• Title/Summary/Keyword: Integral equation method

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A STATISTICS INTERPOLATION METHOD: LINEAR PREDICTION IN A STOCK PRICE PROCESS

  • Choi, U-Jin
    • Journal of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.657-667
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    • 2001
  • We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

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A Study on Mode III Kinked Crack Analysis Using Displacement-Discontinuity Method (변위 불연속 방법에 의한 모드 III 꺾인 균열 해석 연구)

  • 서욱환
    • Journal of Welding and Joining
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    • v.18 no.4
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    • pp.104-110
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    • 2000
  • An integral equation representation of cracks was presented, which differs from well-known "dislocation layer" representation. In this new representation, an integral equation representation of cracks was developed and coupled to the direct boundary-element method for treatment of cracks in plane finite bodies. The method was developed for in-plane (modes I and II) loadings only. In this paper, the method is formulated and applied to mode III problems involving smooth or kinked cracks in finite region. The results are compared to exact solutions where available and the method is shown to be very accurate despite of its simplicity.implicity.

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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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Development and Application of Two-Dimensional Numerical Tank using Desingularized Indirect Boundary Integral Equation Method (비특이화 간접경계적분방정식방법을 이용한 2차원 수치수조 개발 및 적용)

  • Oh, Seunghoon;Cho, Seok-kyu;Jung, Dongho;Sung, Hong Gun
    • Journal of Ocean Engineering and Technology
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    • v.32 no.6
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    • pp.447-457
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    • 2018
  • In this study, a two-dimensional fully nonlinear transient wave numerical tank was developed using a desingularized indirect boundary integral equation method. The desingularized indirect boundary integral equation method is simpler and faster than the conventional boundary element method because special treatment is not required to compute the boundary integral. Numerical simulations were carried out in the time domain using the fourth order Runge-Kutta method. A mixed Eulerian-Lagrangian approach was adapted to reconstruct the free surface at each time step. A numerical damping zone was used to minimize the reflective wave in the downstream region. The interpolating method of a Gaussian radial basis function-type artificial neural network was used to calculate the gradient of the free surface elevation without element connectivity. The desingularized indirect boundary integral equation using an isolated point source and radial basis function has no need for information about the element connectivity and is a meshless method that is numerically more flexible. In order to validate the accuracy of the numerical wave tank based on the desingularized indirect boundary integral equation method and meshless technique, several numerical simulations were carried out. First, a comparison with numerical results according to the type of desingularized source was carried out and confirmed that continuous line sources can be replaced by simply isolated sources. In addition, a propagation simulation of a $2^{nd}$-order Stokes wave was carried out and compared with an analytical solution. Finally, simulations of propagating waves in shallow water and propagating waves over a submerged bar were also carried and compared with published data.

A NOTE ON THE SOLUTION OF A NONLINEAR SINGULAR INTEGRAL EQUATION WITH A SHIFT IN GENERALIZED HOLDER SPACE

  • Argyros, Ioannis K.
    • The Pure and Applied Mathematics
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    • v.14 no.4
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    • pp.279-282
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    • 2007
  • Using the center instead of the Lipschitz condition we show how to provide weaker sufficient convergence conditions of the modified Newton Kantorovich method for the solution of nonlinear singular integral equations with Curleman shift (NLSIES). Finer error bounds on the distances involved and a more precise information on the location of the solution are also obtained and under the same computational cost than in [1].

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A NOTE ON THE SOLUTION OF A NONLINEAR SINGULAR INTEGRAL EQUATION WITH A SHIFT IN GENERALIZED $H{\ddot{O}}LDER$ SPACE

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • v.23 no.2
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    • pp.257-260
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    • 2007
  • Using the center instead of the Lipschitz condition we show how to provide weaker sufficient convergence conditions of the modified Newton Kantorovich method for the solution of nonlinear singular integral equations with Curleman shift (NLSIES). Finer error bounds on the distances involved and a more precise information on the location of the solution are also obtained and under the same computational cost than in [1].

