• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.801-811
• /
• 2008

Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

• Design & Manufacturing
• /
• v.12 no.1
• /
• pp.1-6
• /
• 2018

In this study, we calculated the redistribution of vacancy concentration in metal specimens induced by stress-induced diffusion at a high temperature. To deduce the governing equation, we associated the unit volume change equation of strains with a differential equation of vacancy concentration as a function of stress using the stress-strain relationship. In this governing equation, we considered stress as the only chemical potential parameter to stay in the scope of this study, which provided the vacancy concentration equation as of stress gradient in metals. The equation was then mathematically delineated to derive a analytical solution for a transient, one-dimensional diffusion case. With the help of Korhonen's approximation and the boundary conditions, we successfully deduced a general solution from the governing equation. To visualize the feasibility of our solutions, we applied the solution to two different stress-induced cases - a rod with fixed concentrated stresses at both ends and a rod with varying concentrated stresses at both ends. Although it is necessary to legitimatized the model in the future for improvement, our results showed that the model can be used to interpret the location of structural defects, the formation of vacancy, and furthermore the high temperature behavior of metals.

• Computers and Concrete
• /
• v.15 no.1
• /
• pp.127-140
• /
• 2015

The process of chloride ingress in saturated concrete was presented by a previous study that used a mathematical model for the same as that concrete. This model is to be studied chloride ion diffusion which is considered as a chemical phenomenon and is to be represented the chloride diffusion process to be a nonlinear partial differential equation (PDE). In this paper, this nonlinear PDE is solved by the Kirchhoff transformation to render into a linear PDE. This linear PDE associated with initial and boundary conditions is also solved by the Laplace transformation to obtain an analytical solution. To verify the serviceability and reliability of this proposed method, the practical application should be supplied. The input parameters were cited from the previous study. The free chloride concentration profiles obtained by the analytical solution of mathematical model for saturated concretes after 24 and 120 hrs of exposure were compared with the previous study. The predicted results obtained from proposed method have a tendency with experimental results obtained by the previous study and trend toward numerical results approximated by finite difference technique.

• Journal of IKEEE
• /
• v.23 no.3
• /
• pp.793-799
• /
• 2019

In this study, the diffusion process and the thermal energy distribution gradient of the sensor were confirmed by using the finite element analysis program (COMSOL) of the mesh method to analyze the thermal diffusion in the wearable fabric (Nylon) + MWCNT gas sensor. To analyze the diffusion process of thermal energy, the structure of the gas sensor was modeled in a two dimension plane. The proposed modeling was presented with the characteristic value for the component of the sensor, and the gas sensor designed using the mesh finite element method (FEM) was proposed and analyzed by suggesting the one-way partial differential equation in the governing equation to know the degree of thermal energy diffusion and the thermal energy gradient. In addition, the temperature gradient 10[K/mm] of the anode-cathode electrode layer and the gas detection unit was investigated by suggesting the heat velocity transfer equation.

• Korean Journal of Radiology
• /
• v.23 no.1
• /
• pp.60-67
• /
• 2022

Objective: To categorize multiparametric MRI features of Bacillus Calmette-Guérin (BCG)-related granulomatous prostatitis (GP) and discover potential manifestations for its differential diagnosis from prostate cancer. Materials and Methods: The cases of BCG-related GP in 24 male (mean age ± standard deviation, 66.0 ± 9.4 years; range, 50-88 years) pathologically confirmed between January 2011 and April 2019 were retrospectively reviewed. All patients underwent intravesical BCG therapy followed by a MRI scan. Additional follow-up MRI scans, including diffusion-weighted imaging (DWI), were performed in 19 patients. The BCG-related GP cases were categorized into three: A, B, or C. The lesions with diffusion restriction and homogeneous enhancement were classified as type A. The lesions with diffusion restriction and a poorly enhancing component were classified as type B. A low signal intensity on high b-value DWI (b = 1000 s/mm²) was considered characteristic of type C. Two radiologists independently interpreted the MRI scans before making a consensus about the types. Results: The median lesion size was 22 mm with the interquartile range (IQR) of 18-26 mm as measured using the initial MRI scans. The lesion types were A, B, and C in 7, 15, and 2 patients, respectively. Cohen's kappa value for the inter-reader agreement for the interpretation of the lesion types was 0.837. On the last follow-up MRI scans of 19 patients, the size decreased (median, 5.8 mm; IQR, 3.4-8.5 mm), and the type changed from A or B to C in 11 patients. The lesions resolved in four patients. In five patients who underwent prostatectomy, caseous necrosis on histopathology matched with the non-enhancing components of type B lesions and the entire type C lesions. Conclusion: BCG-related GP demonstrated three imaging patterns on multiparametric MRI. Contrast-enhanced T1-weighted imaging and DWI may play a role in its differential diagnosis from prostate cancer.

