• 한국통신학회논문지
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• 제28권2A호
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• pp.63-69
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• 2003

본 논문에서는 몬테칼로 유한차분 시간영역 해석법을 이용하여 프랙탈 형상을 가진 완전 도체 표면에서 산란된 장을 구하였다. 프랙탈 형상을 가진 1차원 표면은 프랙셔널 브라운 모션 모델을 사용하여 생성하였다. 프랙탈 표면의 형상을 결정하는 스펙트럼 변수(S0), 프랙탈 차원(D)에 대한 역방향 산란계수를 계산하였다. 계산에 사용된 표면의 수는 80개, 표면의 점의 수는 1024개이고, 표면의 길이는 16파장이었다. 계산된 결과의 타당성을 검증하기 위해 소 섭동 근사기법을 이용하여 계산된 결과와 비교하였다. 그 결과 양자간의 결과는 서로 잘 일치함을 알 수 있었다.

• 응용통계연구
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• 제31권6호
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• pp.801-810
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• 2018

확산은 금융이나 물리적 현상의 모형화에 이용되는 확률과정이다. 반복적으로 관측된 확산과정에 대하여 통계적인 모형을 구축할 때, 확률효과를 고려할 필요가 있다. 이 연구에서는 Ornstein-Uhlenbeck 확산모형과 geometric Brownian motion 확산모형에 대하여 확률효과를 도입한다. 모형모수에 대한 최도우도추정법을 적용하기 위하여, 확률효과에 대한 적절한 분포를 가정하여 닫힌 형태로 우도함수를 얻는 방법을 탐색하였다. 1991년부터 2017년까지 27년간 일일 단위로 기록된 다우존스 산업지수에 대하여 확률효과 모형을 적용하였다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2001년도 춘계학술대회논문집D
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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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• 제14권8호
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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.

• 응용통계연구
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• 제24권6호
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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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• 한국전산유체공학회 2003년도 The Fifth Asian Computational Fluid Dynamics Conference
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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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• 제21권9호
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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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• 제14권3호
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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.

• 한국분말재료학회지
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• 제3권3호
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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.

• 충청수학회지
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• 제26권2호
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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.