• 제목/요약/키워드: first-order approximation

검색결과 248건 처리시간 0.026초

Transition Phase Diagram for Escape Rate of Nanospin System in an Applied Magnetic Field

  • Yoon, Dal-Ho
    • Journal of Magnetics
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    • 제7권4호
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    • pp.156-159
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    • 2002
  • We have investigated the escape rate of nano-magnetic particle with a magnetic field applied along the easy axis. The model studied here is described by the Hamiltonian H=$K_1\hat{S}{_z^2}$$K_2\hat{S}{_y^2}$$g{\mu}_bB$ $\hat{S}_x(K_1>K_2>0)$ and the escape rate was calculated with in the semiclassical approximation. We have obtained a diagram for orders of the phase transition depending on the anisotropy constant and the external field. For $K_2$/$K_1>$0.85 the present model reveals the existence of the first order transition within the quantum regime.

다분야 통합해석 시스템의 효율적인 신뢰성 해석기법 연구 (An Efficient Approach on Reliability Analysis under Multidisciplinary Analysis Systems)

  • 안중기;권장혁
    • 한국항공우주학회지
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    • 제33권3호
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    • pp.18-25
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    • 2005
  • 다분야 통합해석 시스템의 신뢰성 해석에 대한 기존의 연구들은 대부분 비선형 최적화 기법을 기반으로 하고 있다. 이들은 다분야 통합최적설계 프레임워크를 이용하여 신뢰성을 직접 해석하기 때문에 효율적인 AFORM기법을 적용하는 것이 불가능하다. 본 논문은 AFORM기법을 적용한 다분야 통합시스템의 순차적 신뢰성 해석기법(SARAM)을 제안한다. 이를 위해 신뢰성 해석과 다분야 통합시스템의 해석(MDA)을 분리하고, 순차적으로 배열하여, 되풀이구조를 가지는 해석구조를 구성하였다. 제안된 방법의 효율성은 계산량, 정확도, 그리고 동시 수행기능의 관점에서 평가하였다. 3개의 다분야 통합시스템 예제를 계산한 결과, 제안된 기법은 정확도를 보장하면서 기존의 방법에 비해 우수한 계산효율을 보였다.

Chandra Archival Survey of Galaxy Clusters: Surface Photometry of Diffuse X-ray Emission

  • 김은혁;김민선
    • 천문학회보
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    • 제37권2호
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    • pp.77.2-77.2
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    • 2012
  • We have studied the physical properties of X-ray point sources in galaxy clusters for years based on the archival observations using the most sophisticated space X-ray observatory, Chandra X-ray Observatory. Because the ultimate goal of the study is comparing the physical properties of X-ray point sources found in galaxy clusters to those in X-ray blank fields; blank fields are the regions in the sky where any noticeable cosmic diffuse X-ray emission is not observed, an important key issue regarding this study is picking out the point sources related with galaxy clusters. However we do not have red-shift information of all the X-ray point sources. Therefore as a first order approximation we will consider the point sources with smaller projected cluster-centric distance than the adopted size of galaxy clusters. As a first step of this study we perform X-ray surface photometry of ~600 galaxy clusters based on ~800 Chandra ACIS observations. We carefully investigate the radial structures of diffuse X-ray emission in 3 different energy bands. Based on the highly accurate surface photometry we determine the characteristic size of diffuse X-ray emission (i.e., the boundary of X-ray emission). We also investigate the cosmological evolution of this characteristic size of galaxy clusters. General discussion regarding the two dimensional morphology of galaxy clusters will be presented.

