• Smart Structures and Systems
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• v.14 no.4
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• pp.559-567
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• 2014

The model of unit dynamic reliability of repairable k/n (G) system with unit strength degradation under repeated random shocks has been developed according to the stress-strength interference theory. The unit failure number is obtained based on the unit failure probability which can be computed from the unit dynamic reliability. Then, the transfer probability function of the repairable k/n (G) system is given by its Markov property. Once the transfer probability function has been obtained, the probability density matrix and the steady-state probabilities of the system can be retrieved. Finally, the dynamic reliability of the repairable k/n (G) system is obtained by solving the differential equations. It is illustrated that the proposed method is practicable, feasible and gives reasonable prediction which conforms to the engineering practice.

• Journal of the Korean Physical Society
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• v.73 no.9
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• pp.1219-1224
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• 2018

We investigate the evolutionary dynamics and the phase transitions of the island model which consists of subdivided populations of individuals confined to two islands. In the island model, the population is subdivided so that migration acts to determine the evolutionary dynamics along with selection and genetic drift. The individuals are assumed to be haploid and to be one of two species, X or Y. They reproduce according to their fitness values, die at random, and migrate between the islands. The evolutionary dynamics of an individual based model is formulated in terms of a master equation and is approximated by using the diffusion method as the multidimensional Fokker-Planck equation (FPE) and the coupled non-linear stochastic differential equations (SDEs) with multiplicative noise. We analyze the infinite population limit to find the phase transitions from the monomorphic state of one type to the polymorphic state to the monomorphic state of the other type as we vary the ratio of the fitness values in two islands and complete the phase diagram of our island model.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.801-811
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• 2008

Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

• Structural Engineering and Mechanics
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• v.36 no.5
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• pp.561-573
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• 2010

The potential of the liquid column vibration absorber (LCVA) as a seismic vibration control device for structures has been explored in this paper. In this work, the structure has been modeled as a linear, viscously damped single-degree-of-freedom (SDOF) system. The governing differential equations of motion for the damper liquid and for the coupled structure-LCVA system have been derived from dynamic equilibrium. The nonlinear orifice damping in the LCVA has been linearized by a stochastic equivalent linearization technique. A transfer function formulation for the structure-LCVA system has been presented. The design parameters of the LCVA have been identified and by applying the transfer function formulation the optimum combination of these parameters has been determined to obtain the most efficient control performance of the LCVA in terms of the reduction in the root-mean-square (r.m.s.) displacement response of the structure. The study has been carried out for an example structure subjected to base input characterized by a white noise power spectral density function (PSDF). The sensitivity of the performance of the LCVA to the coefficient of head loss and to the tuning ratio have also been examined and compared with that of the liquid column damper (LCD). Finally, a simulation study has been carried out with a recorded accelerogram, to demonstrate the effectiveness of the LCVA.

• Journal of the Korean Physical Society
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• v.73 no.11
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• pp.1774-1786
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• 2018

Phenotypic variation among clones (individuals with identical genes, i.e. isogenic individuals) has been recognized both theoretically and experimentally. We investigate the effects of phenotypic variation on evolutionary dynamics of a population. In a population, the individuals are assumed to be haploid with two genotypes : one genotype shows phenotypic variation and the other does not. We use an individual-based Moran model in which the individuals reproduce according to their fitness values and die at random. The evolutionary dynamics of an individual-based model is formulated in terms of a master equation and is approximated as the Fokker-Planck equation (FPE) and the coupled non-linear stochastic differential equations (SDEs) with multiplicative noise. We first analyze the deterministic part of the SDEs to obtain the fixed points and determine the stability of each fixed point. We find that there is a discrete phase transition in the population distribution when the probability of reproducing the fitter individual is equal to the critical value determined by the stability of the fixed points. Next, we take demographic stochasticity into account and analyze the FPE by eliminating the fast variable to reduce the coupled two-variable FPE to the single-variable FPE. We derive a quasi-stationary distribution of the reduced FPE and predict the fixation probabilities and the mean fixation times to absorbing states. We also carry out numerical simulations in the form of the Gillespie algorithm and find that the results of simulations are consistent with the analytic predictions.

• The Journal of the Korea Contents Association
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• v.20 no.7
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• pp.212-222
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• 2020

The purpose of this study is to understand the current status and trends of the research studies published by the Society for Industrial and Applied Mathematics which is a leader in the field of industrial mathematics around the world. To perform this purpose, titles and abstracts were collected from 6,255 research articles between 2016 and 2019, and the R program was used to analyze the topic modeling model with LDA techniques and a regression model. As the results of analyses, first, a variety of studies have been studied in the fields of industrial mathematics, such as algebra, discrete mathematics, geometry, topological mathematics, probability and statistics. Second, it was found that the ascending research subjects were fluid mechanics, graph theory, and stochastic differential equations, and the descending research subjects were computational theory and classical geometry. The results of the study, based on the understanding of the overall flows and changes of the intellectual structure in the fields of industrial mathematics, are expected to provide researchers in the field with implications of the future direction of research and how to build an industrial mathematics curriculum that reflects the zeitgeist in the field of education.

• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.477-489
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• 2021

COVID-19 has spread seriously around the world in 2020 and it is still significantly affecting our whole daily life. Currently, the whole world is still undergoing the pandemic and South Korea is no exception to it. During the pandemic, South Korea had several events that prevented or accelerated its spread. To establish the prevention policies for infectious diseases, it is very important to evaluate the intervention effect of such events. The susceptible-infected-removed (SIR) model is often used to describe the dynamic behavior of the spread of infectious diseases through ordinary differential equations. However, the SIR model is a deterministic model without considering the uncertainty of observed data. To consider the uncertainty in the SIR model, the Bayesian approach can be employed, and this approach allows us to evaluate the intervention effects by time-varying functions of the infection rate in the SIR model. In this study, we describe the time trend of the spread of COVID-19 in South Korea and investigate the intervention effects for the events using the stochastic SIR model based on the Bayesian approach.