• Title/Summary/Keyword: Numerical errors

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Tail Probability Approximations for the Ratio of two Independent Sequences of Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.415-428
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    • 1999
  • In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

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Computation Procedures of Reliability Measures for Interval Data (구간 데이터에 대한 신뢰성 척도 산정 절차)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.2
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    • pp.149-159
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    • 2007
  • This paper is to propose two computation procedures of reliability measures for large interval data. First method is efficient to verify the relationship among four reliability measures such as F(t), R(t), f(t) and $\lambda(t)$. Another method is effective to interpret the concept of various reliability measures. This study is also to reinterpret and recompute the errors of four reliability measures discovered in the reliability textbooks. Various numerical examples are presented to illustrate the application of two proposed procedures.

Identification of Geotechnical Paramters Using Relative Convergence Measurements (상대변위를 이용한 지반정수 인식)

  • Choi, Sang-Hyun;Cho, Kook-Hwan
    • Proceedings of the KSR Conference
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    • 2005.11a
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    • pp.418-423
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    • 2005
  • In designing underground structure such as tunnels, estimating geotechnical characteristics of the ground is one of the most important and difficult tasks. In this paper, a methodology that can identify geotechnical parameters using only field-measured relative convergence displacements is presented. By using only relative convergence measurement data, inevitable errors in absolute convergence estimation can be avoided and in turn the parameter estimation process can be simplified. The methodology utilizes sensitivity relationship between static displacement measurements and geotechnical parameters. The feasibility and applicability of the proposed methodology is verified via a 3-d numerical example of a tunnel structure.

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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • Journal of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

An Efficient Modeling Method for Open Cracked Beam Structures (열린 균열이 있는 보의 효율적 모델링 방법)

  • Kim, M. D.;Park, S. W.;S. W. Hong;Lee, C. W.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.11a
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    • pp.372.2-372
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    • 2002
  • This paper presents an efficient modeling method fur open cracked beam structures. An equivalent bending spring model is introduced to represent the structural weakening effect in the presence of open cracks. The proposed method adopts the exact dynamic element method (EDEM) to avoid the difficulty and numerical errors in association with re-meshing the structure. The proposed method is rigorously compared with a commercial finite element code. (omitted)

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NON-ITERATIVE DOMAIN DECOMPOSITION METHOD FOR THE CONVECTION-DIFFUSION EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS

  • Younbae Jun
    • East Asian mathematical journal
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    • v.40 no.1
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    • pp.109-118
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    • 2024
  • This paper proposes a numerical method based on domain decomposition to find approximate solutions for one-dimensional convection-diffusion equations with Neumann boundary conditions. First, the equations are transformed into convection-diffusion equations with Dirichlet conditions. Second, the author introduces the Prediction/Correction Domain Decomposition (PCDD) method and estimates errors for the interface prediction scheme, interior scheme, and correction scheme using known error estimations. Finally, the author compares the PCDD algorithm with the fully explicit scheme (FES) and the fully implicit scheme (FIS) using three examples. In comparison to FES and FIS, the proposed PCDD algorithm demonstrates good results.

Determination of the Depletion Depth of the Deep Depletion Charge-Coupled Devices

  • Kim Man-Ho
    • Journal of Electrical Engineering and Technology
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    • v.1 no.2
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    • pp.233-236
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    • 2006
  • A 3-D numerical simulation of a buried-channel CCD (Charge Coupled Device) with a deep depletion has been performed to investigate its electrical and physical behaviors. Results are presented for a deep depletion CCD (EEV CCD12; JET-X CCD) fabricated on a high-resistivity $(1.5k\Omega-cm)\;65{\mu}m$ thick epi-layer, on a $550{\mu}m$ thick p+ substrate, which is optimized for X-ray detection. Accurate predictions of the Potential minimum and barrier height of a CCD Pixel as a function of mobile electrons are found to give good charge transfer. The depletion depth approximation as a function of gate and substrate bias voltage provided average errors of less than 6%, compared with the results estimated from X-ray detection efficiency measurements. The result obtained from the transient simulation of signal charge movement is also presented based on 3-Dimensional analysis.

Numerical Modeling of One-Dimensional Longitudinal Dispersion Equation using Eulerian Method

  • Seo, Il-Won;Kim, Dae-Geun
    • Korean Journal of Hydrosciences
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    • v.6
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    • pp.51-66
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    • 1995
  • Various Eulerian-Lagerangian numerical models for the one-dimensional longtudinal dispersion equation are studied comparatively. In the models studied, the transport equation is decoupled into two component parts by the operator-splitting approach ; one part governing advection and the other dispersion. The advection equation has been solved using the method of characteristics following flud particles along the characteristic line and the result are interpolated onto an Eulerian grid on which the dispersion equation is solved by Crank-Nicholson type finite difference method. In solving the advection equation, various interpolation schemes are tested. Among those, Hermite interpo;ation po;ynomials are superor to Lagrange interpolation polynomials in reducing both dissipation and dispersion errors.

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A Robustness of Hierarchic Element Formulated by Integral s of Legendre Polynomial (적분형 르장드르 함수에 의한 계층요소의 통용성)

  • 우광성
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1991.10a
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    • pp.75-80
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    • 1991
  • The purpose of this study is to ascertain the robustness of p-version model with hierarchic intergrals of Legendre shape functions in various applications including plane stress/strain, axisymmetric and shell problems. The most important symptoms of accuracy failure in modern finite elements are spurious mechanisms and a phenomenon known as locking which are exhibited for incompressible materials and irregular shapes which contain aspect ratios(R/t, a/b), tapered ratio(d/b), and skewness. The condition numbers and energy norms are used to estimate numerical errors, convergence characteristics and algorithmic efficiencies for verifying the aforementioned symptoms of accuracy failure. Numerical results from p-version models are compared wi th those from NASTRAN, SAP90, and Cheung's hybrid elements.

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Determination of a Robust Economic Order Quantity Using Taguchi Method (다구찌 방법(方法)을 이용한 경제적(經濟的) 발주량(發注量)의 안정성(安定性) 설계(設計))

  • Choe, Jong-Deok;Seo, Sun-Geun
    • Journal of Korean Society for Quality Management
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    • v.20 no.1
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    • pp.68-79
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    • 1992
  • The economic order quantity(EOQ) is a robust quantity, and it is largely insensitive to reasonable errors in the estimation of most of its parameters. Optimal EOQ and reorder point which are not sensitive to the estimates of the various cost model parameters for Kim and Park's model are determined. This of Taguchi's parameter design which finds a robust EOQ and reorder point using reasonable cost structure on the assumption of normally distributed quality characteristic. A numerical example is also presented to illustrate the proposed procedure and computer aided numerical experiments for selected values of backordered fractions and standard deviations are performed.

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