• 제목/요약/키워드: discrete solution

검색결과 476건 처리시간 0.025초

A SOLUTION OF THE ORNSTEIN-UHLENBECK EQUATION

  • MOON BYUNG SOO;THOMPSON RUSSEL C.
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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    • pp.445-454
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    • 2006
  • We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.

최적 한켈 놈 근사화 문제의 통합형 해 (A unified solution to optimal Hankel-Norm approximation problem)

  • 윤상순;권오규
    • 제어로봇시스템학회논문지
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    • 제4권2호
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    • pp.170-177
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    • 1998
  • In this paper, a unified solution of Hankel norm approximation problem is proposed by $\delta$-operator. To derive the main result, all-pass property is derived from the inner and co-inner property in the $\delta$-domain. The solution of all-pass becomes an optimal Hankel norm approximation problem in .delta.-domain through LLFT(Low Linear Fractional Transformation) inserting feedback term $\phi(\gamma)$, which is a free design parameter, to hold the error bound desired against the variance between the original model and the solution of Hankel norm approximation problem. The proposed solution does not only cover continuous and discrete ones depending on sampling interval but also plays a key role in robust control and model reduction problem. The verification of the proposed solution is exemplified via simulation for the zero-order Hankel norm approximation problem and the model reduction problem applied to a 16th order MIMO system.

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A DELAY-DIFFERENTIAL EQUATION MODEL OF HIV INFECTION OF CD4+ T-CELLS

  • SONG, XINYU;CHENG, SHUHAN
    • 대한수학회지
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    • 제42권5호
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    • pp.1071-1086
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    • 2005
  • In this paper, we introduce a discrete time to the model to describe the time between infection of a CD4$^{+}$ T-cells, and the emission of viral particles on a cellular level. We study the effect of the time delay on the stability of the endemically infected equilibrium, criteria are given to ensure that the infected equilibrium is asymptotically stable for all delay. We also obtain the condition for existence of an orbitally asymptotically stable periodic solution.

A NOTE ON THE EXISTENCE OF SOLUTIONS OF HIGHER-ORDER DISCRETE NONLINEAR STURM-LIOUVILLE TYPE BOUNDARY VALUE PROBLEMS

  • Liu, Yuji
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.205-215
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    • 2009
  • Sufficient conditions for the existence of at least one solution of the boundary value problems for higher order nonlinear difference equations $\{{{{{\Delta^n}x(i-1)=f(i,x(i),{\Delta}x(i),{\cdots},\Delta^{n-2}x(i)),i{\in}[1,T+1],\atop%20{\Delta^m}x(0)=0,m{\in}[0,n-3],}\atop%20\Delta^{n-2}x(0)=\phi(\Delta^{n-1}(0)),}\atop%20\Delta^{n-1}x(T+1)=-\psi(\Delta^{n-2}x(T+1))}\$. are established.

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ANALYSIS OF A MESHFREE METHOD FOR THE COMPRESSIBLE EULER EQUATIONS

  • Kim, Yong-Sik;Pahk, Dae-Hyeon
    • 대한수학회지
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    • 제43권5호
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    • pp.1081-1098
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    • 2006
  • Mathematical analysis is made on a mesh free method for the compressible Euler equations. In particular, the Moving Least Square Reproducing Kernel (MLSRK) method is employed for space approximation. With the backward-Euler method used for time discretization, existence of discrete solution and it's $L^2-error$ estimate are obtained under a regularity assumption of the continuous solution. The result of numerical experiment made on the biconvex airfoil is presented.

Design of pin jointed structures using teaching-learning based optimization

  • Togan, Vedat
    • Structural Engineering and Mechanics
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    • 제47권2호
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    • pp.209-225
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    • 2013
  • A procedure employing a Teaching-Learning Based Optimization (TLBO) method is developed to design discrete pin jointed structures. TLBO process consists of two parts: the first part represents learning from teacher and the second part illustrates learning by interaction among the learners. The results are compared with those obtained using other various evolutionary optimization methods considering the best solution, average solution, and computational effort. Consequently, the TLBO algorithm works effectively and demonstrates remarkable performance for the optimization of engineering design applications.

FINITE ELEMENT APPROXIMATION AND COMPUTATIONS OF OPTIMAL DIRICHLET BOUNDARY CONTROL PROBLEMS FOR THE BOUSSINESQ EQUATIONS

  • Lee, Hyung-Chun;Kim, Soo-Hyun
    • 대한수학회지
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    • 제41권4호
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    • pp.681-715
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    • 2004
  • Mathematical formulation and numerical solutions of an optimal Dirichlet boundary control problem for the Boussinesq equations are considered. The solution of the optimal control problem is obtained by adjusting of the temperature on the boundary. We analyze finite element approximations. A gradient method for the solution of the discrete optimal control problem is presented and analyzed. Finally, the results of some computational experiments are presented.

REPRESENTING SEQUENCES ON PARABOLIC BERGMAN SPACES

  • Hishikawa, Yosuke
    • 대한수학회지
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    • 제48권5호
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    • pp.1017-1041
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    • 2011
  • The parabolic Bergman space is the set of $L^p(\lambda)$-solution of the parabolic operator $L^{(\alpha)}$. In this paper, we study representin sequences on parabolic Bergman spaces. We establish a discrete version of the reproducing formula on parabolic Bergman spaces by using fractional derivatives of the fundamental solution of the parabolic operator.

정지궤도 위성의 궤도 선정을 위한 알고리즘 (Algorithms for Determining the Geostationary Satellite Orbital Positions)

  • 김수현;김세헌
    • 한국경영과학회지
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    • 제30권1호
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    • pp.177-185
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    • 2005
  • We consider the optimization problem of the geostationary satellite orbital positions. which is very fundamental and important in setting up the new satellite launching plan. We convert the problem into a discrete optimization problem. However, the converted problem is too complex to find an optimal solution. Therefore, we develope the solution procedures using simulated annealing technique. The results of applying our method to some examples are reported.

ON THE LINEAR EQUIVALENCE OF SEQUENCES IN HILBERT SPACES

  • TARIQ QAWASMEH;RAED HATAMLEH;BELAL BATIHA;AHMED SALEM HEILAT
    • Journal of applied mathematics & informatics
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    • 제42권2호
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    • pp.237-243
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    • 2024
  • A similarity transformation of a solution of the Cauchy problem for the linear difference equation in Hilbert space has been studied. In this manuscript, we obtain necessary and sufficient conditions for linear equivalence of the discrete semigroup of operators, generated by the solution of the difference equation utilizing four Canonical semigroups.