• Title/Summary/Keyword: Taylor expansion

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Estimation of Failure Probability Using Boundary Conditions of Failure Pressure Model for Buried Pipelines (파손압력모델의 경계조건을 이용한 매설배관의 파손확률 평가)

  • Lee, Ouk-Sub;Kim, Eui-Sang;Kim, Dong-Hyeok
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.310-315
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    • 2003
  • This paper presents the effect of boundary condition of failure pressure model for buried pipelines on failure prediction by using a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with various corrosion defects for long exposure periods in years. A failure pressure model based on a failure function composed of failure pressure and operation pressure is adopted for the assessment of pipeline failure. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically studied by using a failure probability model for the corrosion pipeline.

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SOLVING SECOND ORDER SINGULARLY PERTURBED DELAY DIFFERENTIAL EQUATIONS WITH LAYER BEHAVIOR VIA INITIAL VALUE METHOD

  • GEBEYAW, WONDWOSEN;ANDARGIE, AWOKE;ADAMU, GETACHEW
    • Journal of applied mathematics & informatics
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    • v.36 no.3_4
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    • pp.331-348
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    • 2018
  • In this paper, an initial value method for solving a class of singularly perturbed delay differential equations with layer behavior is proposed. In this approach, first the given problem is modified in to an equivalent singularly perturbed problem by approximating the term containing the delay using Taylor series expansion. Then from the modified problem, two explicit Initial Value Problems which are independent of the perturbation parameter, ${\varepsilon}$, are produced: the reduced problem and boundary layer correction problem. Finally, these problems are solved analytically and combined to give an approximate asymptotic solution to the original problem. To demonstrate the efficiency and applicability of the proposed method three linear and one nonlinear test problems are considered. The effect of the delay on the layer behavior of the solution is also examined. It is observed that for very small ${\varepsilon}$ the present method approximates the exact solution very well.

MULTIDIMENSIONAL INTERPOLATIONS FOR THE HIGH ORDER SCHEMES IN ADAPTIVE GRIDS (적응 격자 고차 해상도 해법을 위한 다차원 내삽법)

  • Chang, S.M.;Morris, P.J.
    • Journal of computational fluids engineering
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    • v.11 no.4 s.35
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    • pp.39-47
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    • 2006
  • In this paper, the authors developed a multidimensional interpolation method inside a finite volume cell in the computation of high-order accurate numerical flux such as the fifth order WEND (weighted essentially non-oscillatory) scheme. This numerical method starts from a simple Taylor series expansion in a proper spatial order of accuracy, and the WEND filter is used for the reconstruction of sharp nonlinear waves like shocks in the compressible flow. Two kinds of interpolations are developed: one is for the cell-averaged values of conservative variables divided in one mother cell (Type 1), and the other is for the vertex values in the individual cells (Type 2). The result of the present study can be directly used to the cell refinement as well as the convective flux between finer and coarser cells in the Cartesian adaptive grid system (Type 1) and to the post-processing as well as the viscous flux in the Navier-Stokes equations on any types of structured and unstructured grids (Type 2).

Reliability Estimation of the Buried Pipelines for the Ground Subsidence (지반침하에 대한 매설배관의 건전성 평가)

  • 이억섭;김의상;김동혁
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2003.06a
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    • pp.1557-1560
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    • 2003
  • This paper presents the effect of varying boundary conditions such as ground subsidence on failure prediction of buried pipelines. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with three cases of ground subsidence. We estimate the distribution of stresses imposed on the buried pipelines by varying boundary conditions and calculate the probability of pipelines with von-Mises failure criterion. The effects of random variables such as pipe diameter, internal pressure, temperature, settlement width, load for unit length of pipelines, material yield stress and thickness of pipeline on the failure probability of the buried pipelines are also systematically studied by using a failure probability model for the pipeline crossing a ground subsidence region.

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Asymmetric Robustness Bounds of Eigenvalue Distribution for Uncertain Linear Systems (불확실한 선형시스템 고유값 배치의 비대칭 강인한계)

  • 이재천
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.7
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    • pp.794-799
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    • 1999
  • This study deals with robustness bounds estimation for uncertain linear systems with structured perturbations where the eigenvalues of the perturbed systems are guaranteed to stay in a prescribed region. Based upon the Lyapunov approach, new theorems to estimate allowable perturbation parameter bounds are derived. The theorems are referred to as the zero-order or first-order asymmetric robustness measure depending on the order of the P matrix in the sense of Taylor series expansion of perturbed Lyapunov equation. It is proven that Gao's theorem for the estimation of stability robustness bounds is a special case of proposed zero-order asymmetric robustness measure for eigenvalue assignment. Robustness bounds of perturbed parameters measured by the proposed techniques are asymmetric around the origin and less conservative than those of conventional methods. Numerical examples are given to illustrate proposed methods.

