• 제목/요약/키워드: First Passage

검색결과 324건 처리시간 0.029초

An Efficient Brownian Motion Simulation Method for the Conductivity of a Digitized Composite Medium

  • Kim, In-Chan
    • Journal of Mechanical Science and Technology
    • /
    • 제17권4호
    • /
    • pp.545-561
    • /
    • 2003
  • We use the first-passage-time formulation by Torquato, Kim and Cule [J. Appl. Phys., Vol. 85, pp. 1560∼1571 (1999) ], which makes use of the first-passage region in association with the diffusion tracer's Brownian movement, and develop a new efficient Brownian motion simulation method to compute the effective conductivity of digitized composite media. By using the new method, one can remarkably enhance the speed of the Brownian walkers sampling the medium and thus reduce the computation time. In the new method, we specifically choose the first-passage regions such that they coincide with two, four, or eight digitizing units according to the dimensionality of the composite medium and the local configurations around the Brownian walkers. We first obtain explicit solutions for the relevant first-passage-time equations in two-and three-dimensions. We then apply the new method to solve the illustrative benchmark problem of estimating the effective conductivities of the checkerboard-shaped composite media. for both periodic and random configurations. Simulation results show that the new method can reduce the computation time about by an order of magnitude.

The First Passage Time of Stock Price under Stochastic Volatility

  • Nguyen, Andrew Loc
    • Journal of the Korean Data and Information Science Society
    • /
    • 제15권4호
    • /
    • pp.879-889
    • /
    • 2004
  • This paper gives an approximation to the distribution function of the .rst passage time of stock price when volatility of stock price is modeled by a function of Ornstein-Uhlenbeck process. It also shows how to obtain the error of the approximation.

  • PDF

CONTROLLING TRAFFIC LIGHTS AT A BOTTLENECK: THE OBJECTIVE FUNCTION AND ITS PROPERTIES

  • Grycho, E.;Moeschlin, O.
    • 대한수학회지
    • /
    • 제35권3호
    • /
    • pp.727-740
    • /
    • 1998
  • Controlling traffic lights at a bottleneck, in [5] a time of open passage is called optimal, if it minimizes the first moment of the asymptotic distribution of the queue length. The discussion of the first moment as function of the time of open passage is based on an analysis of the behavior of a fixed point when varying control parameters and delivers theoretical and computational aspects of the traffic problem.

  • PDF

First-Passage Time Distribution of Discrete Time Stochastic Process with 0-state

  • Park, Young-Sool
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권2호
    • /
    • pp.119-125
    • /
    • 1997
  • We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

  • PDF

FIRST PASSAGE PROBLEM FOR WIENER PATHS CROSSING DIFFERENTIABLE CURVES

  • Jang, Yu-Seon;Kim, Sung-Lai;Kim, Sung-Kyun
    • Journal of applied mathematics & informatics
    • /
    • 제19권1_2호
    • /
    • pp.475-484
    • /
    • 2005
  • Let W(t) be a Wiener path, let $\xi\;:\;[0,\;{\infty})\;\to\;\mathbb{R}$ be a continuous and increasing function satisfying $\xi$(0) > 0, let $$T_{/xi}=inf\{t{\geq}0\;:\;W(t){\geq}\xi(t)\}$$ be the first-passage time of W over $\xi$, and let F denote the distribution function of $T_{\xi}$. Then the first passage problem has a unique continuous solution as following $$F(t)=u(t)+{\sum_{n=1}^\infty}\int_0^t\;H_n(t,s)u(s)ds$$, where $$u(t)=2\Psi(\xi(t)/\sqrt{t})\;and\;H_1(t,s)=d\Phi\;(\{\xi(t)-\xi(s)\}/\sqrt{t-s})/ds\;for\;0\;{\leq}\;s.

직립방파제의 케이슨 활동에 대한 최초통과확률법의 허용기준 산정 (Evaluation of Allowable Criteria in First-Passage Probability Method for Caisson Sliding of Vertical Breakwater)

  • 김승우;서경덕
    • 한국해안·해양공학회논문집
    • /
    • 제25권5호
    • /
    • pp.317-326
    • /
    • 2013
  • 확률론적 설계법은 설계변수의 불확실성을 고려할 수 있기 때문에 직립방파제의 설계에 폭넓게 사용되고 있다. 대표적인 확률론적 설계법은 부분안전계수 설계법, 신뢰성 설계법, 성능설계법 등이 있다. 특히 성능설계법은 구조물의 수명 또는 설계폭풍 지속시간 동안의 누적활동량을 계산한다. 최근 설계폭풍 동안에 개별활동량의 최초통과확률을 산정할 수 있는 시간의존 성능설계법이 개발되었다. 하지만 개발된 방법의 허용기준이 없어 구조물의 안정성을 정량적으로 평가할 수 없었다. 본 연구에서는 다양한 수심과 극치파고분포의 특성을 반영한 구조물의 단면에 대하여 최초통과확률을 산정함으로써 두 가지 한계상태에 따른 허용최초통과확률을 제안하였다. 수리가능한계상태(개별 허용활동량 0.03 m)와 극한한계상태(개별 허용활동량 0.1 m)에서 허용최초통과확률은 각각 5%와 1%로 산정되었다. 제안된 허용기준을 적용하여 기후변화에 따른 파고 증가가 방파제 안정성에 미치는 영향을 평가하였다.

