• 제목/요약/키워드: Newton methods

검색결과 252건 처리시간 0.024초

Estimating Methods on Exponential Regression Models with Censored Data

  • Ha, Il-Do;Lee, Youngjo;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.195-210
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    • 1999
  • We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.

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Comments on Functional Relations in the Parameters of Multivariate Autoregressive Process Observed with Noise

  • Jong Hyup Lee;Dong Wan Shin
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.94-100
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    • 1995
  • Vector autoregressive process disturbed by measurement error is a vector autoregressive process with nonlineat parametric restrictions on the parameter. A Newton-Raphson procedure for estimating the parameter which take advantage of the information contained in the restrictions is proposed.

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LEAST-SQUARES METHOD FOR THE BUBBLE STABILIZATION BY THE GAUSS-NEWTON METHOD

  • Kim, Seung Soo;Lee, Yong Hun;Oh, Eun Jung
    • 호남수학학술지
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    • 제38권1호
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    • pp.47-57
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    • 2016
  • In the discrete formulation of the bubble stabilized Legendre Galerkin methods, the system of equations includes the artificial viscosity term as the parameter. We investigate the estimation of this parameter to get the least-squares solution which minimizes the sum of the squares of errors at each node points. Some numerical results are reported.

Decoupled Load Flow 알고리즘에 대한 유용한 대안 알고리즘들의 개발 (Development of Alternative Algorithms to the Decoupled Load Flow)

  • 이승철;박상수;박경배
    • 대한전기학회논문지:전력기술부문A
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    • 제48권12호
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    • pp.1514-1519
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    • 1999
  • This paper presents two flexible alternatives to the decoupled load flow(DCL) method. The proposed load flow methods can improve the convergence profiles of the DCL by reflecting in part the effects of the off-diagonal terms in the Jacobian at minimal costs. They can improve the convergence characteristics especially when the power system operating states deviate from the conditions required for stable convergence of the DCL and the P-Q coupling becomes significant. Two algorithms are obtained from the expression of the full Newton-Raphson load flow (NRL) method by successively diminishing the effects of the off-diagonal submatrices in the Jacobian. In the process of simplification, the Neuman series expansion is utilized. Test results show promising performances of the proposed algorithms in their convergence characteristics both in number of iterations and overall convergence speeds. Proposed algorithms are expected to provide flexible alternatives to the NRL when the DCL experiences convergence problems.

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유전자 알고리듬을 이용한 조류계산 (Load Flow Calculation Using Genetic Algorithm)

  • 김형철;이장무;차준민;최재석;권세혁
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.78-80
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    • 2005
  • The load flow calculation is one of the most critical issues in electrical power systems. Generally, load flow has been calculated by Gauss-Seidel method and Newton-Raphson method but these methods have some problems such as non-convergence due to heavy load and initial value. In this paper, to overcome such problems, the power flow is calculated by genetic algorithm. At the heavy load, the solution for problem can not be obtained by the Newton-Raphson method. However, it can be solved in case of using genetic algorithm. In this paper, the strong point of this method would be demonstrated in application to an example system.

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Hamrock과 Dowson의 EHL 유막두께식에 대한 평가 (An Evaluation of the Hamrock and Dowson's EHL Film Thickness Formulas)

  • 박태조
    • Tribology and Lubricants
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    • 제12권3호
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    • pp.115-122
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    • 1996
  • In this paper, a finite difference method and the Newton-Raphson method are used to evaluate the Hamrock and Dowson's EHL film thickness formulas in elliptical contact problems. The minimum and central film thicknesses are compared with the Hamrock and Dowson's numerical results for various dimensionless parameters and with their film thickness formulas. The results of present analysis are more accurate and physically reasonable. The minimum film thickness formula is similar with the Hamrock and Dowson's results, however, the central film thickness formula shows large differences. Therefore, the Hamrock and Dowson's central film thickness formula should be replaced by following equation. $H_{c} = 4.88U^{0.68}G^{0.44}W^{0.096}(1-0.58e^{-0.60k})$ More accurate film thickness formula for general elliptical contact problems can be expected using present numerical methods and further research should be required.

The Comparison of Parameter Estimation and Prediction Methods for STBL Model

  • Kim, Duk-Gi;Kim, Sung-Soo;Lee, Chan-Hee;Lee, Keon-Myung;Lee, Sung-Duck
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.17-29
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    • 2007
  • The major purpose of this article is the comparison of estimation method with Newton-Raphson, Kalman-filter, and prediction method with Kalman prediction. Conditional expectation in space time bilinear(STBL) model, which is a very powerful and parsimonious nonlinear time-series model for the space time series data can be viewed as a set of time series collected simultaneously at a number of spatial locations and time points, and which have appeared in a important applications areas: geography, geology, natural resources, ecology, epidemiology, etc.

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CUBIC B-SPLINE FINITE ELEMENT METHOD FOR THE ROSENAU-BURGERS EQUATION

  • Xu, Ge-Xing;Li, Chun-Hua;Piao, Guang-Ri
    • East Asian mathematical journal
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    • 제33권1호
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    • pp.53-65
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    • 2017
  • Numerical solutions of the Rosenau-Burgers equation based on the cubic B-spline finite element method are introduced. The backward Euler method is used for discretization in time, and the obtained nonlinear algebraic system is changed to a linear system by the Newton's method. We show that those methods are unconditionally stable. Two test problems are studied to demonstrate the accuracy of the proposed method. The computational results indicate that numerical solutions are in good agreement with exact solutions.

A TWO-LEVEL FINITE ELEMENT METHOD FOR THE STEADY-STATE NAVIER-STOKES/DARCY MODEL

  • Fang, Jilin;Huang, Pengzhan;Qin, Yi
    • 대한수학회지
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    • 제57권4호
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    • pp.915-933
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    • 2020
  • A two-level finite element method based on the Newton iterative method is proposed for solving the Navier-Stokes/Darcy model. The algorithm solves a nonlinear system on a coarse mesh H and two linearized problems of different loads on a fine mesh h = O(H4-𝜖). Compared with the common two-grid finite element methods for the considered problem, the presented two-level method allows for larger scaling between the coarse and fine meshes. Moreover, we prove the stability and convergence of the considered two-level method. Finally, we provide numerical experiment to exhibit the effectiveness of the presented method.