• 제목/요약/키워드: Matrix Taylor expansion

검색결과 16건 처리시간 0.023초

A HIGHER ORDER ITERATIVE ALGORITHM FOR MULTIVARIATE OPTIMIZATION PROBLEM

  • Chakraborty, Suvra Kanti;Panda, Geetanjali
    • Journal of applied mathematics & informatics
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    • 제32권5_6호
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    • pp.747-760
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    • 2014
  • In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.

A NEW APPROACH FOR NUMERICAL SOLUTION OF LINEAR AND NON-LINEAR SYSTEMS

  • ZEYBEK, HALIL;DOLAPCI, IHSAN TIMUCIN
    • Journal of applied mathematics & informatics
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    • 제35권1_2호
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    • pp.165-180
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    • 2017
  • In this study, Taylor matrix algorithm is designed for the approximate solution of linear and non-linear differential equation systems. The algorithm is essentially based on the expansion of the functions in differential equation systems to Taylor series and substituting the matrix forms of these expansions into the given equation systems. Using the Mathematica program, the matrix equations are solved and the unknown Taylor coefficients are found approximately. The presented numerical approach is discussed on samples from various linear and non-linear differential equation systems as well as stiff systems. The computational data are then compared with those of some earlier numerical or exact results. As a result, this comparison demonstrates that the proposed method is accurate and reliable.

기호 비선형 방정식의 해석적 선형화 (Analytic Linearization of Symbolic Nonlinear Equations)

  • 송성재;문홍기
    • 한국정밀공학회지
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    • 제12권6호
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    • pp.145-151
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    • 1995
  • The first-order Taylor series expansion can be evaluated analytically from the formulated symbolic nonlinear dynamic equations. A closed-form linear dynamic euation is derived about a nominal trajectory. The state space representation of the linearized dynamics can be derived easily from the closed-form linear dynamic equations. But manual symbolic expansion of dynamic equations and linearization is tedious, time-consuming and error-prone. So it is desirable to manipulate the procedures using a computer. In this paper, the analytic linearization is performed using the symbolic language MATHEMATICA. Two examples are given to illustrate the approach anbd to compare nonlinear model with linear model.

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에너지 효율적 반복 SIC-MMSE MIMO 검출 (Energy efficient joint iterative SIC-MMSE MIMO detection)

  • 클라우파브리스;아흐메드살림;김수영
    • 한국위성정보통신학회논문지
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    • 제10권1호
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    • pp.22-28
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    • 2015
  • 본 논문에서는 연판정 간섭 소거 최소 자승-오류(soft interference cancellation and minimum mean squared-error; SIC-MMSE) 방법을 이용한 새로운 에너지 효율적 다중안테나(multi-input multi-output; MIMO) 검출 기법을 소개한다. SIC-MMSE 방법의 가장 큰 계산 복잡도는 복소 행렬에 대하여 안테나 개수 만큼의 여러 번 역행렬 계산을 해야 하는데 있다. 본 논문에서는 행렬에 대한 테일러 시리즈 확장(Taylor series expansion) 기법을 이용하여 안테나 개수에 상관없이 단 한번의 역행렬 계산만을 필요로 하는 방법을 제안하며, 이와 같은 방법을 이용하여 계산의 복잡도를 감소시킬 수 있다. 본 논문에서 제안한 기법의 복잡도 감소 효과는 안테나 개수가 증가함에 따라 더 크게 나타난다. 본 논문에서 제시한 시뮬레이션 결과를 통하여 제안한 기법이 기존의 SIC-MMSE 기법에 비하여 더 적은 복잡도로 거의 동일한 성능을 도출할 수 있음을 알 수 있다.

일반화된 부분강절을 갖는 뼈대구조물의 안정성 및 P-Δ 해석 (Stability and P-Δ Analysis of Generalized Frames with Movable Semi-Rigid Joints)

  • 민병철
    • 대한토목학회논문집
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    • 제33권2호
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    • pp.409-422
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    • 2013
  • 부재간의 연결조건에 따른 다양하고 복잡한 강구조물의 P-${\Delta}$ 해석 및 좌굴 거동특성을 파악하기 위하여, 본 연구에서는 부재의 연결이 회전 및 이동스프링으로 구성된 부분강절(semi-rigid) 뼈대요소의 일반화된 접선강도 행렬을 유도하였고 이로부터 다시 Taylor 전개를 적용하여 탄성강도 행렬과 기하학적 강도행렬을 일반화된 형태로 제시하였다. 이를 위하여, 보-기둥부재의 좌굴조건을 만족시키는 처짐함수로부터 안정함수(stability function)를 유도하였고, 횡변위(sway)를 고려한 힘-변위관계와 적합조건을 고려하여 엄밀한 부분강절 뼈대요소의 접선강도행렬을 제시하였다. 다양한 수치해석 예제에 대해 타 연구자의 해석 결과 및 본 연구의 선형 및 비선형 해석이론을 통한 좌굴해석 결과를 비교하여 본 연구의 타당성과 부분강절 뼈대구조물의 좌굴거동 특성을 제시하였다.

