• 제목/요약/키워드: differential transform method

검색결과 197건 처리시간 0.026초

하알함수를 이용한 Robust MRAC 설계 (The Design of Robust MRAC via Haar Functions)

  • 김진태;최수영;정준홍;이한석;이명규;안두수
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 D
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    • pp.2129-2131
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    • 2002
  • This paper proposes a real-time application of rationalized Haar transform which is based on the rationalized Haar transform, operational matrix and rationalized Haar function's differential operation. In the existing method of orthogonal functions, a major disadvantage is that process signals need to be recorded prior to obtaining their expansions. This paper proposes a novel method of rationalized Haar transform to overcome this shortcoming. And the proposed method apply to the robust MRAC systems.

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DISCOUNT BARRIER OPTION PRICING WITH A STOCHASTIC INTEREST RATE: MELLIN TRANSFORM TECHNIQUES AND METHOD OF IMAGES

  • Jeon, Junkee;Yoon, Ji-Hun
    • 대한수학회논문집
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    • 제33권1호
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    • pp.345-360
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    • 2018
  • In finance, barrier options are options contracts with a payoff that depends on whether the price of the underlying asset hits a predetermined barrier level during the option's lifetime. Based on exotic options and random fluctuations of interest rates in the marketplace, we consider discount barrier options with a stochastic interest rate driven by the Hull-White process. This paper derives the closed-form solutions of the discount barrier option and the discount double barrier option using Mellin transform methods and the PDE (partial differential equation) method of images.

Numerical Inversion Technique for the One and Two-Dimensional L2-Transform Using the Fourier Series and Its Application to Fractional Partial Differential Equations

  • Aghili, Arman;Ansari, Alireza
    • Kyungpook Mathematical Journal
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    • 제52권4호
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    • pp.383-395
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    • 2012
  • In this paper, we use a computational algorithm for the inversion of the one and two-dimensional $\mathcal{L}_2$-transform based on the Bromwich's integral and the Fourier series. The new inversion formula can evaluate the inverse of the $\mathcal{L}_2$-transform with considerable accuracy over a wide range of values of the independent variable and can be devised for the functions which are not Laplace transformable and have damping motion in small interval near origin.

끝단 집중 질량을 갖는 회전 외팔보의 DTM을 이용한 진동 해석 (Vibration Analysis of a Rotating Cantilever Beam with Tip Mass Using DTM)

  • 김민주;강남철
    • 한국소음진동공학회논문집
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    • 제20권11호
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    • pp.1058-1063
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    • 2010
  • The vibration analysis of a rotating cantilever beam with tip mass was studied by using DTM(differential transformation method). DTM is one of the numerical methods, for finding series solutions by transforming differential equations to algebraic ones similar with Laplace transform. The advantages of the DTM are that it is easy to understand and is effective in finding numerical solutions. Applying DTM, the natural frequencies of a rotating cantilever beam were obtained taking into consideration the effects of tip mass. Also, convergence study of DTM was performed to decide the number of terms used in eigenvalue problems. Numerical results obtained by DTM show good agreement with those by other methods. As a result, it is expected that DTM can be a useful method in vibration analysis such as that of a rotating cantilever beam with tip mass.

MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS

  • Fan, Shengjun;Luo, Huanhuan
    • 대한수학회보
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    • 제54권6호
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    • pp.2065-2079
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    • 2017
  • This paper is devoted to the minimal and maximal bounded solutions for general time interval quadratic backward stochastic differential equations with stochastic conditions. A general existence result is established by the method of convolution, the exponential transform, Girsanov's transform and a priori estimates, where the terminal time is allowed to be finite or infinite, and the generator g is allowed to have a stochastic semi-linear growth and a general growth in y, and a quadratic growth in z. This improves some existing results at some extent. Some new ideas and techniques are also applied to prove it.

