• Title/Summary/Keyword: Approximations

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INTERPOLATION APPROXIMATION OF $M/G/c/K$ RETRIAL QUEUE WITH ORDINARY QUEUES

  • Shin, Yang-Woo
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.531-540
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    • 2012
  • An approximation for the number of customers at service facility in $M/G/c/K$ retrial queue is provided with the help of the approximations of ordinary $M/G/c/K$ loss system and ordinary $M/G/c$ queue. The interpolation between two ordinary systems is used for the approximation.

ON APPROXIMATIONS FOR GI/G/c RETRIAL QUEUES

  • Shin, Yang Woo;Moon, Dug Hee
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.311-325
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    • 2013
  • The effects of the moments of the interarrival time and service time on the system performance measures such as blocking probability, mean and standard deviation of the number of customers in service facility and orbit are numerically investigated. The results reveal the performance measures are more sensitive with respect to the interarrival time than the service time. Approximation for $GI/G/c$ retrial queues using $PH/PH/c$ retrial queue is presented.

A SELF SCALING MULTI-STEP RANK ONE PATTERN SEARCH ALGORITHM

  • Moghrabi, Issam A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.4
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    • pp.267-275
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    • 2011
  • This paper proposes a new quickly convergent pattern search quasi-Newton algorithm that employs the multi-step version of the Symmetric Rank One (SRI). The new algorithm works on the factorizations of the inverse Hessian approximations to make available a sequence of convergent positive bases required by the pattern search process. The algorithm, in principle, resembles that developed in [1] with multi-step methods dominating the dervation and with numerical improvements incurred, as shown by the numerical results presented herein.

Sound Intensity Measurement for Characteristics of Two Microphone Arrangements. (두 개의 Microphone 배열 특성에 의한 음향 Intensity 측정)

  • 장호경
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1985.10a
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    • pp.37-42
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    • 1985
  • The errors caused by developmental finite difference approximations in the two microphone acoustic intensity measurement technique are considered in this paper. The frequencies and pressure responses obtained experimentally, are presented for both face to face (FF) and side by side(SS) microphone configurations. The implications of these results by the use of such a cofiguration for two microphone sound intensity measurement are discussed.

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ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

The Discrete Fourier Transform Using the Complex Approximations of the Ring of Algebraic Integer (복소수의 대수적 정수환 근사화를 이용한 이산 후리에 변환)

  • 김덕현;김재공
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.9
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    • pp.18-26
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    • 1993
  • This paper presents a multiplier free technique for the complex DFT by rotations and additions based on the complex approximation of the ring of algebraic integers. Speeding-up the computation time and reducing the dynamic range growth has been achieved by the elimination of multiplication. Moreover the DFT of no twiddle factor quantization errors is possible. Numerical examples are given to prove the algorithm and the applicable size of the DFT is 16 has been concluded.

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Analysis of Heart Sound Using the Wavelet Transform (Wavelet Transform을 이용한 Heart Sound Analysis)

  • 위지영;김중규
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.959-962
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    • 2000
  • A heart sound algorithm, which separates the heart sound signal into four parts; the first heart sound, the systolic period, the second heart sound, and the diastolic period has been developed. The algorithm uses discrete intensity envelopes of approximations of the wavelet transform analysis method to the phonocard-iogram(PCG)signal. Heart sound a highly nonstation-ary signal, so in the analysis of heart sound, it is important to study the frequency and time information. Further more, Wavelet Transform provides more features and characteristics of the PCG signal that will help physician to obtain qualitative and quantitative measurements of the heart sound.

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Comparison of the results by the Matrix method and the Coupled wave method in analyzing Bragg Reflector structures

  • Kim, Boo-Gyoun-
    • Proceedings of the Optical Society of Korea Conference
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    • 1990.02a
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    • pp.87-90
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    • 1990
  • We compare the reflectivity spectrum and phase change of Bragg reflectors obtained by the matrix method and the coupled wave method. We show that the results obtained by the two methods agree well generally and the discrepancy between the results obtained by the two methods increases as the fractional refractive index difference between adjacent layers increases and/or the absorption loss increases, due to the approximations inherent in the coupled wave method for the analysis of multiple dielectric layers.

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A Comparison on the Differential Entropy

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.705-712
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    • 2005
  • Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

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MODIFIED NUMEROV METHOD FOR SOLVING SYSTEM OF SECOND-ORDER BOUNDARY-VALUE PROBLEMS

  • Al-Said, Eisa A.;Noor, Muhammad Aslam
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.129-136
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    • 2001
  • We introduce and discuss a new numerical method for solving system of second order boundary value problems, where the solution is required to satisfy some extra continuity conditions on the subintervals in addition to the usual boundary conditions. We show that the present method gives approximations which are better than that produced by other collocation, finite difference and spline methods. Numerical example is presented to illustrate the applicability of the new method. AMS Mathematics Subject Classification : 65L12, 49J40.