• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제13권2호
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• pp.161-167
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• 2009

An animated ink diffusion on paper is simulated through making a multiple sessions of random walks. The simulated random walk is built and validated against the diffusion model, then animated by varying the intensity thresholds of the accumulated visit counts on each pixels on an image. Two different random walk models are built one of which is a free random walk in that the walker has exactly same probability to move in any four or eight directions in each step. The other is a biased random walk that has a higher chance to go to a pixel that has more similar intensity value. The latter can be used to simulate an ink diffusion radiating through different texture of paper.

• 대한수학회지
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• 제48권1호
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• pp.147-158
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• 2011

In this paper, we consider a multi-dimensional diffusion process in a self-similar random environment and prove a limit theorem for the shape of the full trajectory of the diffusion by using the localization phenomenon.

• 응용통계연구
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• 제31권6호
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• pp.801-810
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• 2018

확산은 금융이나 물리적 현상의 모형화에 이용되는 확률과정이다. 반복적으로 관측된 확산과정에 대하여 통계적인 모형을 구축할 때, 확률효과를 고려할 필요가 있다. 이 연구에서는 Ornstein-Uhlenbeck 확산모형과 geometric Brownian motion 확산모형에 대하여 확률효과를 도입한다. 모형모수에 대한 최도우도추정법을 적용하기 위하여, 확률효과에 대한 적절한 분포를 가정하여 닫힌 형태로 우도함수를 얻는 방법을 탐색하였다. 1991년부터 2017년까지 27년간 일일 단위로 기록된 다우존스 산업지수에 대하여 확률효과 모형을 적용하였다.

• Korean Journal of Mathematics
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• 제26권4호
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• pp.583-599
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• 2018

In this paper, we are concerned with the existence of random dynamics for stochastic non-autonomous reaction-diffusion equations driven by a Wiener-type multiplicative noise defined on the unbounded domains.

• Korean Journal of Mathematics
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• 제27권1호
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• pp.1-8
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• 2019

We will deal with an n locus model in which mutation and gene conversion are taken into consideration. Also random partitions of the number n determined by chromosomes with n loci should be investigated. The diffusion process describes the time evolution of distributions of the random partitions. In this paper, we find the probability of distribution of the diffusion process with special diffusion operator $L_1$ and we show that the average probability of genes at different loci on one chromosome can be described by the rate of gene frequency of mutation and gene conversion.

• 대한기계학회논문집B
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• 제28권7호
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• pp.771-779
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• 2004

Unsteady behavior of the early wake in the viscous flow field past an impulsively started semicircular cylinder is studied numerically. In this paper, we propose the hybrid diffusion scheme to simulate dynamic characteristics of wake such as a fishtail-like flapping and an alternate vortex-shedding more accurately. This diffusion scheme based on particle strength exchange is mixed with the stochastic nature of random walk method. Also, the viscous splitting algorithm which calculates convective and diffusion terms successively is applied in order to handle random walk method effectively. Consequently, the early behavior of wake due to the breakdown of symmetrical vortici balance is more practically simulated with the vortex particle method.

• 대한기계학회논문집B
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• 제20권9호
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• pp.3015-3029
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• 1996

The notion of effective transport property of a heterogeneous medium implies that the medium is large enough that the ergodic theorem holds and local fluctuation of the property can be neglected. In case that the medium is not large enough compared to its characteristic microstructure length scale, the effective property fluctuates and differs from the value of the medium being large enough. As a representative transport phenomenon, diffusion was considered and the fluctuation of varying effective diffusion property, diffusion coarseness $C_k$, was defined as a quantifying parameter. Scaled effective diffusion property, $^*$>/k$_1$ and $C_k$ were computed for the two phase random media consisting of matrix of diffusion coefficient k$_1$ and spheres of diffusion coefficient k$_2$. Numerical simulations were performed by use of the so-called first passage time technique and data were collected for existing microstructure models of hard spheres(HS), overlapping spheres(OS) and penetrable concentric shells(PCS).

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.141-147
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• 1995

A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.

• Bulletin of the Korean Chemical Society
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• 제26권11호
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• pp.1723-1727
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• 2005

A generalized fractional diffusion equation (FDE) is presented, which describes the time-evolution of the spatial distribution of a particle performing continuous time random walk (CTRW) on a fractal lattice. For a case corresponding to the CTRW with waiting time distribution that behaves as $\psi(t) \sim (t) ^{-(\alpha+1)}$, the FDE is solved to give analytic expressions for the Green’s function and the mean squared displacement (MSD). In agreement with the previous work of Blumen et al. [Phys. Rev. Lett. 1984, 53, 1301], the time-dependence of MSD is found to be given as < $r^2(t)$ > ~ $t ^{2\alpha/dw}$, where $d_w$ is the walk dimension of the given fractal. A Monte-Carlo simulation is also performed to evaluate the range of applicability of the proposed FDE.

• ETRI Journal
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• 제36권2호
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• pp.325-328
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• 2014

A modified version of Zhang's reversible data hiding method in encrypted images is proposed in this letter. To make full use of spatial correlation in natural images, the former idea of block division is thoroughly abandoned, whereas the random diffusion strategy is used. Additionally, the fluctuation measurement of pixels containing embedded data is improved by accurate prediction. The experiment results reveal that our proposed method is superior to both Zhang's method and the later improved version proposed by Hong and others.