• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 1995년도 춘계공동학술대회논문집; 전남대학교; 28-29 Apr. 1995
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• pp.974-974
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• 1995

• Coupled systems mechanics
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• 제11권2호
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• pp.167-198
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• 2022

In this paper we deal with classical instability problems of heterogeneous Euler beam under conservative loading. It is chosen as the model problem to systematically present several possible solution methods from simplest deterministic to more complex stochastic approach, both of which that can handle more complex engineering problems. We first present classical analytic solution along with rigorous definition of the classical Euler buckling problem starting from homogeneous beam with either simplified linearized theory or the most general geometrically exact beam theory. We then present the numerical solution to this problem by using reduced model constructed by discrete approximation based upon the weak form of the instability problem featuring von Karman (virtual) strain combined with the finite element method. We explain how such numerical approach can easily be adapted to solving instability problems much more complex than classical Euler's beam and in particular for heterogeneous beam, where analytic solution is not readily available. We finally present the stochastic approach making use of the Duffing oscillator, as the corresponding reduced model for heterogeneous Euler's beam within the dynamics framework. We show that such an approach allows computing probability density function quantifying all possible solutions to this instability problem. We conclude that increased computational cost of the stochastic framework is more than compensated by its ability to take into account beam material heterogeneities described in terms of fast oscillating stochastic process, which is typical of time evolution of internal variables describing plasticity and damage.

• East Asian Economic Review
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• 제25권4호
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• pp.403-424
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• 2021

AdaBoost tweaks the sample weight for each training set used in the iterative process, however, it is demonstrated that it provides more correlated errors as the boosting iteration proceeds if models' accuracy is high enough. Therefore, in this study, we propose a novel way to improve the performance of the existing AdaBoost algorithm by employing heterogeneous models and a stochastic twist. By employing the heterogeneous ensemble, it ensures different models that have a different initial assumption about the data are used to improve on diversity. Also, by using a stochastic algorithm with a decaying convergence rate, the model is designed to balance out the trade-off between model prediction performance and model convergence. The result showed that the stochastic algorithm with decaying convergence rate's did have a improving effect and outperformed other existing boosting techniques.

• 한국경영과학회지
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• 제23권4호
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• pp.97-109
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• 1998

In this paper, we propose a new approach to solve stochastic fluid flow models applied to the analysis of ceil loss of an ATM multiplexer. Existing stochastic fluid flow models have been analyzed by using linear differential equations. In case of large state space, however. analyzing stochastic fluid flow model without numerical errors is not easy. To avoid this numerical errors and to analyze stochastic fluid flow model with large state space. we develope a new computational algorithm. Instead of solving differential equations directly, this approach uses iterative and numerical method without calculating eigenvalues. eigenvectors and boundary coefficients. As a result, approximate solutions and upper and lower bounds are obtained. This approach can be applied to stochastic fluid flow model having general Markov chain structure as well as to the superposition of heterogeneous ON-OFF sources it can be extended to Markov process having non-exponential sojourn times.

• Journal of the Korean Data and Information Science Society
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• 제28권6호
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• pp.1245-1255
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• 2017

온라인 학습은 자료가 실시간으로 혹은 배치 단위로 축적되는 상황에서 주어진 목적함수의 해를 계산하는 방법을 말한다. 온라인 학습 알고리즘 중 배치를 이용한 확률적 경사 하강법 (stochastic gradient decent method)은 가장 많이 사용되는 방법 중 하나다. 이 방법은 구현이 쉬울 뿐만 아니라 자료가 동질적인 분포를 따른다는 가정 하에서 그 해의 성질이 잘 연구되어 있다. 하지만 자료에 특이값이 있거나 임의의 배치가 확률적으로 이질적 성질을 가질 때, 확률적 경사 하강법이 주는 해는 큰 편이를 가질 수 있다. 본 연구에서는 이러한 비정상 배치 (abnormal batch) 있는 자료 하에서 효과적으로 온라인 학습을 수행할 수 있는 수정된 경사 하강 알고리즘 (modified gradient decent algorithm)을 제안하고, 그 알고리즘을 통해 계산된 해의 수렴성을 밝혔다. 뿐만 아니라 간단한 모의실험을 통해 제안한 방법의 이론적 성질을 실증하였다.

