• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.2A
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• pp.63-69
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• 2003

In this paper, the scattered field from a perfectly conducting fractal surface by Finite-Difference Time-Domain(FDTD) method was computed. A one-dimensional fractal surface was generated by using the fractional Brownian motion model. Back scattering coefficients are calculated with different values of the spectral parameter(S0), fractal dimension(D) which determine characteristics of the fractal surface. The number of surface realization for the computed field, the point number, and the width of surface realization are set to be 80, 1024, 16λ, respectively. In order to verify the computed results these results are compared with those of small perturbation methods, which show good agreement between them.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.801-810
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• 2018

Diffusion is a random process used to model financial and physical phenomena. When we construct statistical models for repeatedly observed diffusion processes, the idea of random effects needs to be considered. In this research, we introduce random parameters for an Ornstein-Uhlenbeck diffusion model and geometric Brownian motion diffusion model. In order to apply the maximum likelihood estimation method, we tried to build likelihoods in closed-forms, by assuming appropriate distributions for random effects. We applied the random effect models to data consisting of Dow Jones Industrial Average indices recorded daily over 27 years from 1991 to 2017.

• Proceedings of the KSME Conference
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• 2001.06d
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• pp.605-611
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• 2001

A numerical technique for simulating the aggregation of charged particles was presented with a Brownian dynamic simulation in the free molecular regime. The Langevin equation was used for tracking each particle making up an aggregate. A periodic boundary condition was used for calculation of the aggregation process in each cell with 500 primary particles of 16 nm in diameter. We considered the thermal force and the electrostatic force for the calculation of the particle motion. The morphological shape of aggregates was described in terms of the fractal dimension. The fractal dimension for the uncharged aggregate was $D_{f}=1.761$. The fractal dimension changed slightly for the various amounts of bipolar charge. However, in case of unipolar charge, the fractal dimension decreased from 1.641 to 1.537 with the increase of the average number of charges on the particles from 0.2 to 0.3 in initial states.

• Journal of Mechanical Science and Technology
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• v.14 no.8
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• pp.900-911
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• 2000

A simple Lagrangian pdf model is proposed with a new numerical algorithm for application in wall-bounded turbulent flows. To investigate the performance of the Lagrangian model, we minimize model's dependence on empirical constants by selecting the simplest model for turbulent dissipation rate. The effect of viscosity is also included by adding a Brownian random walk calculate the position of a particle. For the no-slip condition at the wall and correct nearwall behavior of velocity, we develop a new boundary treatment for the particles that strike the wall. By applying the model to a fully developed turbulent channel flow at low Reynolds number, we investigate the model's performance through comparison with direct numerical simulation result.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1197-1211
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• 2011

The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

• 한국전산유체공학회:학술대회논문집
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• 2003.10a
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• pp.21-22
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• 2003

We perform two kinds of computer simulations on polydisperse hard-sphere systems; a molecular-dynamics simulation on atomic systems and a Brownian-dynamics simulation on colloidal suspensions. Analyses of the mean square displacement, the radial distribution function, and the pressure suggest that there exist three phase regions, a liquid phase region, a metastable phase region, and a crystal phase region, where the freezing and melting points are shifted to the values higher than in monodisperse case. It is also shown that the long-time behavior of colloidal suspensions is exactly the same as that of atomic systems.

• Bulletin of the Korean Chemical Society
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• v.21 no.9
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• pp.875-881
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• 2000

We study the rheological properties of concentrated polymer solution and the melt under simple shear and elon-gational flow using Brownian dynamicssimulation. In order to describe the anisotropic molecular motion, we modifiedthe Giesekus' mobility tensor by incorporating the finitely extensible non-linear elastic (FENE) spring force into dumbbell model. To elucidate the nature of this model, our simulation results are compared with the data of FENE-P ("P"standsfor the Perterin) dumbbell model and experiments. While in steady state both original FENE and FENE-P models exhibit a similar viscosity response,the growthof viscosity becomes dissimilar as the anisotropy decreases and the flowrate increases. The steady state viscosity obtained from the simulation well describes the experiments including the shear-thinning behavior in shear flow and viscosity-thinning behavior in elongational flow. But the growth of viscosity oforiginal FENE dumbbell model cannot describe the experimental results in both flow fields.

• Advances in nano research
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• v.14 no.3
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• pp.295-302
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• 2023

The characteristics of motile microorganism and three dimensional Darcy-Forchheimer nanofluid flow by a porous rotatable disk with heat generation/absorption is reported. Thermophoretic and Brownian motion aspects are included by utilizing Buongiorno model. Moreover, slip conditions are considered on velocity, thermal, concentration and microorganism. Shooting procedure is implemented to find the numerical results of physical quantities are evaluated parametrically. The different physical parameters like heat sink/source parameter, thermal, Brownian number, thermophoresis parameter, concentration, Peclet number, bioconvected Lewis number, microorganism on concentration and density of motile microorganism distributions is considered. Graphs of concentration and microorganism are plotted to examine the influence of distinct prominent flow parameters.

• Journal of Powder Materials
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• v.3 no.3
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• pp.196-200
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• 1996

The dispersion of WC grains Into the interior of an eutectic liquid has been studied by superimposing the eutectic WC-85wt.%Co liquid on the top surface of presintered WC-l0wt.%Co alloy compacts. The heavy WC grains diffused into the interior of liquid from the WC-l0wt.%Co compacts. According to increasing the treating temperatures and times, the dispersion distance from WC-l0wt.%Co substrates increased. The fine WC grains diffused into the liquid faster than the coarse WC grains. The high microstructural stability of WC-Co alloys having the heavier WC grains dispersed in a lighter Co-rich liquid was attributed to Brownian motion of WC grains in liquid. The motion of WC grains in the liquid appears to be same with the colloid(the disperse phase) in a dispersing medium. The dihedral angle of 0 degree of WC-Co at. toy seems one of key parameters, which enables the WC-Co alloys to have high structural stability without settling the WC grains during liquid phase sintering.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.2
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• pp.411-420
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• 2013

We consider fractional Gussian noise and FARIMA sequence with Gaussian innovations and show that the suitably scaled distributions of the FARIMA sequences converge to fractional Gaussian noise in the sense of finite dimensional distributions. Finally, we figure out ACF function and estimate the self-similarity parameter H of FARIMA(0, $d$, 0) by using R/S method.