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THE VALUATION OF TIMER POWER OPTIONS WITH STOCHASTIC VOLATILITY

  • MIJIN, HA;DONGHYUN, KIM;SERYOONG, AHN;JI-HUN, YOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제26권4호
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    • pp.296-309
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    • 2022
  • Timer options are one of the contingent claims that, for given the variance budget, its payoff depends on a random maturity in terms of the realized variance unlike the standard European vanilla option with a fixed time maturity. Since it was first launched by Société Générale Corporate and Investment Banking in 2007, the valuation of the timer options under several stochastic environment for the volatility has been conducted by many researches. In this study, we propose the pricing of timer power options combined with standard timer options and the index of the power to the underlying asset for the investors to actualize lower risks and higher returns at the same time under the uncertain markets. By using the asymptotic analysis, we obtain the first-order approximation of timer power options. Moreover, we demonstrate that our solution has been derived accurately by comparing it with the solution from the Monte-Carlo method. Finally, we analyze the impact of the stochastic volatility with regards to various parameters on the timer power options numerically.

APPROXIMATION OF SOLUTIONS THROUGH THE FIBONACCI WAVELETS AND MEASURE OF NONCOMPACTNESS TO NONLINEAR VOLTERRA-FREDHOLM FRACTIONAL INTEGRAL EQUATIONS

  • Supriya Kumar Paul;Lakshmi Narayan Mishra
    • Korean Journal of Mathematics
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    • 제32권1호
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    • pp.137-162
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    • 2024
  • This paper consists of two significant aims. The first aim of this paper is to establish the criteria for the existence of solutions to nonlinear Volterra-Fredholm (V-F) fractional integral equations on [0, L], where 0 < L < ∞. The fractional integral is described here in the sense of the Katugampola fractional integral of order λ > 0 and with the parameter β > 0. The concepts of the fixed point theorem and the measure of noncompactness are used as the main tools to prove the existence of solutions. The second aim of this paper is to introduce a computational method to obtain approximate numerical solutions to the considered problem. This method is based on the Fibonacci wavelets with collocation technique. Besides, the results of the error analysis and discussions of the accuracy of the solutions are also presented. To the best knowledge of the authors, this is the first computational method for this generalized problem to obtain approximate solutions. Finally, two examples are discussed with the computational tables and convergence graphs to interpret the efficiency and applicability of the presented method.

Damage detection of plate-like structures using intelligent surrogate model

  • Torkzadeh, Peyman;Fathnejat, Hamed;Ghiasi, Ramin
    • Smart Structures and Systems
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    • 제18권6호
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    • pp.1233-1250
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    • 2016
  • Cracks in plate-like structures are some of the main reasons for destruction of the entire structure. In this study, a novel two-stage methodology is proposed for damage detection of flexural plates using an optimized artificial neural network. In the first stage, location of damages in plates is investigated using curvature-moment and curvature-moment derivative concepts. After detecting the damaged areas, the equations for damage severity detection are solved via Bat Algorithm (BA). In the second stage, in order to efficiently reduce the computational cost of model updating during the optimization process of damage severity detection, multiple damage location assurance criterion index based on the frequency change vector of structures are evaluated using properly trained cascade feed-forward neural network (CFNN) as a surrogate model. In order to achieve the most generalized neural network as a surrogate model, its structure is optimized using binary version of BA. To validate this proposed solution method, two examples are presented. The results indicate that after determining the damage location based on curvature-moment derivative concept, the proposed solution method for damage severity detection leads to significant reduction of computational time compared with direct finite element method. Furthermore, integrating BA with the efficient approximation mechanism of finite element model, maintains the acceptable accuracy of damage severity detection.

어패럴과 텍스타일 디자인을 위(爲)한 시스템배색(配色) (Systematic Color Combination for Apparel and Textile Design)

