• Title/Summary/Keyword: Asymptotic Analysis

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The Marshall-Olkin generalized gamma distribution

  • Barriga, Gladys D.C.;Cordeiro, Gauss M.;Dey, Dipak K.;Cancho, Vicente G.;Louzada, Francisco;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.25 no.3
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    • pp.245-261
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    • 2018
  • Attempts have been made to define new classes of distributions that provide more flexibility for modelling skewed data in practice. In this work we define a new extension of the generalized gamma distribution (Stacy, The Annals of Mathematical Statistics, 33, 1187-1192, 1962) for Marshall-Olkin generalized gamma (MOGG) distribution, based on the generator pioneered by Marshall and Olkin (Biometrika, 84, 641-652, 1997). This new lifetime model is very flexible including twenty one special models. The main advantage of the new family relies on the fact that practitioners will have a quite flexible distribution to fit real data from several fields, such as engineering, hydrology and survival analysis. Further, we also define a MOGG mixture model, a modification of the MOGG distribution for analyzing lifetime data in presence of cure fraction. This proposed model can be seen as a model of competing causes, where the parameter associated with the Marshall-Olkin distribution controls the activation mechanism of the latent risks (Cooner et al., Statistical Methods in Medical Research, 15, 307-324, 2006). The asymptotic properties of the maximum likelihood estimation approach of the parameters of the model are evaluated by means of simulation studies. The proposed distribution is fitted to two real data sets, one arising from measuring the strength of fibers and the other on melanoma data.

Time-Strain Non-Separability in Polymer Viscoelasticity and Its Thermodynamic Consequence (고분자 점탄성에서 Time-Strain Non-Separability와 그 열역학적 의미)

  • Kwon, Young-Don
    • Polymer(Korea)
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    • v.25 no.4
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    • pp.536-544
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    • 2001
  • We investigate, in the viewpoint of mathematical stability, the validity of the time-strain separability hypothesis employed in polymer viscoelasticity on the basis of experimental results. There have been suggested two distinct stability criteria such as Hadamard related to quick response and dissipative stability conditions, and in the limit of high deformation rate we have proved that separable constitutive equations are either Hadamard or dissipative unstable. The fact that the separability is not valid in the short time region in stress relaxation experiments exactly coincides with the results of our analysis. Therefore, since the application of the separability hypothesis incurs thermodynamic inconsistency as well as mathematical instability, such application should be avoided in the formulation of constitutive equations. In addition, careful attention should be paid to the limit of its validity even in experiments. It is also proved that there is neither theoretical nor physical validity of using the damping function.

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Wave Responses and Ship Motions in a Harbor Excited by Long Waves(I) (항만내 파도응답과 계류선박의 운동해석(I))

  • I.H. Cho;Hang-S. Choi
    • Journal of the Society of Naval Architects of Korea
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    • v.29 no.2
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    • pp.38-47
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    • 1992
  • The motion response of a ship moored in a rectangular harbor excited by long waves has been studied theoretically and experimentally. Within the framework of potential theory, matched asymptotic expansion techniques are exployed to analyze the problem. The fluid domain is divided into the ocean and the harbor regions for the analysis of wave response in a harbor without ship. The wave responses in both the ocean and the harbor sides are solved first independently in terms of Green's functions, which are the solutions of the Helmholtz equation satisfying appropriate boundary conditions. Slender body approximations are used to obtain the velocity jumps across the ship, which are associated with the symmetric motion modes of the ship. Unknowns contained in each solution are finally determined by matching at an intermediate zone between two neighboring regions. Theoretical results predict the ship motion qualitatively well. The main source of quantitative discrepancies is presumably due to real fluid effects such as separation at the harbor entrance and friction on harbor boundaries.

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On the Improvement of the Accuracy of Higher Order Derivatives in the MLS(Moving Least Square) Difference Method via Mixed Formulation (MLS 차분법의 결정 변수에 따른 정확도 분석 및 혼합변분이론을 통한 미분근사 성능향상)

  • Kim, Hyun-Young;Kim, Jun-Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.33 no.5
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    • pp.279-286
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    • 2020
  • In this study, we investigate the accuracy of higher order derivatives in the moving least square (MLS) difference method. An interpolation function is constructed by employing a Taylor series expansion via MLS approximation. The function is then applied to the mixed variational theorem in which the displacement and stress resultants are treated as independent variables. The higher order derivatives are evaluated by solving simply supported beams and cantilevers. The results are compared with the analytical solutions in terms of the order of polynomials, support size of the weighting function, and number of nodes. The accuracy of the higher order derivatives improves with the employment of the mean value theorem, especially for very high-order derivatives (e.g., above fourth-order derivatives), which are important in a classical asymptotic analysis.

Smoothing parameter selection in semi-supervised learning (준지도 학습의 모수 선택에 관한 연구)

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.993-1000
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    • 2016
  • Semi-supervised learning makes it easy to use an unlabeled data in the supervised learning such as classification. Applying the semi-supervised learning on the regression analysis, we propose two methods for a better regression function estimation. The proposed methods have been assumed different marginal densities of independent variables and different smoothing parameters in unlabeled and labeled data. We shows that the overfitted pilot estimator should be used to achieve the fastest convergence rate and unlabeled data may help to improve the convergence rate with well estimated smoothing parameters. We also find the conditions of smoothing parameters to achieve optimal convergence rate.

