• 대한기계학회논문집B
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• 제33권10호
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• pp.811-819
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• 2009

In the present study, deposition of discrete and small particles on a filter fiber was simulated by stochastic method. Trajectory of each particle was numerically solved by Langevin equation. And Lattice Boltzmann method (LBM) was used to solve flow field around the filter collector for considering complex shape of deposit layer. Interaction between the flow field and the deposit layer was obtained from a converged solution from an inner-loop calculation. Simulation method is properly validated with filtration theory and collection efficiency due to different filtration parameters are examined and discussed. Morphology of deposit layer and its evolution was visualized in terms of the particle size. The particle loaded effect on collection efficiency was also discussed.

• Journal of Electrical Engineering and Technology
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• 제3권2호
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• pp.285-291
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• 2008

Active Queue Management(AQM) has been widely used for congestion avoidance in Transmission Control Protocol(TCP) networks. Although numerous AQM schemes have been proposed to regulate a queue size close to a reference level, most of them are incapable of adequately adapting to TCP network dynamics due to TCP's non-linearity and time-varying stochastic properties. To alleviate these problems, we introduce an AQM technique based on a dynamic neural network using the Back-Propagation(BP) algorithm. The dynamic neural network is designed to perform as a robust adaptive feedback controller for TCP dynamics after an adequate training period. We evaluate the performances of the proposed neural network AQM approach using simulation experiments. The proposed approach yields superior performance with faster transient time, larger throughput, and higher link utilization compared to two existing schemes: Random Early Detection(RED) and Proportional-Integral(PI)-based AQM. The neural AQM outperformed PI control and RED, especially in transient state and TCP dynamics variation.

• East Asian Economic Review
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• 제21권3호
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• pp.201-230
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• 2017

This paper studies the long-run behavior of relative price dispersion among cities in Korea with a special emphasis on heterogeneous transitional patterns of price level dynamics. Formal statistical tests indicate considerable evidence for rejecting the null of relative price level convergence among the majority of cities over the sample period of 1985-2015. The analysis of gravity model suggests that the effect of transportation costs on intercity price level differentials is limited, while other socioeconomic factors, such as income, input factor prices, demographic structure, and housing price growth, play key roles in accounting for persistent regional price level disparities. Individual price levels are found to be better explained by a multiple-component model, and the deviations from PPP may be attributed to distinct stochastic common trends that are characterized by income and demographic structure.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• 산업기술연구
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• 제22권B호
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• pp.3-12
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• 2002

Monte-Carlo simulation technique has advantages over deterministic simulation in various engineering analysis since Monte-Carlo simulation can take into consideration of scattering of various design variables, which is inherent characteristics of physical world. In this work, Monte-Carlo simulation of steady-state cornering behavior of a truck with design variables like hard points and busing stiffness. The purpose of the simulation is to improve understeer gradient of the truck, which exhibits a small amount of instability when the lateral acceleration is about 0.4g. Through correlation analysis, design variables that have high impacts on the cornering behavior were selected, and significant performance improvement has been achieved by appropriately changing the high impact design variables.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2006년도 춘계학술대회 논문집
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• pp.201-202
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• 2006

To analyze the dynamic characteristics of the bundle drawing process, we employed a Random Phase Spectrum method to generate stochastic test signals that had a given autocorrelation function. And the spectra of the dynamics of the process outputs were obtained, based on the dynamic model of the bundle drawing process. Results showed that the RPS method was very effective to generate stochastic signals that had an exponential function form. The drawing process had the traits that there existed a special frequency range, incurring the process resonance.

• 한국전산구조공학회논문집
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• 제12권2호
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• pp.251-264
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• 1999

본 연구에서는 추계론적 동적시스템의 응답거동을 예측할 수 있는 반해석적 절차를 개발하였으며, 이를 이용하여 구분적선형시스템의 동적거동특성을 확률적 영역에서 분석하였다. 반 해석적 절차는 시스템의 추계론적 미분방정식에 상응하는 Fokker-Planck 방정식을 path-integral solotion을 이용하여 풂으로써 구할 수 있다. 결합확률밀도함수의 시간에 따른 전개과정을 통하여 시스템의 동적 응답거동 특성의 예측과 분석을 하고 시스템의 거동에 미치는 외부노이즈의 영향 또한 조사하였다. 반 해석적 방법은 위상면 상에서 결합확률밀도 함수를 통하여 응답거동의 예측은 물론 거동특성에 대하여 적절한 정보를 제공하는 것을 밝혔다. 혼돈거동의 특성은 외부노이즈가 존재하는 상황에서도 시스템의 응답 안에 잔재하는 것을 밝혔다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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• pp.41-46
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• 1998

In this paper, a stochastic approach based on a Monte Carlo simulation method for the design of a guidance and control (G & C) system of an automatic landing flight experiment (ALFLEX) vehicle is presented. The aim of this study is to design a G & C system robust against uncertainties in the vehicular dynamics. In this study, uncertain parameters and disturbances are treated as random variables in the Monte Carlo simulation. Then, some controller gains in the G & C system are tuned to satisfy conditions concerning the states at touchdown. The proposed method was applied to the ALFLEX vehicle. The simulation results shored the effectiveness of the present approach.

• Journal of the Korean Physical Society
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• 제73권11호
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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.

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 1996년도 추계학술대회 논문
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• pp.96-100
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• 1996

So far the analysis and modeling of cutting process is studied commonly assumed as being linear stochastic or chaotic without experimental verification. So we verified force signals of cutting process(ball end-milling) is low-dimensional chaos by calculating Lyapunov Exponents. reconstructing attractor using time delay coordinates and calcula-ting it's fractal dimension.