• Magazine of the Korea Concrete Institute
• /
• v.9 no.2
• /
• pp.153-161
• /
• 1997

In the concrete st~uctures exposed to the environmental condition, the water movement is occurred by thc moisture difilsion, and the rnoisturrt distribution in concwt.c is nonunifhrm. Such a non-unif'orm moisture distribution causes tht. diflbrent.ia1 drying shrinkage in concrete structures. From this typc. of' dif'fercntial drying shrinkagr' tensiit-1 stress is occurred in exposure surface of concrete structures. and may result in crack formation. This residual stress is significantly affected by the creep of concrete, and the differential creep is also occurred at the cross section of concrete structures due to moisture difference at each locations. In this study, based on the moisture diffusion theory, a finite element program which is capable of simulating the moisture distribution in concrete was developed. And the analysis method for the differential drying shrinkage was suggested, in which the differential creep was considered. The differential drying shrinkage strain was also measured at various positions of concrete. Finally the validity of analysis method was proved by comparing test results with analytical results.

• Journal of Computational Design and Engineering
• /
• v.3 no.4
• /
• pp.349-362
• /
• 2016

The numerical solutions of unsteady hydromagnetic natural convection Couette flow of a viscous, incompressible and electrically conducting fluid between the two vertical parallel plates in the presence of thermal radiation, thermal diffusion and diffusion thermo are obtained here. The fundamental dimensionless governing coupled linear partial differential equations for impulsive movement and uniformly accelerated movement of the plate were solved by an efficient Finite Element Method. Computations were performed for a wide range of the governing flow parameters, viz., Thermal diffusion (Soret) and Diffusion thermo (Dufour) parameters, Magnetic field parameter, Prandtl number, Thermal radiation and Schmidt number. The effects of these flow parameters on the velocity (u), temperature (${\theta}$) and Concentration (${\phi}$) are shown graphically. Also the effects of these pertinent parameters on the skin-friction, the rate of heat and mass transfer are obtained and discussed numerically through tabular forms. These are in good agreement with earlier reported studies. Analysis indicates that the fluid velocity is an increasing function of Grashof numbers for heat and mass transfer, Soret and Dufour numbers whereas the Magnetic parameter, Thermal radiation parameter, Prandtl number and Schmidt number lead to reduction of the velocity profiles. Also, it is noticed that the rate of heat transfer coefficient and temperature profiles increase with decrease in the thermal radiation parameter and Prandtl number, whereas the reverse effect is observed with increase of Dufour number. Further, the concentration profiles increase with increase in the Soret number whereas reverse effect is seen by increasing the values of the Schmidt number.

• Proceedings of the Korean Society of Dyers and Finishers Conference
• /
• 2008.04a
• /
• pp.114-116
• /
• 2008

Poly(${\varepsilon}$-caprolactone) nanocapsules(nanoPCL) containing phytoncide oil were synthesized by emulsion diffusion method using ethyl acetate as organic solvent. The influence of the degree of hydrolyzation of poly(vinyl acohol) used as an emulsion stabilizer, and the different weight ratio of core material to wall material on the particle size, morphology, and emulsion stability was investigated to design nanocapsules. The encapsulated nanoPCL were characterized by FT-IR spetrometry, Scanning electron microscope, Differential scanning calorimetry, and Thermogravimetry analysis, respectively.

• Proceedings of the International Microelectronics And Packaging Society Conference
• /
• 2001.11a
• /
• pp.134-137
• /
• 2001

The cure kinetics of a cycloalipatic epoxy / anhydride / Co(II) system for a no-flow underfill encapsulant, has been studied by using a differential scanning calorimetry(DSC) under isothermal and dynamic conditions over the temperature range of $160^{\circ}C ~220^{\circ}C$. The kinetic analysis was carried out by fitting dynamic/isothermal heating experimental data to the kinetic expressions to determine the reaction parameters, such as order of reaction and reaction constants. Diffusion-controlled reaction has been observed as the cure conversion increases and successfully analyzed by incorporating the diffusion control term into the rate equation. The prediction of reaction rates by the model equation corresponded well to experimental data at all temperature.

• Journal of Korean Institute of Industrial Engineers
• /
• v.23 no.3
• /
• pp.545-557
• /
• 1997

This paper deals with dynamic optimal pricing for new products by a firm which maximizes the discounted profit stream of it's own in a duopoly. The problem is constructed as differential games and dynamic optimization theory. Cost is assumed to decline as time goes on. A modified customer's choice model is formulated as a diffusion model and we solve a dynamic optimization problem by adopting the diffusion model. Since this paper focus on deriving real prices not showing a time trend, we formulate recursive form equations of costate variables(shadow price) and a simultaneous equation of price. Hence we derive a dynamic optimal pricing model for using in real market. In particular, we construct a dynamic optimal pricing model in the case that there are benefits from not only new subscribers but also previous subscribers. We analyze instant camera market in U.S.A(1976-1985) by utilizing the above model.