• Title/Summary/Keyword: Two-Point Approximation

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Study of Efficient Aerodynamic Shape Design Optimization with Uncertainties (신뢰성을 고려한 효율적인 공력 형상 최적 설계에 대한 연구)

  • 김수환;권장혁
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.7
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    • pp.18-27
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    • 2006
  • The conventional reliability based design optimization(RBDO) methods require high computational cost compared with the deterministic design optimization(DO) methods, therefore it is hard to apply directly to large-scaled problems such as an aerodynamic shape design optimization. In this study, to overcome this computational limitation the efficient RBDO procedure with the two-point approximation(TPA) and adjoint sensitivity analysis is proposed, that the computational requirement is nearly the same as DO and the reliability accuracy is good compared with that of RBDO. Using this, the 3-D aerodynamic shape design optimization is performed very efficiently.

Evaluation of Performance on Attribute Control Chart using Variable Sampling Intervals (가변추출구간을 이용한 계수치 관리도의 수행도 평가)

  • Song Suh-Ill;Geun Lee-Bo
    • Proceedings of the Society of Korea Industrial and System Engineering Conference
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    • 2002.05a
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    • pp.359-364
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    • 2002
  • In case of pn control chart often used in mass production system of plant industry and so on, we could evaluate it's performance by the approximation to normal distribution. It has many differences according to sample sizes and defective fraction, and have disadvantage that needs much samples to use the normal distribution approximation. Existent control charts can not detect the cause of process something wrong because it is taking the sampling intervals of fixed length about all times from the process. Therefore, to overcome this shortcoming we use VSI(variable sampling intervals) techniques in this paper. This technique takes a long sampling interval to have the next sampling point if the sample point is in stable state, and if the sample point is near control lines, it takes short sampling interval because the probability to escape control limit is high. To analyze performance of pn control charts that have existent fixed sampling intervals(FSI) and that use VSI technique, we compare ATS of two charts, and analyze the performance of each control chart by the sample sizes, process fraction defective and control limits that Ryan and Schwertman had proposed.

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Optimal Control by the Gradient Method (경사법에의한 최적제어)

  • 양흥석;황희융
    • 전기의세계
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    • v.21 no.3
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    • pp.48-52
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    • 1972
  • The application of pontryagin's Maximum Principle to the optimal control eventually leads to the problem of solving the two point boundary value problem. Most of problems have been related to their own special factors, therfore it is very hard to recommend the best method of deriving their optimal solution among various methods, such as iterative Runge Kutta, analog computer, gradient method, finite difference and successive approximation by piece-wise linearization. The gradient method has been applied to the optimal control of two point boundary value problem in the power systems. The most important thing is to set up some objective function of which the initial value is the function of terminal point. The next procedure is to find out any global minimum value from the objective function which is approaching the zero by means of gradient projection. The algorithm required for this approach in the relevant differential equations by use of the Runge Kutta Method for the computation has been established. The usefulness of this approach is also verified by solving some examples in the paper.

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THE CONVERGENCE OF FINITE DIFFERENCE APPROXIMATIONS FOR SINGULAR TWO-POINT BOUNDARY VALUE PROBLEMS

  • Lee, H.Y.;Seong, J.M.;Shin, J.Y.
    • Journal of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.299-316
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    • 1999
  • We consider two finite difference approxiamations to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is shown that the rates of convergence are O(h) and O($h^2$), respectively. An iterative scheme is introduced which converges to the solution of the finite difference equations. Finally the numerical experiments are given

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Developing an Equilibrium Analysis Model of Cartel Game under Leniency Programs (자진신고자 감면제도하의 담합 게임에 대한 균형분석모형 개발)

  • Park, Jihyun;Ahn, Suneung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.36 no.4
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    • pp.77-83
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    • 2013
  • This study is to develop a mathematical analysis model to grasp the behaviors of cartels. Cartels are formed tacitly and cause tremendous damage to consumers in modern society which is composed of advanced industry structure. The government authorities have instituted the leniency programs to respond cartels. However, cartels will continue unless there are legal sanctions against cartels based on an accurate analysis of leniency programs. The proposed cartel equilibrium analysis model is a mathematical behavior model which is based on the existing methods and the prison's dilemma of game theory. Therefore, the model has a form of pay off matrix of two players. We use a iterated polymatrix approximation (IPA) method to deduct a Nash equilibrium point. The model is validated by an empirical analysis as well.

A FIFTH ORDER NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH NEGATIVE SHIFT

  • Chakravarthy, P. Pramod;Phaneendra, K.;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.441-452
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    • 2009
  • In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

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HARMONIC WAVELET TRANSFORM FOR MINIMIZING RELATIVE ERRORS IN SENSOR DATA APPROXIMATION

  • Kang Seonggoo;Yang Seunghoon;Lee Sukho;Park Sanghyun
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.276-279
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    • 2005
  • As the Ubiquitous generation approaches, the importance of the sensor data processing is growing. The data approximation scheme, one of the data processing methods, can be the key of sensor data processing, for it is related not only to the lifetime of sensors but also to the size of the storage. In this paper, we propose the Harmonic Wavelet transform which can minimize the relative error for given sensor data. Harmonic Wavelets use the harmonic mean as a representative which is the minimum point of the maximum relative error between two data values. In addition, Harmonic Wavelets retain the relative errors as wavelet coefficients so we can select proper wavelet coefficients that reduce the relative error more easily. We also adapt the greedy algorithm for local optimization to reduce the time complexity. Experimental results show the performance and the scalability of Harmonic Wavelets for sensor data.

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SOLVING SINGULAR NONLINEAR TWO-POINT BOUNDARY VALUE PROBLEMS IN THE REPRODUCING KERNEL SPACE

  • Geng, Fazhan;Cui, Minggen
    • Journal of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.631-644
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    • 2008
  • In this paper, we present a new method for solving a nonlinear two-point boundary value problem with finitely many singularities. Its exact solution is represented in the form of series in the reproducing kernel space. In the mean time, the n-term approximation $u_n(x)$ to the exact solution u(x) is obtained and is proved to converge to the exact solution. Some numerical examples are studied to demonstrate the accuracy of the present method. Results obtained by the method are compared with the exact solution of each example and are found to be in good agreement with each other.

Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.128-138
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    • 1990
  • In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

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Control of a pressurized light-water nuclear reactor two-point kinetics model with the performance index-oriented PSO

  • Mousakazemi, Seyed Mohammad Hossein
    • Nuclear Engineering and Technology
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    • v.53 no.8
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    • pp.2556-2563
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    • 2021
  • Metaheuristic algorithms can work well in solving or optimizing problems, especially those that require approximation or do not have a good analytical solution. Particle swarm optimization (PSO) is one of these algorithms. The response quality of these algorithms depends on the objective function and its regulated parameters. The nonlinear nature of the pressurized light-water nuclear reactor (PWR) dynamics is a significant target for PSO. The two-point kinetics model of this type of reactor is used because of fission products properties. The proportional-integral-derivative (PID) controller is intended to control the power level of the PWR at a short-time transient. The absolute error (IAE), integral of square error (ISE), integral of time-absolute error (ITAE), and integral of time-square error (ITSE) objective functions have been used as performance indexes to tune the PID gains with PSO. The optimization results with each of them are evaluated with the number of function evaluations (NFE). All performance indexes achieve good results with differences in the rate of over/under-shoot or convergence rate of the cost function, in the desired time domain.