• Title/Summary/Keyword: Newton-Raphson Method

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Heat transfer on annular fins with one-dimensional radiative and convective heat exchange (원형휜에서 열전달 특성분석)

  • 이금배
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1621-1628
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    • 1990
  • Numerical solutions are presented for the heat transfer from radiating and convecting fins. Consideration is given to thin, annular fins attached to a tube surface for which the temperature is constant. Fin to fin, fin to base, and fin to environment radiative interactions are considered. It is assumed that the radiating surface is diffuse-gray, the environment is black, and the surrounding fluid is transparent. The radiation terms are formulated by using Poljak's net-radiation methoad. The mathematical description of the simultaneously heat transport by conduction, convection, and radiation leads to a nonlinear integro-differential equation. This has been solved for a wide range of the pertinent physical parameters by using finite difference method and iteration method based on the Newton-Raphson technique. The temperature distributions, heat transfer rates, fin efficiencies, and fin effectivenesses are presented in dimensionless form. The results definitely indicate that the use of fins leads to a significant increase in heat transfer compared with the unfinned tube.

Kalman-Filter Estimation and Prediction for a Spatial Time Series Model (공간시계열 모형의 칼만필터 추정과 예측)

  • Lee, Sung-Duck;Han, Eun-Hee;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.79-87
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    • 2011
  • A spatial time series model was used for analyzing the method of spatial time series (not the ARIMA model that is popular for analyzing spatial time series) by using chicken pox data which is a highly contagious disease and grid data due to ARIMA not reflecting the spatial processes. Time series model contains a weighting matrix, because that spatial time series model influences the time variation as well as the spatial location. The weighting matrix reflects that the more geographically contiguous region has the higher spatial dependence. It is hypothesized that the weighting matrix gives neighboring areas the same influence in the study of the spatial time series model. Therefore, we try to present the conclusion with a weighting matrix in a way that gives the same weight to existing neighboring areas in the study of the suitability of the STARMA model, spatial time series model and STBL model, in the comparative study of the predictive power for statistical inference, and the results. Furthermore, through the Kalman-Filter method we try to show the superiority of the Kalman-Filter method through a parameter assumption and the processes of prediction.

HORIZON EXPANSION OF THERMAL-HYDRAULIC ACTIVITIES INTO HTGR SAFETY ANALYSIS INCLUDING GAS-TURBINE CYCLE AND HYDROGEN PLANT

  • No, Hee-Cheon;Yoon, Ho-Joon;Kim, Seung-Jun;Lee, Byeng-Jin;Kim, Ji-Hwang;Kim, Hyeun-Min;Lim, Hong-Sik
    • Nuclear Engineering and Technology
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    • v.41 no.7
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    • pp.875-884
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    • 2009
  • We present three nuclear/hydrogen-related R&D activities being performed at KAIST: air-ingressed LOCA analysis code development, gas turbine analysis tool development, and hydrogen-production system analysis model development. The ICE numerical technique widely used for the safety analysis of water-reactors is successfully implemented into GAMMA, with which we solve the basic equations for continuity, momentum conservation, energy conservation of the gas mixture, and mass conservation of 6 species (He, N2, O2, CO, CO2, and H2O). GAMMA has been extensively validated using data from 14 test facilities. We developed a tool to predict the characteristics of HTGR helium turbines based on the throughflow calculation with a Newton-Raphson method that overcomes the weakness of the conventional method based on the successive iteration scheme. It is found that the current method reaches stable and quick convergence even under the off-normal condition with the same degree of accuracy. The dynamic equations for the distillation column of HI process are described with 4 material components involved in the HI process: H2O, HI, I2, H2. For the HI process we improved the Neumann model based on the NRTL (Non-Random Two-Liquid) model. The improved Neumann model predicted a total pressure with 8.6% maximum relative deviation from the data and 2.5% mean relative deviation, and liquid-liquid-separation with 9.52% maximum relative deviation from the data.

