivity can be introduced locally. Furthermore, the source level and the initial conditions will also be adjusted to investigate the trends in the variances of the neutron population and fission product levels across the reactor. The results indicate that the improved SSKM is in good agreement with the Monte Carlo method and show how the variances in population dynamics can be controlled.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제21권1호
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• pp.77-93
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• 2014

This paper focuses on computational contractual distinctions as an explanation for the spread between a forward contract and a similar futures contract which is derived and investigated. We evaluate this spread by constructing a time series model, which was established based on copula functions, and also show that the forward-futures spread is more significant for long maturity.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2017년도 춘계학술대회
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• pp.367-370
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• 2017

본 논문은 확률적 DTN 모델 내에서 효율적인 중계 노드를 선택하기 위한 방법을 제안한다. Delay Tolerant Network(DTN)은 효율적인 통신을 위해 묶음 계층(bundle layer)를 생성해 서로 다른 네트워크 및 이기종간의 네트워크 간 중계 노드를 선택하고 메시지를 전달하는 Carry and forward 방식을 사용한다. DTN은 기본적으로 유동적인 노드로 구성되어 고정된 라우팅 루트가 없으며 간헐적인 연결로 인해 긴 지연시간을 가진다. 따라서 DTN을 구성하는 노드들은 필수적으로 메시지를 저장하기 위한 특성을 가지며 저장된 메시지와 노드의 용량은 네트워크의 성능에 영향을 주게 된다. 확률적 DTN 모델은 이러한 DTN의 성능을 분석하기 위해 시간에 따라 무작위적으로 변화하는 Markov 모델을 제안하였다. 하지만 제안된 확률적 DTN 모델에서는 네트워크의 성능을 향상시키기 위한 방법에 대한 연구가 미비하였다. 본 논문은 네트워크의 성능을 향상시키기 위해 확률적 DTN 모델에서 메시지의 생성과 소멸을 통해 분석된 확률적 메시지 분포와 상호 접촉 시간을 이용해 효율적인 중계 노드를 선택하는 알고리즘을 제안한다.

• Structural Engineering and Mechanics
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• 제32권1호
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• pp.71-94
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• 2009

In this paper a procedure for Monte Carlo simulation of univariate stationary stochastic processes with the aid of neural networks is presented. Neural networks operate model-free and, thus, circumvent the need of specifying a priori statistical properties of the process, as needed traditionally. This is particularly advantageous when only limited data are available. A neural network can capture the "pattern" of a short observed time series. Afterwards, it can directly generate stochastic process realizations which capture the properties of the underlying data. In the present study a simple feed-forward network with focused time-memory is utilized. The proposed procedure is demonstrated by examples of Monte Carlo simulation, by synthesis of future values of an initially short single process record.

• Journal of Korea Trade
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• 제26권1호
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• pp.20-32
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• 2022

Purpose - This paper intends to make theoretical analysis and empirical test on the factors influencing China's export to South Korea, and draw conclusions about China's export efficiency and trade potential. Based on the conclusions, the reasons for China's trade deficit with South Korea are found, and a solution is put forward for solving the problem of China's trade deficit with South Korea. Design/methodology - Based on the data of 2004-2017 years in China, this paper uses the stochastic frontier gravity model to analyze the influencing factors of China's export to South Korea, as well as the export efficiency of each province and the export potential that can be explored. Findings - First, in terms of the factors affecting China's export trade to South Korea, the GDP of the provinces and cities in China, the FDI of South Korea to the provinces and cities in China, the GDP of South Korea, the population and education level of provinces and cities in China can significantly promote the export scale of Chinese provinces and cities to South Korea. The distance between Chinese provincial capitals and the South Korean capital significantly hinders Chinese exports to South Korea; Second, in terms of export trade efficiency, the trade exchange rate of the economically developed cities along the eastern coast of China and several provinces that are close to South Korea is higher than that of the cities in the central and western regions; Third, economic globalization makes trade more convenient, the average export trade efficiency of China's exports to South Korea showed an upward trend. However, under the influence of the 2008 global financial crisis, the export trade efficiency declined from 2008 to 2009, indicating that the impact of the financial crisis on the trade efficiency cannot be ignored. Originality/value - This paper finds out the influencing factors of China's export to South Korea, analyzes the export efficiency of different provinces and cities, excavates the export potential, and puts forward some suggestions for the balanced development of China and South Korea trade in the next step.

