• 대한기계학회논문집A
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• 제32권1호
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• pp.29-34
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• 2008

The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliability-based design optimization are examples of the most famous methodologies. In their formulation, the mean and standard deviation of a performance function and constraints expressed by probability conditions are involved. Therefore, it is essential to effectively and accurately calculate them and, in addition, the sensitivity results are required to obtain when the nonlinear programming is utilized during optimization process. We aim to obtain the new and efficient sensitivity formulation, which is based on integral form, on statistical moments such as the mean and standard deviation, and probability constraints. It does not require the additional functional calculation when statistical moments and failure or satisfaction probabilities are already obtained at a design point. Moreover, some numerical examples have been calculated and compared with the exact solution or the results of Monte Carlo Simulation method. The results seem to be very satisfactory.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.477-493
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• 2017

The dual generalized order statistics is a unified model which contains the well known decreasingly ordered random variables like order statistics and lower record values. With this definition we give simple expressions for single and product moments of dual generalized order statistics from Dagum distribution. The results for order statistics and lower records are deduced from the relations derived and some computational works are also carried out. Further, a characterizing result of this distribution on using the conditional moment of the dual generalized order statistics is discussed. These recurrence relations enable computation of the means, variances and covariances of all order statistics for all sample sizes in a simple and efficient manner. By using these relations, we tabulate the means, variances, skewness and kurtosis of order statistics and record values of the Dagum distribution.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.583-592
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• 2007

Given the moments of a symmetric random variable, its density and distribution functions can be accurately approximated by making use of the algorithm proposed in this paper. This algorithm is specially designed for approximating symmetric distributions and comprises of four phases. This approach is essentially based on the transformation of variable technique and moment-based density approximants expressed in terms of the product of an appropriate initial approximant and a polynomial adjustment. Probabilistic quantities such as percentage points and percentiles can also be accurately determined from approximation of the corresponding distribution functions. This algorithm is not only conceptually simple but also easy to implement. As illustrated by the first two numerical examples, the density functions so obtained are in good agreement with the exact values. Moreover, the proposed approximation algorithm can provide the more accurate quantities than direct approximation as shown in the last example.

• Journal of the Korean Data and Information Science Society
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• 제27권1호
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• pp.265-274
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• 2016

In this paper, we consider a diffusion risk process, in which, its surplus process behaves like a Brownian motion in-between adjacent epochs of claims. We assume that the claims occur following a Poisson process and their sizes are independent and exponentially distributed with the same intensity. Our main goal is to derive the exact formula of the joint moment generating function of the ruin time and the total amount of aggregated claim sizes until ruin in the diffusion risk process. We also provide a method for computing the related first and second moments using the joint moment generating function and the augmented matrix exponential function.

• Structural Engineering and Mechanics
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• 제60권2호
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• pp.351-363
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• 2016

Exact solutions for stresses, strains, displacements, and the stress concentration factors of a rectangular plate perforated by an arbitrarily located circular hole subjected to in-plane pure shear loading are investigated by two-dimensional theory of elasticity using the Airy stress function. The hoop stresses, strains, and displacements occurring at the edge of the circular hole are computed and plotted. Comparisons are made for the hoop stresses and the stress concentration factors from the present study and those from a rectangular plate with a circular hole under uni-axial and bi-axial uniform tensions and in-plane pure bending moments on two opposite edges.

• Structural Engineering and Mechanics
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• 제40권1호
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• pp.121-148
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• 2011

Closed form solutions for equilibrium and flexibility matrices of the Mindlin-Reissner theory based eight-node rectangular plate bending element (MRP8) using Integrated Force Method (IFM) are presented in this paper. Though these closed form solutions of equilibrium and flexibility matrices are applicable to plate bending problems with square/rectangular boundaries, they reduce the computational time significantly and give more exact solutions. Presented closed form solutions are validated by solving large number of standard square/rectangular plate bending benchmark problems for deflections and moments and the results are compared with those of similar displacement-based eight-node quadrilateral plate bending elements available in the literature. The results are also compared with the exact solutions.

• 한국공간구조학회논문집
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• 제4권4호
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• pp.99-111
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• 2004

An exact solution procedure is formulated for the free vibration and buckling analysis of rectangular plates having two opposite edges simply supported when these edges are subjected to linearly varying normal stresses. The other two edges may be clamped, simply supported or free, or they may be elastically supported. The transverse displacement (w) is assumed as sinusoidal in the direction of loading (x), and a power series is assumed in the lateral (y) direction (i.e., the method of Frobenius). Applying the boundary conditions yields the eigenvalue problem of finding the roots of a fourth order characteristic determinant. Care must be exercised to obtain adequate convergence for accurate vibration frequencies and buckling loads, as is demonstrated by two convergence tables. Some interesting and useful results for vibration frequencies and buckling loads, and their mode shapes, are presented for a variety of edge conditions and in-plane loadings, especially pure in-plane moments.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 1999년도 봄 학술발표회 논문집
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• pp.407-414
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• 1999

A simple seismic design procedure for pile foundation using PAR and LPILE$\^$plus/ was proposed. A case of pile foundation under a simple bridge was selected and analyzed. The calculated horizontal movements, shear forces and moments were compared with those evaluated by the numerical exact solutions, and the farmers had similar trends with the tatters.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권1호
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• pp.43-50
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• 2014

In this paper we discussed Euler-Maruyama method for stochastic differential equations with jump diffusion. We give a convergence result for Euler-Maruyama where the coefficients of the stochastic differential equation are locally Lipschitz and the pth moments of the exact and numerical solution are bounded for some p > 2.

• 한국대기환경학회:학술대회논문집
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• 한국대기환경학회 2001년도 추계학술대회 논문집
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• pp.389-390
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• 2001

Deposition of polydisperse aerosols by Brownian diffusion was studied analytically using the penetration efficiency of monodisperse aerosols combined with the correlations among the moments of lognormal distribution functions. The analytic solutions so obtained were validated using the exact solution were applied to recalculate the filtration efficiencies of the existing experimental data for various filtration conditions. (omitted)