• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.69-78
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• 1996

Consider a natural model for stochastic flow systems is Brownian motion, which is Brownian motion on the positive real line with constant drift and constant diffusion coefficient, modified by an impenetrable reflecting barrier at $x_{0}$. In this paper, we investigate the joint distribution functions and study on the distribution of the first-passage time. Also we find out the distribution of ${\mu}-RBMPx_{0}$.

• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.281-295
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• 2005

We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian motion (fBm). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein- Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).

• Computers and Concrete
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• 제30권2호
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• pp.143-150
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• 2022

In this paper, the non-linear mathematical problem is solved via numerical scheme by utilizing shooting method. Brownian diffusion and thermophoresis along mass and heat transfer are accounted for. Non-linear expression is reduced via non-dimensional variables. The simplified ordinary differential equations are tackled by shooting technique. Behavior of distinct influential parameters is investigated graphically and analyzed for temperature and concentration profile. Our finding indicates that temperature profile is enhanced for the thermophoresis, Brownian motion coefficient, Prandtl number, Eckert number and temperature slip parameter. Comparison of numerical technique with the extant literature is made and an acceptable agreement is attained. Graphs are plotted to examine the influence of these parameters.

• Computers and Concrete
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• 제29권3호
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• pp.201-207
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• 2022

The evaluation of velocity profile for large values of buoyancy parameter and Bioconvected Rayleigh number is examined. The non-linear problem has been tackled numerically by shooting technique. Nanofluid temperature and nanoparticle concentration slightly elevates for increasing values of thermophoresis coefficient. Thickness of thermal boundary layer is significantly increased with thermophoresis coefficient whereas thickness of concentration boundary layer is more slightly enhanced. The response of temperature and nanoparticles concentration is observed due to change in Brownian motion parameter. As Brownian motion parameter increased temperature distribution is slightly enhanced. The reverse behavior is observed in case of nanoparticles concentration. Comparison of numerical technique with the extant literature is made and an acceptable agreement is attained.

• Mass Spectrometry Letters
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• 제6권4호
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• pp.91-98
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• 2015

The Brownian motion or Wiener process, as the physical model of the stochastic procedure, is observed as an indexed collection random variables. Stochastic procedure are quite influential on the confinement potential fluctuation in the quadrupole ion trap (QIT). Such effect is investigated for a high fractional mass resolution Δm/m spectrometry. A stochastic procedure like the Wiener or Brownian processes are potentially used in quadrupole ion traps (QIT). Issue examined are the stability diagrams for noise coefficient, η=0.07;0.14;0.28 as well as ion trajectories in real time for noise coefficient, η=0.14. The simulated results have been obtained with a high precision for the resolution of trapped ions. Furthermore, in the lower mass range, the impulse voltage including the stochastic potential can be considered quite suitable for the quadrupole ion trap with a higher mass resolution.

• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1305-1314
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• 2010

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations driven by a Brownian motion and the martingales of Teugels associated with an independent L$\acute{e}$vy process having a stochastic Lipschitz coefficient. We derive the existence and uniqueness of solutions for these equations via Snell envelope and the fixed point theorem.

• Advances in nano research
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• 제10권4호
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• pp.349-357
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• 2021

In present study, the numerical investigations are carried out for effects of suction and blowing on boundary layer slip flow of casson nano fluid along permeable stretching cylinder in an exponential manner. The modeled PDEs are changed into nonlinear ODEs through appropriate nonlinear transformations. Change in physical quantities like friction coefficient, Nusselt and Sherwood numbers with variation of the aforementioned parameters are also examined and their numerical values are listed in the form of tables. Effects of Reynold number, suction parameter, Prandtl number, Lewis number, Brownian motion parameter and thermophoresis parameter are seen graphically with temperature profile.

• Advances in concrete construction
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• 제14권2호
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• pp.103-113
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• 2022

On the basis of fabrication, the utilization of nano material in numerous industrial and technological system, obtained the utmost significance in current decade. Therefore, the current investigation presents a theoretical disposition regarding the flow of electric conducting Williamson nanoliquid over a stretchable surface in the presence of the motile microorganism. The impact of thermal radiation and magnetic parameter are incorporated in the energy equation. The concentration field is modified by adding the influence of chemical reaction. Moreover, the splendid features of nanofluid are displayed by utilizing the thermophoresis and Brownian motion aspects. Compatible similarity transformation is imposed on the equations governing the problem to derive the dimensionless ordinary differential equations. The Homotopy analysis method has been implemented to find the analytic solution of the obtained differential equations. The implications of specific parameters on profiles of velocity, temperature, concentration and motile microorganism density are investigated graphically. Moreover, coefficient of skin friction, Nusselt number, Sherwood number and density of motile number are clarified in tabular forms. It is revealed that thermal radiation, thermophoresis and Brownian motion parameters are very effective for improvement of heat transfer. The reported investigation can be used in improving the heat transfer appliances and systems of solar energy.

• 멤브레인
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• 제12권4호
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• pp.207-215
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• 2002

한정된 미세공간에서의 제한확산(hindered diffusion)은 멤브레인 기공(pore)에서 입자들의 운동에 의해 결정되는 여과 메카니즘을 매우 미세한 수준에서 이해하는데 중요한 현상이다. 구형(spherical) 콜로이드 입자에 비해 보다 복잡한 형태(conformation)인 고분자사슬 구조를 갖는 다가전해질(polyelectrolyte)의 제한확산 거동에는 다양한 인자들이 관련되어 있기 때문에, 이론 접근은 물론 실험적 접근도 한층 어려운 것이 사실이다. 본 연구에서는, 슬릿형 미세기공에 한정되어 있는 단일한 다가전해질(single polyelectrolyte)에 coarse-grained bead spring model과 먼거리(long-range) 정전상호작용(electrostatic interaction)인 Debye-Huckel potential을 적용하여 분자시뮬레이션 기법인 브라운 동력학 모사를 수행하였다. 기공과 다가전해질 사슬(Polyelectrolyte chain)의 주어진 크기에서, 용액의 전해질 이온농도가 감소함에 따른 사슬의 신장(extension)효과는 제한확산계수를 감소시켰고, 기공 벽면의 하전성은 제한확산계수를 더욱 감소시켰다. 이는, 다가전해질 사슬(polyelectrolyte chain)의 입체적 장애(steric hindrance)와 함께 정전반발력이 미세기공에서의 확산이동을 억제함을 의미한다.

• Journal of Magnetics
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• 제21권3호
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• pp.476-489
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• 2016

In the present study, squeezing flow of micropolar nanofluid between parallel infinite disks in the presence of magnetic field perpendicular to plane of the disks is taken into account. The constitutive equations that govern the flow configuration are converted into nonlinear ordinary differential with the help of suitable similarity transforms. HAM package BVPh2.0 has been employed to solve the nonlinear system of ordinary differential equations. Effects of different emerging parameters like micropolar parameter K, squeezed Reynolds number R, Hartmann number M, Brownian motion parameter Nb, thermophoresis parameter Nt, Lewis number Le for dimensionless velocities, temperature distribution and concentration profile are also discussed graphically. In the presence of strong and weak interaction (i.e. n = 0 and n = 0.5), numerical values of skin friction coefficient, wall stress coefficient, local Nusselt number and local Sherwood number are presented in tabulated form. To check the validity and reliability of the developed algorithm BVPh2.0 a numerical investigation is also a part of this study.