• Proceedings of the KSME Conference
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• 2001.06d
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• pp.605-611
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• 2001

A numerical technique for simulating the aggregation of charged particles was presented with a Brownian dynamic simulation in the free molecular regime. The Langevin equation was used for tracking each particle making up an aggregate. A periodic boundary condition was used for calculation of the aggregation process in each cell with 500 primary particles of 16 nm in diameter. We considered the thermal force and the electrostatic force for the calculation of the particle motion. The morphological shape of aggregates was described in terms of the fractal dimension. The fractal dimension for the uncharged aggregate was $D_{f}=1.761$. The fractal dimension changed slightly for the various amounts of bipolar charge. However, in case of unipolar charge, the fractal dimension decreased from 1.641 to 1.537 with the increase of the average number of charges on the particles from 0.2 to 0.3 in initial states.

• 한국전산유체공학회:학술대회논문집
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• 2008.03a
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• pp.204-207
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• 2008

Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

• 한국전산유체공학회:학술대회논문집
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• 2008.10a
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• pp.204-207
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• 2008

Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.28 no.2
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• pp.189-198
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• 2004

We consider the problem of whether the three-dimensional checkerboard has the connectivity. For this purpose, we first consider the problem of determining the effective conductivity of a checkerboard-shaped composite material by the Brownian motion simulation method. Specifically, we use the efficient first-passage-time technique. Simulation results show that the effective conductivity of the three-dimensional checkerboard increases faster than the two-dimensional counterpart as the contrast between the phase conductivities increases. This implies that the three-dimensional checkerboard's connectivity is stronger than the two-dimensional checkerboard's and thus each phase material of the three-dimensional checkerboard is more likely to be connected than not to be connected.

• Electrical & Electronic Materials
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• v.4 no.4
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• pp.322-329
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• 1991

폴리테트라후로루에틸렌의 유전특성을 규명하기 위해 두께 100[.mu.m]를 시료로 선택하여 온도범위 30-150[.deg.C], 주파수범위 30~3*$10^{5}$[Hz]에서 유전특성과 열자격 전류를 측정하였다. 유전정접은 유리전이온도 부근에서 긴 체인의 마이크로 브라운 운동에 의한 손실로 이때 활성화 에너지는 15.18[kcal/mole]를 얻었으며 열자격전류방법에서 얻은 .betha. 피크의 활성화에너지와 거의 일치함을 확인하였다. 또한 열자격전류방법으로 게산된 유전정접의 크기도 유전특성의 초저주파에서 나타나는 값과 잘 일치됨을 확인하였다.다.

• Proceedings of the KSME Conference
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• 2004.04a
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• pp.1388-1393
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• 2004

Investigators have been perplexed with the thermal phenomena behind the recently discovered nanofluids, fluids with unprecedented stability of suspended nanoparticles although huge difference in the density of nanoparticles and fluid. For example, nanofluids have anomalously high thermal conductivities at very low fraction, strongly temperature-dependent and size-dependent conductivities, and three-fold higher critical heat flux than that of base fluids. Traditional conductivity theories such as the Maxwell or other macroscale approaches cannot explain why nanofluids have these intriguing features. So in this paper, we devise a theoretical model that accounts for the fundamental role of dynamic nanoparticles in nanofluids. The proposed model not only captures the concentration and temperature-dependent conductivity, but also predicts strongly size-dependent conductivity. Furthermore, we physically explain the new phenomena for nanofluids. In addition, based on a proposed model, the effects of various parameters such as the ratio of thermal conductivity of nanofluids to that of a base fluid, volume fraction, nanoparticle size, and temperature on the thermal conductivities of nanofluids are investigated.

• Journal of Korean Society for Quality Management
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• v.26 no.1
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• pp.74-87
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• 1998

This study considers optimal design of accelerated life tests under constant stress using that the first passage time to cross a critical boundary through amount of accumulated degradation has an inverse Gaussian distribution when the degradation process follows to a Brownian motion with positive drift of log linear function of stress. Optimum plans for Type I censoring are derived by minimizing the asymptotic variance of estimated quantiles at the use stress. Sensitivity analyses are also conducted to see how sensitive the optimality criterion is with respect to the uncertainties involved in the guessed values.

• The Korean Journal of Financial Management
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• v.24 no.4
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• pp.1-43
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• 2007

The traditional Black-Scholes model for option pricing is based on the assumption that the log-return of the underlying asset follows a Brownian motion. But this assumption has been criticized for being unrealistic. Thus, for the last 20 years, many attempts have been made to adopt different stochastic processes to derive new option pricing models. The option pricing models based on L$\acute{e}$vy processes are being actively studied originating from the Gerber-Shiu model driven by H. U. Gerber and E. S. W. Shiu in 1994. In 2004, G. H. L. Cheang derived an option pricing model under multiple L$\acute{e}$vy processes, enabling us to adopt drift and jumps to the Gerber-Shiu model, while Gerber and Shiu derived their model under one L$\acute{e}$vy process. We derive the Gerber-Shiu model which includes drift and jumps under L$\acute{e}$vy processes. By adopting a Gamma distribution, we expand the Heston model which was driven in 1993 to include jumps. Then, using KOSPI200 index option data, we analyze the price-fitting performance of our model compared to that of the Black-Scholes model. It shows that our model shows a better price-fitting performance.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.9 no.3
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• pp.115-124
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• 1997

We measured the variance of eddy diffusion and associated ‘diffusion coefficients’ in coastal regions of Korea by observing the separation distances among multiple drifters deployed simultaneously at the same initial position. The variance of eddy diffusion was found to be proportional to $t^m$, where t is the time and m is a non-integer scaling exponent between 1.5 and 3.5. The observed scaling exponent of eddy diffusion cannot be reproduced by diffusion models employing constant eddy diffusivity. In this study, we applied fractal theory in simulating exponential increase of variance of eddy diffusion. We employed the fGn(fractional Gaussian noise) as a ‘modified’ random walks corresponding to the oceanic eddy diffusion. The variance of eddy diffusion, which corresponds to the fBm(fractional Brown motion) of our diffusion model, is proportional to $t^{2H}$, where H is Hurst scaling exponent. The temporal increase of the variance. with scaling exponent between 1 and 2, was successfully reproduced by our fractal diffusion model. However, our model cannot reproduce scaling exponent greater than 2. The scaling exponents greater than 2 are associated with the velocity shear of the mean flow.

• The Journal of the Convergence on Culture Technology
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• v.4 no.3
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• pp.133-138
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• 2018

This study examines how Gosijo's sentiment flows into modern poem. Therefore, it has the purpose of utilizing the healing devices staying in the gap between Gosijo and Modern poem for literary therapy. Gosijo's extreme solitude and calm are invaded into modern poem, producing a sleepless night of solitude. The sentences with the emotions of Gosijo are different in modern poem, but the Gosijo and modern poem share the same emotions. These literary devices provide a sentiment of healing to modern people. This study will contribute to the activation of literary therapy in the future.