• Proceeding of EDISON Challenge
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• 2016.03a
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• pp.37-54
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• 2016

The methods for estimating the change of free energy in dissipative particle dynamics (DPD) are discussed on the basis of fluctuation theorems. Fluctuation theorems are tactics to evaluate free energy changes from non-equilibrium work distributions and have several forms, as proposed by Jarzynski, Crooks, and Bennett. The validity of these methods however, has been shown merely with the molecular dynamics or Langevin dynamics. In this study, the appropriate forms of fluctuation theorems for dissipative particle dynamics, which has similar structure to that of Langevin dynamics, are suggested using Liouville's theorem, and they are proved equivalent to original fluctuation theorems. Work distribution functions, which are probability distribution functions of works exerted on the system within the systematic change, are the basics of fluctuation theorems and their shapes are turned out to be dependent on the phase space trajectory of the change of the system. The reliability of Jarzynski and Crooks methods is highly dependent on the number of simulations to measure works and the shapes of the work distribution functions. Bennett method, however, can evaluate free energy changes even when Jarzynski and Crooks methods fail to do so.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.20 no.9
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• pp.3015-3029
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• 1996

The notion of effective transport property of a heterogeneous medium implies that the medium is large enough that the ergodic theorem holds and local fluctuation of the property can be neglected. In case that the medium is not large enough compared to its characteristic microstructure length scale, the effective property fluctuates and differs from the value of the medium being large enough. As a representative transport phenomenon, diffusion was considered and the fluctuation of varying effective diffusion property, diffusion coarseness $C_k$, was defined as a quantifying parameter. Scaled effective diffusion property, $^*$>/k$_1$ and $C_k$ were computed for the two phase random media consisting of matrix of diffusion coefficient k$_1$ and spheres of diffusion coefficient k$_2$. Numerical simulations were performed by use of the so-called first passage time technique and data were collected for existing microstructure models of hard spheres(HS), overlapping spheres(OS) and penetrable concentric shells(PCS).

• Journal of Korean Society of Rural Planning
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• v.10 no.3 s.24
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• pp.53-58
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• 2004

In this study the effect caused by limited storage lift of agricultural products for determining shipping amount can be analyzed by $l^{st}$ order autoregressive model based on cobweb theorem. Carrying capacity and auction price of upland-grown cabbage and garlic from 2000 to 2003 in wholesale markets were used for analysis. In result regression models of cabbage can not be used in verification periods although those of garlic approximately predicted shipping amounts in verification periods. It can be inferred that it is hard to control shipping amounts depending on price fluctuation for agricultural products which have limited storage life so cultivated areas and meteorological risk should be managed for stable price.

• Bulletin of the Korean Chemical Society
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• v.24 no.8
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• pp.1107-1110
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• 2003

Valuable insight into the nonlinear dynamics of a system can be gleaned from its response to a single intense short pulse. We derive expressions for the corresponding nonlinear response functions and show that the fluctuation-dissipation theorem may be extended beyond the linear response limit to an arbitrary pulse intensity. As an illustrative example, we calculate response functions up to 11th order for the regular Lorentz gas in two dimensions.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.42 no.4 s.304
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• pp.127-132
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• 2005

The curve of motion indicated to waveform of the fast movement of human extracted using virtual reality or the quantity of time fluctuation of the electromagnetic signal as the quantity of electric fluctuation of the atmosphere is complex. It is important to decide exactly the signal property as the inflection point for the observation signal. When the signal is mixed by noise signal, the traditional method is difficult to detect the inflection point. In this paper the noisy signal is eliminated by wavelet thresholding method and the filter using natural observation theorem is applied. It shows that the inflection point of the signal waveform can be detected exactly.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2001.05a
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• pp.232-236
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• 2001

In this paper, we consider the problem of estimation of average radar cross section (RCS) for Swerling 1 fluctuation model, based on the maximum likelihood (ML) estimation method. In a mathematical development we take into account the event that target strength is lower than detection threshold, or the target is not detected. Our ML estimation for the SWR uses the score function that is the joint probability-pdf of the events and random variables. The solution to the ML estimation reduces to an expression in the from of a contraction mapping. The computational efficiency of the contraction mapping theorem is significant in computing the ML estimation as compared with other root-finding algorithms fur most radar tracking conditions.

• Proceedings of the KSRS Conference
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• 2003.11a
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• pp.1356-1358
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• 2003

In the paper, a method making use of the characteristics of Dyad Green Function (DGF) and Fluctuation-Dissipation Theorem to get the brightness temperature of layered medium is introduced. Based on the approach and the measured data of multi-channel radiometer and Least Square Method (LSM), the thickness of lunar soil can be retrieved. These methods are significant to study on materials on lunar surface.

• The Bulletin of The Korean Astronomical Society
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• v.42 no.2
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• pp.37.1-37.1
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• 2017

Since the seminal work of Perrin, physicists have understood in the context of kinetic theory how ink slowly diffuses in a glass of water. The fluctuations of the stochastic forces acting on water molecules drive the diffusion of the ink in the fluid. This is the archetype of a process described by the so-called fluctuation-dissipation theorem, which universally relates the rate of diffusion to the power spectrum of the fluctuating forces. For stars in galaxies, a similar process occurs but with two significant differences, due to the long-range nature of the gravitational interaction: (i) for the diffusion to be effective, stars need to resonate, i.e. present commensurable frequencies, otherwise they only follow the orbit imposed by their mean field; (ii) the amplitudes of the induced fluctuating forces are significantly boosted by collective effects, i.e. by the fact that, because of self-gravity, each star generates a wake in its neighbours. In the expanding universe, an overdense perturbation passing a critical threshold will collapse onto itself and, through violent relaxation and mergers, rapidly converge towards a stationary, phase-mixed and highly symmetric state, with a partially frozen orbital structure. The object is then locked in a quasi-stationary state imposed by its mean gravitational field. Of particular interests are strongly responsive colder systems which, given time and kicks, find the opportunity to significantly reshuffle their orbital structure towards more likely configurations. This presentation aims to explain this long-term reshuffling called gravity-driven secular evolution on cosmic timescales, described by extended kinetic theory. I will illustrate this with radial migration, disc thickening and the stellar cluster in the galactic centre.

• Journal of the Society of Naval Architects of Korea
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• v.29 no.1
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• pp.81-92
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• 1992

This paper deals with the procedure for developing a computer program which can predict the pressure fluctuation on the ship hull by solving the boundary value problem on the hull subject to the influence of the unsteady propeller and cavity motions. The program is applied to the solution of flow around a sphere under the influence of point sources simulating the propeller cavity, and then is compared with the analytic solution based on Butler's sphere theorem. The effect of free surface condition, either pressure-free or rigid-wall, upon the pressure distribution is studied. The computer code is also applied to a RO-RO ship, leading to the conclusion that the package may be useful for the analysis of excitation forces on the ship hull induced by the propeller in the design process.