• 제목/요약/키워드: Numerical Approximation

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GPH 분포에 의한 확률적 근사화 (Probabilistic approximations based on GPH distributions)

  • 윤복식;박광우;이창훈
    • 한국경영과학회지
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    • 제19권1호
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    • pp.85-98
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    • 1994
  • The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R$^{+}$ can be app-roximated by the GPH distribution and demonstrate the accuracy of the approximation through various numerical examples. Also, we introduce an efficient way to compute the delay and waiting various numerical examples. Also, we introduce an efficient way to compute the delay and waiting time distributions of the GPH/GPH/1 queueing system which can be used as an approximation model for the GI/G/1 system, and validate its accuracy through numerical examples. The theoretical and experimental results of this paper help us accept the usefulness of the approximations based on GPH distribution.n.

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An improved Rankine source panel method for three dimensional water wave problems

  • Feng, Aichun;You, Yunxiang;Cai, Huayang
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제11권1호
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    • pp.70-81
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    • 2019
  • An improved three dimensional Rankine source method is developed to solve numerically water wave problems in time domain. The free surface and body surface are both represented by continuous panels rather than a discretization by isolated points. The integral of Rankine source 1/r on free surface panel is calculated analytically instead of numerical approximation. Due to the exact algorithm of Rankine source integral applied on the free surface and body surface, a space increment free surface source distribution method is developed and much smaller amount of source panels are required to cover the fluid domain surface than other numerical approximation methods. The proposed method shows a higher accuracy and efficiency compared to other numerical methods for various water wave problems.

Direct identification of aeroelastic force coefficients using forced vibration method

  • Herry, Irpanni;Hiroshi, Katsuchi;Hitoshi, Yamada
    • Wind and Structures
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    • 제35권5호
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    • pp.323-336
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    • 2022
  • This study investigates the applicability of the direct identification of flutter derivatives in the time domain using Rational Function Approximation (RFA), where the extraction procedure requires either a combination of at least two wind speeds or one wind speed. In the frequency domain, flutter derivatives are identified at every wind speed. The ease of identifying flutter derivatives in the time domain creates a paradox because flutter derivative patterns sometimes change in higher-order polynomials. The first step involves a numerical study of RFA extractions for different deck shapes from existing bridges to verify the accurate wind speed combination for the extraction. The second step involves validating numerical simulation results through a wind tunnel experiment using the forced vibration method in one degree of freedom. The findings of the RFA extraction are compared to those obtained using the analytical solution. The numerical study and the wind tunnel experiment results are in good agreement. The results show that the evolution pattern of flutter derivatives determines the accuracy of the direct identification of RFA.

전자파 문제에 대한 시간영역-유한차분법의 수치파 전파모델의 성질에 관한 연구 (A Study on the Numerical Wave Propagation Properties of the Finite Difference-Time Domain(FD-TD) Method for EM Wave Problems)

  • 김인석
    • 한국통신학회논문지
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    • 제19권8호
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    • pp.1595-1611
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    • 1994
  • 본 논문에서는 전자파의 전파현상의 불연속모델로서 시간영역 유한 차분법의 수치적 성질이 연구된다. 시간 공간의 차원에서 막스웰 방정식을 개구리뜀 근사식으로 나타내므로 수치적인 특성과 의존 영역의 항으로 전자파의 전파현상을 모사한다. 시간영역 유한차분법의 수치적모사과정이 기하학적으로 설명된다. 개구리뜀 근사법의 채용으로 인한 수치적인 분산현상이 예시된다. 개구리뜀 근사법을 기초로 한 시간영역 유한차분법은 원래 계산 결과만을 산출하는 모델이 아니고 묘사적인 모델이므로 전자파 전파현상에 대한 몰리적인 현상을 묘사할 뿐만 아니라 이러한 묘사직언 결과로부터 푸리에 변환을 통하여 주파수 영역에서의 결과를 추출할 수 잇는 매우 유연한 수치해석 방법이다. 그래서 본 수치해석 방법을 이용하여 WR-28과 WR-90 도파관의 E-평면 휠터와 인턱티브 아이리스의 특성성분적 결과를 포함시킨다.

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마이크로 채널 충전 과정의 유동 현상 (II) - 수치 해석 - (Flow Phenomena in Micro-channel Filling Process (II) - Numerical Analysis -)

  • 김동성;이광철;권태헌;이승섭
    • 대한기계학회논문집A
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    • 제27권5호
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    • pp.657-665
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    • 2003
  • Several interesting results were obtained from the flow visualization experiment in the accompanying paper, Part I. in the present study, Part II, a numerical study has been carried out to explain the detailed flow phenomena in micro-channel filling process. Hele-Shaw flow approximation was applied to the micro-channel geometry based on the small characteristic length. And surface tension effect has been introduced on the flow front as the boundary condition with the help of a dynamic contact angle concept between the melt front and the wall. A dimensional analysis for numerical results was carried out and a strong relationship between dimensionless pressure and Capillary number is obtained. The numerical analysis results are compared with the flow visualization experimental observations. And the numerical system developed in the present study seems to be able to predict the interesting micro-channel filling flow characteristics observed from experiments.

