• Journal of the Korean Operations Research and Management Science Society
• /
• v.19 no.1
• /
• pp.85-98
• /
• 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.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.11 no.1
• /
• pp.70-81
• /
• 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.

• Wind and Structures
• /
• v.35 no.5
• /
• pp.323-336
• /
• 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.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.19 no.8
• /
• pp.1595-1611
• /
• 1994

In this paper, the numerical wave propagation properties of the finite difference-time domain(FD-TD) method is investigated as a discrete model describing electromagnetic(EM) wave propagation phenomena. The leap-frog approximation of Maxwell's curl equations in time-space simulates EM wave propagation in terms of the numerical characteristic and the domain of dependence. A geometrical interpretation of the FD-TD numerical procedure is presented. The numerical dispersion error due to the leap-frog approximation and its dependence on the stability factor are illustrated. The FD-TD method using the leap-frog approximation is inherently a descriptive model. Thus, not only any physical picture about EM wave propagation phenomena can be drawn through this model, but also physical or engineering parameters in the frequency domain can be extracted from descriptive results. E-plane filter characteristics in the WR-28 rectangular waveguide and reflection property of an inductive iris in the WR-90 rectangluar waveguide extracted from simulation of the FD-TD model is included.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.27 no.5
• /
• pp.657-665
• /
• 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.

• The KSFM Journal of Fluid Machinery
• /
• v.14 no.5
• /
• pp.63-68
• /
• 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.

• Proceedings of the Korean Society of Computational and Applied Mathematics Conference
• /
• 2002.09a
• /
• pp.24.1-24
• /
• 2002

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.12 no.3
• /
• pp.397-406
• /
• 1999

A new solution procedure for approximate reanalysis, using the staged hybrid methods with substructuring, is proposed in this study. Displacements are calculated with two step mixed procedures. First step is to introduce the conservative approximation, which is a hybrid form of the linear and reciprocal approximation, as local approximation. In the next step, it is combined with the global approximation by reduced basis approach. Stresses are evaluated from the displacements by matrix transformation. The quality of reanalyzed quantities can be greatly improved through these staged hybrid approximations, specially for large changes in the design. Overall procedures are based on substructuring scheme. Several numerical examples illustrate the validity and effectiveness of the proposed methods.

• Communications for Statistical Applications and Methods
• /
• v.27 no.1
• /
• pp.129-140
• /
• 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.

• Korean Management Science Review
• /
• v.15 no.2
• /
• pp.125-142
• /
• 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.