• Title/Summary/Keyword: approximate method

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Application of Approximate FFT Method for Target Detection in Distributed Sensor Network (분산센서망 수중표적 탐지를 위한 근사 FFT 기법의 적용 연구)

  • Choi, Byung-Woong;Ryu, Chang-Soo;Kwon, Bum-Soo;Hong, Sun-Mog;Lee, Kyun-Kyung
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.3
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    • pp.149-153
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    • 2008
  • General underwater target detection methods adopt short-time FFT for estimate target doppler. This paper proposes the efficient target detection method, instead of conventional FFT, using approximate FFT for distributed sensor network target detection, which requires lighter computations. In the proposed method, we decrease computational rate of FFT by the quantization of received signal. For validation of the proposed method, experiment result which is applied to FFT based active sonar detector and real oceanic data is presented.

EFFICIENT NUMERICAL METHODS FOR THE KDV EQUATION

  • Kim, Mi-Young;Choi, Young-Kwang
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.4
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    • pp.291-306
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    • 2011
  • We consider the second order Strang splitting method to approximate the solution to the KdV equation. The model equation is split into three sets of initial value problems containing convection and dispersal terms separately. TVD MUSCL or MUSCL scheme is applied to approximate the convection term and the second order centered difference method to approximate the dispersal term. In time stepping, explicit third order Runge-Kutta method is used to the equation containing convection term and implicit Crank-Nicolson method to the equation containing dispersal term to reduce the CFL restriction. Several numerical examples of weakly and strongly dispersive problems, which produce solitons or dispersive shock waves, or may show instabilities of the solution, are presented.

Order Based Performance Evaluation of a CONWIP System with Compound Poisson Demands (복합포아송 수요를 갖는 CONWIP 시스템의 주문관점에서의 성능평가)

  • Park, Chan-Woo;Lee, Hyo-Seong
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.1
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    • pp.137-146
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    • 2007
  • In this study we consider a CONWIP system studied in Park and Lee [1] in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied Immediately are either backordered or lost according to the number of demands that exist at their arrival instants. For this system using the results in [1] we develop an approximation method to calculate order based performance measures such as the mean time of fulfilling a customer order and the mean number of customer orders. To test the accuracy of the approximation method, the results obtained from the approximation method are compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

Conservative Quadratic RSM combined with Incomplete Small Composite Design and Conservative Least Squares Fitting

  • Kim, Min-Soo;Heo, Seung-Jin
    • Journal of Mechanical Science and Technology
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    • v.17 no.5
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    • pp.698-707
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    • 2003
  • A new quadratic response surface modeling method is presented. In this method, the incomplete small composite design (ISCD) is newly proposed to .educe the number of experimental runs than that of the SCD. Unlike the SCD, the proposed ISCD always gives a unique design assessed on the number of factors, although it may induce the rank-deficiency in the normal equation. Thus, the singular value decomposition (SVD) is employed to solve the normal equation. Then, the duality theory is used to newly develop the conservative least squares fitting (CONFIT) method. This can directly control the ever- or the under-estimation behavior of the approximate functions. Finally, the performance of CONFIT is numerically shown by comparing its'conservativeness with that of conventional fitting method. Also, optimizing one practical design problem numerically shows the effectiveness of the sequential approximate optimization (SAO) combined with the proposed ISCD and CONFIT.

A Study on the Error Analysis of the Numerical Solution using Inverse Method (역해석 기법을 이용한 수치해의 오차 분석 연구)

  • Yang, Sung-Wook;Lee, Sang-Chul
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.16 no.2
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    • pp.21-27
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    • 2008
  • An inverse method is introduced to construct the problem for the error analysis of the numerical solution of initial value problem. These problems constructed through this method have a known exact solution, even though analytical solutions are generally not obtainable. The process leading to the exact solution makes use of an initially available approximate numerical solution. A smooth interpolation of the approximate solution is forced to exactly satisfy the differential equation by analytically deriving a small forcing function to absorb all of the errors in the interpolated approximate solution. Using this special case exact solution, it is possible to investigate the relationship between global errors of a candidate numerical solution process and the associated tuning parameters for a given problem. Under the assumption that the original differential equation is well-posed with respect to the small perturbations, we thereby obtain valuable information about the optimal choice of the tuning parameters and the achievable accuracy of the numerical solution.