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Adaptive Matching Scan Algorithm Based on Gradient Magnitude and Sub-blocks in Fast Motion Estimation of Full Search (전영역 탐색의 고속 움직임 예측에서 기울기 크기와 부 블록을 이용한 적응 매칭 스캔 알고리즘)

  • 김종남;최태선
    • Proceedings of the IEEK Conference
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    • 1999.11a
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    • pp.1097-1100
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    • 1999
  • Due to the significant computation of full search in motion estimation, extensive research in fast motion estimation algorithms has been carried out. However, most of the algorithms have the degradation in predicted images compared with the full search algorithm. To reduce an amount of significant computation while keeping the same prediction quality of the full search, we propose a fast block-matching algorithm based on gradient magnitude of reference block without any degradation of predicted image. By using Taylor series expansion, we show that the block matching errors between reference block and candidate block are proportional to the gradient magnitude of matching block. With the derived result, we propose fast full search algorithm with adaptively determined scan direction in the block matching. Experimentally, our proposed algorithm is very efficient in terms of computational speedup and has the smallest computation among all the conventional full search algorithms. Therefore, our algorithm is useful in VLSI implementation of video encoder requiring real-time application.

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Inference Based on Generalized Doubly Type-II Hybrid Censored Sample from a Half Logistic Distribution

  • Lee, Kyeong-Jun;Park, Chan-Keun;Cho, Young-Seuk
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.645-655
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    • 2011
  • Chandrasekar et al. (2004) introduced a generalized Type-II hybrid censoring. In this paper, we propose generalized doubly Type-II hybrid censoring. In addition, this paper presents the statistical inference on the scale parameter for the half logistic distribution when samples are generalized doubly Type-II hybrid censoring. The approximate maximum likelihood(AMLE) method is developed to estimate the unknown parameter. The scale parameter is estimated by the AMLE method using two di erent Taylor series expansion types. We compar the AMLEs in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20; 30; 40 and various censored samples. The $AMLE_I$ is better than $AMLE_{II}$ in the sense of the MSE.

Locally Weighted Polynomial Forecasting Model (지역가중다항식을 이용한 예측모형)

  • Mun, Yeong-Il
    • Journal of Korea Water Resources Association
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    • v.33 no.1
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    • pp.31-38
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    • 2000
  • Relationships between hydrologic variables are often nonlinear. Usually the functional form of such a relationship is not known a priori. A multivariate, nonparametric regression methodology is provided here for approximating the underlying regression function using locally weighted polynomials. Locally weighted polynomials consider the approximation of the target function through a Taylor series expansion of the function in the neighborhood of the point of estimate. The utility of this nonparametric regression approach is demonstrated through an application to nonparametric short term forecasts of the biweekly Great Salt Lake volume.volume.

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Estimation for the Half Logistic Distribution Based on Double Hybrid Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1055-1066
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    • 2009
  • Many articles have considered a hybrid censoring scheme, which is a mixture of Type-I and Type-II censoring schemes. We introduce a double hybrid censoring scheme and derive some approximate maximum likelihood estimators(AMLEs) of the scale parameter for the half logistic distribution under the proposed double hybrid censored samples. The scale parameter is estimated by approximate maximum likelihood estimation method using two different Taylor series expansion types. We also obtain the maximum likelihood estimator(MLE) and the least square estimator(LSE) of the scale parameter under the proposed double hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error. The simulation procedure is repeated 10,000 times for the sample size n = 20(10)40 and various censored samples. The performances of the AMLEs and MLE are very similar in all aspects but the MLE and LSE have not a closed-form expression, some numerical method must be employed.

Sloshing Flow of Highly-Viscous Fluid in a Rectangular Box (사각용기에서 발생하는 고점성 유체의 슬로싱 유동)

  • park, Jun Sang
    • Journal of the Korean Society of Visualization
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    • v.17 no.3
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    • pp.39-45
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    • 2019
  • A study on the sloshing flow of highly-viscous fluid in a rectangular box was made by both of theoretical approach and experimental visualization method. Assuming a smallness of external forcing to oscillate the container, it was investigated a linear sloshing flow of highly-viscous fluid utilizing asymptotic analysis by Taylor-series expansion as a small parameter Re (≪1) in which Re denotes Reynolds number. The theory predict that, during all cycles of sloshing, a linear shape of free surface will prevail in a bulk zone and it has confirmed in experiment. The relevance of perfect slip boundary condition, adopted in theoretical approach, to the bulk zone flow at the container wall was tested in experiment. It is found that quasi-steady coated thin film, which makes a lubricant layer between bulk flow and solid wall, is generated on the wall and the film makes a role to perfect slip boundary condition.