Comparison of Matrix Exponential Methods for Fuel Burnup Calculations

  • Oh, Hyung-Suk;Yang, Won-Sik
    • Nuclear Engineering and Technology
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    • 제31권2호
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    • pp.172-181
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    • 1999
  • Series expansion methods to compute the exponential of a matrix have been compared by applying them to fuel depletion calculations. Specifically, Taylor, Pade, Chebyshev, and rational Chebyshev approximations have been investigated by approximating the exponentials of bum matrices by truncated series of each method with the scaling and squaring algorithm. The accuracy and efficiency of these methods have been tested by performing various numerical tests using one thermal reactor and two fast reactor depletion problems. The results indicate that all the four series methods are accurate enough to be used for fuel depletion calculations although the rational Chebyshev approximation is relatively less accurate. They also show that the rational approximations are more efficient than the polynomial approximations. Considering the computational accuracy and efficiency, the Pade approximation appears to be better than the other methods. Its accuracy is better than the rational Chebyshev approximation, while being comparable to the polynomial approximations. On the other hand, its efficiency is better than the polynomial approximations and is similar to the rational Chebyshev approximation. In particular, for fast reactor depletion calculations, it is faster than the polynomial approximations by a factor of ∼ 1.7.

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불확실한 선형시스템 고유값 배치의 비대칭 강인한계 (Asymmetric Robustness Bounds of Eigenvalue Distribution for Uncertain Linear Systems)

  • 이재천
    • 제어로봇시스템학회논문지
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    • 제5권7호
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    • pp.794-799
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    • 1999
  • This study deals with robustness bounds estimation for uncertain linear systems with structured perturbations where the eigenvalues of the perturbed systems are guaranteed to stay in a prescribed region. Based upon the Lyapunov approach, new theorems to estimate allowable perturbation parameter bounds are derived. The theorems are referred to as the zero-order or first-order asymmetric robustness measure depending on the order of the P matrix in the sense of Taylor series expansion of perturbed Lyapunov equation. It is proven that Gao's theorem for the estimation of stability robustness bounds is a special case of proposed zero-order asymmetric robustness measure for eigenvalue assignment. Robustness bounds of perturbed parameters measured by the proposed techniques are asymmetric around the origin and less conservative than those of conventional methods. Numerical examples are given to illustrate proposed methods.

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효율적인 전압안정도 한계점 계산에 관한 연구 (Effective Calculation Method Finding the Limit of Voltage-Stability)

  • 송길영;김세영;최상규
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1991년도 추계학술대회 논문집 학회본부
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    • pp.35-38
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    • 1991
  • Recent, problems on the voltage-instability have been paid attention in power system and methods to find the limit of voltage-stability, concerned with these problems, were developed. However, these methods are short of precision on the limit of voltage-instability. Here, using the second-order load flow, constraint equation(d Pi/d Vi=0) and its patial differentiations are precisely formulated. Also, since the taylor series expansion of power flow equations terminates at the second-order terms, partial differentiations of constraint equation, that is Hessian, are constant. Then, Hessian matrix are calculated once during iteration process.

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전압벡터의 유효분 감도지표 dP/de 수정법에 의한 견고한 전압안정도 평가에 관한 연구 (Robust algorithm for estimating voltage stability by the modified method of sensitivity index dP/de of real value on voltage vector)

  • 송길영;김세영;김용하
    • 대한전기학회논문지
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    • 제45권1호
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    • pp.1-8
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    • 1996
  • Recently, much attention has been paid to problems which is concerned with voltage instability phenomena and much works on these phenomena have been made. In this paper, by substituting d $P_{k}$ d $e_{k}$ ( $v^{\rarw}$= e +j f) for $P_{k}$ in conventional load flow, direct method for finging the limit of voltage stability is proposed. Here, by using the fact that taylor se- ries expansion in .DELTA. $P_{k}$ and .DELTA. $Q_{k}$ is terminated at the second-order terms, constraint equation (d $P_{k}$ d $e_{k}$ =0) and power flow equations are formulated with new variables .DSLTA. e and .DELTA.f, so partial differentiations for constraint equation are precisely calculated. The fact that iteratively calculated equations are reformulated with new variables .DELTA.e and .DELTA.f means that limit of voltage stability can be traced precisely through recalculation of jacobian matrix at e+.DELTA.e and f+.DELTA.f state. Then, during iterative process divergence may be avoid. Also, as elements of Hessian mat rix are constant, its computations are required only once during iterative process. Results of application of the proposed method to sample systems are presented. (author). 13 refs., 11 figs., 4 tab.

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Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • 제46권1호
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    • pp.19-37
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    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.