• Nuclear Engineering and Technology
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• v.43 no.6
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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.

• The Pure and Applied Mathematics
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• v.21 no.1
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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.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2017.05a
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• pp.367-370
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• 2017

This paper proposes a method for selecting efficient relay nodes in stochastic DTN model. Delay Tolerant Network (DTN) uses the Carry and Forward method, which creates a bundle layer for efficient communication, selects relay nodes between different networks and heterogeneous networks, and forwards messages. DTN is basically composed of mobile nodes so DTN has no fixed routing route and it has long latency due to intermittent connection. Therefore, the nodes constituting the DTN necessarily have the characteristics to store the messages, and the capacity of the stored messages and nodes affects the performance of the network. Stochastic DTN model proposed a Markov model that changes randomly over time to analyze the performance of DTN. In this paper, we use stochastic message distribution and node contact probabilities using contact time analyzed through message generation and extinction in order to select efficient relay nodes in stochastic DTN model.

• Structural Engineering and Mechanics
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• v.32 no.1
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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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• v.26 no.1
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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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.2A
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• pp.139-148
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• 2011

This paper presents the minimum-cost network selection scheme which determines the transmission instance in the multi-band maritime communication system, so that the shipment-related real-time information can be transmitted within the maximum allowed period. The transmission instances and the corresponding network selection process are modeled by a Markov Decision Process (MDP), for the channel model in the 2-state Markov chain, which can be solved by stochastic dynamic programming. It derives the minimum-cost network selection rule, which can reduce the network cost significantly as compared with the straight-forward scheme with a periodic transmission.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.1
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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.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2000.10a
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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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• v.8 no.2
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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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.16 no.12
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• pp.1417-1422
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• 1991

In this paper we develop an analytic model for end-to-end communication protocols and study the window mechanism for flow control in store-and-forward computer networks. We develop a flow control model in which the parameters of the system are not dynamically adjusted to the stochastic fluctuation of the system load. Simulation results are presented and it is shown that the throughput-delay performance of a network can be improved by proper selection of the design parameter, such as timeout, the number of retransmission, etc.