• Title/Summary/Keyword: Integral approximation

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A Wong-Zakai Type Approximation for the Multiple Ito-Wiener Integral

  • Lee, Kyu-Seok;Kim, Yoon-Tae;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.55-60
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    • 2002
  • We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

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THE DISCRETE SLOAN ITERATE FOR CAUCHY SINGULAR INTEGRAL EQUATIONS

  • KIM, SEKI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.2
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    • pp.81-95
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    • 1998
  • The superconvergence of the Sloan iterate obtained from a Galerkin method for the approximate solution of the singular integral equation based on the use of two sets of orthogonal polynomials is investigated. The discrete Sloan iterate using Gaussian quadrature to evaluate the integrals in the equation becomes the Nystr$\ddot{o}$m approximation obtained by the same rules. Consequently, it is impossible to expect the faster convergence of the Sloan iterate than the discrete Galerkin approximation in practice.

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A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • v.47 no.4
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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3-D Crosshole EM Modeling by the Extended Born Approximations (확장된 Born근사법에 의한 시추공간 3차원 전자탐사 모델링)

  • Cho, In-Ky;Choi, Kyoung-Hwa
    • Geophysics and Geophysical Exploration
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    • v.2 no.3
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    • pp.142-148
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    • 1999
  • Three-dimensional electromagnetic modeling algorithm in homogeneous half-space was developed using the extended Born approximation to an electric field integral equation. To examine the performance of the extended Born approximation algorithm, the results were compared with those of the full integral equation results. For a crosshole source-receiver configuration, the agreement between the integral equation and the extended Born approximation was remarkable when the source frequency is lower than 20 kHz and conductivity contrast lower than 1:10. Beyond this conductivity contrast, the simulated results by the extended Born approximation exhibit a difference with respect to those by the integral equation. Therefore, the limit of accuracy lies below contrast of 1:10 in the extended Born approximation. Since for the source frequency range from 20 kHz to 100 kHz, however, the difference is relatively small, the extended Born approximation could be used for a reasonable 3-D EM modeling algorithm.

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APPROXIMATIONS OF SOLUTIONS FOR A NONLOCAL FRACTIONAL INTEGRO-DIFFERENTIAL EQUATION WITH DEVIATED ARGUMENT

  • CHADHA, ALKA;PANDEY, DWIJENDRA N.
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.699-721
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    • 2015
  • This paper investigates the existence of mild solution for a fractional integro-differential equations with a deviating argument and nonlocal initial condition in an arbitrary separable Hilbert space H via technique of approximations. We obtain an associated integral equation and then consider a sequence of approximate integral equations obtained by the projection of considered associated nonlocal fractional integral equation onto finite dimensional space. The existence and uniqueness of solutions to each approximate integral equation is obtained by virtue of the analytic semigroup theory via Banach fixed point theorem. Next we demonstrate the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. We consider the Faedo-Galerkin approximation of the solution and demonstrate some convergenceresults. An example is also given to illustrate the abstract theory.

APPROXIMATION ORDER TO A FUNCTION IN Lp SPACE BY GENERALIZED TRANSLATION NETWORKS

  • HAHM, NAHMWOO;HONG, BUM IL
    • Honam Mathematical Journal
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    • v.28 no.1
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    • pp.125-133
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    • 2006
  • We investigate the approximation order to a function in $L_p$[-1, 1] for $0{\leq}p<{\infty}$ by generalized translation networks. In most papers related to neural network approximation, sigmoidal functions are adapted as an activation function. In our research, we choose an infinitely many times continuously differentiable function as an activation function. Using the integral modulus of continuity and the divided difference formula, we get the approximation order to a function in $L_p$[-1, 1].

