• Nonlinear Functional Analysis and Applications
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• 제26권5호
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• pp.935-947
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• 2021

An efficient adaptive scheme based on a triple mixed quadrature rule of precision nine for approximate evaluation of line integral of analytic functions has been constructed. At first, a mixed quadrature rule SM₁(f) has been formed using Gauss-Legendre three point transformed rule and five point Booles transformed rule. A suitable linear combination of the resulting rule and Clenshaw-Curtis seven point rule gives a new mixed quadrature rule SM₁₀(f). This mixed rule is termed as triple mixed quadrature rule. An adaptive quadrature scheme is designed. Some test integrals having analytic function integrands have been evaluated using the triple mixed rule and its constituent rules in non-adaptive mode. The same set of test integrals have been evaluated using those rules as base rules in the adaptive scheme. The triple mixed rule based adaptive scheme is found to be the most effective.

• 대한기계학회논문집A
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• 제33권8호
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• pp.745-752
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• 2009

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.473-484
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• 2004

In this paper we give an expression for the kernel and remainder term of Gauss-Radau and Gauss-Lobatto quadratures and study on an error bound with end points of multiplicity γ.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제30권4호
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• pp.347-355
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• 2023

For numerical evaluation of Cauchy principal value integrals, we present a simple rational function with a parameter satisfying some reasonable conditions. The proposed rational function is employed in coordinate transformation for accelerating the accuracy of the Gauss quadrature rule. The efficiency of the proposed rational transformation method is demonstrated by the numerical result of a selected test example.

• Journal of applied mathematics & informatics
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• 제33권5_6호
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• pp.657-670
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• 2015

In this paper, we provide numerical analysis of so-called Legendre Gauss-Radau and Legendre-Gauss collocation methods for ordinary differential equations. After recasting these collocation methods as Runge-Kutta methods, we prove that the Legendre-Gauss collocation method is equivalent to the well-known Gauss method, while the Legendre-Gauss-Radau collocation method does not belong to the classes of Radau IA or Radau IIA methods in the Runge-Kutta literature. Making use of the well-established theory of Runge-Kutta methods, we study stability and accuracy of the Legendre-Gauss-Radau collocation method. Numerical experiments are conducted to confirm our theoretical results on the accuracy and numerical stability of the Legendre-Gauss-Radau collocation method, and compare Legendre-Gauss collocation method with the Gauss method.

• 대한수학회논문집
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• 제12권3호
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• pp.797-812
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• 1997

For analytic functions we give an expression for the kernel $K_n$ of the remainder terms for the Gauss-Radau and the Gauss-Lobatto rules with end points of multiplicity r and prove the convergence of the kernel we obtained. The error bound are obtained for the type $$\mid$R_n(f)$\mid$ \leq \frac{1}{\pi}l(\Gamma) max_{z \in \Gamma} $\mid$K_n(z)$\mid$ max_{z \in \Gamma} $\mid$f(z)$\mid$$, where $l(\Gamma)$ denotes the length of contour $\Gamma$.

• 한국통신학회논문지
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• 제9권1호
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• pp.18-24
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• 1984

이온충 신틸레이션 채널(transionospheric scintillation channel)에서 PSK通信시스템의 誤率을 가우스 쿼드러처積分(Gauss quadrature integration)公式의 方法을 利用하여 계산하였다. 使用한 채널 모델은 Rino의 모델로 交信信號의 포락선이 相關가우스 랜덤 과정으로 천천히 변하는 페이딩 채널이다. 신틸레이션 채널에 대한 誤率은 UHF帶의 傳送에서 실제 이온중 신틸레이션 데이터를 使用하여 계산하였다.

• Structural Engineering and Mechanics
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• 제85권2호
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• pp.207-216
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• 2023

Three time-discontinuous Galerkin quadrature element methods (TDGQEMs) are developed for structural dynamic problems. The weak-form time-discontinuous Galerkin (TDG) statements, which are capable of capturing possible displacement and/or velocity discontinuities, are employed to formulate the three types of quadrature elements, i.e., single-field, single-field/least-squares and two-field. Gauss-Lobatto quadrature rule and the differential quadrature analog are used to turn the weak-form TDG statements into a system of algebraic equations. The stability, accuracy and numerical dissipation and dispersion properties of the formulated elements are examined. It is found that all the elements are unconditionally stable, the order of accuracy is equal to two times the element order minus one or two times the element order, and the high-order elements possess desired high numerical dissipation in the high-frequency domain and low numerical dissipation and dispersion in the low-frequency domain. Three fundamental numerical examples are investigated to demonstrate the effectiveness and high accuracy of the elements, as compared with the commonly used time integration schemes.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.79-84
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• 2003

Likelihood estimation in random-effect models is often complicated because the marginal likelihood involves an analytically intractable integral. Numerical integration such as Gauss-Hermite quadrature is an option, but is generally not recommended when the dimensionality of the integral is high. An alternative is the use of hierarchical likelihood, which avoids such burdensome numerical integration. These two approaches for fitting binary data are compared and the advantages of using the hierarchical likelihood are discussed. Random-effect models for binary outcomes and for bivariate binary-continuous outcomes are considered.

• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.673-679
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• 2021

The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.