• 제목/요약/키워드: Laplace's Method

검색결과 99건 처리시간 0.025초

A kernel machine for estimation of mean and volatility functions

  • Shim, Joo-Yong;Park, Hye-Jung;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • 제20권5호
    • /
    • pp.905-912
    • /
    • 2009
  • We propose a doubly penalized kernel machine (DPKM) which uses heteroscedastic location-scale model as basic model and estimates both mean and volatility functions simultaneously by kernel machines. We also present the model selection method which employs the generalized approximate cross validation techniques for choosing the hyperparameters which affect the performance of DPKM. Artificial examples are provided to indicate the usefulness of DPKM for the mean and volatility functions estimation.

  • PDF

GENERALIZED THERMOELASTICITY WITH TEMPERATURE DEPENDENT MODULUS OF ELASTICITY UNDER THREE THEORIES

  • Ezzat, M.;Zakaria, M.;Abdel-Bary, A.
    • Journal of applied mathematics & informatics
    • /
    • 제14권1_2호
    • /
    • pp.193-212
    • /
    • 2004
  • A new model of generalized thermoelasticity equations for isotropic media with temperature-dependent mechanical properties is established. The modulus of elasticity is taken as a linear function of reference temperature. The present model is described both generalizations, Lord Shulman (L-S) theory with one relaxation time and Green-Lindsay (G-L) with two relaxation times, as well as the coupled theory, instantaneously. The method of the matrix exponential, which constitutes the basis of the state space approach of modern control theory, applied to two-dimensional equations. Laplace and Fourier integral transforms are used. The resulting formulation is applied to a problem of a thick plate subject to heating on parts of the upper and lower surfaces of the plate that varies exponentially with time. Numerical results are given and illustrated graphically for the problem considered. A comparison was made with the results obtained in case of temperature-independent modulus of elasticity in each theory.

연속시간 유한정정제어기의 설계방법 고찰 (A Study on the Design Method of a Continuous Time Deadbeat Controller)

  • 김성열;이금원
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
    • /
    • pp.326-326
    • /
    • 2000
  • Continuous time system deadbeat controller(CdbC) has been studied mainly since 1992 especially by Japan researchers. They suggested delay elements. These elements stem from the finite Laplace Transform which is the starting point in deadbeat control system design in continuous time system. Every transfer function is established by these elements. From some conditions such as internal model stability and peasibility of a CdbC controller. unknown polynomials or coefficients can be calculated. In this paper, optimal pole placement of the closed loop system is suggested. From this. a CdbC controller with lower order can be obtained which attains the same level of weighted sensitivity function's H$_{\infty}$ norm used as a measure of the robustness property as existing CdbCs.

  • PDF

기후조건을 고려한 인간-기계체계의 신속도 (Reliability Analysis of the Man-Machine System Operating under Different Weather Conditions)

  • 이길노;하석태
    • 한국국방경영분석학회지
    • /
    • 제23권1호
    • /
    • pp.76-87
    • /
    • 1997
  • This paper deals with reliability and MTTF analysis of a non-repairable man-machine system operating under different weather conditions. The system consists of a hardware(machine) and a two-operator standby subsystem such as the air combat maneuvering of fighters with dual seat. The failure times for the subsystems follow the exponential distribution with constant parameter. By considering not only the effect on hardware component but also the weather conditions and human performance factors such as the operator's errors, a Markov model is presented as a method for evaluating the system reliability of time continuous operation tasks. Laplace transforms of the various state probabilities have been derived and then reliability of the system, at any time t, has been computed by inversion process. MTTF has also been computed.

  • PDF

Transport Phenomena in Solid State Fermentation: Oxygen Transport in Static Tray Fermentors

  • Muniswaran, P.K.A.;Moorthy, S.Sundara;Charyulu, N.C.L.N.
    • Biotechnology and Bioprocess Engineering:BBE
    • /
    • 제7권6호
    • /
    • pp.362-366
    • /
    • 2002
  • A mathematical model has been developed for describing the oxygen concentration during the exponential growth of microorganisms, in a static solid substrate bed supported on a tray fermentor. The model equations comprise of one partial differential equation for mass transfer and an ordinary differential equation of growth. After nondimensionlisation, analytical solution tn the model has been obtained by the method of Laplace transforms. An expression for critical thickness of bed is deduced from the model equation. The significance of the model in the design of tray fermentors is discussed. The validity of the discussion is verified by taking an illustration from the literature.

