• Ocean and Polar Research
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• 제30권4호
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• pp.537-543
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• 2008

The sediment resuspension and diffusion model is an integral part of a sediment transport and morphologic change model. We examined a vertical one-dimensional sediment resuspension and diffusion model using field data collected at about 10-m depth off the Saemangeun $4^{th}$ dike. The field data include waves, currents and suspended sediment concentration near the bed for about a day in May, 2007. The suspended sediment concentration obtained from the 1D model overestimated the observation about two orders of magnitude with single grain size and multiple grain sizes. The incorporation of the bed armoring effect, which adjusts the amount of suspended sediment with the available bed sediment, improved the agreement between the model and observation within a factor of two.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2006년도 추계학술대회
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• pp.161-164
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• 2006

The sales of consumer durables are composed of first time purchases and replacement purchases. Since the sales for most mature durable products are dominated by replacement sales, it is necessary to develop a model incorporating replacement component of sales in order to forecast total sales accurately. Several single product diffusion models incorporating replacement demand have been developed, but research addressing the multi-product diffusion models has not considered replacement sales. In this paper, we propose a model based on consumer choice behavior that simultaneously captures the diffusion and the replacement process for multi-product relationships. The proposed model enables the division of replacement sales into repurchase by previous users and transition purchase by users of different products. As a result, the model allows the partitioning of the total sales according to the customer groups (first-time buyers, repurchase buyers, and transition buyers), which allows companies to develop their production and marketing plans based on their customer mix. We apply the proposed model to the Korean automobile market, and compare the fitting and forecasting performance with other Bass-type multi-product models.

• Computers and Concrete
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• 제3권6호
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• pp.401-422
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• 2006

A multi-species model based on the Nernst-Planck equation has been developed by using a finite volume method. The model makes it possible to simulate transport due to an electrical field or by diffusion and to predict chloride penetration through water saturated concrete. The model is used in this paper to assess and analyse chloride diffusion coefficients and chloride binding isotherms. The experimental assessment of the effective chloride diffusion coefficient consists in measuring the chloride penetration depth by using a colorimetric method. The effective diffusion coefficient determined numerically allows to correctly reproduce the chloride penetration depth measured experimentally. Then, a new approach for the determination of chloride binding, based on non-steady state diffusion tests, is proposed. The binding isotherm is identified by a numerical inverse method from a single experimental total chloride concentration profile obtained at a given exposure time and from Freundlich's formula. In order to determine the initial pore solution composition (required as initial conditions for the model), the method of Taylor that describes the release of alkalis from cement and alkali sorption by the hydration products is used here. Finally, with these input data, prediction of total and water-soluble chloride concentration profiles has been performed. The method is validated by comparing the results of numerical simulations to experimental results obtained on various types of concretes and under different exposure conditions.

• 대한산업공학회지
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• 제38권4호
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• East Asian Economic Review
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• 제24권1호
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• pp.61-87
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• 2020

Five diffusion models are estimated using three different foreign exchange rates to find an appropriate model for each. Daily spot exchange rates expressed as the prices of 1 euro, 1 British pound and 100 Japanese yen in US dollars, respectively denoted by USD/EUR, USD/GBP, and USD/100JPY, are used. The maximum likelihood estimation method is implemented after deriving an approximate log-transition density function (log-TDF) of the diffusion processes because the true log-TDF is unknown. Of the five models, the most general model is the best fit for the USD/GBP, and USD/100JPY exchange rates, but it is not the case for the case of USD/EUR. Although we could not find any evidence of the mean-reverting property for the USD/EUR exchange rate, the USD/GBP, and USD/100JPY exchange rates show the mean-reversion behavior. Interestingly, the volatility function of the USD/EUR exchange rate is increasing in the exchange rate while the volatility functions of the USD/GBP and USD/100Yen exchange rates have a U-shape. Our results reveal that more care has to be taken when determining a diffusion model for the exchange rate. The results also imply that we may have to use a more general diffusion model than those proposed in the literature when developing economic theories for the behavior of the exchange rate and pricing foreign currency options or derivatives.