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Optimal Solution of integral Coefficients in Distance Relaying Algorithm for T/L Protection considering Frequency Characteristics (주파수 특성을 고려한 송전선 보호용 적분근사거리계전 알고리즘의 최적 적분 계수 결정)

  • Cho, Kyung-Rae;Hong, Jun-Hee;Jung, Byung-Tae;Cho, Jung-Hyun;Park, Jong-Keun
    • Proceedings of the KIEE Conference
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    • 1994.11a
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    • pp.42-44
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    • 1994
  • This paper presents the method of estimating integral coefficients of new distance relaying algorithm for transmission line protection. The proposed method is based on the differential equation calculates impedance value by approximation of integral term of integro-differential equation which relate voltage with current. As a result, we can determine the integral coefficients in least square error sense in frequency domain and we take into consideration the analog filter characteristics and frequency domain characteristics of the system to be protected. The simulation results showed that these coefficients can be successfully used to obtain impedance value in distance relay.

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Criterion to Choose Efficient Far-Field Approximation of Dyadic Green's Function for Impedance Plane like Ocean Surface (해수면 같은 임피던스 평면 위의 다이아딕 그린함수에 관한 효율적 원거리 근사공식 선택 기준)

  • Lee, Hyunsoo;Koh, Il-Suek;Yoon, Jong Suk;Kim, Tae Hyung
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.2
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    • pp.147-154
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    • 2017
  • The impedance approximation has been widely used to model an earth surface such as ocean surface. In calculation of the dyadic Green's function for the impedance half plane, Sommerfeld integral and its partial derivatives are required. It is known that two far-field approximation of the Sommerfeld integral can be represented in terms of Legendre or Laguerre polynomials. Hence, a criterion is required to choose one of two far-field approximations for a given application, which can be expressed in a complex plane of the surface impedance. Also, we approximate the required partial derivatives of Sommerfeld integral and numerically verify the accuracy of the approximation.

Development of near field Acoustic Target Strength equations for polygonal plates and applications to underwater vehicles (근접장에서 다각 평판에 대한 표적강도 이론식 개발 및 수중함의 근거리 표적강도 해석)

  • Cho, Byung-Gu;Hong, Suk-Yoon;Kwon, Hyun-Wung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.05a
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    • pp.1062-1073
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    • 2007
  • Acoustic Target Strength (TS) is a major parameter of the active sonar equation, which indicates the ratio of the radiated intensity from the source to the re-radiated intensity by a target. In developing a TS equation, it is assumed that the radiated pressure is known and the re-radiated intensity is unknown. This research provides a TS equation for polygonal plates, which is applicable to near field acoustics. In this research, Helmholtz-Kirchhoff formula is used as the primary equation for solving the re-radiated pressure field; the primary equation contains a surface (double) integral representation. The double integral representation can be reduced to a closed form, which involves only a line (single) integral representation of the boundary of the surface area by applying Stoke's theorem. Use of such line integral representations can reduce the cost of numerical calculation. Also Kirchhoff approximation is used to solve the surface values such as pressure and particle velocity. Finally, a generalized definition of Sonar Cross Section (SCS) that is applicable to near field is suggested. The TS equation for polygonal plates in near field is developed using the three prescribed statements; the redection to line integral representation, Kirchhoff approximation and a generalized definition of SCS. The equation developed in this research is applicable to near field, and therefore, no approximations are allowed except the Kirchhoff approximation. However, examinations with various types of models for reliability show that the equation has good performance in its applications. To analyze a general shape of model, a submarine type model was selected and successfully analyzed.

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LEGENDRE EXPANSION METHODS FOR THE NUMERICAL SOLUTION OF NONLINEAR 2D FREDHOLM INTEGRAL EQUATIONS OF THE SECOND KIND

  • Nemati, S.;Ordokhani, Y.
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.609-621
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    • 2013
  • At present, research on providing new methods to solve nonlinear integral equations for minimizing the error in the numerical calculations is in progress. In this paper, necessary conditions for existence and uniqueness of solution for nonlinear 2D Fredholm integral equations are given. Then, two different numerical solutions are presented for this kind of equations using 2D shifted Legendre polynomials. Moreover, some results concerning the error analysis of the best approximation are obtained. Finally, illustrative examples are included to demonstrate the validity and applicability of the new techniques.