• Journal of the Optical Society of Korea
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• v.12 no.4
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• pp.240-243
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• 2008

Using the well-known Fokker-Planck method, this paper presents a standard way to find the joint-characteristic function for the first- and second-order polarization-mode-dispersion vectors originally derived by Foschini and Shepp. Compared with the Foschini and Shepp's approach, the Fokker-Planck approach gives a more accurate and straightforward way to find the joint-characteristic function.

• Proceedings of the KSME Conference
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• 2001.06e
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• pp.760-765
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• 2001

Some multidimentional generalizations of the Fokker-Planck Equation used by Friedrich and Peinke for description of a turbulent cascade was solved by A.A.Donkov, A.D.Donkov, and G.I.Grancharova. The solutions are two types, isotropic and anisotropic diffusion case. We introduce their methods to solve the Equation and solutions. Furthermore we get the more generalized exact solution as combination of two cases and plot to compare those to experimental results for the isotropic case.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.12 no.2
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• pp.251-264
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• 1999

본 연구에서는 추계론적 동적시스템의 응답거동을 예측할 수 있는 반해석적 절차를 개발하였으며, 이를 이용하여 구분적선형시스템의 동적거동특성을 확률적 영역에서 분석하였다. 반 해석적 절차는 시스템의 추계론적 미분방정식에 상응하는 Fokker-Planck 방정식을 path-integral solotion을 이용하여 풂으로써 구할 수 있다. 결합확률밀도함수의 시간에 따른 전개과정을 통하여 시스템의 동적 응답거동 특성의 예측과 분석을 하고 시스템의 거동에 미치는 외부노이즈의 영향 또한 조사하였다. 반 해석적 방법은 위상면 상에서 결합확률밀도 함수를 통하여 응답거동의 예측은 물론 거동특성에 대하여 적절한 정보를 제공하는 것을 밝혔다. 혼돈거동의 특성은 외부노이즈가 존재하는 상황에서도 시스템의 응답 안에 잔재하는 것을 밝혔다.

• Journal of Aerospace System Engineering
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• v.10 no.1
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• pp.15-20
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• 2016

The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.4
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• pp.427-436
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• 2000

This study presents the nonlinear responses of a hinged-clamped beam under broadband random excitation. By using Galerkin's method the governing equation is reduced to a system or nonautonomous nonlinear ordinary differential equations. The Fokker-Planck equation is used to generate a general first-order differential equation in the joint moments of response coordinates. Gaussian and non-Gaussian closure schemes are used to close the infinite coupled moment equations. The closed equations are then solved for response statistics in terms of system and excitation parameters. The case of two mode interaction is considered in order to compare it with the case of three mode interaction. Monte Carlo simulation is used for numerical verification.

• Proceedings of the Korean Vacuum Society Conference
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• 2012.08a
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• pp.263-263
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• 2012

핵융합 플라즈마에서의 고속이온은 NBI 및 ICRF에 의한 이온 가열과 핵융합 반응에 의하여 발생하며, 핵융합 반응률을 크게 하고 일차적으로 그 에너지를 전자에게 전달하는 특성을 갖는다. 따라서 핵융합을 지향하는 플라즈마에서는 그 성능을 나타내는 지표이기도 하면서, 맥스웰 분포를 갖는 열화 플라즈마의 수송특성을 크게 변화 시킨다. 또한 알펜파 등의 파동 또는 불안정성을 유발시키며 이로 인한 플라즈마 손실은 국지적인 일차벽의 가열을 유발할 수 있는 것으로 여겨진다. 본 연구에서는 일반적인 기하학적 구조를 갖는 토카막에서의 NBI 가열에 의한 고속이온 발생과 위상공간에서의 수송 및 손실을 시간 의존적인 Fokker-Planck 방정식을 수치적으로 풀어서, 위치에 따른 고속이온 분포의 변화를 계산한다. NBI 입사의 기하학적 모델에서는 각 계산 위치에서의 피치각 변화와 stagnation point의 변화에 의한 영향을 고려하며, 일반적인 고속이온의 각종 모멘트 뿐 아니라 즉발 이온 손실률을 계산에 포함한다. 해석된 고속이온 분포는 중성입자 검출기에서 측정한 KSTAR 플라즈마의 고속이온 에너지 분포와 비교한다. 차후에는 본 연구에서 사용한 Fokker-Planck 출동연산자에 고주파 가열에 의한 고속이온발생 항을 추가하여 ICRF 가열에 의한 효과를 예측할 수 있도록 할 것이다.

• International Journal of Aeronautical and Space Sciences
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• v.18 no.4
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• pp.816-826
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• 2017

In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

• Journal of Aerospace System Engineering
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• v.10 no.1
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• pp.8-14
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• 2016

The optimal estimation of a bearing only target tracking problem be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Recently, a nonlinear filtering algorithm using a direct quadrature method of moments in which the associated Fokker-Planck equation can be propagated efficiently and accurately was proposed. Although this approach has demonstrated its promising in the field of nonlinear filtering in several examples, the "degeneracy" phenomenon, similar to that which exists in a typical particle filter, occasionally appears because only the weights are updated in the modified Bayesian rule in this algorithm. Therefore, in this paper to enhance the performance, a more stable measurement update process based upon the update equation in the Extended Kalman filters and a more accurate initialization and re-sampling strategy for weight and abscissas are proposed. Simulations are used to show the effectiveness of the proposed filter and the obtained results are promising.

• The Bulletin of The Korean Astronomical Society
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• v.36 no.1
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• pp.56.1-56.1
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• 2011

To understand the effect of the initial rotation for tidally bounded clusters with mass spectrum, we performed N-body simulations for the clusters with different degrees of initial rotation and compared to Fokker-Planck results. We confirmed that the cluster evolution is accelerated by the initial rotation as well as the mass spectrum. For the slowly rotating models, the time evolution of mass, energy and angular momentum show good agreements between N-body and Fokker-Planck calculations. On the other hand, for the rapidly rotating models, there are significant differences between two approaches at the beginning of the evolution. By investigating cluster shapes, we concluded that these differences are mainly due to secular instability that takes place for very rapidly rotating clusters. The shape of cluster for N-body simulations becomes tri-axial or even prolate, while the 2-dimensional Fokker-Planck simulation can treat only oblate type axisymmetric systems. We also founded that there is the angular momentum exchange from high mass to low mass.

• Bulletin of the Korean Chemical Society
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• v.9 no.1
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• pp.36-40
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• 1988

The time correlation functions of concentration fluctuations due to the random forces near the steady state are evaluated for a general two-component nonlinear chemical system by solving the corresponding two dimensional Fokker-Planck equation. The approximate method of solving the Fokker-Planck equation is based on the eigenfunction expansion and the corresponding eigenvalues for both the linear and nonlinear Fokker-Planck operators are obtained near the steady state. The general results are applied to the Lotka model near the oscillatory marginal steady state and the comparison is made between linear and nonlinear cases.