• Title/Summary/Keyword: Asymptotic Analysis

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A variational asymptotic approach for thermoelastic analysis of composite beams

  • Wang, Qi;Yu, Wenbin
    • Advances in aircraft and spacecraft science
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    • v.1 no.1
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    • pp.93-123
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    • 2014
  • A variational asymptotic composite beam model has been developed for thermoelastic analysis. Composite beams, including sandwich structure and laminates, under different boundary conditions are examined. Previously developed beam model, which is based on variational-asymptotic method, is extended to incorporate temperature-dependent materials experiencing large temperature changes. The recovery relations have been derived so that the temperatures, heat fluxes, stresses, and strains can be recovered over the cross-section. The present theory is implemented into the computer program VABS (Variational Asymptotic Beam Sectional analysis). Numerical results are compared with the 3D analysis for the purpose of demonstrating advantages of the present theory and use of VABS.

ASYMPTOTIC DISTRIBUTION OF DEA EFFICIENCY SCORES

  • S.O.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.449-458
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    • 2004
  • Data envelopment analysis (DEA) estimators have been widely used in productivity analysis. The asymptotic distribution of DEA estimator derived by Kneip et al. (2003) is too complicated and abstract for analysts to use in practice, though it should be appreciated in its own right. This paper provides another way to express the limit distribution of the DEA estimator in a tractable way.

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.

Asymptotic analysis of Mohr-Coulomb and Drucker-Prager soft thin layers

  • Lebon, F.;Ronel-Idrissi, S.
    • Steel and Composite Structures
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    • v.4 no.2
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    • pp.133-147
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    • 2004
  • This paper deals with the asymptotic analysis of Mohr-Coulomb and Drucker-Prager soft thin layers bonded with elastic solids. In the first part, a mathematical analysis shows how to obtain an interface law that replaces mechanically and geometrically the thin layer. This law is strongly non-linear and couples microscopic and macroscopic scales. In the second part of the paper, the microscopic terms are quantified numerically, and it is shown that they can be neglected.

Effective Asymptotic SER Performance Analysis for M-PSK and M-DPSK over Rician-Nakagami Fading Channels (Rician-Nakagami 페이딩 채널에서 M-PSK와 M-DPSK 시스템에 대한 효과적인 점근적 심볼 에러 확률 성능 분석)

  • Lee, Hoojin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.12
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    • pp.2177-2182
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    • 2016
  • Using the existing exact but quite complicated symbol error rate (SER) expressions for M-ary phase shift keying (M-PSK) and M-ary differential phase shift keying (M-DPSK), we derive effective and concise closed-form asymptotic SER formulas especially in Rician-Nakagami fading channels. The derived formulas can be utilized to efficiently verify the achievable error rate performances of M-PSK and M-DPSK systems for the Rician-Nakagami fading environments. In addition, by exploiting the modulation gains directly obtained from the asymptotic SER formulas, we also theoretically demonstrate that M-DPSK suffers an asymptotic SER performance loss of 3.01dB with respect to M-PSK for a given M in Rician-Nakagami fading channels at high signal-to-noise ratio (SNR).

INVITED PAPER MULTIVARIATE ANALYSIS FOR THE CASE WHEN THE DIMENSION IS LARGE COMPARED TO THE SAMPLE SIZE

  • Fujikoshi, Yasunori
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.1-24
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    • 2004
  • This paper is concerned with statistical methods for multivariate data when the number p of variables is large compared to the sample size n. Such data appear typically in analysis of DNA microarrays, curve data, financial data, etc. However, there is little statistical theory for high dimensional data. On the other hand, there are some asymptotic results under the assumption that both and p tend to $\infty$, in some ratio p/n ${\rightarrow}$c. The results suggest that the new asymptotic results are more useful and insightful than the classical large sample asymptotics. The main purpose of this paper is to review some asymptotic results for high dimensional statistics as well as classical statistics under a high dimensional asymptotic framework.

Asymptotic Properties of LAD Esimators of a Nonlinear Time Series Regression Model

  • Kim, Tae-Soo;Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
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    • v.29 no.2
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    • pp.187-199
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    • 2000
  • In this paper, we deal with the asymptotic properties of the least absolute deviation estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears in a time series analysis, we study the strong consistency and asymptotic normality of least absolute deviation estimators. And using the derived limiting distributions we show that the least absolute deviation estimators is more efficient than the least squared estimators when the error distribution of the model has heavy tails.

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Dynamic Behavior Analysis of a Satellite Having Sandwich Panel by Utilizing Asymptotic Homogenization (Asymptotic 균질화법을 활용한 샌드위치패널로 제작된 위성 구조체의 동적 거동 분석)

  • Cho, Hee Keun
    • Journal of the Korean Society for Precision Engineering
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    • v.30 no.11
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    • pp.1203-1210
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    • 2013
  • Korea's first Naro-Science small class satellite was launched by Naro launcher in 2013. The structure of the satellite is mostly composed of aluminum honeycomb and frame. The honeycomb structure is homogenized with asymptotic homogenization method and its mechanical properties were used for the numerical analysis. There have been some difficulties to modeling the honeycomb sandwich panels for FEA. In the present study, the mechanical characteristics of the sandwich panel composite were numerically computed and used for the simulation. This methodology makes it easy to overcome the weakness of modeling of complicated sandwich panels. Both an experiment of vibration test and numerical analyses were conducted simultaneously. The analysis results from the current homogenization were compared with that of experiment. It shows a good agreement on the dynamic responses and certified the reliability of the present methodology when manipulate sandwich panel structure.

Analytical Asymptotic Solutions for Rectangular Laminated Composite Plates

  • Lee, Jae-Hun;Cho, Maeng-Hyo;Kim, Jun-Sik
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.2
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    • pp.200-209
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    • 2011
  • An analytical solution for rectangular laminated composite plates was obtained via a formal asymptotic method. From threedimensional static equilibrium equations, the microscopic one-dimensional and macroscopic two-dimensional equations were systematically derived by scaling of the thickness coordinate with respect to the characteristic length of the plate. The onedimensional through-the-thickness analysis was performed by applying a standard finite element method. The derived twodimensional plate equations, which take the form of recursive equations, were solved under sinusoidal loading with simplysupported boundary conditions. To demonstrate the validity and accuracy of the present method, various types of composite plates were studied, such as cross-ply, anti-symmetric angle-ply and sandwich plates. The results obtained were compared to those of the classical laminated plate theory, the first-order shear deformation theory and the three-dimensional elasticity. In the present analysis, the characteristic length of each composite was dependent upon the layup configurations, which affected the convergence rate of the method. The results shown herein are promising that it can serve as an efficient tool for the analysis and design of laminated composite plates.

Asymptotic Capacity Analysis in Multipoint-to-Point Cognitive Radio Networks with an Arbitrary Peak Power

  • Ji, Jianbo;Chen, Wen;Sun, Shanlin
    • Journal of Communications and Networks
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    • v.15 no.6
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    • pp.576-580
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    • 2013
  • In this paper, we investigate the capacity of a multipoint-to-point cognitive radio network. In existing works, the asymptotic capacity is only obtained in the high peak power region at secondary transmitter (ST) or obtained without considering the interference from primary transmitter (PT) for easy analysis. Here, we analyze the asymptotic capacity by considering an arbitrary peak power at the ST and the interference from the PT based on extreme value theory. Simulation results show that our approximated capacity is well-matched to the exact capacity. Furthermore, the scaling law of our capacity is found to be double logarithm of the number of secondary users.