• Journal of Applied and Pure Mathematics
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• v.5 no.1_2
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• pp.23-40
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• 2023

This paper is concerned by the controllability results of impulsive neutral stochastic functional integrodifferential equations (INSFIDEs) driven by fractional Brownian motion with infinite delay in a real separable Hilbert space. The controllability results are obtained using stochastic analysis, Krasnoselkii fixed point method and the theory of resolvent operator in the sense of Grimmer. A practical example is provided to illustrate the viability of the abstract result of this work.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.2A
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• pp.63-69
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• 2003

In this paper, the scattered field from a perfectly conducting fractal surface by Finite-Difference Time-Domain(FDTD) method was computed. A one-dimensional fractal surface was generated by using the fractional Brownian motion model. Back scattering coefficients are calculated with different values of the spectral parameter(S0), fractal dimension(D) which determine characteristics of the fractal surface. The number of surface realization for the computed field, the point number, and the width of surface realization are set to be 80, 1024, 16λ, respectively. In order to verify the computed results these results are compared with those of small perturbation methods, which show good agreement between them.

• Journal of the Korean Mathematical Society
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• v.38 no.3
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• pp.577-594
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• 2001

In this paper we establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter Gaussian random process.

• Korean Journal of Mathematics
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• v.23 no.1
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• pp.1-10
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• 2015

This paper concerns the rate of convergence in the multidimensional normal approximation of functional of Gaussian fields. The aim of the present work is to derive explicit upper bounds of the Kolmogorov distance for the rate of convergence instead of Wasserstein distance studied by Nourdin et al. [Ann. Inst. H. Poincar$\acute{e}$(B) Probab.Statist. 46(1) (2010) 45-98].

• Journal of the Korean Mathematical Society
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• v.46 no.2
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• pp.347-361
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• 2009

In this paper, by estimating small ball probabilities of $l^{\infty}$-valued Gaussian processes, we investigate Chung-type law of the iterated logarithm of $l^{\infty}$-valued Gaussian processes. As an application, the Chung-type law of the iterated logarithm of $l^{\infty}$-valued fractional Brownian motion is established.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.4
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• pp.416-422
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• 2019

This paper proposes a GPU-based modeling and rendering of 3D clouds using procedural functions. The formation of clouds is based on modified noise function made with fbm(Fractional Brownian Motion). Those noise values turn into densities of droplets of liquid water, which is a critical parameter for forming the three different types of clouds. At the rendering stage, the algorithm applies the ray marching technique to decide the colors of cloud using density values obtained from the noise function. In this process, all lighting attenuation and scattering are calculated by physically based manner. Once we have the clouds, they are blended on the sky, which is also rendered physically. We also make the clouds moving in the sky by the wind force. All algorithms are implemented and tested on GPU using GLSL.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.277-283
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• 2015

Pickands constant $H_{\alpha}$ appears in the classical result about tail probabilities of the extremes of Gaussian processes and there exist several different representations of Pickands constant. However, the exact value of $H_{\alpha}$ is unknown except for two special Gaussian processes. Significant effort has been made to find numerical approximations of $H_{\alpha}$. In this paper, we attempt to compute numerically $H_{\alpha}$ based on its representation derived by $H{\ddot{u}}sler$ (1999) and Albin and Choi (2010). Our estimates are compared with the often quoted conjecture $H_{\alpha}=1/{\Gamma}(1/{\alpha})$ for 0 < ${\alpha}$ ${\leq}$ 2. This conjecture does not seem compatible with our simulation result for 1 < ${\alpha}$ < 2, which is also recently observed by Dieker and Yakir (2014) who devised a reliable algorithm to estimate these constants along with a detailed error analysis.

• Proceedings of the Korean Geotechical Society Conference
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• 2006.03a
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• pp.179-188
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• 2006

In this study, R/S analysis which was proposed by Mandelbrot & Wallis(1969) was applied to evaluate the presence of the fractal property in the cone tip resistance of in-situ CPT data. Hurst exponents(H) were evaluated in the range of $0.660\sim0.990$ and the average was 0.875. It was confirmed that a cone tip resistance data had the characteristic of fractals and it was expected that cone tip resistance data sets are well approximated by a fBm process with an Hurst exponent near 0.875. It was also observed that the boundary between layers were obviously identified as a result of R/S analysis and it will be usage in practices.

• Proceedings of the KOSOMBE Conference
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• v.1995 no.05
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• pp.37-41
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• 1995

In this paper, we proposed the 2-stage ultrasound liver image classifier which uses the fractal dimensions obtained from the original image and its 1/2 subsampled image, and the Normalized Fourier Power Spectrum. The fractal dimension based on Fractional Brownian Motion (FBM) is calculated from the variance of the same scale pixels instead of the mean of them. Since the actual ultrasound. liver images does not fully match the FBM, to get the fractal dimension, we use the scale vectors which satisfy the FBM model. In 2-stage classifier, we first classified normal and diffuse liver and then classified the fat liver and cirrhosis from the diffuse liver. For the test liver images. 70% of normal liver and 80% of fat liver and 90% of cirrhosis is classified classified with our 2-stage classifier.

• The Bulletin of The Korean Astronomical Society
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• v.39 no.1
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• pp.59.2-59.2
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• 2014

Radiative transfer models in a spherical, turbulent interstellar medium (ISM), in which the photon source is situated at the center, are calculated to investigate the correlation between the scattered light and the dust column density. The medium is modeled using fractional Brownian motion structures that are appropriate for turbulent ISM. The correlation plot between the scattered light and optical depth shows substantial scatter and deviation from simple proportionality. It was also found that the overall density contrast is smoothed out in scattered light. In other words, there is an enhancement of the dust-scattered flux in low-density regions, while the scattered flux is suppressed in high-density regions. The correlation becomes less significant as the scattering becomes closer to being isotropic and the medium becomes more turbulent. Therefore, the scattered light observed in near-infrared wavelengths would show much weaker correlation than the observations in optical and ultraviolet wavelengths. We also find that the correlation plot between scattered lights at two different wavelengths shows a tighter correlation than that of the scattered light versus the optical depth.