• 제목/요약/키워드: Numerical quadratures

검색결과 9건 처리시간 0.017초

A STUDY ON THE ERROR BOUNDS OF TRAPEZOIDAL AND SIMPSON@S QUADRATURES

  • CHOI SUNG HEE;HWANG SUK HYUNG;HONG BUM IL
    • Journal of applied mathematics & informatics
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    • 제17권1_2_3호
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    • pp.615-622
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    • 2005
  • In this paper, we discuss the average case errors of some numerical quadratures, namely Trapezoidal and Simpson's, in the numerical integration problem. Our integrands are r-fold Wiener functions from the interval [0,1] and only at finite number of points the function values are evaluated. We study average case errors of these quadratures theoretically and then compare it with our practical (a posteriori) researches. Monte-Carlo simulation is used to perform these empirical researches. Finally we empirically compute the error bounds of studied quadratures for the higher degrees of Wiener functions.

A STUDY ON THE AVERAGE CASE ERROR OF COMPOSITE NEWTON-COTES QUADRATURES

  • Park, Sung-Hee;Park, Jung-Ho;Park, Yoon-Young
    • Journal of applied mathematics & informatics
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    • 제12권1_2호
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    • pp.107-117
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    • 2003
  • We study the integration problem in which one wants to compute the approximation to the definite integral in the average case setting. We choose the composite Newton- Cotes quadratures as our algorithm and the function values at equally spaced sample points on the given interval[0, 1]as information. We compute the average case error of composite Newton-Cotes quadratures and show that it is minimal (modulo a multi-plicative constant).

보간법을 이용한 수치적분법의 평균 오차에 관한 연구 (On the Average Case Errors of Numerical Integration Rules using Interpolation)

  • 최성희;황석형;이정배;홍범일
    • 정보처리학회논문지A
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    • 제11A권5호
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    • pp.401-406
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    • 2004
  • 이 논문에서는 정적분의 근사 값을 계산하는 여러 적분 문제 중에서 보간 법을 사용하는 수치적분법의 평균오차에 대해서 연구한다. 특히 가장 널리 쓰이고 있는 방법 중의 하나인 복합 Newton-Cotes 구적법의 평균오차에 대해서 연구한다. 주어진 구간을 등 간격으로 나누었을 때, 각 점에서의 함수 값을 information으로 사용할 경우, 복합 Newton-Cotes 구적법의 평균오차를 계산하였으며, 이 때 이 오차는 가장 최소임을 이 논문에서 증명한다.

On the Numerical Evaluation of the Wave Patten of a Havelock Source

  • Dong-Kee,Lee
    • 대한조선학회지
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    • 제16권4호
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    • pp.13-21
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    • 1979
  • A method of evaluating Kelvin wave pattern is presented in this paper. The mathematical manipulation of x-derivative of the Green function of the Havelock source by the use of contour integration on the complex plane has resulted in the expression that can be readily incorporated with computer program. The efficiency and accuracy that can be secured by the use of the present mathematical expressions seem to be excellent when suitable numerical quadratures are employed. The wave patterns for particular submergences of the singularity are presented.

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ON THE EXPONENTIAL APPROXIMATIONS IN EVALUATION OF FUNCTIONS

  • Yu, Dong-Won;Lee, Hyoung
    • Journal of applied mathematics & informatics
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    • 제2권2호
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    • pp.13-20
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    • 1995
  • The goal of this paper is to show that the linear approxi-mation in evaluation of functions may be effectively replaced by the ex-ponential approximation formulas obtained by numerical quadratures and in the instance the relative errors can be estimated without know-ing the true values.

A computational note on maximum likelihood estimation in random effects panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제26권3호
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    • pp.315-323
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    • 2019
  • Panel data sets have recently been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Often a dichotomous dependent variable occur in survival analysis, biomedical and epidemiological studies that is analyzed by a generalized linear mixed effects model (GLMM). The most common estimation method for the binary panel data may be the maximum likelihood (ML). Many statistical packages provide ML estimates; however, the estimates are computed from numerically approximated likelihood function. For instance, R packages, pglm (Croissant, 2017) approximate the likelihood function by the Gauss-Hermite quadratures, while Rchoice (Sarrias, Journal of Statistical Software, 74, 1-31, 2016) use a Monte Carlo integration method for the approximation. As a result, it can be observed that different packages give different results because of different numerical computation methods. In this note, we discuss the pros and cons of numerical methods compared with the exact computation method.

On the receding contact plane problem for bi-FGM-layers indented by a flat indenter

  • Cong Wang;Jie Yan;Rui Cao
    • Structural Engineering and Mechanics
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    • 제85권5호
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    • pp.621-633
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    • 2023
  • The major objective of this paper is to study the receding contact problem between two functional graded layers under a flat indenter. The gravity is assumed negligible, and the shear moduli of both layers are assumed to vary exponentially along the thickness direction. In the absence of body forces, the problem is reduced to a system of Fredholm singular integral equations with the contact pressure and contact size as unknowns via Fourier integral transform, which is transformed into an algebraic one by the Gauss-Chebyshev quadratures and polynomials of both the first and second kinds. Then, an iterative speediest descending algorithm is proposed to numerically solve the system of algebraic equations. Both semi-analytical and finite element method, FEM solutions for the presented problem validate each other. To improve the accuracy of the numerical result of FEM, a graded FEM solution is performed to simulate the FGM mechanical characteristics. The results reveal the potential links between the contact stress/size and the indenter size, the thickness, as well as some other material properties of FGM.

헬름홀쯔 적분 방정식에 기반을 둔 구조물의 음향방사 및 구조/음향 연성 수치해석 (Numerical Simulation of Acoustic Radiation and Fluid/Structure Interaction Based on the Helmholtz Integral Equation)

  • 최성훈
    • 한국음향학회지
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    • 제27권8호
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    • pp.411-417
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    • 2008
  • 본 논문에서는 헬름홀쯔 적분 방정식에서 유도된 식을 이용하여 구조물의 표면 압력을 구조진동 성분에 대한 단순한 적분형태로 표현하여 음향방사 및 구조/음향 연성 문제를 수치적으로 푸는 방법에 대하여 다룬다. 이 식은 임의의 형상에 대하여 유도된 식으로 Rayleigh 식과 유사한 형태를 갖는다. 이 식을 이용하면 표면 압력을 구조물의 속도에 대한 단순 적분 형태로 나타낼 수 있기 때문에 경계요소법과 같이 연립방정식에 대한 행렬식을 풀 필요가 없다. 또한 헬름홀쯔 적분 방정식에 기반을 둔 다른 방법 들이 가지는 해의 유일성 문제도 갖지 않는 장점이 있다. 본 논문에서는 구형 셀에 대하여 수치해와 정해를 비교하여 제안한 방법의 타당성을 검증하였다.