• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.26 no.3
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• pp.138-155
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• 2022

To solve the initial value problem we present a new single-step implicit method based on the Euler method. We prove that the proposed method has convergence order 2. In practice, numerical results of the proposed method for some selected examples show an error tendency similar to the second-order Taylor method. It can also be found that this method is useful for stiff initial value problems, even when a small number of nodes are used. In addition, we extend the proposed method by using weighted averages with a parameter and show that its convergence order becomes 2 for the parameter near $\frac{1}{2}$. Moreover, it can be seen that the extended method with properly selected values of the parameter improves the approximation error more significantly.

• Journal of the Korea Convergence Society
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• v.13 no.4
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• pp.17-24
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• 2022

Bitcoin is a peer-to-peer cryptocurrency designed for electronic transactions that do not depend on the government or financial institutions. Since Bitcoin was first issued, a huge blockchain financial market has been created, and as a result, research to predict Bitcoin price data using machine learning has been increasing. However, the inefficient Hyper-parameter optimization process of machine learning research is interrupting the progress of the research. In this paper, we analyzes and presents the direction of Hyper-parameter optimization through experiments that compose the entire combination of the Timesteps, the number of LSTM units, and the Dropout ratio among the most representative Hyper-parameter and measure the predictive performance for each combination based on Bitcoin price prediction model using LSTM layer.

• Journal of the Korean Institute of Telematics and Electronics
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• v.19 no.5
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• pp.12-19
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• 1982

In general the design methods of adaptive filter are divided into two categories, one is based upon the local parameter optimization theory and the other is based upon stability theory. Among the various design techniques, the LMS algorithm by steepest-descent method which is based upon local parameter optimization theory is used widely. In designing the adaptive filter, the most important factor is the convergence rate of the algorithm. In this paper a new algorithm is proposed to improve the convergence rate of adaptive firter compared with the commonly used LMS algorithm. The faster convergence rate is obtained by adjusting the adaptation gain of LMS algorithm. And various aspects of improvement of the adaptive filter characteristics are discussed in detail.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.3 no.2
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• pp.1-4
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• 1999

The Helmholtz equation is very important in physics and engineering. However, solution of the Helmholtz equation is in general known as a very difficult phenomenon. For if the ${\omega}$ is negative, the FDM discretized linear system becomes indefinite, whose solution by iterative method requires a very clever preconditioner. In this paper we assume that ${\omega}$ is nonnegative, and determine the optimal ${\rho}$ parameter for the three dimensional ADI iteration for the Helmholtz equation. The ADI(Alternating Direction Implicit) method is also getting new attentions due to the fact that it is very suitable to the vector/parallel computers, for example, as a preconditioner to the Krylov subspace methods. However, classical ADI was developed for two dimensions, and for three dimensions it is known that its convergence behaviour is quite different from that in two dimensions. So far, in three dimensions the so-called Douglas-Rachford form of ADI was developed. It is known to converge for a relatively wide range of ${\rho}$ values but its convergence is very slow. In this paper we determine the necessary conditions of the ${\rho}$ parameter for the convergence and optimal ${\rho}$ for the three dimensional ADI iteration of the Peaceman-Rachford form for the real Helmholtz equation with nonnegative ${\omega}$. Also, we conducted some experiments which is in close agreement with our theory. This straightforward extension of Peaceman-rachford ADI into three dimensions will be useful as an iterative solver itself or as a preconditioner to the the Krylov subspace methods, such as CG(Conjugate Gradient) method or GMRES(m).

• Journal of applied mathematics & informatics
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• v.39 no.3_4
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• pp.419-435
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• 2021

This paper deals with numerical treatment of singularly perturbed differential equations involving small delays. The highest order derivative in the equation is multiplied by a perturbation parameter 𝜀 taking arbitrary values in the interval (0, 1]. For small 𝜀, the problem involves a boundary layer of width O(𝜀), where the solution changes by a finite value, while its derivative grows unboundedly as 𝜀 tends to zero. The considered problem contains delay on the convection and reaction terms. The terms with the delays are approximated using Taylor series approximations resulting to asymptotically equivalent singularly perturbed BVPs. Inducing exponential fitting factor for the term containing the singular perturbation parameter and using central finite difference for the derivative terms, numerical scheme is developed. The stability and uniform convergence of difference schemes are studied. Using a priori estimates we show the convergence of the scheme in maximum norm. The scheme converges with second order of convergence for the case 𝜀 = O(N^-1) and for the case 𝜀 ≪ N^-1, the scheme converge uniformly with first order of convergence, where N is number of mesh intervals in the domain discretization. We compare the accuracy of the developed scheme with the results in the literature. It is found that the proposed scheme gives accurate result than the one in the literatures.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.11 no.9
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• pp.462-474
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• 2001

In this paper, Generalized Differential Quadrature Method is applied to the buckling analysis of built-up columns without or with stay plates. numerical analysis using GDQM is carried out for various boundary conditions(simply supported conditions, fixed conditions, fixed-simply supported conditions), dimensionless stiffness parameter and dimensionless inertia moment parameter. The accuracy and convergence of solutions are compared with exact solutions of Gjelsvik to validate the results of GDQM. Results obtained by this method are as follows. 91) This method can yield the accurate numerical solutions using few grid points. (2) The buckling load of built-up column increases as the dimensionless stiffness parameter decreases. (3) The effects of boundary conditions on the buckling load are not considerable as the dimensionless stiffness parameter increases. (4) The buckling load of built-up column increases due to the stay plate.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.33B no.6
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• pp.45-53
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• 1996

In this paper, the convergence behavior of timing phase when an adaptive partial response equalizer and decision-directed type of a PLL work together in a digital recording channel is described. The phenomena of getting biased in timing phase when the convergence parameter of an adaptive partial response equalizer and timing recovery constant of a PLL are not selected properly is introduced. The phenomena, occurring due to perturbation of timing phase, are analyzed, by computer simulation and the region of ocnvergence for timing phase is discussed. Also, a method to overcome the phenomena using a variable step-size parameter is described.

• Proceedings of the KIEE Conference
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• 1991.07a
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• pp.691-694
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• 1991

In a discrete parameter estimation system, the standard least squares method shows slow convergence. On the other hand, the weighted least squares method has relatively fast convergence. However, if the input is not sufficiently rich, then gain matrix grows unboundedly. In order to solve these problems, this paper proposes a modified least squares algorithm which prevents gain matrix from growing unboundedly and has fast convergence.

• Journal of the Korean Society of Industry Convergence
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• v.10 no.3
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• pp.143-147
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• 2007

In recents years, the statistical properties has become an important quantity for reliability based design of a component. The effects of the materials and test conditions for parameter estimation in residual strength degradation model are studied in carbon/epoxy laminate. It is shown that the correlation between the experimental results and the theoretical prediction on the fatigue life distribution using the life distribution convergence method is very reasonable.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.83-85
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• 1986

The error differential equations which are derived by using the first error model are uniformly asymptotial stable if the input is bounded and sufficiently rich. In the adaptive control, the speed of convergence of system output or parameter error in such cases is of both practical and theoretical interest. In this paper, the adaptive algorithms(Gradient algorithm, Intergral algorithm) are discussed from the point of view of speed convergence and the modification of adaptive law for prohibition of overadaptation is discussed. The result is compared among this algorithms and the adaptive gain is choosed by this result(the speed of convergence).