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SOLUTION OF A NONLINEAR DELAY INTEGRAL EQUATION VIA A FASTER ITERATIVE METHOD

  • James Abah Ugboh;Joseph Oboyi;Mfon Okon Udo;Emem Okon Ekpenyong;Chukwuka Fernando Chikwe;Ojen Kumar Narain
    • Nonlinear Functional Analysis and Applications
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    • v.29 no.1
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    • pp.179-195
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    • 2024
  • In this article, we study the Picard-Ishikawa iterative method for approximating the fixed point of generalized α-Reich-Suzuki nonexpanisive mappings. The weak and strong convergence theorems of the considered method are established with mild assumptions. Numerical example is provided to illustrate the computational efficiency of the studied method. We apply our results to the solution of a nonlinear delay integral equation. The results in this article are improvements of well-known results.

Effects of Anisotropic Fiber Packing on Stresses in Composites (이방성 섬유의 배열이 복합재료의 응력에 미치는 영향)

  • Lee, Jung-Ki;Lee, Hyeong-Min
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.9
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    • pp.1284-1296
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    • 2004
  • In order to investigate effects of anisotropic fiber packing on stresses in composites, a Volume Integral Equation Method is applied to calculate the elastostatic field in an unbounded isotropic elastic medium containing multiple orthotropic inclusions subject to remote loading, and a Mixed Volume and Boundary Integral Equation Method is introduced for the solution of elastostatic problems in unbounded isotropic materials containing multiple anisotropic inclusions as well as one void under uniform remote loading. A detailed analysis of stress fields at the interface between the isotropic matrix and the central orthotropic inclusion is carried out for square, hexagonal and random packing of orthotropic cylindrical inclusions, respectively. Also, an analysis of stress fields at the interface between the isotropic matrix and the central orthotropic inclusion is carried out, when it is assumed that a void is replaced with one inclusion adjacent to the central inclusion of square, hexagonal and random packing of orthotropic cylindrical inclusions, respectively, due to manufacturing and/or service induced defects. The effects of random orthotropic fiber packing on stresses at the interface between the isotropic matrix and the central orthotropic inclusion are compared with the influences of square and hexagonal orthotropic fiber packing on stresses. Through the analysis of plane elastostatic problems in unbounded isotropic matrix with multiple orthotropic inclusions and one void, it will be established that these new methods are very accurate and effective for investigating effects of general anisotropic fiber packing on stresses in composites.

An efficient method to predict the radiated pressure field from a vibrating structure (구조물의 방사음장을 계산하는 효율적인 방법)

  • 최성훈
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.1078-1082
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    • 2001
  • An alternative formulation of the Helmholtz integral equation is derived to express the pressure field explicitly in terms of the velocity vector of a radiating surface. This formulation, derived for arbitrary sources, is similar in form to the Rayleigh's formula for planar sources. Because the pressure field is expressed explicitly as a surface integral of the particle velocity, which can be implemented numerically using standard Gaussian quadratures, there is no need to use Boundary element method to solve a set of simultaneous equations for the surface pressure at the discretized nodes. Furthermore the non-uniqueness problem inherent in methods based on Helmholtz integral equation is avoided. Validation of this formulation is demonstrated for some simple geometries.

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Elastic Analysis of a Half-Plane Containing Multiple Inclusions Using Volume Integral Equation Method (체적 적분방정식법을 이용한, 다수의 함유체를 포함한 반무한 고체에서의 탄성해석)

  • Lee, Jung-Ki;Ku, Duck-Young
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.32 no.2
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    • pp.148-161
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    • 2008
  • A volume integral equation method (VIEM) is used to calculate the plane elastostatic field in an isotropic elastic half-plane containing multiple isotropic or anisotropic inclusions subject to remote loading. A detailed analysis of stress field at the interface between the matrix and the central inclusion in the first column of square packing is carried out for different values of the distance between the center of the central inclusion in the first column of square packing of inclusions and the traction-free surface boundary in an isotropic elastic half-plane containing multiple isotropic or anisotropic inclusions. The method is shown to be very accurate and effective for investigating the local stresses in an isotropic elastic half-plane containing multiple isotropic or anisotropic inclusions.