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Comparison of methods of approximating option prices with Variance gamma processes (Variance gamma 확률과정에서 근사적 옵션가격 결정방법의 비교)

  • Lee, Jaejoong;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.181-192
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    • 2016
  • We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

A Study on the Sequential Design Domain for the Approximate Optimum Design (근사 최적설계를 위한 순차 설계영역에 관한 연구)

  • 김정진;이진식;임오강
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.14 no.3
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    • pp.339-348
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    • 2001
  • More often a commercial package for the structural analysis is necessary in the structural optimum design. In this case the task of combining the package with an optimization program must be required, hut it is not so simple because interchanging some data between them is difficult. Sequential approximate optimization is currently used as a natural way to overcome the hard task. If sequential approximate optimization has wide side constraints that the lower limit of design variables is very small and their upper limit is very large, it is not so easy to obtain approximated functions accurately for the whole design domain. This paper proposes a sequential design domain method, which is very useful to carry out sequential approximate optimization in this case. In this paper, the response surface methodology is used to obtain approximated functions and the orthogonal array is used for design of experiments. The sequential approximate optimization of 3-bar and 10-bar trusses is demonstrated to verify the reliability of the sequential design domain method.

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An Approximate Analysis Method to Predict Power Output Characteristics of Stilting Engine (스터얼링 기관의 근사 출력 계산법)

  • 김태한;장익주;이시민
    • Journal of Biosystems Engineering
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    • v.20 no.3
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    • pp.205-216
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    • 1995
  • A fast and inexpensive approximate analysis method to predict power output characteristics of the Stilting engines in a preliminary design stage was investigated. In basic equations proposed by Walker, typical temperatures of working fluids in expansion and compression spaces were treated as those of working fluids in heater and cooler respectively. While the temperature of working fluid in the expansion space was actually lower than that of working fluid in the heater, the temperature of working fluid in the compression space was higher than that of working fluids in the cooler. In this paper, the working fluid temperature of expansion space was treated as lower than the heater temperature and that of compression space was treated as higher than the cooler temperature. Also, according to them, the power output characteristics of the Stirling engine were evaluated with respect to the GPU-3 and 4-215 Stilting engines. The following conclusions were drawn from the analysis. 1. Using the available experimental data from the GPU-3 Stirling engine, it was shown that the approximate analysis predicts the brake power with a maximum error of 19 percent at 1, 000rpm and with a minimum error of 3 percent at 2, 000rpm. 2. The approximate analysis data which for the GPU-3 Stirling engine were much closer to the experimental data than those of adiabatic 2nd order and 3rd order analysis within 1, 500rpm to 2, 500rpm. 3. The approximate analysis data which for the GPU-3 and 4-215 Stilting engines were much closer to the experimental data than those of the Beal number analysis.

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Adaptive Position Controller Design of Electro-hydraulic Actuator Using Approximate Model Inversion (근사적 모델 역변환을 활용한 전기-유압 액추에이터의 적응 위치 제어기 설계)

  • Lee, Kyeong Ha;Baek, Seung Guk;Koo, Ja Choon
    • The Journal of Korea Robotics Society
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    • v.11 no.2
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    • pp.92-99
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    • 2016
  • An electro-hydraulic actuator (EHA) is widely used in industrial motion systems and the increasing bandwidth of EHA position control is important issue. The model-inverse feedforward controller is known to extend the bandwidth of system. When the system has non-minimum phase (NMP) zeros, direct model inversion makes system unstable. To overcome this problem, an approximate model-inverse method is used. A representative approximate model inversion method is zero phase error tracking control (ZPETC). However, if zeros locate right half plane of z-plane, the approximate inverse model amplifies the high-frequency response. In this paper, to solve the problem of ZPETC, an adaptive model-inverse control is proposed. The adaptive algorithm updates feedforward term in real-time. The effectiveness of the proposed adaptive model-inverse position control strategy is verified by comparison with typical proportional-integral (PI) control and feedforward control by experiments. As a result, the proposed adaptive controller extends the bandwidth of EHA position control.

NUMERICAL METHODS FOR A STIFF PROBLEM ARISING FROM POPULATION DYNAMICS

  • Kim, Mi-Young
    • Korean Journal of Mathematics
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    • v.13 no.2
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    • pp.161-176
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    • 2005
  • We consider a model of population dynamics whose mortality function is unbounded. We note that the regularity of the solution depends on the growth rate of the mortality near the maximum age. We propose Gauss-Legendre methods along the characteristics to approximate the solution when the solution is smooth enough. It is proven that the scheme is convergent at fourth-order rate in the maximum norm. We also propose discontinuous Galerkin finite element methods to approximate the solution which is not smooth enough. The stability of the method is discussed. Several numerical examples are presented.

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