• Title/Summary/Keyword: Integral approximation

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Analysis of Transient Response from Conducting Wire Scatterer and Antenna Using Integral Equation (적분 방정식을 이용한 도선 산란체 및 안테나의 과도응답 해석)

  • Jung, Baek-Ho;Seo, Jung-Hoon;Youn, Hee-Sang
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • v.51 no.11
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    • pp.559-566
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    • 2002
  • In this paper, we present an accurate and stable method for the solution of the transient electromagnetic response from the conducting wire structures using the time domain integral equation. By using an implicit scheme with the central finite difference approximation for the time domain electric field integral equation, we obtain the transient response from a wire scatterer illuminated by a plane wave and a conducting wire antenna with an impressed voltage source. Also, we consider a wire above a 3-dimensional conducting object. Numerical results are presented, which show the validity of the presented methodology, and compared with a conventional method using backward finite difference approximation.

Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

ON THE OSTROWSKI'S INEQUALITY FOR RIEMANN-STIELTJES INTEGRAL AND APPLICATIONS

  • Dragomir, S.S.
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.843-859
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    • 2000
  • An Ostrowski type integral inequality for the Riemann-Stieltjes integral ${\int^b}_a$ f(t) du(t), where f is assumed to be of bounded variation on [a, b] and u is of r - H - $H\"{o}lder$ type on the same interval, is given. Applications to the approximation problem of the Riemann-Stieltjes integral in terms of Riemann-Stieltjes sums are also pointed out.

Iterative Series Methods in 3-D EM Modeling (급수 전개법에 의한 3차원 전자탐사 모델링)

  • Cho In-Ky;Yong Hwan-Ho;Ahn Hee-Yoon
    • Geophysics and Geophysical Exploration
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    • v.4 no.3
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    • pp.70-79
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    • 2001
  • The integral equation method is a powerful tool for numerical electromagnetic modeling. But the difficulty of this technique is the size of the linear equations, which demands excessive memory and calculation time to invert. This limitation of the integral equation method becomes critical in inverse problem. The conventional Born approximation, where the electric field in the anomalous body is approximated by the background field, is very rapid and easy to compute. However, the technique is inaccurate when the conductivity contrast between the body and the background medium is large. Quasi-linear, quasi-analytical and extended Born approximations are novel approaches to 3-D EM modeling based on the linearization of the integral equations for scattered EM field. These approximation methods are much less time consuming than full integral equation method and more accurate than conventional Born approximation. They we, however, still approximate methods for 3-D EM modeling. Iterative series methods such as modified Born, quasi-linear and quasi-analytical can be used to increase the accuracy of various approximation methods. Comparisons of numerical performance against a full integral equation and various approximation codes show that the iterative series methods are very accurate and almost always converge. Furthermore, they are very fast and easy to implement on a computer. In this study, extended Born series method is developed and it shows more accurate result than that of other series methods. Therefore, Iterative series methods, including extended Born series, open principally new possibilities for fast and accurate 3-D EM modeling and inversion.

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An Approximation Theorem for Two-Parameter Wiener Process

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.75-88
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    • 1997
  • In this paper, a two-parameter version of Ikeda-Watanabe's mollifiers approximation of the Brownian motion is considered, and an approximation theorem corresponding to the one parameter case is proved. Using this approximation, we formulate Wong-Zakai type theorem is a Stochastic Differential Equation (SDE) driven by a two-parameter Wiener process.

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ON THE OSTROWSKI INEQUALITY FOR THE RIEMANN-STIELTJES INTEGRAL ${\int}_a^b$ f (t) du (t), WHERE f IS OF HÖLDER TYPE AND u IS OF BOUNDED VARIATION AND APPLICATIONS

  • DRAGOMIR, S.S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.1
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    • pp.35-45
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    • 2001
  • In this paper we point out an Ostrowski type inequality for the Riemann-Stieltjes integral ${\int}_a^b$ f (t) du (t), where f is of p-H-$H{\ddot{o}}lder$ type on [a,b], and u is of bounded variation on [a,b]. Applications for the approximation problem of the Riemann-Stieltjes integral in terms of Riemann-Stieltjes sums are also given.

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APPROXIMATION OF FIXED POINTS AND THE SOLUTION OF A NONLINEAR INTEGRAL EQUATION

  • Ali, Faeem;Ali, Javid;Rodriguez-Lopez, Rosana
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.5
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    • pp.869-885
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    • 2021
  • In this article, we define Picard's three-step iteration process for the approximation of fixed points of Zamfirescu operators in an arbitrary Banach space. We prove a convergence result for Zamfirescu operator using the proposed iteration process. Further, we prove that Picard's three-step iteration process is almost T-stable and converges faster than all the known and leading iteration processes. To support our results, we furnish an illustrative numerical example. Finally, we apply the proposed iteration process to approximate the solution of a mixed Volterra-Fredholm functional nonlinear integral equation.