Performance-based structural fire design of steel frames using conventional computer software

  • Chan, Y.K.;Iu, C.K.;Chan, S.L.;Albermani, F.G.
    • Steel and Composite Structures
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    • v.10 no.3
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    • pp.207-222
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    • 2010
  • Fire incident in buildings is common, so the fire safety design of the framed structure is imperative, especially for the unprotected or partly protected bare steel frames. However, software for structural fire analysis is not widely available. As a result, the performance-based structural fire design is urged on the basis of using user-friendly and conventional nonlinear computer analysis programs so that engineers do not need to acquire new structural analysis software for structural fire analysis and design. The tool is desired to have the capacity of simulating the different fire scenarios and associated detrimental effects efficiently, which includes second-order P-D and P-d effects and material yielding. Also the nonlinear behaviour of large-scale structure becomes complicated when under fire, and thus its simulation relies on an efficient and effective numerical analysis to cope with intricate nonlinear effects due to fire. To this end, the present fire study utilizes a second-order elastic/plastic analysis software NIDA to predict structural behaviour of bare steel framed structures at elevated temperatures. This fire study considers thermal expansion and material degradation due to heating. Degradation of material strength with increasing temperature is included by a set of temperature-stress-strain curves according to BS5950 Part 8 mainly, which implicitly allows for creep deformation. This finite element stiffness formulation of beam-column elements is derived from the fifth-order PEP element which facilitates the computer modeling by one member per element. The Newton-Raphson method is used in the nonlinear solution procedure in order to trace the nonlinear equilibrium path at specified elevated temperatures. Several numerical and experimental verifications of framed structures are presented and compared against solutions in literature. The proposed method permits engineers to adopt the performance-based structural fire analysis and design using typical second-order nonlinear structural analysis software.

Efficient strategy for the genetic analysis of related samples with a linear mixed model (선형혼합모형을 이용한 유전체 자료분석방안에 대한 연구)

  • Lim, Jeongmin;Sung, Joohon;Won, Sungho
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1025-1038
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    • 2014
  • Linear mixed model has often been utilized for genetic association analysis with family-based samples. The correlation matrix for family-based samples is constructed with kinship coefficient and assumes that parental phenotypes are independent and the amount of correlations between parent and offspring is same as that of correlations between siblings. However, for instance, there are positive correlations between parental heights, which indicates that the assumption for correlation matrix is often violated. The statistical validity and power are affected by the appropriateness of assumed variance covariance matrix, and in this thesis, we provide the linear mixed model with flexible variance covariance matrix. Our results show that the proposed method is usually more efficient than existing approaches, and its application to genome-wide association study of body mass index illustrates the practical value in real data analysis.

Unsteady Flow Model Including a Dam Operation Rule for Flood Control as Internal Boundary Condition (홍수시 댐 운영방안을 내부 경계조건으로 포함하는 부정류 계산모형)

  • Yu, Myoung-Kwan;Jun, Kyung-Soo
    • Journal of Korea Water Resources Association
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    • v.37 no.12
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    • pp.1043-1054
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    • 2004
  • An unsteady flow model for channel network including various internal boundaries if developed. It is a multiply-connected network model based on the Preissmann's four-point scheme and the Newton-Raphson method, where looped double-sweep algorithm is used. The model is capable of simulating flow through hydraulic structures such as dams and submerged weirs. It can also simulate automatic reservoir operation method (Auto ROM) for flood control, that is to maintain a target water level, by incorporating the strategy to the unsteady flow model as internal boundary condition. The model is applied to the Han River system that includes the downstream reaches of Choongju dam and Hwacheon dam as well as the downstream reach of the Paldang dam. Roughness coefficient for the downstream reach of Choongju dam is estimated. Automatic ROM is presumed for the Paldang, Chungpyung, Euiam, and Choonchun dams. The model is tested using historical flood records, and the flood control strategy is successfully simulated.

A Study on a Nonlinear Cable Finite Element (非線形 케이블 有限要素에 관한 硏究)

  • 장승필;박정일
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.1 no.1
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    • pp.93-101
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    • 1989
  • A geometrically nonlinear cable finite element is presented to use in the static or dynamic modeling of offshore and onshore structures such as guyed tower, tension leg platform or mooring buoy, submarine cable, cable-stayed bridge, suspension bridge, cable roof and so on. The cable finite element is derived directly from the compatibility equations and flexibility matrix of elastic catenary cable theory for the arbitary plane loading and geome try. A general and virsatile computer program has been developed to perform the analyses of cable member itself or cable guyed or suspened structures, in which Newmark-$\beta$ method is used to obtain a time domain solution and Newton-Raphson iteration method is used to solve the nonlinear system of compatibility equations of cable and algebraic static or dynamic equations at each time step. The results from the static and dynamic analysis of a cable member by the computer program are summarized and presented.

