• Title/Summary/Keyword: Laplace's Method

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Laplace's Method for General Integrals with Applications to Statistical Mechanics

  • Park, Nae-Hyun;Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
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    • v.14 no.2
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    • pp.87-94
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    • 1985
  • This paper extends the results of Ellis and Rosen (1982 a) to some more general integrals and applies our main theorem to compute the specific free energy of some models in statistical mechanics. The general integrals of this paper mean the integrals with respect to the probability measures induced by the sample mean of n i.i.d. random variables taking values in a separable Banach space.

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On the static limit of Helmhortz equation for the acoustic wave scattering in a waveguide (도파관 내의 음파산란 해석에 있어서 Helmhortz 방정식의 정적 한계에 관한 연구)

  • Jung, Hyun-Kyo;Choi, Kyoung
    • Journal of Industrial Technology
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    • v.9
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    • pp.79-85
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    • 1989
  • In this paper, the static limit of Helmhortz equation is discussed in the analysis of acoustic wave scattering in a waveguide. Boundary integral equation method is used to formulate the scattering process in the exerior of the scatterer and finite element method in the interior of the scatterer. And hybrid Ray-Mode Method is used the provide the Green's function of the waveguide. The proposed algorithm is applied to a sample poblem with arbitrary scatterer in a waveguide. The results are compared with those of Laplace's equation which is the governing equation in the static problems.

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Transient memory response of a thermoelectric half-space with temperature-dependent thermal conductivity and exponentially graded modulii

  • Ezzat, Magdy A.
    • Steel and Composite Structures
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    • v.38 no.4
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    • pp.447-462
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    • 2021
  • In this work, we consider a problem in the context of thermoelectric materials with memory-dependent derivative for a half space which is assumed to have variable thermal conductivity depending on the temperature. The Lamé's modulii of the half space material is taken as a function of the vertical distance from the surface of the medium. The surface is traction free and subjected to a time dependent thermal shock. The problem was solved by using the Laplace transform method together with the perturbation technique. The obtained results are discussed and compared with the solution when Lamé's modulii are constants. Numerical results are computed and represented graphically for the temperature, displacement and stress distributions. Affectability investigation is performed to explore the thermal impacts of a kernel function and a time-delay parameter that are characteristic of memory dependent derivative heat transfer in the behavior of tissue temperature. The correlations are made with the results obtained in the case of the absence of memory-dependent derivative parameters.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

Newton's Method to Determine Fourier Coefficients and Wave Properties for Deep Water Waves

  • JangRyong Shin
    • Journal of Ocean Engineering and Technology
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    • v.37 no.2
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    • pp.49-57
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    • 2023
  • Since Chappelear developed a Fourier approximation method, considerable research efforts have been made. On the other hand, Fourier approximations are unsuitable for deep water waves. The purpose of this study is to provide a Fourier approximation suitable even for deep water waves and a numerical method to determine the Fourier coefficients and the wave properties. In addition, the convergence of the solution was tested in terms of its order. This paper presents a velocity potential satisfying the Laplace equation and the bottom boundary condition (BBC) with a truncated Fourier series. Two wave profiles were derived by applying the potential to the kinematic free surface boundary condition (KFSBC) and the dynamic free surface boundary condition (DFSBC). A set of nonlinear equations was represented to determine the Fourier coefficients, which were derived so that the two profiles are identical at specified phases. The set of equations was solved using Newton's method. This study proved that there is a limit to the series order, i.e., the maximum series order is N=12, and that there is a height limitation of this method which is slightly lower than the Michell theory. The reason why the other Fourier approximations are not suitable for deep water waves is discussed.

The pressure distribution on the rectangular and trapezoidal storage tanks' perimeters due to liquid sloshing phenomenon

  • Saghi, Hassan
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.8 no.2
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    • pp.153-168
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    • 2016
  • Sloshing phenomenon is a complicated free surface flow problem that increases the dynamic pressure on the sidewalls and the bottom of the storage tanks. When the storage tanks are partially filled, it is essential to be able to evaluate the fluid dynamic loads on the tank's perimeter. In this paper, a numerical code was developed to determine the pressure distribution on the rectangular and trapezoidal storage tanks' perimeters due to liquid sloshing phenomenon. Assuming the fluid to be inviscid, the Laplace equation and the nonlinear free surface boundary conditions were solved using coupled boundary element - finite element method. The code performance for sloshing modeling was validated using Nakayama and Washizu's results. Finally, this code was used for partially filled rectangular and trapezoidal storage tanks and free surface displacement, pressure distribution and horizontal and vertical forces exerted on the tanks' perimeters due to liquid sloshing phenomenon were estimated and discussed.

