• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.639-645
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• 2010

We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.639-646
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• 2012

The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

• Communications for Statistical Applications and Methods
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• v.18 no.2
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• pp.229-236
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• 2011

A continuous time stochastic volatility model for financial assets suggested by Barndorff-Nielsen and Shephard (2001) is considered, where the volatility process is modelled as an Ornstein-Uhlenbeck type process driven by a general L$\'{e}$vy process and the price process is then obtained by using an independent Brownian motion as the driving noise. The uniform ergodicity of the volatility process and exponential ${\alpha}$-mixing properties of the log price processes of given continuous time stochastic volatility models are obtained.

• Journal of the Korean Society of Visualization
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• v.14 no.3
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• pp.32-37
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• 2016

In this study, the mixing process of two distinct flow is numerically investigated. Two flow with different physical properties (resin and hardener) are mixed through the opposing mixing jets. At a high pressure mixing process, the high speed flow is provided by two in-line nozzles. In the case of numerical modeling, Reynolds-Averaged Navier-Stokes Equations (RANS) is conducted to model the flow pattern inside the chamber. Additionally, SST k-omega turbulence model is selected to predict the kinetic energy of flow in impingement zone. The results show that mixing of two distinct flows would be efficient if the velocity of jet is high enough and nozzle diameter is a predominant parameter. Also, this velocity would create higher shear stress between two distinct flows which increases the mixing quality as well as strength of formed vortices. Eventually, the histogram of concentration fraction of resin is examined in order to show the quality of mixing and the range of concentration fractions in the output of chamber.

• Journal of the Korean Society of Combustion
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• v.4 no.1
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• pp.117-129
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• 1999

A method for the mixing augmentation of the transverse injection of fuel in a Scramjet combustor is suggested. Based on the fact that the main factor controlling the mixing characteristics in transverse injection is the effective back-pressure (the pressure around the injection hole) it is tried to make a flow expansion near the injection port in order to reduce effective back-pressure. A three dimensional Navier-Stokes code adopting the upwind method of Roe#s flux difference splitting scheme is used. The k-w SST turbulence model turbulence model is used to calculate the turbulent viscosity. It is shown that the reducing of the effective back-pressure make it possible to increase the penetration distance and to increase the mixing rate without excessive losses of stagnation pressure. Also, it is shown that the streamwise vorticity generated by baroclinic torque has great influences on the mixing process.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.27 no.3
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• pp.311-318
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• 2003

The present work evaluates the effects of mixing vane shape on the flow structure and heat transfer downstream of mixing vane in a subchannel of fuel assembly. by obtaining velocity and pressure fields. turbulent intensity. flow-mixing factors. heat transfer coefficient and friction factor using three-dimensional RANS analysis. Four different shapes of mixing vane. which were designed by the authors were tested to evaluate the performances in enhancing the heat transfer. Standard k-$\varepsilon$ model is used as a turbulence closure model. and. periodic and symmetry conditions are set as boundary conditions. The flow blockage ratio is kept constant. but the twist angle of mixing vane is changed. The results with three turbulence models were compared with experimental data.

• 한국전산유체공학회:학술대회논문집
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• 2002.05a
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• pp.79-87
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• 2002

The present work analyzed the effect of mixing vane shape on the flow structure and heat transfer downstream of mixing vane in a subchannel of fuel assembly, by obtaining velocity and pressure fields, turbulent intensity, flow-mixing factors, heat transfer coefficient and friction factor using three-dimensional RANS analysis. NJl5, NJ25, NJ35, NJ45, which were designed by the authors, were tested to evaluate the performances in enhancing the heat transfer. Standard $\kappa-\epsilon$ model is used as a turbulence closure model, and, periodic and symmetry conditions are set as boundary conditions. The flow blockage ratio is kept constant, but the twist angle of mixing vane is changed. The results with three turbulence models( $\kappa-\epsilon$, $\kappa-\omega$, RSM) were compared with experimental data.

• Journal of Environmental Science International
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• v.14 no.9
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• pp.851-860
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• 2005

In order to how well predict ISCST3(lndustrial Source Complex Short Term version 3) model dispersion of air pollutant at point source, sensitivity was analysed necessary parameters change. ISCST3 model is Gaussian plume model. Model calculation was performed with change of the wind speed, atmospheric stability and mixing height while the wind direction and ambient temperature are fixed. Fixed factors are wind direction as the south wind(l80") and temperature as 298 K(25 "C). Model's sensitivity is analyzed as wind speed, atmospheric stability and mixing height change. Data of stack are input by inner diameter of 2m, stack height of 30m, emission temperature of 40 "C, outlet velocity of 10m/s. On the whole, main factor which affects in atmospheric dispersion is wind speed and atmospheric stability at ISCST3 model. However it is effect of atmospheric stability rather than effect of distance downwind. Factor that exert big influence in determining point of maximum concentration is wind speed. Meanwhile, influence of mixing height is a little or almost not.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.26 no.1
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• pp.133-140
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• 2002

This article presents an application of a large-scale structural mixing model(Broadwell et at. 1984) to the blowout of turbulent reacting cross flow jets. Experimental observations, therefore, aim to identify the existence of large-scale vortical structure exerting an important effect upon the flame stabilization. In the analysis of common stability curve, it is seen that the phenomenon of blowout are only related to the mixing time scale of the two flows. The most notable observation is that the blowout distance is traced at a fixed positions according to the velocity ratio at all times. Measurements of the lower blowout limits in the liftable flame are qualitatively in agreement with the blowout parameter $\xi$, proposed by Broadwell et al. Good agrement between the results calculated by a modified blowout parameter $\xi$'and the present experimental results confirms the important effect of large-scale structure in the stabilization feature of blowout.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2004.03a
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• pp.42-47
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• 2004

Air-fuel mixing and flame-holding are two important factors that have to be considered in the design of an injection system. Different injection strategies have been proposed with particular concern for rapid air-fuel mixing and flame-holding. Two representative injection techniques can be applied in a supersonic combustor. One of the simplest approaches is a transverse(normal) injection. The cavity flame holder, an integrated fuel injection/flame-holding approach, has been proposed as a new concept for flame holding and air-fuel mixing in a supersonic combustor. This paper describes numerical efforts to characterize the flame-holding and air-fuel mixing process of a model scramjet engine combustor, where hydrogen is injected into a supersonic cross flow and a cavity. The combustion phenomena in a model scramjet engine, which has been experimentally studied at University of Queensland and Australian National University using a free-piston shock tunnel, were observed around the separation region of the transverse injector upstream and the inside cavity. The results show that this flow separation generates recirculation regions which increase air-fuel mixing. Self-ignition occurs in the separation-freestream and cavity-fteestream interfaces.