  • 이경희
    • 패션비즈니스
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    • 제2권1호
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    • pp.12-24
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    • 1998
  • The purpose of this study is to investigate the efficiency of systematic color combination for apparel and textile design. We planned the new color systems, HUE AND TONE COLOR SYSTEM 277 and HUE AND TONE COLOR SYSTEM 253 USED KOREAN TRADITIONAL COLORS. In order to emprove the efficiency, this study aims to explore the development of systematic color combination by computer graphics. With this purpose, this study progressed in the following order and we obtained these results. 1. First, we considered the possibility of the development of the systematic color combination used the new color system, HUE AND TONE COLOR SYSTEM 277. We considered the possibility of the development of the systematic color combination by graphic computer SDS-480. Through the experimental regulation of the RGB (Red, Green, Blue) and HLS (Hue, Lightness, Saturation) we obtained an approximation of the colors of the HUE AND TONE COLOR SYSTEM 277 on the CRT display of SDS-480. 2. We planned the new color system, HUE AND TONE COLOR SYSTEM 253 USED KOREAN TRADITIONAL COLORS for systematic color combination. 3. In a practical application, we tried five principal types of color combination in apparel and textile design, monochromatic combination, tone on tone combination, moderate combination, tonal combination, and contrast combination. 4. Furthermore, we applied the systematic color combination for the textile patterns by tone on tone combination. By using the systematic color combination for apparel and textile design, we realized the efficiency and utility of the systematic color combination.

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The nonlinear galloping of iced transmission conductor under uniform and turbulence wind

  • Liu, Zhonghua;Ding, Chenhui;Qin, Jian;Lei, Ying
    • Structural Engineering and Mechanics
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    • 제75권4호
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    • pp.465-475
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    • 2020
  • The analytical approach for stability and response of iced conductor under uniform wind or turbulent wind is presented in this study. A nonlinear dynamic model is established to describe the motion of iced conductor galloping. In the case of uniform wind, the stability condition is derived by analyzing the eigenvalue associated with linearized matrix; The first order and second order approximation of galloping amplitude are obtained using multi-scale method. However, real wind has random characteristics essentially. To accurately evaluate the performance of the galloping iced conductor, turbulence wind should be described by random processes. In the case of turbulence wind, the Lyapunov exponent is conducted to judge the stability condition; The probability density of displacement is obtained by using the path integral method to predict galloping amplitude. An example is proposed to verify the effectiveness of the previous methods. It is shown that the fluctuating component of wind has little influence on the stability of iced conductor, but it can increase galloping amplitude. The analytical results on stability and response are also verified by numerical time stepping method.

여러 단면형상을 갖는 뼈대구조물의 최적설계 (Optimal Design of Frame Structures with Different Cross-Sectional Shapes)

  • 한상훈;이웅종
    • 대한토목학회논문집
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    • 제13권4호
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    • pp.27-37
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    • 1993
  • 응력 및 변위제약 하에 뼈대구조물의 초소중량설계를 얻기 위한 효율적인 방법을 제안한다. 주문제작이 빈번히 이루어지는 공학설계의 응용을 위해 다음의 5가지 단면형상을 고려하였다.(rectangular형, frame형, tube형, channel형 그리고 I형). 최적화 과정의 효율성을 증진시키기 위해 구조응답량(절점력, 변위)을 단면성질에 대해 1차 Taylor급수 전개했고 반면에 단면치수를 설계변수로 고려하였다. 제안된 방법의 효율성과 신뢰성을 보이기 위해 수치예를 통해 다른 방법에 의한 결과와 비교하였다. 그 결과 구조해석의 수를 크게 감소시킬 수 있었으며 뼈대구조물의 최적화에 매우 효율적으로 적용될 수 있음을 알게 되었다.

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확률조건의 근사화를 통한 효율적인 강건 최적설계 기법의 개발 (Development of an Efficient Optimization Technique for Robust Design by Approximating Probability Constratints)

  • 정도현;이병채
    • 대한기계학회논문집A
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    • 제24권12호
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    • pp.3053-3060
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    • 2000
  • Alternative formulation is presented for robust optimization problems and an efficient computational scheme for reliability estimation is proposed. Both design variables and design parameters considered as random variables about their nominal values. To ensure the robustness of objective performance a new cost function bounding the performance and a new constraint limiting the performance variation are introduced. The constraint variations are regulated by considering the probability of feasibility. Each probability constraint is transformed into a sub-optimization problem and then is resolved with the modified advanced first order second moment(AFOSM) method for computational efficiency. The proposed robust optimization method has advantages that the mean value and the variation of the performance function are controlled simultaneously and the second order sensitivity information is not required even in case of gradient based optimization. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.