• Title/Summary/Keyword: Sensitivity Equation

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Eulerian-Lagrangian Hybrid Numerical Method for the Longitudinal Dispersion Equation

  • Jun, Kyung-Soo;Lee, Kil-Seong
    • Korean Journal of Hydrosciences
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    • v.5
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    • pp.85-97
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    • 1994
  • A hybrid finite difference method for the longitudinal dispersion equation, which is based on combining the Holly-Preissmann scheme with fifth-degree Hermite interpolating polynomial and the generalized Crank-Nicholson scheme, is described and comparatively evaluated with other characteristics-based numerical methods. Longitudinal dispersion of an instantaneously-loaded pollutant source is simulated, and computational results are compared with the exact solution. The present method is free from wiggles regardless of the Courant number, and exactly reproduces the location of the peak concentration. Overall accuracy of the computation increases for smaller value of the weighting factor, $\theta$of the model. Larger values of $\theta$ overestimates the peak concentration. Smaller Courant number yields better accuracy, in general, but the sensitivity is very low, especially when the value of $\theta$ is small. From comparisons with the hybrid method using cubic interpolating polynomial and with splitoperator methods, the present method shows the best performance in reproducing the exact solution as the advection becomes more dominant.

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ROBUST PORTFOLIO OPTIMIZATION UNDER HYBRID CEV AND STOCHASTIC VOLATILITY

  • Cao, Jiling;Peng, Beidi;Zhang, Wenjun
    • Journal of the Korean Mathematical Society
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    • v.59 no.6
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    • pp.1153-1170
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    • 2022
  • In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

Determination of shear stiffness for headed-stud shear connectors using energy balance approach

  • Ye, Huawen;Huang, Ruosen;Tang, Shiqing;Zhou, Yu;Liu, Jilin
    • Steel and Composite Structures
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    • v.42 no.4
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    • pp.477-487
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    • 2022
  • The shear stiffness of headed-stud shear connectors has no unified definition due to the nonlinear characteristics of its load-slip relationship. A unified framework was firstly adopted to develop a general expression of shear load-slip equation for headed-stud shear connectors varying in a large parameter range based on both force and energy balance. The pre- and post-yield shear stiffness were then determined through bilinear idealization of proposed shear load-slip equation. An updated and carefully selected push-out test database of 157 stud shear connectors, conducting on studs 13~30mm in diameter and on concretes 30~180 MPa in cubic compressive strength, was used for model regression and sensitivity analysis of shear stiffness. An empirical calculation model was also established for the stud shear stiffness. Compared with the previous models through statistical analysis, the proposed model demonstrates a better performance to predict the shear load-slip response and stiffness of the stud shear connectors.

Topology Optimization of Electromagnetic Systems with Two Materials (전자기 시스템에서 두 가지 물성치를 고려한 위상최적설계 기법)

  • Kang, Je-Nam;Wang, Se-Myung
    • Proceedings of the KIEE Conference
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    • 2002.07b
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    • pp.726-728
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    • 2002
  • The topology optimization of electromagnetic systems with two materials is investigated using the FEM. The design sensitivity equation for topology optimization is derived using the adjoint variable method and the continuum approach. The proposed method is applied to the topology optimization of C-core and compared to previous study with one material.

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Topology Optimization of Pick-up Actuator of CD-ROM for Vibration Reduction (위상 최적 설계를 통한 CD-ROM 광 픽업 액추에이터의 진동 저감)

  • Wang, Se-Myung;Kim, Yong-Su;Park, Ky-Hwan
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.06a
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    • pp.479-484
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    • 2000
  • The topology optimization of electromagnetic systems is investigated and the TOPEM (Topology Optimization for Electromagnetic Systems) is developed using the finite element method (FEM). The design sensitivity equation for topology optimization is derived using the adjoint variable method. The proposed method is validated by applying it to the topology optimizations of a C-core actuator and an optical pickup actuator.

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Optimal Design to minimize Eddy Current Loss of Structure Part in Electrical Machines using Topology Optimization (위상최적화를 이용한 전기기기 구조부의 와전류손을 줄이는 최적설계)

  • Lee, Heon;Shim, Ho-Kyung;Wang, Se-Myung
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.655-656
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    • 2008
  • This research presents a topology optimization to minimize eddy current loss maintaining mechanical robustness of structure part in electrical machines A design sensitivity equation for the topology optimization is derived by employing the discrete system equations combined with the adjoint variable method. As a numerical example, frame design of a C-core actuator is performed by the proposed method.

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Load Following Control of Pressurized Water Reactor (P.W.R. 원자로의 부하추종제어)

  • Lee, Buhm;Park, Young-Hwan
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.3
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    • pp.221-225
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    • 2008
  • This paper presents a self-tuning controller for pressurized water reactor (P.W.R.). This self-tuning controller includes two substantial steps, such as parameter identification and control-law building in each cycle. Extended least square algorithm is used for parameter identification, Kalman filter is used for state estimation, and discrete Riccati equation is used for optimal control. Effectiveness of this algorithm is shown through computer simulation and sensitivity analysis.

Multi-domain Topology Optimization of Electromagnetic Systems (전자기 시스템 다영역 위상최적설계)

  • Wang, Se-Myung;Park, Seung-Kyu;Kang, Je-Nam
    • Proceedings of the KIEE Conference
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    • 2003.07b
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    • pp.705-707
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    • 2003
  • The design of multi-domain that considers all components of the electromagnetic systems such as air, iron, magnet, and coil is investigated using the topology optimization, interpolation method, and FEM. The design sensitivity equation for the topology optimization is derived using the adjoint variable method and the continuum approach. The proposed method is applied to the topology optimization of C-core actuator.

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Correlation of the Rates on Solvolysis of 2,2,2-Trichloroethyl Chloroformate Using the Extended Grunwald-Winstein Equation

  • Koh, Han-Joong;Kang, Suk-Jin
    • Bulletin of the Korean Chemical Society
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    • v.33 no.5
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    • pp.1729-1733
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    • 2012
  • The solvolysis rate constants of 2,2,2-trichloroethyl chloroformate ($Cl_3CCH_2OCOCl$, $\mathbf{3}$) in 30 different solvents are well correlated with the extended Grunwald-Winstein equation, using the $N_T$ solvent nucleophilicity scale and the $Y_{Cl}$ solvent ionizing scale, with sensitivity values of $1.28{\pm}0.06$ and $0.46{\pm}0.03$ for $l$ and $m$, respectively. The activation enthalpies (${\Delta}H^{\neq}$) are 10.1 to 12.8 $kcal{\cdot}mol^{-1}$ and the activation entropies (${\Delta}S^{\neq}$) are -27.8 to -36.8 $cal{\cdot}mol^{-1}{\cdot}K^{-1}$, which is consistent with the proposed bimolecular reaction mechanism. The kinetic solvent isotope effect ($k_{MeOH}/k_{MeOD}$) of 2.39 is also in accord with $S_N2$ mechanism probably assisted by general-base catalysis.