Infinite Element for the Analysis of Harbor Resonances (항만 부진동 해석을 위한 무한요소)

  • Park, Woo-Sun;Chun, In-Sik;Jeong, Weon-Mu
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.2
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    • pp.139-149
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    • 1994
  • In this paper, a finite element technique is applied to the prediction of the wave resonance phenomena in harbors. The mild-slope equation is used with a partial reflection boundary condition introduced to model the energy dissipating effects on the solid boundary. For an efficient modeling of the radiation condition at infinity, a new infinite element is developed. The shape function of the infinite element is derived from the asymptotic behavior of the first kind of the Hankel's function in the analytical boundary series solutions. For the computational efficiency, the system matrices of the element are constructed by performing the relevant integrations in the infinite direction analytically. Comparisons with the results from experiments and other solution methods show that the present model gives fairly good results. Numerical experiments are also carried out to determine the proper distance to the infinite elements from the mouth of the halter, which directly affect the accuracy and efficiency of the solution.

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Outage Performance Analysis of Partial Relay Selection Based Opportunistic Cooperation in Decode-and-Forward Relaying Systems (디코딩 후 전달 중계 시스템에서 부분 중계 노드 선택 기법 기반 기회적 협력 방식의 아웃티지 성능 분석)

  • Lee, Sangjun;Lee, In-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.17 no.8
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    • pp.1804-1810
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    • 2013
  • In this paper, we study the opportunistic cooperation scheme that improves the outage performance through the efficient selection between a cooperative mode and a non-cooperative mode. Especially, in decode-and-forward relaying systems, we analyze the outage performance for the opportunistic cooperation using partial relay selection, where closed-form expressions of exact and asymptotic outage probabilities are derived assuming independent and identically distributed Rayleigh fading channels. In the numerical results, we verify the derived expressions, and investigate the outage performances for various target data rates and different numbers of relays. Also, we compare the outage performances of the conventional cooperation scheme and the opportunistic cooperation scheme.

Numerical Analysis on the Wave Resistance by the Theory of Slender Ships (세장선 이론에 의한 조파저항의 수치 해석)

  • Kim, In Chull
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.23 no.3
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    • pp.1-1
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    • 1987
  • The accurate prediction of the ship wave resistance is very important to design ships which operate satisfactorily in a wave environment. Thus, work should continue on development and validation of methods to compute ship wave patterns and wave resistance. Research efforts to improve the prediction of ship waves and wavemaking resistance are categorized in two major areas. First is the development of higher-order theories to take account of the nonlinear effect of the free surface condition and improved analytical treatment of the body boundary condition. Second is the development of direct numerical methods aimed at solving body and free-surface boundary conditions as accurately as possible. A new formulation of the slender body theory for a ship with constant speed is developed by Maruo. It is quite different from the existing slender ship theory by Vossers, Maruo and Tuck. It may be regarded as a substitute for the Neumann-Kelvin approximation. In present work, the method of asymptotic expansion of the Kelvin source is applied to obtain a new wave resistance formulation in fluid of finite depth. It takes a simple form than existing theory.

Permanent Magnet Synchronous Motor Control Algorithm Based on Stability Margin and Lyapunov Stability Analysis

  • Jie, Hongyu;Xu, Hongbing;Zheng, Yanbing;Xin, Xiaoshuai;Zheng, Gang
    • Journal of Power Electronics
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    • v.19 no.6
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    • pp.1505-1514
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    • 2019
  • The permanent magnet synchronous motor (PMSM) is widely used in various fields and the proportional-integral (PI) controller is popular in PMSM control systems. However, the motor parameters are usually unknown, which can lead to a complicated PI controller design and poor performance. In order to design a PI controller with good performance when the motor parameters are unknown, a control algorithm based on stability margin is proposed in this paper. First of all, based on the mathematical model of the PMSM and the least squares (LS) method, motor parameters are estimated offline. Then based on the estimation values of the motor parameters, natural angular frequency and phase margin, a PI controller is designed. Performance indices including the natural angular frequency and the phase margin are used directly to design the PI controller in this paper. Scalar functions of the d-loop and the q-loop are selected. It can be seen that the designed controller parameters satisfy Lyapunov large scale asymptotic stability theory if the natural angular frequencies of the d-loop and the q-loop are large than 0. Experimental results show that the parameter estimation method has good accuracy and the designed PI controller proposed in this paper has good static and dynamic performances.

Effects of 3-D Fracture Tensor Parameters on Deformability of Fractured Rock Masses (삼차원 절리텐서 파라미터가 절리성 암반의 변형특성에 미치는 영향)

  • Ryu, Seongjin;Um, Jeong-Gi
    • Tunnel and Underground Space
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    • v.31 no.1
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    • pp.66-81
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    • 2021
  • The effects of directional fracture tensor components and first invariant of fracture tensor on deformation moduli and shear moduli of fractured rock masses is analyzed based on regression analysis performed between 3-D fracture tensor parameters and deformability of DFN blocks. Using one or two deterministic joint sets, a total of 224 3-D discrete fracture network (DFN) cube blocks were generated with various configurations of deterministic density and probabilistic size distribution. The fracture tensor parameters were calculated for each generated DFN systems. Also, deformability moduli with respect to three perpendicular direction of the DFN cube blocks were estimated based on distinct element method. The larger the first invariant of fracture tensor, the smaller the values for the deformability moduli of the DFN blocks. These deformability properties present an asymptotic pattern above the certain threshold. It is found that power-law function describes the relationship between the directional deformability moduli and the corresponding fracture tensor components estimated in same direction.