Nonlocal vibration analysis of FG nano beams with different boundary conditions

  • Ehyaei, Javad;Ebrahimi, Farzad;Salari, Erfan
    • Advances in nano research
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    • 제4권2호
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    • pp.85-111
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    • 2016
  • In this paper, the classical and non-classical boundary conditions effect on free vibration characteristics of functionally graded (FG) size-dependent nanobeams are investigated by presenting a semi analytical differential transform method (DTM) for the first time. Three kinds of mathematical models, namely; power law (P-FGM), sigmoid (S-FGM) and Mori-Tanaka (MT-FGM) distribution are considered to describe the material properties in the thickness direction. The nonlocal Eringen theory takes into account the effect of small size, which enables the present model to become effective in the analysis and design of nanosensors and nanoactuators. Governing equations are derived through Hamilton's principle and they are solved applying semi analytical differential transform method. The good agreement between the results of this article and those available in literature validated the presented approach. The detailed mathematical derivations are presented and numerical investigations are performed while the emphasis is placed on investigating the effect of the several parameters such as small scale effects, spring constant factors, various material compositions and mode number on the normalized natural frequencies of the FG nanobeams in detail. It is explicitly shown that the vibration of FG nanobeams is significantly influenced by these effects. Numerical results are presented to serve as benchmarks for future analyses of FG nanobeams.

Wavelet Transform based Image Registration using MCDT Method for Multi-Image

  • Lee, Choel;Lee, Jungsuk;Jung, Kyedong;Lee, Jong-Yong
    • International Journal of Internet, Broadcasting and Communication
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    • 제7권1호
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    • pp.36-41
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    • 2015
  • This paper is proposed a wavelet-based MCDT(Mask Coefficient Differential and Threshold) method of image registration of Multi-images contaminated with visible image and infrared image. The method for ensure reliability of the image registration is to the increase statistical corelation as getting the common feature points between two images. The method of threshold the wavelet coefficients using derivatives of the wavelet coefficients of the detail subbands was proposed to effectively registration images with distortion. And it can define that the edge map. Particularly, in order to increase statistical corelation the method of the normalized mutual information. as similarity measure common feature between two images was selected. The proposed method is totally verified by comparing with the several other multi-image and the proposed image registration.

지중송전계통에서 Wavelet 변환과 퍼지추론을 이용한 고장종류판별 및 고장점 추정에 관한 연구 (A Study on the Fault Discrimination and Location Algorithm in Underground Transmission Systems Using Wavelet Transform and Fuzzy Inference)

  • 박재홍;이종범
    • 대한전기학회논문지:전력기술부문A
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    • 제55권3호
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    • pp.116-122
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    • 2006
  • The underground transmission lines is continuously expanded in power systems. Therefore the fault of underground transmission lines are increased every year because of the complication of systems. However the studies dealing with fault location in the case of the underground transmission lines are rarely reported except for few papers using traveling wave method and calculating underground cable impedance. This paper describes the algorithm using fuzzy system and travelling wave method in the underground transmission line. Fuzzy inference is used for fault discrimination. To organize fuzzy algorithm, it is important to select target data reflecting various underground transmission line transient states. These data are made of voltage and average of RMS value on zero sequence current within one cycle after fault occurrence. Travelling wave based on wavelet transform is used for fault location. In this paper, a variety of underground transmission line transient states are simulated by EMTP/ATPDraw and Matlab. The input which is used to fault location algorithm are Detail 1(D1) coefficients of differential current. D1 coefficients are obtained by wavelet transform. As a result of applying the fuzzy inference and travelling wave based on wavelet transform, fault discrimination is correctly distinguished within 1/2 cycle after fault occurrence and fault location is comparatively correct.

Transient analysis of cross-ply laminated shells using FSDT: Alternative formulation

  • Sahan, Mehmet Fatih
    • Steel and Composite Structures
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    • 제18권4호
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    • pp.889-907
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    • 2015
  • This paper aims to present an alternative analytical method for transient vibration analysis of doubly-curved laminated shells subjected to dynamic loads. In the method proposed, the governing differential equations of laminated shell are derived using the dynamic version of the principle of virtual displacements. The governing equations of first order shear deformation laminated shell are obtained by Navier solution procedure. Time-dependent equations are transformed to the Laplace domain and then Laplace parameter dependent equations are solved numerically. The results obtained in the Laplace domain are transformed to the time domain with the help of modified Durbin's numerical inverse Laplace transform method. Verification of the presented method is carried out by comparing the results with those obtained by Newmark method and ANSYS finite element software. Also effects of number of laminates, different material properties and shell geometries are discussed. The numerical results have proved that the presented procedure is a highly accurate and efficient solution method.