• 대한수학회보
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• 제40권4호
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• pp.677-683
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• 2003

In multi-allelic model $X\;=\;(x_1,\;x_2,\;\cdots\;,\;x_d),\;M_f(t)\;=\;f(p(t))\;-\;{\int_0}^t\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we examine the stochastic differential equation for model X and find the properties using stochastic differential equation.

• 환경영향평가
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• 제10권4호
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• pp.319-326
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• 2001

This study is aimed at the development of a comprehensive web-based partial differential equation solver (WPDES) using multidimensional finite element method, which can be operated on the basis of world wide web. Overall issues of engineering and environmental information management and facility control could be implemented using this solver. This paper describes the development technique of the model, which is first part on development of partial differential equation solver. Conventional commercial general solver of computational fluid dynamics problems were investigated. All the relevant environmental models were analyzed to develop integrated environmental management system using WPDES. The governing equations and the parameters of investigated models were analyzed and integrated. Several numerical modules were invented for each partial differential term in partial differential equation of many related modeling problems. Each module was coded in the fashion of object oriented method, and was combined independently for the overall governing equation. WPDES has unique characteristic, which can analyze the problem through the suitable combination of modules without development of additional models for each environment problem with different governing equation, main variables, and parameters.

• 한국레이저가공학회지
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• 제5권1호
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• pp.23-31
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• 2002

The uniform metal droplet generation using Nd-YAG laser was studied and experiment was carried out. The shape and volume of developed droplet was measured and the Young-Laplace equation and equilibrium condition of force were applied this model. The differential equation predicting shape of droplet using equilibrium condition of force instead of Navier-stokes equation was induced and numerical solution of differential equation compared with experimentation data. The differential equation was solved by Runge-Kutta method. Surface tension coefficient of droplet was determined with numerical solution relate to experimental result under the statical condition. In case of dynamic vibration, metal droplet shape and detaching critical volume are predicted by recalculating proposed model. The result revealed that this model could reasonably describe the behavior of molten metal droplet on vibration.

• 대한수학회보
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• 제41권2호
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• pp.337-345
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• 2004

In allelic model X = ($\chi_1\chi$_2ㆍㆍㆍ, \chi_d$), M_f(t) = f(p(t)) - ${{\int^t}_0}\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show existence and uniqueness of solution for stochastic differential equation and martingale problem associated with mean vector. Also, we examine that if the operator related to this martingale problem is connected with Markov processes under certain circumstance, then this operator must satisfy the maximum principle.

• Coupled systems mechanics
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• 제12권6호
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• pp.519-530
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• 2023

This paper presents a mathematical model suitable for the calculation of laminated glass, i.e. glass plates combined with an interlayer material. The model is based on a beam differential equation for each glass plate and a separate differential equation for the slip in the interlayer. In addition to slip, the model takes into account prestressing force in the interlayer. It is possible to combine the two contributions arbitrarily, which is important because the glass sheet fabrication process changes the stiffness of the interlayer in ways that are not easily predictable and could introduce prestressing of varying magnitude. The model is suitable for reformulation into an inverse procedure for calculation of the relevant parameters. Model consisting of a system of differential-algebraic equations, proved too stiff for cases with the thin interlayer. This novel approach covers the full range of possible stiffnesses of layered glass sheets, i.e., from zero to infinite stiffness of the interlayer. The comparison of numerical and experimental results contributes to the validation of the model.

• Journal of Mechanical Science and Technology
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• 제14권2호
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• pp.168-176
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• 2000

Related to the error dynamics of an adaptive system, averaging theorems are developed for coupled differential equations which consist of ordinary differential equations and a parabolic partial differential equation. The results are then applied to the convergence analysis of the parameter estimate errors in the model reference adaptive control of a nonautonomous parabolic partial differential equation with lowly time-varying parameters.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1501-1509
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• 2011

In this study, assume that the stock price obeys the stochastic differential equation driven by mixed fractional Brownian motion, and the short rate follows the Vasicek model. Then, the Black-Scholes partial differential equation is held by using fractional Ito formula. Finally, the pricing formulae of the barrier option are obtained by partial differential equation theory. The results of Black-Scholes model are generalized.

• 대한교통학회지
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• 제20권5호
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• pp.67-79
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• 2002

교통량, 교통밀도, 교통류 속도 등, 교통류 변수에 대한 현재까지의 불확실한 정의와 연속적 파동방정식의 거시적 교통류 해석상의 문제점을 지적하고 이를 개선하기 위해 교통류 변수들에 대한 새로운 확률적 정의를 제시하고 이들의 성격을 규명하였다. 이러한 새로운 교통류 변수들에 대한 새로운 정의를 바탕으로 미시적 운전자 행동을 세밀하게 수용할 수 있고 많은 교통환경에서 연속적 파동 방정식을 대체하여 교통류 변수들과 통행시간을 예측할 수 있는 미분방정식 체계를 확률 미분방적식을 이용하여 도출하였다. 도출된 미분 방정식을 단일 차량의 시공 괘적에 적용해 보았다.

• Korean Journal of Mathematics
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• 제23권1호
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• pp.11-27
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• 2015

Nonlinear partial differential equations are more suitable to model many physical phenomena in science and engineering. In this paper, we consider three nonlinear partial differential equations such as Novikov equation, an equation for surface water waves and the Geng-Xue coupled equation which serves as a model for the unidirectional propagation of the shallow water waves over a at bottom. The main objective in this paper is to apply the generalized Riccati equation mapping method for obtaining more exact traveling wave solutions of Novikov equation, an equation for surface water waves and the Geng-Xue coupled equation. More precisely, the obtained solutions are expressed in terms of the hyperbolic, the trigonometric and the rational functional form. Solutions obtained are potentially significant for the explanation of better insight of physical aspects of the considered nonlinear physical models.

• Nuclear Engineering and Technology
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• 제55권6호
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• pp.2305-2314
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• 2023

The governing equations of atmospheric dispersion most often taking the form of a second-order partial differential equation (PDE). Currently, typical computational codes for predicting atmospheric dispersion use the Gaussian plume model that is an analytic solution. A Gaussian model is simple and enables rapid simulations, but it can be difficult to apply to situations with complex model parameters. Recently, a method of solving PDEs using artificial neural networks called physics-informed neural network (PINN) has been proposed. The PINN assumes the latent (hidden) solution of a PDE as an arbitrary neural network model and approximates the solution by optimizing the model. Unlike a Gaussian model, the PINN is intuitive in that it does not require special assumptions and uses the original equation without modifications. In this paper, we describe an approach to atmospheric dispersion modeling using the PINN and show its applicability through simple case studies. The results are compared with analytic and fundamental numerical methods to assess the accuracy and other features. The proposed PINN approximates the solution with reasonable accuracy. Considering that its procedure is divided into training and prediction steps, the PINN also offers the advantage of rapid simulations once the training is over.