• Journal of Advanced Research in Ocean Engineering
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• 제2권2호
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• pp.48-60
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• 2016

Accurate simulation of free-surface wave flows around a ship is very important for better hull-form design. In this paper, a computational fluid dynamics (CFD) code which is based on the open source libraries, OpenFOAM, was developed to predict the wave patterns around a ship. Additional anti-diffusion source term for minimizing a numerical diffusion, which was caused by convection differencing scheme, was considered in the volume-fraction transport equation. The influence of the anti-diffusion source term was tested by applying it to free-surface wave flow around the Wigley and KCS model ships. In results, the wave patterns and hull wave profiles of the Wigley and KCS model ships for various anti-diffusion coefficients showed quite close patterns. While, the band width of the water volume-fraction values between 0.1 to 0.9 at the Wigley and KCS model hull surfaces was narrowed by considering the anti-diffusion term. From the results, anti-diffusion source term decreased free-surface smearing.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2003년도 추계학술대회 및 정기총회
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• pp.74-78
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• 2003

In this paper, we have developed a technology-service relationship model which describes the diffusion process of a group of services and relevant technologies, and have applied the developed model to the prediction of the number of subscribers to the next generation mobile service. The technology-service relationship model developed in this paper incorporates the developing process of relevant technologies, a supply-side factor, into the diffusion process of specific services, while many diffusion models and multi-generation diffusion models in previous researches are mainly reflect the demand-side factors. So, the proposed model could effectively applied to the telecommunication services where the developing of the relevant technologies are very essential to the service penetration. In our application, the proposed model provides a competitive substitution between the next generation mobile service and the traditional mobile service.

• 경영과학
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• 제32권4호
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• pp.81-96
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• 2015

This paper models knowledge diffusion on an inter-organizational network. Based on literatures related to knowledge diffusion, the model considers critical factors that affect diffusion behavior including nodal property, relational property, and environmental property. We examine the relationships among network structure, knowledge search, and diffusion performance. Through a massive simulation runs based on the agent-based model, we find that the average path length of a network decreases a firm's cumulative knowledge stock, whereas the clustering coefficient of a firm has no significant relationship with the firm's knowledge. We also find that there is an interaction effect of network structure and the range of knowledge search on knowledge diffusion. Specifically, in a network of a larger average path length (APL) the marginal effect of search conduct is significantly greater than in that of a smaller APL.

• 에너지공학
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• 제17권1호
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• pp.31-37
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• 2008

현재 에너지 효율프로그램에 대한 수요관리 목표량과 투자비는 과거 실적 데이터를 바탕으로 단일한 Bass 확산 모형을 이용하여 산정되고 있다. 국내외적으로 제품 등의 보급량 예측에 널리 사용되는 Bass 확산 모형은 시간과 세 가지 계수들에 대한 함수로 표현되며, 계수들의 추정에 있어서 제품의 과거 실적 데이터의 충분한 확보가 필수적이다. 국내의 경우 에너지 효율 측면에서 고효율기기의 수요관리 목표량 산정을 위해 기기별 보급량 예측이 선행되어야 하며, 기기별 보급량 예측은 Bass 모형을 근간으로 하고 있다. 그러나 현재 진행 중인 고효율기기 보급 프로그램의 조명기기, 인버터, 자판기와 전동기는 그 진행이 길지 않아 Bass 확산 모형을 이용한 보급량 예측에 필수요건인 충분한 실적 데이터가 존재하지 않은 실정이다. 이는 기기의 미래 보급량 예측에 큰 오차가 발생할 수 있으며 보급 예측량에 대한 정확성을 기대하기 어려우므로 앞으로의 고효율기기의 보급 예측의 방식에 제도적 개선이 필요한 상황이라 할 수 있다. 본 논문에서는 Bass, virtual Bass, Logistic과 Lawrence & Lawton 확산 모형을 이용하여 각 고효율 기기의 미래 보급 확산 추이를 살펴보았다. 또한 기기별 특성에 따른 모형 선호도 평가를 위해 통계랑 기준에 근거하여 실적 데이터와의 오차 범위를 산정하였다. 이 결과를 바탕으로 각 확산 모형을 이용한 기기 보급량 예측에 있어서 확산 모형의 단순 적용에 따른 오차 발생 원인과 기기별 특성에 따른 확산 모형 선호도를 분석하였다.

• 대한수학회논문집
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• 제10권3호
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• pp.715-733
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• 1995

We present a transient queue size distribution for $M/G/m/N$ queue with state dependent arrival rates, using the diffusion process with piecewise constant diffusion parameters, with state space [0, N] and elementary return boundaries at x = 0 and x = N. The model considered here contains not only many basic model but the practical models such as as two-node cyclic queue, repairmen model and overload control in communication system with finite storage buffer. For the accuracy check, we compare the approximation results with the exact and simulation results.