• 제목/요약/키워드: Fluctuation Theorem

검색결과 13건 처리시간 0.024초

Free Energy Estimation in Dissipative Particle Dynamics

  • Bang, Subin;Noh, Chanwoo;Jung, YounJoon
    • EDISON SW 활용 경진대회 논문집
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    • 제5회(2016년)
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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.

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비정형 혼합재 이동성질의 변동 (Fluctuation of Transport Properties of Random Heterogeneous Media)

  • 김인찬
    • 대한기계학회논문집B
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    • 제20권9호
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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).

농산물의 저장성이 출하량과 가격예측에 미치는 영향 분석 (Analysis of the Effect of Shipping Control depending on the Limited Storage Life of Agricultural Products)

  • 서교;이정재
    • 농촌계획
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    • 제10권3호
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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.

Nonlinear Response of Classical Dynamical Systems to Short Pulses

  • Dellago, Christoph;Mukamel, Shaul
    • Bulletin of the Korean Chemical Society
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    • 제24권8호
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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.

Computing the Ruin Probability of Lévy Insurance Risk Processes in non-Cramér Models

  • Park, Hyun-Suk
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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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).

웨이브릿 임계치와 자연관측필터를 이용한 파형의 변곡점 검출 (Detection of Inflection Point of Waveform Using Wavelet Thresholding and Natural Observation Filter)

  • 김태수
    • 대한전자공학회논문지SP
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    • 제42권4호
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    • pp.127-132
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    • 2005
  • 가상현실을 이용한 사람의 빠른 움직임을 추출하여 파형으로 나타내는 동작곡선이나 자연계에서 실제로 관측되는 대기 전기변동량과 같은 전자계 신호의 시간 변동량은 매우 복잡하다. 이러한 신호의 관측파형에 대하여 변곡점과 같은 신호의 특징을 정확히 결정하는 것이 중요하다. 잡음이 신호에 중첩될 때 종래의 방법으로는 변곡점의 검출이 어렵다. 본 논문에서는 신호에 잡음이 첨가될 때 웨이브릿 임계치 잡음제거와 정규형 자연관측필터를 적용하여 정확한 변곡점 추출이 가능함을 보인다.

Estimation of Radar Cross Section for a Swerving 1 Target

  • Jung, Young-Hun;Hong, Young-Ho
    • 한국산업정보학회:학술대회논문집
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    • 한국산업정보학회 2001년도 춘계학술대회논문집:21세기 신지식정보의 창출
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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.

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Study of Mechanics of Remote Sensing and Exploring Method in Layered Medium

  • Ai-lan, LAN;Sheng-wei, ZHANG;Jing-shan, Jiang
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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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.

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The self induced secular evolution of gravitating systems.

  • Pichon, Christophe
    • 천문학회보
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    • 제42권2호
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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.

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프로펠러에 의해 유기된 선체표면 기진력 해석 (An Analysis of Excitation Forces on the Ship Hull Induced by the Propller)

  • 이창섭;이진태;서정천;김영기
    • 대한조선학회논문집
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    • 제29권1호
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    • pp.81-92
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    • 1992
  • 본 논문은 비정상 공동 프로펠러의 영향하에 있는 선체표면의 경계치 문제를 해석하고, 이로부터 선체표면에 유기되는 변동압력을 추정할 수 있는 프로그램의 개발과정을 다루고 있다. 본 논문에서는 개발된 프로그램을 캐비티를 표현하는 쏘오스의 영향하에 있는 구 주위의 유동해석에 적용하여 Butler의 해석해와 비교한 것을 싣고 있으며, 특히 자유수면 조건을 고주파수 근사방식 또는 강체벽 근사방식으로 근사화하였을때 변동압력에 미치는 영향을 조사하였다. 또한 실제 RO-RO선을 대상으로 예제 계산을 수행하여, 선박설계과정에서 선체표면 기진력의 해석에 사용될 수 있음을 보였다.

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