• 응용통계연구
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• 제31권6호
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• pp.801-810
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• 2018

확산은 금융이나 물리적 현상의 모형화에 이용되는 확률과정이다. 반복적으로 관측된 확산과정에 대하여 통계적인 모형을 구축할 때, 확률효과를 고려할 필요가 있다. 이 연구에서는 Ornstein-Uhlenbeck 확산모형과 geometric Brownian motion 확산모형에 대하여 확률효과를 도입한다. 모형모수에 대한 최도우도추정법을 적용하기 위하여, 확률효과에 대한 적절한 분포를 가정하여 닫힌 형태로 우도함수를 얻는 방법을 탐색하였다. 1991년부터 2017년까지 27년간 일일 단위로 기록된 다우존스 산업지수에 대하여 확률효과 모형을 적용하였다.

• 한국안전학회지
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• 제24권1호
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• pp.14-20
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• 2009

Direct numerical simulations(DNS) were performed for the prediction of transient buoyant jet diffusion flames where the Froude numbers(Fr) are 5 and 160, respectively. The thermodynamic and transport properties were evaluated using CHEMKIN package to enhance the prediction performance of the DNS code. The simulated buoyant jet diffusion flame of Fr=5 and 160 showed the transient, dynamic motion well. It was identified that the buoyant jet flames were flickered periodically, and the simulated flickering frequency of the jet diffusion flame of Fr=5 was 12.5Hz, which was in good agreement with the experimental results. The flamelet structures of the buoyant jet diffusion flames could be well understood by comparing the scalar dissipation rates(SDR) and the heat release rates(HRR) of the flames. It was found that the SDR was strongly coupled with the HRR in the buoyant jet diffusion flames.

• 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 ${\mu}-RBMPx_{0}$.

• 한국마린엔지니어링학회:학술대회논문집
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• 한국마린엔지니어링학회 2005년도 후기학술대회논문집
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• pp.254-255
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• 2005

The effect of surrounding air velocity on the soot deposition process from a diffusion flame to a solid wall was investigated in a microgravity environment to attain in-situ observations of the process. An ethylene($C_2H_4$) diffusion flame was formed around a cylindrical rod burner in surrounding air velocity of $v_{air}$=2.5, 5, and 10 cm/s with oxygen concentration of 35 % and wall temperature of 300 K. Laser extinction was adopted to determine the soot volume fraction distribution between the flame and burner wall. The experimental results show that the soot particle distribution region moves closer to the surface of the wall with increasing surrounding air velocity. A numerical simulation was also performed to understand the motion of soot particles in the flame and the characteristics of the soot deposition to the wall. The results successfully predicted the differences in the motion of soot particles by different surrounding air velocity near the burner surface and are in good agreement with observed soot behavior in microgravity. A comparison of the calculations and experimental results led to the conclusion that a consideration of the thermophoretic effect is essential to understand the soot deposition on walls.

• 경영과학
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• 제32권1호
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• pp.133-145
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• 2015

Motion picture industry in Korea has been growing constantly and aroused various kinds of research attention. Particularly, the introduction of official box-office database service brought quantitative studies. However, approaches based on diffusion models have been rarely found with domestic film markets. In addition to the fundamental statistical review on Korea and US film markets, we applied a diffusion model to daily box-office revenue. Unlike conventional preference of Gamma distribution on the film markets, estimation results proved that BMIC can also explain the trend of daily revenue successfully. The comparison with BMIC showed that there is a distinctive difference in diffusion patterns of Korea and US film markets. Generally, word-of-mouth effect appeared more significant in Korea.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제13권1호
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• pp.31-40
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• 2009

In the present work transformation of dimensionless heat diffusion equation for the solution of moving boundary problems have been formulated. The formulation is based on 1-D, 2-D and 3-D, unsteady heat diffusion equations. These equations are rst turned int dimensionless form by using dimensionless quantities and their transformation was formulated in liquid and solid phases. The salient feature of this work is that during the transformation of dimensionless heat diffusion equation there arises a convective term $\tilde{v}$ which is responsible for the motion of interface in liquid as well as solid phase. In the transformed heat equation, a correction factor $\beta$ also arises naturally which gives the correct transformed flux at interface.

• 대한수학회논문집
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• 제11권2호
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• pp.471-480
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• 1996

Consider a strong Markov process $X^0$ that has continuous sample paths in the closed cone $\bar{G}$ in $R^d(d \geq 3)$ such that the process behaves like a ordinary Brownian motion in the interior of the cone, reflects instantaneously from the boundary of the cone and is absorbed at the vertex of the cone. It is shown that $X^0(t)$ has a representation $R(t) \ominus (t)$ where $R(t) \in [0, \infty)$ and $\ominus(t) \in S^{d-1}$, the surface of the unit ball.

• 한국정보디스플레이학회:학술대회논문집
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• 한국정보디스플레이학회 2008년도 International Meeting on Information Display
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• pp.1561-1563
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• 2008

We report an optical second harmonic generation measurement that allows direct probing of dynamical carrier motion in organic field effect transistors. Carrier injection and transport process are discriminated. The mobility and contact resistance of pentacene FETs are determined from the visualized diffusion-like carrier motion.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제9권2호
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• pp.69-76
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• 2020

본 연구에서는 조영증강 초음파 영상에서 조영효과 확산 패턴과 동적 혈류 패턴을 가시화 하는 방법론을 제시한다. 세부적으로 조영증강 초음파 데이터에서 조영제의 전이시간, 최대 명도변화, 조영효과의 감쇄 시간 등과 같은 진단 파라미터를 영상으로 생성하는 기법을 제안한다. 간병변 진단과 같은 의료 진단에서 조영제의 전이와 확산 속도는 매우 중요한 요소가 된다. 이에 본 연구에서는 조영효과의 확산 패턴을 하나의 영상으로 표현하는 방법을 제시하였다. 이 과정에서 호흡에 의한 흔들림으로 인하여 영상의 정확도가 저하시키는 현상을 개선하기 위하여 호흡주기에 따른 동적 가중치와 모멘텀 요소를 사용하는 영상추적 기법을 제안하였다. 총 72개의 조영증강 데이터를 사용한 실험을 통하여, 제안된 기법이 초음파진단에서 육안 판별의 한계를 극복할 수 있게 하고, 호흡에 의한 흔들림을 보정함으로써 진단 파라미터의 신뢰도를 향상시킬 수 있음을 보인다.

• 대한화학회지
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• 제26권4호
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• pp.205-209
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• 1982

순수 액체상태의 $CDCl_3$의 비등방성 회전운동을 라만 스펙트럼의 ${\nu}_1$- band를 분석하여 조사하였다. 이로부터 분자의 $C_3$-대칭축에 수직한 축 주위로의 회전운동에 관계되는 확산상수($D_{II}$)는 위에서 얻은 $D_{\perp}$와$^35C$l의 NQR이완시간으로 부터 구하였다. 이렇게 구한 확산상수들은 $^2H$와 $^35C$l의 NQR 이완시간으로 부터 구한 값들과 실험오차 범위내에서 잘 일치하였다. 또한 두 확산상수들의 값들로부터 순수한 CDC$l_3$의 재배치 운동이 상당히 비등방적인 것을 알게 되었다.