• Title/Summary/Keyword: approximation schemes

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Demapping Algorithm for Applying the Multilevel Modulation Scheme to LDPC Decoding Based on DVB-S2 (DVB-S2 기반 LDPC 복호기의 멀티레벨 변조 방식 적용을 위한 디맵핑 알고리즘)

  • Jung Ji-Won;Jeong Jin-Hee;Kim Min-Hyuk
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.17 no.7 s.110
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    • pp.615-622
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    • 2006
  • DVB-S2 offers various coding rate and modulation schemes. Therefore this paper proposes bit split methods to applying to multilevel modulation. Log-likelihood ratio method splits multilevel symbols to soft decision symbols using the received in-phase and quadrature component based on Gaussian approximation. However it is too complicate to calculate and to implement hardware due to exponential and logarithm calculation. Therefore this paper presents Euclidean, MAX and Sector method to reduce the high complexity of LLR method.

A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS

  • Ahn, Se-Ryoong;Bae, Hyeong-Ohk;Koo, Hyeng-Keun;Lee, Ki-Jung
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.4
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    • pp.791-812
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    • 2011
  • This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

S-CODE: A Subdivision Based Coding System for CAD Models

  • Takarada, Yosuke;Takeuchi, Shingo;Kawano, Isao;Hotta, Jun;Suzuki, Hiromasa
    • International Journal of CAD/CAM
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    • v.3 no.1_2
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    • pp.97-109
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    • 2003
  • A large scale polygon models are often used to approximately represent 3D CAD models in Digital Engineering environment such as DMU (Digital Mockups) and network based collaborative design. However, they are not suitable for distribution on the network and for interactive rendering. We introduce a new coding system based on subdivision schemes called S-CODE system. In this system, it is possible to highly compress the model with sufficient accuracy and to view the model efficiently in a level of detail (LOD) fashion. The method is based on subdivision surface fitting by which a subdivision surface and curves which approximate a face of a CAD model are generated. We also apply a subdivision method to analytic surfaces such as conical and cylindrical surfaces. A prototype system is developed and used for evaluation with reasonably complicated data. The results show that the method is useful as a CAD data coding system.

Efficient crosswell EM tomography for monitoring geological sequestration of $CO_2$

  • Lee, Ki-Ha;Kim, Hee-Joon;Song, Yoon-Ho
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.321-327
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    • 2003
  • [ $CO_2$ ] sequestration in oil reservoirs can be one of the most effective strategies for long-term removal of greenhouse gas from atmosphere. This paper presents an advantage of the localized nonlinear approximation of integral equation solutions for inverting crosswell electromagnetic data, which are observed as a part of pilot project of $CO_2$ flooding at the Lost Hills oil field in central California, U.S.A. To monitor the migration of $CO_2$, we have used 2-D cylindrically symmetric and 2.5-D tomographic inversion methods. These two schemes produce nearly the same images if the borehole separation is large compared with the skin depth. However, since the borehole separation is much less than five skin depths in this $CO_2$ injection experiment, the 2.5-D model seems to be more reliable than the 2-D model. In fact, the pre-injection 2.5-D image is more successfully compared with induction logs observed in the two wells than the 2-D model. From the time-lapse crosswell imaging, we can confirm the replacement of brine with $CO_2$ makes a decrease of conductivity.

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A Fuzzy Model Based Sensor Fault Detection Scheme for Nonlinear Dynamic Systems (퍼지모델을 이용한 비선형시스템의 센서고장 검출식별)

  • Lee, Kee-Sang
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.2
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    • pp.407-414
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    • 2007
  • A sensor fault detection scheme(SFDS) for a class of nonlinear systems that can be represented by Takagi-Sugeno fuzzy model is proposed. Basically, the SFDS may be considered as a multiple observer scheme(MOS) in which the bank of state observers and the detection & isolation logic are included. However, the proposed scheme has two great differences from the conventional MOSs. First, the proposed scheme includes fuzzy fault detection observers(FFDO) that are constructed based on the T-S fuzzy model that provides very good approximation to nonlinear dynamic systems. Secondly, unlike the conventional MOS, the FFDOS are driven not parallelly but sequentially according to the predetermined sequence to avoid the massive computational burden, which is known to be the biggest obstacle to the practical application of the multiple observer based FDI schemes. During the operating time, each FFDO generates the residuals carrying the information of a specified fault, and the corresponding fault detection logic unit performs the logical operations to detect and isolate the fault of interest. The proposed scheme is applied to an inverted pendulum control system for sensor fault detection/isolation. Simulation study shows the practical feasibility of the proposed scheme.

The Meshfree Method Based on the Least-Squares Formulation for Elasto-Plasticity (탄소성 최소 제곱 수식화와 이를 이용한 무요소법)

  • Youn Sung-Kie;Kwon Kie-Chan
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.6 s.237
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    • pp.860-875
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    • 2005
  • A new meshfree method for the analysis of elasto-plastic deformations is presented. The method is based on the proposed first-order least-squares formulation, to which the moving least-squares approximation is applied. The least-squares formulation for the classical elasto-plasticity and its extension to an incrementally objective formulation for finite deformations are proposed. In the formulation, the equilibrium equation and flow rule are enforced in least-squares sense, while the hardening law and loading/unloading condition are enforced exactly at each integration point. The closest point projection method for the integration of rate-form constitutive equation is inherently involved in the formulation, and thus the radial-return mapping algorithm is not performed explicitly. Also the penalty schemes for the enforcement of the boundary and frictional contact conditions are devised. The main benefit of the proposed method is that any structure of cells is not used during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are presented.