• East Asian Economic Review
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• 제21권2호
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• pp.167-197
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• 2017

I build a small open economy (SOE) dynamic stochastic general equilibrium (DSGE) model to investigate the effect of a heterogeneous wage contract between regular and temporary workers on a macroeconomic volatility in a financially fragile economy. The imperfect financial market condition is captured by a quadratic financial adjustment cost for borrowing foreign assets, and the labor market friction is captured by a Nash bargaining process which is only available to the regular workers when they negotiate their wages with the firms while the temporary workers are given their wage which simply equals the marginal cost. As a result of impulse responsesto a domestic productivity shock, the higher elasticity of substitution between two types of workers and the lower weight on the regular workers in the firm's production process induce the higher volatilities in most variables. This is reasoned that the higher substitutability creates more volatile wage determination process while the lower share of the regular workers weakens their Nash bargaining power in the contract process.

• 산업공학
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• 제12권2호
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• pp.312-318
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• 1999

This paper considers the cell loss probability(CLP) in a multiplexer with the superposition of heterogeneous ON/OFF sources. The input traffic is composed of k classes. Traffic of class i is the superposition of M_(i) ON/OFF sources. Recently, the method based on the Markov modulated deterministic process(MMDP) is presented. Basically, it is the discretized model of stochastic fluid flow process(SFFP) and gives the CLP very fast, but under-estimates the CLP especially when the value of estimated CLP is very low. This paper develops the discretized model of Markov modulated Poisson process(MMPP). It is a special type of switched batch Bernoulli process(SBBP). Combining the transition probability matrix of MMDP and SBBP according to the state which is characterized by the arrival rate, this paper presents hybrid algorithm. The hybrid algorithm gives better estimate of CLP than that of MMDP and faster than SBBP.

• Nuclear Engineering and Technology
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• 제25권1호
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• pp.154-165
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• 1993

연속시간 마코프프로세스를 이용한 한 통계적 방법에 의한 일차원 지하 핵종이동 모델이 제시되었다. 지하매질은 보편적으로 지하수속도, 분산계수 또는 지연계수 등 물리화학적 변수 등의 비균질성을 보여 일반적인 결정론적 이류분산모델로는 잘 기술되지 않는다. 통계적 모델에서의 최종결과는 시간에 따른 함수로서의 기대값과 그 기대값의 분산도를 보여주는 분산치다. 매질이 균질하다고 생각될 정도로 나뉘어진 구획에 대한 핵종의 농도 분포를 구하여 결정론적인 해석해에 의한 농도분포와 비교하여 비균질 매질, 또는 현저하게 구분되는 다층매질의 경우에 대해서 유용 할 것이라는 결론을 얻었다. 매질을 나눈 구획수가 수치적 분산에 민감한 것으로 나타났지만 해석적 모델에 의해 분산계수가 보정될 수 있었다.

• 대한기계학회논문집A
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• 제28권6호
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• pp.685-692
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• 2004

A stochastic approach has been presented for superplastic deformation of Ti-6Al-4V alloy, and probability functions are used to model the heterogeneous phase distributions. The experimentally observed spatial correlation functions are developed, and microstructural evolutions together with superplastic deformation behavior have been investigated by means of the two-point and three-point probability functions. The results have shown that the probability varies approximately linearly with separation distance, and deformation enhanced probability changes during the process. The stress-strain behavior with the evolutions of probability function can be correctly predicted by the model. The finite element implementation using Monte Carlo simulation associated with reconstructed microstructures shows that better agreement with experimental data of failure strain on the test specimen.

• 대한지하수환경학회지
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• 제1권2호
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• pp.90-99
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• 1994

수리전도도의 대수값이 정규 분포를 갖고 또 공간적 상관관계를 갖는 무작위 변수라는 가정하에 지하수 유동영역 안에서 불균질한 수리전도도를 발생시켰다. 발생된 수리전도도의 거리에 따른 공분산값의 변화는 이론적으로 제시되는 변화와 잘 일치된다. 지하수위와 수리전도도는 확률론적으로 작용하는 무작위 변수들로 보고 수리 전도도와 지하수위에 대한 확률 통계적 분석을 위해 몬테카를로 시뮬레이션 방법과 유한요소법을 이용하였다. 지하수위와 수리전도도의 분산값은 지하수 유동영역의 점원, 경계조건, 수위구배, 흐름방향 및 상관 거리에 따라 특징적인 분포를 보인다. 특히 수위와 수리전도도간의 공분산값이 음수인 영역은 유동 시스템의 변화에 영향을 거의 받지 않는 영역으로 볼 수 있어서 영향권의 도출과 관계시킬 수 있다.