• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2000.06a
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• pp.1292-1297
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• 2000

For dynamic system under the external irregular disturbance, a performance of the controller designed by using of the 'Heo-stochastic control methodology' is investigated by simulations and experiments. MIMO Flexible cantilever beam, sticked with piezoceramics used as a sensor and actuator, under the irregular disturbance at bottom is modelled in physical domain. Dynamic moment equation about the system is derived through both the Ito's stochastic differential equation and Fokker-Planck-Kolmogoroff equation and also system's characteristics in stochastic domain is analyzed. In this study, the controller suppresses the amplitude of the system's moment response to the external disturbance. MIMO PI controller('Heo-stochastic MIMO PI controller') is designed in the stochastic domain and the response characteristics are investigated in the time domain

• Structural Engineering and Mechanics
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• v.28 no.4
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• Journal of the Korean Physical Society
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• v.73 no.11
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• pp.1774-1786
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• 2018

Phenotypic variation among clones (individuals with identical genes, i.e. isogenic individuals) has been recognized both theoretically and experimentally. We investigate the effects of phenotypic variation on evolutionary dynamics of a population. In a population, the individuals are assumed to be haploid with two genotypes : one genotype shows phenotypic variation and the other does not. We use an individual-based Moran model in which the individuals reproduce according to their fitness values and die at random. The evolutionary dynamics of an individual-based model is formulated in terms of a master equation and is approximated as the Fokker-Planck equation (FPE) and the coupled non-linear stochastic differential equations (SDEs) with multiplicative noise. We first analyze the deterministic part of the SDEs to obtain the fixed points and determine the stability of each fixed point. We find that there is a discrete phase transition in the population distribution when the probability of reproducing the fitter individual is equal to the critical value determined by the stability of the fixed points. Next, we take demographic stochasticity into account and analyze the FPE by eliminating the fast variable to reduce the coupled two-variable FPE to the single-variable FPE. We derive a quasi-stationary distribution of the reduced FPE and predict the fixation probabilities and the mean fixation times to absorbing states. We also carry out numerical simulations in the form of the Gillespie algorithm and find that the results of simulations are consistent with the analytic predictions.

• Wind and Structures
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• v.36 no.2
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• pp.133-147
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• 2023

The random vibration of saddle membrane structures under wind load is studied theoretically and experimentally. First, the nonlinear random vibration differential equations of saddle membrane structures under wind loads are established based on von Karman's large deflection theory, thin shell theory and potential flow theory. The probabilistic density function (PDF) and its corresponding statistical parameters of the displacement response of membrane structure are obtained by using the diffusion process theory and the Fokker Planck Kolmogorov equation method (FPK) to solve the equation. Furthermore, a wind tunnel test is carried out to obtain the displacement time history data of the test model under wind load, and the statistical characteristics of the displacement time history of the prototype model are obtained by similarity theory and probability statistics method. Finally, the rationality of the theoretical model is verified by comparing the experimental model with the theoretical model. The results show that the theoretical model agrees with the experimental model, and the random vibration response can be effectively reduced by increasing the initial pretension force and the rise-span ratio within a certain range. The research methods can provide a theoretical reference for the random vibration of the membrane structure, and also be the foundation of structural reliability of membrane structure based on wind-induced response.

• Journal of applied mathematics & informatics
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• v.11 no.1_2
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• pp.215-241
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• 2003

In this paper, solute transport in heterogeneous aquifers using a modified Fokker-Planck equation (MFPE) is investigated. This newly developed mathematical model is characterised with a time-, scale-dependent dispersivity. A two-dimensional finite volume quadrilateral mesh method (FVQMM) based on a quadrilateral background interpolation mesh is developed for analysing the model. The FVQMM transforms the coupled non-linear partial differential equations into a system of differential equations, which is solved using backward differentiation formulae of order one through five in order to advance the solution in time. Three examples are presented to demonstrate the model verification and utility. Henry's classic benchmark problem is used to show that the MFPE captures significant features of transport phenomena in heterogeneous porous media including enhanced transport of salt in the upper layer due to its parameters that represent the dependence of transport processes on scale and time. The time and scale effects are investigated. Numerical results are compared with published results on the some problems.

• Interaction and multiscale mechanics
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• v.1 no.3
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• pp.369-379
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• 2008

A combined stochastic diffusion and mean-field model is developed for a systematic study of the grain growth in a pure single-phase polycrystalline material. A corresponding Fokker-Planck continuity equation is formulated, and the interplay/competition of stochastic and curvature-driven mechanisms is investigated. Finite difference results show that the stochastic diffusion coefficient has a strong effect on the growth of small grains in the early stage in both two-dimensional columnar and three-dimensional grain systems, and the corresponding growth exponents are ~0.33 and ~0.25, respectively. With the increase in grain size, the deterministic curvature-driven mechanism becomes dominant and the growth exponent is close to 0.5. The transition ranges between these two mechanisms are about 2-26 and 2-15 nm with boundary energy of 0.01-1 J $m^{-2}$ in two- and three-dimensional systems, respectively. The grain size distribution of a three-dimensional system changes dramatically with increasing time, while it changes a little in a two-dimensional system. The grain size distribution from the combined model is consistent with experimental data available.

• Journal of Navigation and Port Research
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• v.26 no.5
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• pp.563-569
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• 2002

To overcome the weaknesses of conventional finite difference model in pollutant dispersion modelling, the particle tracking method is used. In this study, a three dimensional particle tracking model which can be used in Princeton Ocean Model was developed and verified through the various numerical tests. Usability of the model was also confirmed through the ocean outfall modelling in Tampa Bay, Florida. As it is expected, random walk model showed the less dispersion in a range compared to the conventional finite difference model and its reason is estimated due to an error from numerical diffusion which the conventional model holds. This newly developed model is expected to be used in various ocean dispersion modelling.