Tethered DNA shear dynamics in the flow gradient plane: application to double tethering

  • Lueth, Christopher A.;Shaqfeh, Eric S.G.
    • Korea-Australia Rheology Journal
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    • v.19 no.3
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    • pp.141-146
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    • 2007
  • We examine the wall contact of a $3\;{\mu}m$ tethered DNA chain's free end under shear with a focus on developing schemes for double-tethering in the application of making scaffolds for molecular wires. At this scale our results are found to be highly dependent on small length scale rigidity. Chain-end-wall contact frequency, mean fractional extension deficit upon contact, and standard deviation in extension upon contact are examined for scaling with dimensionless flow strength, Wi. Predictions made using a one dimensional approximation to the Smoluchowski equation for a dumbbell and three dimensional dumbbell simulations produce extension deficit, standard deviation, and frequency scaling exponents of -1/3, -1/3, and 2/3, respectively whereas more fine-grained Kratky-Porod (KP) simulations produce scaling exponents of -0.48, -0.42, and 0.76. The contact frequency scaling of 2/3 is derived from the known results regarding cyclic dynamics Analytical scaling predictions are in agreement with those previously proposed for ${\lambda}-DNA$. [Ladoux and Doyle, 2000, Doyle et al., 2000]. Our results suggest that the differences between the dumbbell and the KP model are associated with the addition of chain discretization and the correct bending potential in the latter. These scaling results will aide future exploration in double tethering of DNA to a surface.

Hybrid Rule-Interval Variation(HRIV) Method for Stabilization a Class of Nonlinear Systems (비선형 시스템의 안정을 위한 HRIV 방법의 제안)

  • Myung, Hwan-Chun;Z. Zenn Bien
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.249-255
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    • 2000
  • HRIV(Hybrid Rule-Interval Variation) method is presented to stabilize a class of nonlinear systems, where SMC(Sliding Mode Control) and ADC (ADaptive Control) schemes are incorporated to overcome the unstable characteristics of a conventional FLC(Fuzzy Logic Control). HRIV method consists of two modes: I-mode (Integral Sliding Mode PLC) and R-mode(RIV method). In I-mode, SMC is used to compensate for MAE(Minimum Approximation Error) caused by the heuristic characteristics of FLC. In R-mode, RIV method reduces interval lengths of rules as states converge to an equilibrium point, which makes the defined Lyapunov function candidate negative semi-definite without considering MAE, and the new uncertain parameters generated in R-mode are compensated by SMC. In RIV method, the overcontraction problem that the states are out of a rule-table can happen by the excessive reduction of rule intervals, which is solved with a dynamic modification of rule-intervals and a transition to I-mode. Especially, HRIV method has advantages to use the analytic upper bound of MAE and to reduce Its effect in the control input, compared with the previous researches. Finally, the proposed method is applied to stabilize a simple nonlinear system and a modified inverted pendulum system in simulation experiments.

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Non-grey Radiative Transfer in the Solar Surface Convection

  • Bach, Kie-Hunn;Kim, Yong-Cheol
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.1
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    • pp.34.1-34.1
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    • 2011
  • Combining a detailed non-grey radiative transfer computation with the three dimensional hydrodynamics, we investigate a reliable numerical scheme for turbulent convection in the solar surface. The solar photosphere is the extremely turbulent region composed of partly ionized compressible gases in high temperature. Especially, the super adiabatic layer (SAL) near the solar photosphere is the shallow transition region where the energy transport varies steeply from convection to radiation. In order to describe physical processes accurately, a detailed treatment of radiative transfer should be considered as well as the high resolution computation of fluid dynamics. For a direct computation of radiation fields, the Accelerated Lambda Iteration (ALI) methods have been applied to hydrodynamical medium, incorporating the Opacity Distribution Function (ODF) as a realistic schemes for non-grey problems. Computational domain is the rectangular box of dimensions $42{\times}3Mn$ with the resolution of $1202{\times}190$ meshed grids, which covers several granules horizontally and 8 ~ 9 pressure scale heights vertically. During several convective turn-over times, the 3-D snapshots have been compiled with a second order accuracy. In addition, our radiation-hydrodynamical computation has been compared with the classical approximations such as grey atmospheres and Eddington approximation.

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A Lifetime-Preserving and Delay-Constrained Data Gathering Tree for Unreliable Sensor Networks

  • Li, Yanjun;Shen, Yueyun;Chi, Kaikai
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.12
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    • pp.3219-3236
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    • 2012
  • A tree routing structure is often adopted for many-to-one data gathering and aggregation in sensor networks. For real-time scenarios, considering lossy wireless links, it is an important issue how to construct a maximum-lifetime data gathering tree with delay constraint. In this work, we study the problem of lifetime-preserving and delay-constrained tree construction in unreliable sensor networks. We prove that the problem is NP-complete. A greedy approximation algorithm is proposed. We use expected transmissions count (ETX) as the link quality indicator, as well as a measure of delay. Our algorithm starts from an arbitrary least ETX tree, and iteratively adjusts the hierarchy of the tree to reduce the load on bottleneck nodes by pruning and grafting its sub-tree. The complexity of the proposed algorithm is $O(N^4)$. Finally, extensive simulations are carried out to verify our approach. Simulation results show that our algorithm provides longer lifetime in various situations compared to existing data gathering schemes.