국제법상 북극항로에서의 통항제도에 관한 연구 (A Study on the Legal Issues relating to Navigation through Arctic Passage)

  • 문규은
    • Strategy21
    • /
    • 통권43호
    • /
    • pp.29-55
    • /
    • 2018
  • Arctic sea ice has been retreating as a result of the global warming. Arctic sea ice extent for April 2018 averaged 13.71 million square kilometers. This figure shows far less sea ice compared to the average extent from 1981 to 2010. Meanwhile, 287 times of maritime transits through the Northwest Passage have been made during the 2017 and the first ship traversed the Northern Sea Route without the assistant of ice-breaker in August 2017. Commercialization of the Arctic Passage means significant economic and strategic advantages by shortening the distance. In this article, 'Arctic Passage' means Northern Sea Route along the Arctic coast of Russia and Northwest Passage crossing Canadian Arctic Ocean. As climate changes, the potential feasibility of the Arctic Passage has been drawing international attention. Since navigation in this area remains hazardous in some aspects, IMO adopted Polar Code to promote safe, secure and sustainable shipping through the Arctic Passage. Futhermore, Russia and Canada regulate foreign vessels over the maritime zones with the authority to unilaterally exercise jurisdiction pursuant to the Article 234 of UNCLOS. The dispute over the navigation regime of the arctic passage materialized with Russia proclaimed Dmitrii Laptev and Sannikov Straits as historically belong to U.S.S.R. in the mid 1960s and Canada declared that the waters of the passage are historic internal waters in 1973 for the first time. So as to support their claims, In 1985, Russia and Canada established straight baseline including Northern Sea Route and Northwest Passage. The United States has consistently protested that the Northern Sea Route and Northwest Passage are straits used for international navigation which are subject to the regime of transit passage. Firstly, it seems that Russia and Canada do not meet the basic requirements for acquiring a historic title. Secondly, since the Law of the Sea had adopted before the establishment of straight baseline over the Russian Arctic Archipelago and the Canadian Arctic Archipelago, Ships can exercise at least the right of innocent passage. Lastly, Northern Sea Route and Northwest Passage have fulfilled the both geographical and functional criteria pertaining to the strait used for international navigation under the international law. Especially, should the arctic passage become commercially viable, it can be expected to accumulate the functional criterion. Russia and Canada regulate the ships navigate in their maritime zones by adopting the higher degree of an environmental standard than generally accepted international rules and standard mainly under the Article 234 of UNCLOS. However, the Article 234 must be interpreted restrictively as this contains constraint on the freedom of navigation. Thus, it is reasonable to consider that the Article 234 is limited only to the EEZ of coastal states. Therefore, ships navigating in the Arctic Passage with the legal status of the territorial sea and the international straits under the law of the sea have the right of innocent passage and transit passage as usual.

<한거십팔곡(閑居十八曲)>과 통과제의 ( and the rite of passage)

  • 송지언
    • 고전문학과교육
    • /
    • 제15호
    • /
    • pp.303-327
    • /
    • 2008
  • The purpose of this paper is the analysis of to point its structure and meaning deduced from the rite of passage. In the light of the rite of passage, could be retrieved its value as one of significant works among the works of Gangho-sijo. is composed of nineteen pieces of monotype sijo. The first piece is a kind of prologue. The other pieces are divided into three parts which correspond with the three stages of the rite of passage-separation, transition, incorporation. As a result of this analysis, we can find out the writer's cognitive change according to the schema of the rite of passage. It becomes clear that the space of Gangho means the sacred space for mental culture rather than a separate space for escape. And considering the withdrawal for Gangho as the transition process of the rite of passage, gives a description of the disentanglement of conflict and a incorporation into the superior position of spirit.

지하도상가 주출입 공간의 유니버설 디자인 적용 현황에 관한 연구 (Universal Design in Main Entrance Space of Underground Passage Shopping Center)

  • 이효창;하미경
    • 한국실내디자인학회:학술대회논문집
    • /
    • 한국실내디자인학회 2007년도 추계학술발표대회 논문집
    • /
    • pp.99-102
    • /
    • 2007
  • Underground passage shopping center which is one of the underground space is a public facility. Therefore, underground passage shopping center needs physical environment that everyone (such as ordinary adults, seniors, disabled and ETC) could use it without any difficulties. The purpose of this research is to evaluate the application of universal design into main entrance space of underground passage shopping center. The scope of this research was adjusted as 8 underground passage shopping centers that are located in Seoul. Spacial scope of the research was set as public space such as main entrance space, slope way, stairway of underground passage shopping center and the content of scope of this research was the application of universal design. The conclusion of this research is as following. First, public space of underground passage shopping center needs physical environmental improvement for the convenient usage for seniors and disabled. Second, the application of universal design is needed for public space for shelter and rescue of underground passage shopping center. Third, Underground passage shopping center needs a plan to minimize the safety infringement of user by commercial activity of stores in it.

  • PDF