• Communications for Statistical Applications and Methods
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• 제19권2호
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• pp.267-276
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• 2012

Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.687-705
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• 2006

In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.229-241
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• 2007

Multi-term fractional differential equations have been used to simulate fractional-order control system. It has been demonstrated the necessity of the such controllers for the more efficient control of fractional-order dynamical system. In this paper, the multi-term fractional ordinary differential equations are transferred into equivalent a system of equations. The existence and uniqueness of the new system are proved. A fractional order difference approximation is constructed by a decoupled technique and fractional-order numerical techniques. The consistence, convergence and stability of the numerical approximation are proved. Finally, some numerical results are presented to demonstrate that the numerical approximation is a computationally efficient method. The new method can be applied to solve the fractional-order control system.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.319-328
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• 2004

In this paper we investigate the qualitative behaviour of numerical approximation to a class delay differential equation. We consider the numerical solution of the delay differential equations undergoing a Hopf bifurcation. We prove the numerical approximation of delay differential equation had a Hopf bifurcation point if the true solution does.

• Coupled systems mechanics
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• 제7권1호
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• pp.61-77
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• 2018

This paper establish a high concentration ratio approximation of linear elastic properties of materials with periodic microstructure with cubic inclusions. The approximation is derived using first few terms of power series expansion of the solution of the equivalent eigenstrain problem with a homogeneous eigenstrain approximation. Viability of the approximation at high concentration ratios is proved by comparison with a numerical solution of the homogenization problem. To this end some theoretical result of symmetry properties of the homogenization problem are given. Using these results efficient numerical computation on a reduced computational domain is presented.

• 대한기계학회논문집A
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• 제27권6호
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• pp.1041-1049
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• 2003

In this paper, a new local two-point approximation method which is based on the exponential intervening variable is proposed. This new algorithm, called the Two-Point Convex Approximation(TPCA), use the function and design sensitivity information from the current and previous design points of the sequential approximate optimization to generate a sequence of convex, separable subproblems. This paper describes the derivation of the parameters associated with the approximation and the numerical solution procedure. In order to show the numerical performance of the proposed method, a sequential approximate optimizer is developed and applied to solve several typical design problems. These optimization results are compared with those of other optimizers. Numerical results obtained from the test examples demonstrate the effectiveness of the proposed method.

• Industrial Engineering and Management Systems
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• 제7권2호
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• pp.143-149
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• 2008

There have been some approximation analysis methods for a GI/G/1 queueing system. As one of them, an approximation technique for the steady-state probability in the GI/G/1 queueing system based on the iteration numerical calculation has been proposed. As another one, an approximation formula of the average queue length in the GI/G/1 queueing system by using the diffusion approximation or the heuristics extended diffusion approximation has been developed. In this article, an approximation technique in order to analyze the GI/G/1 queueing system is considered and then the formulae of both the steady-state probability and the average queue length in the GI/G/1 queueing system are proposed. Through some numerical examples by the proposed technique, the existing approximation methods, and the Monte Carlo simulation, the effectiveness of the proposed approximation technique is verified.

• 한국전산유체공학회지
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• 제11권1호
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• pp.8-15
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• 2006

The existing approximations of diffusion flux in unstructured cell-centered finite volume methods are examined in detail with each other and clarified to have indefinite expressions in several respects. A new numerical approximation of diffusion flux at cell face center is then proposed, which is second-order accurate even on irregular grids and may be easily implemented in CFD code using cell-centered finite volume method with unstructured grids composed of arbitrary convex polyhedral shape.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제28권2호
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• pp.59-70
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• 2024

In this paper we present the approximation method of the circular helix by G² cubic polynomial curves. The approximants are G¹ Hermite interpolation of the circular helix and their approximation order is four. We obtain numerical examples to illustrate the geometric continuity and the approximation order of the approximants. The method presented in this paper can be extended to approximating the elliptical helix. Using the property of affine transformation invariance we show that the approximant has G² continuity and the approximation order four. The numerical examples are also presented to illustrate our assertions.

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.69-78
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• 2009

The accuracy of wavelet approximation at resolution h = $2^{-k}$ to a smooth function f is limited by O($h^M$), where M is the number of vanishing moments of the mother wavelet ${\psi}$; that is, the approximation order of wavelet approximation is M - 1. High accuracy points of wavelet approximation are of interest in some applications such as signal processing and numerical approximation. In this paper, we prove the scaling and translating properties of high accuracy points of wavelet approximation. To illustrate the results in this paper, we also present two examples of high accuracy points of wavelet approximation.