A simplified dynamic analysis for estimation of the effect of rotary inertia and diaphragmatic operation on the behaviour of towers with additional masses

  • Michaltsos, G.T.;Konstantakopoulos, T.G.
    • Structural Engineering and Mechanics
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    • v.10 no.3
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    • pp.277-288
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    • 2000
  • The present paper, deals with the dynamic analysis of a thin-walled tower with varying cross-section and additional masses. It, especially, deals with the effect of the rotary inertia of those masses, which have been neglected up to now. Using Galerkin's method, we can find the spectrum of the eigenfrequencies and, also, the shape functions. Finally, we can solve the equations of the problem of the forced vibrations, by using Carson-Laplace's transformation. Applying this method on a tall mast with 2 concentrated masses, we can examine the effect of the rotary inertia and the diaphragmatic operation of the above masses, on the 3 first eigenfrequencies.

Elastic Analysis of the Mode III Crack Problem (모드III 탄성 균열문제 해석에 대한 연구)

  • 김윤영;윤민수
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.4
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    • pp.941-949
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    • 1995
  • An efficient method based on analytic solutions is applied to solve anti-plane Mode III crack problems. The analytic technique developed earlier by the present authors for Laplace's equation in a simply-connected region is now extended to general Mode III crack problems. Unlike typical numerical methods which require fine meshing near crack tips, the present method divides the cracked bodies, typically non-convex or multiply-connected, into only a few super elements. In each super element, an element stiffness matrix, relating the series coefficients of the traction and displacement, is first formed. Then an assembly algorithm similar to that used in the finite elements, is first formed. Then an assembly algorithm similar to that used in the finite elements, is developed. A big advantage of the present method is that only the boundary conditions are to be satisfied in the solution procedure due to the use of analytic solutions. Several numerical results demonstrate the efficiency and accuracy of the present method.

Optimum Location of Electrode of Cathodic Protection System by using Boundary Element Method (BEM을 이용한 Cathode 방식 시스템에서 전극 위치 최적화)

  • Lee, Kwang-Ho;Chung, Koon-Seok;Baik, Dong-Chul;Cho, Yun-Hyun
    • Proceedings of the KIEE Conference
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    • 2000.07b
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    • pp.772-774
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    • 2000
  • The objective of a cathodic protection system (CP) is to protect the buried metallic structure against the corrosion caused by chemical reaction between the buried structure and the surrounding medium, such as soil. This paper presents a boundary element application to determine the optimal impressed current densities in a cathodic protection system. The potential within the electrolyte is described by the Laplace's equation with nonlinear boundary conditions which are enforced based on experimentally determined electrochemical polarization curves. The optimal impressed current densities are determined in order to minimize the power supply for protection. The solution is obtained by using the conjugate gradient method in which the governing equations and the protecting conditions are taken into account by the penalty function method. Numerical example are presented to demonstrate the practical applicability of the proposed method.

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End-point position control of a flexible arm by PID self-tuning fuzzy controller

  • Yang, G.T.;Ahn, S.D.;Lee, S.C.;Chonan, S.;Inooka, H.
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.496-500
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    • 1993
  • This paper presents an end-point position control of 1-link flexible robot arm by the PID self-tuning fuzzy algorithm. The governing equation is derived by the extended Hamilton's principle and based on the Bernoullie-Euler beam theory. The governing equation is solved by applying the Laplace transform and the numerical inversion method. The arm is mounted on the translational mechanism driven by a ballscrew whose rotation is controlled by dcservomotor. Tip position is controlled by the PID self-tuning fuzzy algorithm so that it follows a desired position. This paper shows the experimental and theoretical results of tip dispalcement, and also shows the good effects reducing the residual vibration of the end-point.

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