• Journal of The Korean Astronomical Society
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• v.40 no.4
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• pp.91-97
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• 2007

The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but we find that it encounters numerical difficulties rather often when the effects of tidal shocks are included in two-dimensional (energy and angular momentum space) version of the FP model or when the initial condition is extreme (e.g., a very large cluster mass and a small cluster radius). To avoid such a problem, we have developed a new integration scheme for a two-dimensional FP equation by adopting an Alternating Direction Implicit (ADI) method given in the Douglas-Rachford split form. We find that our ADI method reduces the computing time by a factor of ${\sim}2$ compared to the fully implicit method, and resolves problems of numerical instability.

• The Journal of the Acoustical Society of Korea
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• v.17 no.4E
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• pp.3-10
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• 1998

This paper concerns the dynamical behavior, in probabilistic sense, of a feedforward neural network performing auto association for novelty. Networks of retinotopic topology having a one-to-one correspondence between and output units can be readily trained using back-propagation algorithm, to perform autoassociative mappings. A novelty filter is obtained by subtracting the network output from the input vector. Then the presentation of a "familiar" pattern tends to evoke a null response ; but any anomalous component is enhanced. Such a behavior exhibits a promising feature for enhancement of weak signals in additive noise. As an analysis of the novelty filtering, this paper shows that the probability density function of the weigh converges to Gaussian when the input time series is statistically characterized by nonsymmetrical probability density functions. After output units are locally linearized, the recursive relation for updating the weight of the neural network is converted into a first-order random differential equation. Based on this equation it is shown that the probability density function of the weight satisfies the Fokker-Planck equation. By solving the Fokker-Planck equation, it is found that the weight is Gaussian distributed with time dependent mean and variance.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.10a
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• pp.145-153
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• 1997

Dynamic characteristics are investigated when a nonlinear system showing periodic and chaotic responses under harmonic excitation is exposed to random perturbation. About two well potential problem, probability of homoclinic bifurcation is estimated using stochastic generalized Meinikov process and quantitive characteristics are investigated by calculation of Lyapunov exponent. Critical excitaion is calculated by various assumptions about Gaussian Melnikov process. To verify the phenomenon graphically Fokker-Planck equation is solved numerically and the original nonlinear equation is numerically simulated. Numerical solution of Fokker-Planck equation is calculated on Poincare section and noise induced chaos is studied by solving the eigenvalue problem of discretized probability density function.

• Proceedings of the Korean Nuclear Society Conference
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• 2001.05a
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• pp.59.2-59
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• 2001

• The Bulletin of The Korean Astronomical Society
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• v.28 no.2
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• pp.60-60
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• 2003

• Proceedings of the Korean Nuclear Society Conference
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• 2001.10a
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• pp.53.2-53
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• 2001

• The Bulletin of The Korean Astronomical Society
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• v.33 no.2
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• pp.69.2-69.2
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• 2008

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.237-240
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• 2008

Numerical Analysis for exchanging seawater experiment is carried out in Do-Jang fish port. The change of tidal velocity and water level is derived by the two-dimensional nonlinear shallow-water numerical model. To calculate exchange rate of seawater with the change of tidal velocity and water level, a two-dimensional numerical model is employed which governing equations are Fokker-Plank equations. The calculated exchange rates of each time are described in tables and figures.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.17 no.1
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• pp.83-91
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• 2004

Nonlinear system responses of an impact system under randomly perturbed harmonic excitations are predicted in the probability domain by adopting the semi-analytical procedure previously developed. The semi-analytical procedure is obtained by solving the Fokker-Planck equation corresponding to the stochastic differential equation of the given impact system by utilizing the path-integral solution. The evolutionary joint probability density functions are generated by using the method, and the characteristics of nonlinear dynamic response behaviors of the system are examined. Noise effects on the responses are also examined. It Is found that the semi-analytical method can provides the accurate information of the responses via the joint probability functions for the impact system. It is found that the noises weaken and eventually terminate the chaos in the responses, but it is also found that the chaotic signatures reside in the presence of the external noise with relatively high intensity. The joint probability density function shows that the ensemble of the system responses are weakly stationary.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.1
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• pp.35-37
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• 2014

We examine a question raised in [1] regarding existence and uniqueness of the steady-state solution of certain type of Kolmogorov forward equation in this paper, and prove that the question holds for $S^1$ by giving an explicit solution.