전기화학적 방법에 의한 Cu-Ni 다층박막합금의 수학적 모델링 (Mathematical Modeling on Electrodeposition of Compositionally Modulated Cu-Ni Alloy)

  • 박경완;이철경;손헌준
    • 한국표면공학회지
    • /
    • 제27권4호
    • /
    • pp.223-233
    • /
    • 1994
  • It is well known that compositionally modulated Cu-Ni alloy can be produced by an electrochemical method in Ni sulfate solution containing trace amount of Cu. a mathematical model is presented to describe the current distribution and weight percent of Cu in Ni layer on the rotating disk electrode. The model includes convective-diffusion equation, the Laplace's equation and various overpotentials, and is solved numerically. The thickness of Cu layer is almost uniform whereas the thickness of Ni layer as well as the Ni/Cu weight ratio are increased approaching to the edge of the disk. These results agree well with the experimental values. The ohmic potential drop is suggested as a major cause of a nonuniformity in Ni layer. The optimum plating condition for the fabrication of susperlattice is proposed based on the results of this study.

  • PDF

Non-stationary mixed problem of elasticity for a semi-strip

  • Reut, Viktor;Vaysfeld, Natalya;Zhuravlova, Zinaida
    • Coupled systems mechanics
    • /
    • 제9권1호
    • /
    • pp.77-89
    • /
    • 2020
  • This study is dedicated to the dynamic elasticity problem for a semi-strip. The semi-strip is loaded by the dynamic load at the center of its short edge. The conditions of fixing are given on the lateral sides of the semi-strip. The initial problem is reduced to one-dimensional problem with the help of Laplace's and Fourier's integral transforms. The one-dimensional boundary problem is formulated as the vector boundary problem in the transform's domain. Its solution is constructed as the superposition of the general solution for the homogeneous vector equation and the partial solution for the inhomogeneous vector equation. The matrix differential calculation is used for the deriving of the general solution. The partial solution is constructed with the help of Green's matrix-function, which is searched as the bilinear expansion. The case of steady-state oscillations is considered. The problem is reduced to the solving of the singular integral equation. The orthogonalization method is applied for the calculations. The stress state of the semi-strip is investigated for the different values of the frequency.

소형 다품종 파이프의 실시간 성형불량 검사 시스템에 관한 연구 (A Study on the Forming Failure Inspection of Small and Multi Pipes)

  • 김형석;이회명;이병룡;양순용;안경관
    • 한국정밀공학회지
    • /
    • 제21권11호
    • /
    • pp.61-68
    • /
    • 2004
  • Recently, there has been an increasing demand for computer-vision based inspection and/or measurement system as a part of factory automation equipment. Existing manual inspection method can inspect only specific samples and has low measuring accuracy as well as it increases working time. Thus, in order to improve the objectivity and reproducibility, computer-aided analysis method is needed. In this paper, front and side profile inspection and/or data transfer system are developed using computer-vision during the inspection process on three kinds of pipes coming from a forming line. Straight line and circle are extracted from profiles obtained from vision using Laplace operator. To reduce inspection time, Hough Transform is used with clustering method for straight line detection and the center points and diameters of inner and outer circle are found to determine eccentricity and whether good or bad. Also, an inspection system has been built that each pipe's data and images of good/bad test are stored as files and transferred to the server so that the center can manage them.

Numerical simulation of fully nonlinear sloshing waves in three-dimensional tank under random excitation

  • Xu, Gang;Hamouda, A.M.S.;Khoo, B.C.
    • Ocean Systems Engineering
    • /
    • 제1권4호
    • /
    • pp.355-372
    • /
    • 2011
  • Based on the fully nonlinear velocity potential theory, the liquid sloshing in a three dimensional tank under random excitation is studied. The governing Laplace equation with fully nonlinear boundary conditions on the moving free surface is solved using the indirect desingularized boundary integral equation method (DBIEM). The fourth-order predictor-corrector Adams-Bashforth-Moulton scheme (ABM4) and mixed Eulerian-Lagrangian (MEL) method are used for the time-stepping integration of the free surface boundary conditions. A smoothing scheme, B-spline curve, is applied to both the longitudinal and transverse directions of the tank to eliminate the possible saw-tooth instabilities. When the tank is undergoing one dimensional regular motion of small amplitude, the calculated results are found to be in very good agreement with linear analytical solution. In the simulation, the normal standing waves, travelling waves and bores are observed. The extensive calculation has been made for the tank undergoing specified random oscillation. The nonlinear effect of random sloshing wave is studied and the effect of peak frequency used for the generation of random oscillation is investigated. It is found that, even as the peak value of spectrum for oscillation becomes smaller, the maximum wave elevation on the side wall becomes bigger when the peak frequency is closer to the natural frequency.

곡선 회귀모형을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구 (The Study for Software Future Forecasting Failure Time Using Curve Regression Analysis)

  • 김희철;신현철
    • 융합보안논문지
    • /
    • 제12권3호
    • /
    • pp.115-121
    • /
    • 2012
  • 소프트웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나. 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간 절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구 하였다. 곡선회귀모형에 이용되는 S곡선모형과 성장모형, 로지스틱을 이용하여 미래고장 시간을 예측하여 비교 하였다. 제안된 예측방법에서는 고장시간 자료를 이용하여 모형들에 대한 예측 값을 결정계수 와 평균제곱오차를 이용하여 비교 하고 효율적 모형을 선택 하였다.