• 대한수학회논문집
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• 제9권3호
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• pp.547-564
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• 1994

Let X be a real Banach space. We consider the existence of solutions of the abstract nonlinear functional evolution equation : $$ (E) \frac{du(t)}{dt} + A(t)u(t) + F(u)(t) \ni h(t), $$ $$ u(s) = x_o \in D(A(s)), 0 \leq s \leq t \leq T, $$ where u : $[s, T] \to x$ is an unknown function, ${A(t) : 0 \leq t \leq T}$ is a given family of nonlinear (possibly multivalued) operators in X, and $F : C([s, t];X) \to L^{\infty}([s, X];X)$ and $h : [s, T] \to X$ are given functions.

• Kyungpook Mathematical Journal
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• 제27권1호
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• pp.27-33
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• 1987

Minimal s-Urysohn and minimal s-regular spaces are studied. An s-Urysohn (respectively, s-regular) space (X, $\mathfrak{T}$) is said to be minimal s-Urysohn (respectively, minimal s-regular) if for no topology $\mathfrak{T}^{\prime}$ on X which is strictly weaker than $\mathfrak{T}$, (X, $\mathfrak{T}^{\prime}$) is s-Urysohn (respectively s-regular). Several characterizations and other related properties of these classes of spaces have been obtained. The present paper is a study of minimal P-spaces where P refers to the property of being an s-Urysohn space or an s-regular space. A P-space (X, $\mathfrak{T}$) is said to be minimal P if for no topology $\mathfrak{T}^{\prime}$ on X such that $\mathfrak{T}^{\prime}$ is strictly weaker than $\mathfrak{T}$, (X, $\mathfrak{T}^{\prime}$) has the property P. A space X is said to be s-Urysohn [2] if for any two distinct points x and y of X there exist semi-open set U and V containing x and y respectively such that $clU{\bigcap}clV={\phi}$, where clU denotes the closure of U. A space X is said to be s-regular [6] if for any point x and a closed set F not containing x there exist disjoint semi-open sets U and V such that $x{\in}U$ and $F{\subseteq}V$. Throughout the paper the spaces are assumed to be Hausdorff.

• Korean Journal of Mathematics
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• 제20권2호
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• pp.177-184
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• 2012

In this paper, we study the four different types of relations, $\mathcal{P}(X,T)$, $\mathcal{R}(X,T)$, $\mathcal{L}(X,T)$, and $\mathcal{S}(X,T)$ in a transformation (X,T), and obtain some of their properties. In particular, we give a relationship between $\mathcal{R}(X,T)$ and $\mathcal{S}(X,T)$.

• 대한수학회논문집
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• 제11권3호
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• pp.695-706
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• 1996

In the control system $ \dot{x} = f(t,x(t)) + g(t,x(t))\dot{u}, x(0) = \bar{x}, t \in [0,T], $ this paper shows that the map from u with $L^1(m)$-topology to $x_u$ with $L^1(\mu)$-topology is Lipschitz continuous where f is $C^1$, $\mu$ is the Stieltjes measure derived from the function g which is not smooth in the variable t and $x_u$ is the solution of the above system corresponding to u under the assumption that $\dot{u}$ is bounded.

• 대한수학회논문집
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• 제9권4호
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• pp.881-889
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• 1994

Let ($X, \Beta, \mu$) be a measure space with the $\sigma$-algebra $\Beta$ and the probability measure $\mu$. Throughouth this article set equalities and inclusions are understood as being so modulo measure zero sets. A transformation T defined on a probability space X is said to be measure preserving if $\mu(T^{-1}E) = \mu(E)$ for $E \in B$. It is said to be ergodic if $\mu(E) = 0$ or i whenever $T^{-1}E = E$ for $E \in B$. Consider the sequence ${x, Tx, T^2x,...}$ for $x \in X$. One may ask the following questions: What is the relative frequency of the points $T^nx$ which visit the set E\ulcorner Birkhoff Ergodic Theorem states that for an ergodic transformation T the time average $lim_{n \to \infty}(1/N)\sum^{N-1}_{n=0}{f(T^nx)}$ equals for almost every x the space average $(1/\mu(X)) \int_X f(x)d\mu(x)$. In the special case when f is the characteristic function $\chi E$ of a set E and T is ergodic we have the following formula for the frequency of visits of T-iterates to E : $$ lim_{N \to \infty} \frac{$\mid${n : T^n x \in E, 0 \leq n $\mid$}{N} = \mu(E) $$ for almost all $x \in X$ where $$\mid$\cdot$\mid$$ denotes cardinality of a set. For the details, see [8], [10].