• 한국통신학회논문지
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• 제36권2A호
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• pp.139-148
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• 2011

본 논문은 멀티밴드 해양통신망에서 선적 정보를 주기적으로 전송할 때 발생하는 비용을 최소화하기 위해 가용한 네트워크의 전송 비용과 주어진 허용 가능한 최대 지연 범위 이내에서 예상되는 최소 평균 전송 비용을 비교하여 전송 시점을 결정하는 방안을 제시한다. 이때 전송 시점과 해당 네트워크의 선택 과정을 Markov Decision Process (MDP)로 모델링하며, 이에 따라 각 밴드에서의 채널 상태를 2-State Markov Chain으로 모델링하고 평균 전송 비용을 Stochastic Dynamic Programming을 통해 계산한다. 이를 통해 최소 비용의 망 선택 방식이 도출되었으며, 제안된 방식을 사용할 때 고정 주기를 사용하여 정보를 전송하는 방식에 비해 상당한 망 사용 비용을 절감할 수 있음을 컴퓨터 시뮬레이션을 통해 보인다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제18권1호
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• pp.64-88
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• 2024

Security and reliability are the utmost importance facts in intelligent networked vehicles. Stochastic Petri Net and Z (SPZN) as an excellent formal verification tool for modeling concurrent systems, can effectively handles concurrent operations within a system, establishes relationships among components, and conducts verification and reasoning to ensure the system's safety and reliability in practical applications. However, the application of a system with numerous nodes to Petri Net often leads to the issue of state explosion. To tackle these challenges, a refinement and abstraction method based on SPZN is proposed in this paper. This approach can not only refine and abstract the Stochastic Petri Net but also establish a corresponding relationship with the Z language. In determining the implementation rate of transitions in Stochastic Petri Net, we employ the interval average and weighted average method, which significantly reduces the time and space complexity compared to alternative techniques and is suitable for expert systems at various levels. This reduction facilitates subsequent comprehensive system analysis and module analysis. Furthermore, by analyzing the properties of Markov Chain isomorphism in the case study, recommendations for minimizing system risks in the application of intelligent parking within the intelligent networked vehicle system can be put forward.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2000년도 추계학술대회 논문집
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• pp.79-83
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• 2000

A sliding mode fuzzy control (SMFC) with disturbance estimator is applied to design a controller for the third generation benchmark problem on an wind-excited building. A distinctive feature in vibration control of large civil infrastructure is the existence of large disturbances, such as wind, earthquake, and sea wave forces. Those disturbances govern the behavior of the structure, however, they cannot be precisely measured, especially for the case of wind-induced vibration control. Since the structural accelerations are measured only at a limited number of locations without the measurement of the wind forces, the structure of the conventional control may have the feed-back loop only. General structure of the SMFC is composed of a compensation part and a convergent part. The compensation part prevents the system diverge, and the convergent part makes the system converge to the sliding surface. The compensation part uses not only the structural response measurement but also the disturbance measurement, so the SMFC has a feed-back loop and a feed-forward loop. To realize the virtual feed-forward loop for the wind-induced vibration control, disturbance estimation filter is introduced. the structure of the filter is constructed based on an auto regressive model for the stochastic wind force. This filter estimates the wind force at each time instance based on the measured structural responses and the stochastic information of the wind force. For the verification of the proposed algorithm, a numerical simulation is carried out on the benchmark problem of a wind-excited building. The results indicate that the present control algorithm is very efficient for reducing the wind-induced vibration and that the performance indices improve as the filter for wind force estimation is employed.

• Journal of the Korean Statistical Society
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• 제8권2호
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• pp.117-123
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• 1979

Striaght-forward application of the ordinary least squares model for estimating the parameters of a simultaneous linear stochastic equations model does not provide consistent estimators due to the fact that the explanatory jointly dependent variables are correlated with the disturbances. The search for consistent estimators during the last three decades has yielded a variety of estimators which can be broadly classified into two groups, namely, limited information and full information. Both the groups fails to uilize the over-identifying restrictions in the structural equations except the one under study while the latter group succeeds; see, e.g. Srivastava(1978) for a brief review and Theil (1961) for a detail description.

• 한국통신학회논문지
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• 제16권12호
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• pp.1417-1422
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• 1991

본 논문은 end-to-end 통신 프로토콜(communication protocol)에 대한 모델을 분석하고, 개발하며, 컴퓨터를 기반으로 하는 store-and-forword 방식의 통신망에서 적당한 재 전송 횟수와 타임아웃에 대한 연구이다. 시스템 로드(load)가 확률적으로 변화함에 따라 능동적으로 적용되지 않는 매개변수를 적당한 값으로 선정하는 방법을 제시하여 안정한 흐름 제어를 개발시킨다. 이 방법에 대해서 수학적 해석과 시뮬레이션을 통하여 어떤 통신망에서 주기 시간, 재 전송 횟수등의 변수를 적당한 값으로 선택하여 처리율과 성능을 향상시킨다.