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A Study on Shape Optimization of Plane Truss Structures (평면(平面) 트러스 구조물(構造物)의 형상최적화(形狀最適化)에 관한 구연(究研))

  • Lee, Gyu won;Byun, Keun Joo;Hwang, Hak Joo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.5 no.3
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    • pp.49-59
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    • 1985
  • Formulation of the geometric optimization for truss structures based on the elasticity theory turn out to be the nonlinear programming problem which has to deal with the Cross sectional area of the member and the coordinates of its nodes simultaneously. A few techniques have been proposed and adopted for the analysis of this nonlinear programming problem for the time being. These techniques, however, bear some limitations on truss shapes loading conditions and design criteria for the practical application to real structures. A generalized algorithm for the geometric optimization of the truss structures which can eliminate the above mentioned limitations, is developed in this study. The algorithm developed utilizes the two-phases technique. In the first phase, the cross sectional area of the truss member is optimized by transforming the nonlinear problem into SUMT, and solving SUMT utilizing the modified Newton-Raphson method. In the second phase, the geometric shape is optimized utilizing the unidirctional search technique of the Rosenbrock method which make it possible to minimize only the objective function. The algorithm developed in this study is numerically tested for several truss structures with various shapes, loading conditions and design criteria, and compared with the results of the other algorithms to examme its applicability and stability. The numerical comparisons show that the two-phases algorithm developed in this study is safely applicable to any design criteria, and the convergency rate is very fast and stable compared with other iteration methods for the geometric optimization of truss structures.

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Optimum Design of Two Hinged Steel Arches with I Sectional Type (SUMT법(法)에 의(依)한 2골절(滑節) I형(形) 강재(鋼材) 아치의 최적설계(最適設計))

  • Jung, Young Chae
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.12 no.3
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    • pp.65-79
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    • 1992
  • This study is concerned with the optimal design of two hinged steel arches with I cross sectional type and aimed at the exact analysis of the arches and the safe and economic design of structure. The analyzing method of arches which introduces the finite difference method considering the displacements of structure in analyzing process is used to eliminate the error of analysis and to determine the sectional force of structure. The optimizing problems of arches formulate with the objective functions and the constraints which take the sectional dimensions(B, D, $t_f$, $t_w$) as the design variables. The object functions are formulated as the total weight of arch and the constraints are derived by using the criteria with respect to the working stress, the minimum dimension of flange and web based on the part of steel bridge in the Korea standard code of road bridge and including the economic depth constraint of the I sectional type, the upper limit dimension of the depth of web and the lower limit dimension of the breadth of flange. The SUMT method using the modified Newton Raphson direction method is introduced to solve the formulated nonlinear programming problems which developed in this study and tested out throught the numerical examples. The developed optimal design programming of arch is tested out and examined throught the numerical examples for the various arches. And their results are compared and analyzed to examine the possibility of optimization, the applicablity, the convergency of this algorithm and with the results of numerical examples using the reference(30). The correlative equations between the optimal sectional areas and inertia moments are introduced from the various numerical optimal design results in this study.

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Regression models for interval-censored semi-competing risks data with missing intermediate transition status (중간 사건이 결측되었거나 구간 중도절단된 준 경쟁 위험 자료에 대한 회귀모형)

  • Kim, Jinheum;Kim, Jayoun
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1311-1327
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    • 2016
  • We propose a multi-state model for analyzing semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the 'illness-death model', which composes three states, such as 'healthy', 'diseased', and 'dead'. The state of 'diseased' can be considered as an intermediate event. Two more states are added into the illness-death model to describe missing events caused by a loss of follow-up before the end of the study. One of them is a state of 'LTF', representing a lost-to-follow-up, and the other is an unobservable state that represents the intermediate event experienced after LTF occurred. Given covariates, we employ the Cox proportional hazards model with a normal frailty and construct a full likelihood to estimate transition intensities between states in the multi-state model. Marginalization of the full likelihood is completed using the adaptive Gaussian quadrature, and the optimal solution of the regression parameters is achieved through the iterative Newton-Raphson algorithm. Simulation studies are carried out to investigate the finite-sample performance of the proposed estimation procedure in terms of the empirical coverage probability of the true regression parameter. Our proposed method is also illustrated with the dataset adapted from Helmer et al. (2001).