• Journal of applied mathematics & informatics
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• 제28권1_2호
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• pp.243-256
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• 2010

This paper is concerned with the neutral impulsive functional differential equations $$\{{x'(t)\;+\;a(t)x(t)\;=\;f(t,\;x(t\;-\;\tau(t),\;x'(t\;-\;\delta(t))),\;a.e.\;t\;{\in}\;R, \atop {\Delta}x(t_k)\;=\;b_kx(t_k),\;k\;{\in}\;Z.$$ Sufficient conditions for the existence of at least three positive T-periodic solution are established. Our results generalize and improve the known ones. Some examples are presented to illustrate the main results.

• Journal of applied mathematics & informatics
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• 제31권1_2호
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• pp.199-209
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• 2013

In this paper, we study the oscillation problem of the following higher-order neutral differential equation with positive and negative coefficients and mixed arguments $$z^{(n)}(t)+q_1(t)|x(t-{\sigma}_1)|^{\alpha-1}x(t-{\sigma}_1)+q_2(t)|x(t-{\sigma}_2)|^{\beta-1}x(t-{\sigma}_2)=e(t)$$, where $t{\geq}t_0$, $z(t)=x(t)-p(t)x(t-{\tau})$ with $p(t)$ > 0, ${\beta}>1>{\alpha}>0$, ${\tau}$, ${\sigma}_1$ and ${\sigma}_2$ are real numbers. Without imposing any restriction on ${\tau}$, we establish several oscillation criteria for the above equation in two cases: (i) $q_1(t){\leq}0$, $q_2(t)>0$, ${\sigma}_1{\geq}0$ and ${\sigma}_2{\leq}{\tau}$; (ii) $q_1(t){\geq}0$, $q_2(t)<0$, ${\sigma}_1{\geq}{\tau}$ and ${\sigma}_2{\leq}0$. As an interesting application, our results can also be applied to the following higher-order differential equation with positive and negative coefficients and mixed arguments $$x^{(n)}(t)+q_1(t)|x(t-{\sigma}_1)|^{\alpha-1}x(t-{\sigma}_1)+q_2(t)|x(t-{\sigma}_2)|^{\beta-1}x(t-{\sigma}_2)=e(t)$$. Two numerical examples are also given to illustrate the main results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제11권1호
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• pp.13-30
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• 2007

In this paper we study the numerical solutions of the stochastic functional differential equations of the following form $$du(x,\;t)\;=\;f(x,\;t,\;u_t)dt\;+\;g(x,\;t,\;u_t)dB(t),\;t\;>\;0$$ with initial data $u(x,\;0)\;=\;u_0(x)\;=\;{\xi}\;{\in}\;L^p_{F_0}\;([-{\tau},0];\;R^n)$. Here $x\;{\in}\;R^n$, ($R^n$ is the ${\nu}\;-\;dimenional$ Euclidean space), $f\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^n,\;g\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^{n{\times}m},\;u(x,\;t)\;{\in}\;R^n$ for each $t,\;u_t\;=\;u(x,\;t\;+\;{\theta})\;:\;-{\tau}\;{\leq}\;{\theta}\;{\leq}\;0\;{\in}\;C([-{\tau},\;0];\;R^n)$, and B(t) is an m-dimensional Brownian motion.

• 대한수학회논문집
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• 제9권2호
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• pp.303-315
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• 1994

Let X be a real Banach space with norm ∥ㆍ∥. Let T > 0, r ≥a be fixed constants. We denote by L/sup p/ the usual L/sup p/( -r, 0; X) with norm ∥ㆍ∥/sub p/ for 1 ≤p < ∞. Our object is to study the existence of solutions of nonlinear functional evolution equations of the type (FDE) x'(t) ＋ A(t)x(t) = G(t, x/sub t/), 0 ≤t ≤T, x/sub 0/ = ø.(omitted)

• 품질경영학회지
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• 제29권2호
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• pp.37-45
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• 2001

A survival variable is a non-negative random variable X with distribution function F(t) satisfying F(0) : 0 and a survival function F(t): 1-F(t). This variable is said to be New Better than Used of specified age t$_{0}$ if F(x+ t$_{0}$)$\leq$F(x).F(t$_{0}$) for all x$\geq$0 and a fixed t$_{0}$. We propose the test for H$_{0}$ : F(x+t$_{0}$)=F(x).F(t$_{0}$) for all x$\geq$0 against H$_1$: F(x+t$_{0}$) $\leq$ F(x).F(t$_{0}$) for all x$\geq$0 when the specified age to is unknown but can be estimated from the data when t$_{0}$=ζ$_{p}$, the pth percentile of F. This test statistic, which is based on the normalized spacings between the ordered observations, is readily applied in the case of small sample. Also, our test is more simple than Ahmad's test (1998). Finally, the performance of our test is presented.our test is presented.