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안수한 한국통계학회 2015 Journal of the Korean Statistical Society Vol.44 No.3
The steady-state distribution of the two-sided reflected Markov Modulated Brownian motion is derived through an alternative fluid approximation approach. In this paper, we have shown that the distribution can be obtained by taking limit on the steady-state distribution of a weakly convergent Markov modulated fluid model. In addition, we present how the duality theorem developed by Ahn and Ramaswami is applied to get the limit result. For computation, we introduce a quadratically convergent algorithm and its related theories which rely on the fluid approximation approach. Through numerical examples, we finally illustrate behaviors of the steady-state distribution and also some performances of the algorithm.
COASTAL ENGINEERING STUDIES IN KOREA
안수한 한국해안해양공학회 1999 학술강연회 발표논문초록집 Vol.2 No.1
This paper is devoted to introduce the typical geographical features of coastlines of Korea, coastal zone management, and waves and tidal characteristics relevant to the design of coastal structures in Korea. Since the east coast is exposed to the deep East Sea, energy due to waves is dominant over the energy due to tides. The shoreline of the east coast is monotonous with a few islands and beach slopes are generally steep with coarse sand. On the other hand, the west coast is exposed to the shallow Yellow Sea which is a semi-closed basin. Therefore, waves on the west coast are smaller than those of east coast, but the tidal currents are large enough to be comparable to the wave-induced currents. The west coast has mild beach slopes with sandy as well as muddy beaches. The south coast of Korea runs in and out and consists of a large number of islands. The south coast is often directly attacked by typhoons. Because of these distinct features of coastlines, practices of coastal engineering in Korea become challenging job and coastal zone management in each coast has been developed naturally to accommodate itself to circumstances.
안수한,이세원,이호우,백정우 한국경영과학회 2010 한국경영과학회 학술대회논문집 Vol.2010 No.6
본 논문은 임계점을 갖는 마코프 변조 유체 모형(Markov-modulated fluid flow 모형, MMFF 모형)을 분석한다. 시스템 내의 유체량이 0이 되는 순간 유휴기간이 시작되며, 유휴기간동안의 유체량은 감소없이 선형으로 증가한다. 유체량의 증가율 및 감소율은 잠재마코프체인(underlying Markov chain, UMC)에 결정되며, 시스템 내의 총 유체량이 D(임계값)가 되는 순간 바쁜기간이 시작된다. 이와 같은 시스템은 댐(dam) 모형, 재고모형 및 보험 상품의 위험성 분석 등에 적용될 수 있다. 본 논문에서는 안정상태 하의 유체량에 대한 LST를 유도한 후, 평균성능척도들을 유도한다. 또한, 각 성능척도들에 대한 수치예를 보인다.
Taboo probability on a simple fluid flow model
안수한 한국통계학회 2008 Journal of the Korean Statistical Society Vol.37 No.1
In this paper, we consider a simple Markov modulated uid ow (MMFF) model and present explicit forms of rst hittingprobabilities using Abel’s sequence and generalized Binomial series.
안수한,김인철 한국수자원학회 1988 한국수자원학회논문집 Vol.21 No.3
돌제 주위의장기간 해빈변형을 예측하기 위하여 수위의 변동, 파의굴절과 회절을 고려하여 해석하는 수치적 모델이다. 이러한 문제에 대한 수치해석은 연안표사랑에 대한 경계조건을 가지는 방정식을 고려함으로써 해석된다. 해석방법으로는 음해법 중의 하나인 Crank-Nicolson Scheme을 사용하였다. 이 모델을 현지에 적용시킨 결과, 굴절과 회절계수의 근사해로 인하여 돌제 내부 영역에서는 실측치와 예측치가 차이가 있으나, 돌제 외부 영역에서의 경향은 잘 일 A model is developed to predict the long-term beach evolution near the long groin considering the combined effects of variation of sea level, wave refraction and diffraction. A numerical solution for this problem is solved by considering the equation as a