• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.1344-1346
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• 1996

In this paper, we discuss an informal analysis of diffusion, global optimization properties of Langevine competitive learning neural network. In the view of the stochastic process, it is important that competitive learning gurantee an optimal solution for pattern recognition. We show that the binary reinforcement function in Langevine competitive learning is a brownian motion as Gaussian process, and construct the Fokker-Plank equation for the proposed neural network. Finally, we show that the informal analysis of the proposed algorithm has a possiblity of globally optimal. solution with the proper initial condition.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• Proceedings of the Korean Society of Rheology Conference
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• 2006.06a
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• pp.61-64
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• 2006

Soft materials, such as polymer solutions, gels and filamentous protein materials in cells, show complicated behavior due to their complex structures and dynamics with multiple characteristic time and length scales. Several complementary techniques have been developed to measure viscoelastic of soft materials. Especially, particle tracking microrheology, using the Brownian motion of particles in a medium to get rheological properties, has recently been improved both theoretically and experimentally. Compared to other conventional methods, video particle tracking microrheology has some advantages such as small sample volume, detecting spatial variation of local rheological properties, and less damage to sample materials. With these advantages, microrheology is more suitable to measure the properties of complex materials than other mechanical rheometries.

• Journal of the Korean Mathematical Society
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• v.53 no.5
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• pp.991-1017
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• 2016

In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space $C_{a,b}[0,T]$. We establish the existence of the generalized analytic Fourier-Feynman transform for certain bounded functionals on $C_{a,b}[0,T]$. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.

• Journal of the Korean Mathematical Society
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• v.53 no.6
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• pp.1261-1273
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• 2016

In this paper, we analyze the necessary and sufficient condition introduced in [5]: that a functional F in $L^2(C_{a,b}[0,T])$ has an integral transform ${\mathcal{F}}_{{\gamma},{\beta}}F$, also belonging to $L^2(C_{a,b}[0,T])$. We then establish the inverse integral transforms of the functionals in $L^2(C_{a,b}[0,T])$ and then examine various properties with respect to the inverse integral transforms via the translation theorem. Several possible outcomes are presented as remarks. Our approach is a new method to solve some difficulties with respect to the inverse integral transform.

• Advances in nano research
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• v.10 no.5
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• pp.437-448
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• 2021

In this article, an analytically and numerically 3D nanoliquid flow by a porous rotatable disk is presented in the presence of gyrotactic microorganisms. The mathematical model in the form of partial differential system is transmuted into dimensionless form by utilizing the appropriate transformation. The homotopy analysis approach is applied to attain the analytic solution of the problem. The effect of promising parameters on velocity distribution, temperature profile, nanoparticles volume fraction and motile microorganism distribution field are evaluated through graphs and in tabular form. The existence of Brownian motion and thermophoresis impacts are more proficient for heat transfer enhancement. Further the unique features like heat absorption/generation and energy activation are also examined for the present flow problem. The obtained results are compared with the earliear investigation to check the accuracy of present model.

• Environmental and Resource Economics Review
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• v.27 no.4
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• pp.639-666
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• 2018

This paper analyses the investment options of groundwater development project under water price uncertainty. The optimal investment threshold price which trigger the investment are calibrated base on monopolistic real options model. Stochastic dynamic model is set to reflect the uncertainty of water price which follows the GBM (Geometric Brownian Motion) process. Our finding from non-cooperative investment decision model is that uncertainty of water price could deter the groundwater investment by considering the existence of option values. For policy markers, it is easy to manage 'charges for utilization of groundwater' rather than 'performance guarantee ratio' when managing groundwater investment with pricing policy. And it is necessary to make comprehensive and well-designed policies considering the characteristics of regional groundwater reservoir and groundwater developers.

• Steel and Composite Structures
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• v.38 no.1
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• pp.33-45
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• 2021

The Runge-Kutta method of 6th-order has been employed in this paper to analyze the flow of Casson nanofluid along permeable exponentially stretching cylinder. The modeled PDEs are changed into nonlinear ODEs through appropriate nonlinear transformations. The aim of the paper is to investigate the effects of different parameters such as Casson fluid parameter, slip parameter, suction parameter, Prandtl number, Lewis number, Brownian motion parameter, and thermophoresis parameter, with the variation of mass concentration profile. Numerical results are attained using a renowned numerical scheme shooting technique and for the authenticity of present methodlogy, the results are verified with earlier open text.

• Computers and Concrete
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• v.30 no.1
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• pp.1-8
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• 2022

The basic purpose of the current study is to compute the numerical analysis of heat source/sink for Darcy-Forchheimer three dimensional nanofluid flow with gyrotactic microorganism by rotatable disk via porous media under the slip conditions. Due to nanoparticles, random and thermophoretic motion phenomenon occurs. The governing mathematical model is handled numerically by shooting method. Additionally, the characteristics of velocities, mass, heat, motile microorganisms and associated parameters are thoroughly analyzed via plots and tables. Different physical parameters like Forchheimer number, slip parameters like velocity, porosity parameter, Prandtl number, Brownian number, thermophoresis parameter, heat sink/source parameter, bioconvected Rayleigh number, buoyancy parameteron dimensionless velocities, temperature. Approximate values of Sherwood microorganism are analyzed.

• International conference on construction engineering and project management
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• 2005.10a
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• pp.824-829
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• 2005

This paper focuses on construction cost volatility for the purpose of private sector investment by use of a financial model with key indices of IRR and DSCR (Debt Service Coverage Ratio). A case project, 1,000 MW pumped storage hydropower plant, has shown that its financial impacts by cost volatility of underground works are less measured than interest rates impacts by interest rate of loans. Probabilistic analysis of costs under geotechnical conditions has been made by Indicator Kriging method. And, in the modeling of interest rates, geometric Brownian motion has been applied. Both of these impacts are measured on the same financial model.