터널 환기용 제트홴의 성능 향상을 위한 수치최적화 (Numerical Optimization for Performance Improvement of a Tunnel Ventilation Jet fan)

  • 김준형;김진혁;김광용;윤준용;최영석;양상호
    • 한국유체기계학회 논문집
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    • 제14권5호
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    • pp.63-68
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    • 2011
  • This paper presents an optimization procedure for performance improvement of a tunnel ventilation jet fan. Optimization techniques based on response surface approximation (RSA) are employed to improve the aerodynamic performance of a tunnel ventilation jet fan. For numerical analysis, three-dimensional Renolds- averaged Navier-Stokes (RANS) equations with shear stress transport turbulence model are discretized by using finite volume approximations and solved on hexahedral grids to evaluate the total efficiency at the operating condition as the objective function. Four geometric variables defining the meridional length and the thickness profile at the hub and shroud in the jet fan rotor are selected as design variables for the numerical optimization. The results of the numerical optimization show that the total efficiency of the optimized model is significantly improved in comparison with the base model.

다단계 혼성근사화에 의한 부구조화 기반 구조 재해석 (Substructuring-based Structural Reanalysis by Multilevel Hybrid Approximation)

  • 황진하;김경일;이학술
    • 한국전산구조공학회논문집
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    • 제12권3호
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    • pp.397-406
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    • 1999
  • 본 연구는 부구조화에 기초한 다단계 혼성 구조 재해석방법을 제시한다. 부구조화의 틀에 보존근사화의 각 항을 차원축소법의 기저로 한 보존 전역-부분근사화에 의하여 변위 산정의 정확성과 효율성을 확보하고, 이를 바탕으로 이미 구성된 응력-변위 관계식을 병용하는 혼성방식을 통하여 전체 설계의 중간 단계에서 반복되는 재해석 과정의 신뢰성을 높인다. 전체적으로 선형근사화와 상반근사화를 교차적용하는 1단계 보존근사화로부터 전역 근사화와 결합하여 구하는 변위산정과 그에 종속되는 행렬연산으로 산출하는 응력계산의 3단계로 이루어지는 본 방법은 대형 구조계를 대상으로 하여, 해석의 기본 틀로 부구조화 방법을 택하였으며, 몇 개의 예제들을 통하여 타당성 및 유용성을 검증하였다.

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An efficient algorithm for the non-convex penalized multinomial logistic regression

  • Kwon, Sunghoon;Kim, Dongshin;Lee, Sangin
    • Communications for Statistical Applications and Methods
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    • 제27권1호
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    • pp.129-140
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    • 2020
  • In this paper, we introduce an efficient algorithm for the non-convex penalized multinomial logistic regression that can be uniformly applied to a class of non-convex penalties. The class includes most non-convex penalties such as the smoothly clipped absolute deviation, minimax concave and bridge penalties. The algorithm is developed based on the concave-convex procedure and modified local quadratic approximation algorithm. However, usual quadratic approximation may slow down computational speed since the dimension of the Hessian matrix depends on the number of categories of the output variable. For this issue, we use a uniform bound of the Hessian matrix in the quadratic approximation. The algorithm is available from the R package ncpen developed by the authors. Numerical studies via simulations and real data sets are provided for illustration.

On Development of Lower Order Aggregated Model for the Linear Large-Scale Model

  • 유병우
    • 경영과학
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    • 제15권2호
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    • pp.125-142
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    • 1998
  • The aggregation on linear large-scale dynamic systems is examined in this paper and a "two-step" approach is proposed. In this procedure, the aggregated system consists of two subsystems. The first subsystem represents aggregation through the retainment of dominant eigenvalues of the original system, leading to a first approximation of the desired output of the original system. The purpose of augmenting it with a second subsystem is to provide an estimation of the error on the first approximation, thus permitting a second correction to the output approximation and resulting in an output approximation of greater accuracy. Optimization techniques are discussed for the determination of unknown parameters in the aggregated system. These techniques use minimization principles of certain suitable performance indices and are developed for both single input-single output and multiple input-multiple output system. Numerical examples illustrating these procedures are given and the results are compared with those obtained using existing methods. Finally, a pharmacokinetics problem is studied from the aggregation point of view.

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