• The Pure and Applied Mathematics
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• v.28 no.4
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• pp.281-296
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• 2021

In this paper, we suggest a representation for an inverse transform of the generalized Fourier-Feynman transform on the function space C_a,b[0, T]. The function space C_a,b[0, T] is induced by the generalized Brownian motion process with mean function a(t) and variance function b(t). To do this, we study the generalized Fourier-Feynman transform associated with the Gaussian process Ƶ_k of exponential-type functionals. We then establish that a composition of the Ƶ_k-generalized Fourier-Feynman transforms acts like an inverse generalized Fourier-Feynman transform.

• Computers and Concrete
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• v.29 no.3
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• pp.201-207
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• 2022

The evaluation of velocity profile for large values of buoyancy parameter and Bioconvected Rayleigh number is examined. The non-linear problem has been tackled numerically by shooting technique. Nanofluid temperature and nanoparticle concentration slightly elevates for increasing values of thermophoresis coefficient. Thickness of thermal boundary layer is significantly increased with thermophoresis coefficient whereas thickness of concentration boundary layer is more slightly enhanced. The response of temperature and nanoparticles concentration is observed due to change in Brownian motion parameter. As Brownian motion parameter increased temperature distribution is slightly enhanced. The reverse behavior is observed in case of nanoparticles concentration. Comparison of numerical technique with the extant literature is made and an acceptable agreement is attained.

• Honam Mathematical Journal
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• v.45 no.3
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• pp.433-456
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• 2023

This paper deals with differentiability of solutions of neutral stochastic differential equations with respect to the initial data in the G-framework. Since the initial data belongs to the space BC ([-r, 0] ; ℝⁿ) of bounded continuous ℝⁿ-valued functions defined on [-r, 0] (r > 0), the derivative belongs to the Banach space 𝓛_BC (ℝⁿ) of linear bounded operators from BC ([-r, 0] ; ℝⁿ) to ℝⁿ. We give the neutral stochastic differential equation of the derivative. In addition, we exhibit two examples confirming the accuracy of the obtained results.

• Journal of Applied and Pure Mathematics
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• v.5 no.1_2
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• pp.23-40
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• 2023

This paper is concerned by the controllability results of impulsive neutral stochastic functional integrodifferential equations (INSFIDEs) driven by fractional Brownian motion with infinite delay in a real separable Hilbert space. The controllability results are obtained using stochastic analysis, Krasnoselkii fixed point method and the theory of resolvent operator in the sense of Grimmer. A practical example is provided to illustrate the viability of the abstract result of this work.

• Journal of the Korean Mathematical Society
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• v.27 no.2
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• pp.239-244
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• 1990

• Journal of Korea Port Economic Association
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• v.34 no.1
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• pp.99-110
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• 2018

This study empirically examines simple methodology to quantify the risk resulted from the uncertainty of bunker price and foreign exchange rate, which cause main resources of the cost in shipping industry during the periods between $1^{st}$ of January 2010 and $31^{st}$ of January 2018. To shed light on the risk measurement in cash flows we tested GBM(Geometric Brownian Motion) frameworks such as the model with conditional heteroskedasticity and jump diffusion process. The main contribution based on empirical results are summarized as following three: first, the risk analysis, which is dependent on a single variable such as freight yield, is extended to analyze the effects of multiple factors such as bunker price and exchange rate return volatility. Second, at the individual firm level, the need for risk management in bunker price and exchange rate is presented as cash flow. Finally, based on the scale of the risk presented by the analysis results, the shipping companies are required that there is a need to consider what is appropriate as a means of risk management.

• Advances in concrete construction
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• v.14 no.2
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• pp.103-113
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• 2022

On the basis of fabrication, the utilization of nano material in numerous industrial and technological system, obtained the utmost significance in current decade. Therefore, the current investigation presents a theoretical disposition regarding the flow of electric conducting Williamson nanoliquid over a stretchable surface in the presence of the motile microorganism. The impact of thermal radiation and magnetic parameter are incorporated in the energy equation. The concentration field is modified by adding the influence of chemical reaction. Moreover, the splendid features of nanofluid are displayed by utilizing the thermophoresis and Brownian motion aspects. Compatible similarity transformation is imposed on the equations governing the problem to derive the dimensionless ordinary differential equations. The Homotopy analysis method has been implemented to find the analytic solution of the obtained differential equations. The implications of specific parameters on profiles of velocity, temperature, concentration and motile microorganism density are investigated graphically. Moreover, coefficient of skin friction, Nusselt number, Sherwood number and density of motile number are clarified in tabular forms. It is revealed that thermal radiation, thermophoresis and Brownian motion parameters are very effective for improvement of heat transfer. The reported investigation can be used in improving the heat transfer appliances and systems of solar energy.

• Particle and aerosol research
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• v.8 no.1
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• pp.29-35
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• 2012

The Faraday cup electrode of different size has been developed and evaluated to investigate the diffusion effect of particles by Brownian motion in a particle beam mass spectrometer(PBMS). Particles which focused and accelerated by aerodynamic lens are charged to saturation in an electron beam, and then deflected electrostatically into a Faraday cup detector for measurement of the particle current. The concentration of particles is converted from currents detected by Faraday cup. Measurements of particle current as a function of deflection voltage are combined with measured relationships between particle velocity and diameter, charge and diameter, and mass and diameter, to determine the particle size distribution. The particle currents were measured using 5, 10, 20, 40 mm sized Faraday cup that can be move to one direction by motion shaft. The current difference for each sizes as a function of position was compared to figure out diffusion effect during transport. Polystyrene latex(PSL) 100, 200 nm sized standard particles were used for evaluation. The measurement using 5 mm sized Faraday cup has the highest resolution in a diffusion distance and the smaller particles had widely diffused.

• Journal of Sensor Science and Technology
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• v.31 no.3
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• pp.175-179
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• 2022

The physical properties of biomaterials are important for their isolation and separation from body fluids. In particular, the precise evaluation of the multi-physical properties of single biomolecules is essential in that the correlation between physical and biological properties of specific biomolecule. However, the majority of scientific equipment, can only determine specific-physical properties of single nanoparticles, making the evaluation of the multi-physical properties difficult. The improvement of analytical techniques for the evaluation of multi-physical properties is therefore required in various research fields. In this study, we developed a motion-tracking algorithm to evaluate the multi-physical properties of single-nanoparticles by analyzing their behavior. We observed the Brownian motion and electric-field-induced drift of fluorescent nanoparticles injected in a microfluidic chip with two electrodes using confocal microscopy. The proposed algorithm is able to determine the size of the nanoparticles by i) removing the background noise from images, ii) tracking the motion of nanoparticles using the circular-Hough transform, iii) extracting the mean squared displacement (MSD) of the tracked nanoparticles, and iv) applying the MSD to the Stokes-Einstein equation. We compared the evaluated size of the nanoparticles with the size measured by SEM. We also determined the zeta-potential and surface-charge density of the nanoparticles using the extracted electrophoretic velocity and the Helmholtz-Smoluchowski equation. The proposed motion-tracking algorithm could be employed in various fields related to biomaterial analysis, such as exosome analysis.

• Journal of the Korean Mathematical Society
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• v.38 no.3
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• pp.657-667
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• 2001

We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.