• Journal of applied mathematics & informatics
• /
• v.7 no.3
• /
• pp.941-958
• /
• 2000

Euler method is generalized to solve the system of nonlinear differential equations. The generalization is carried out by taking a special constant matrix S so that exp(tS) can be exactly computed. Such a matrix S is extracted from the Jacobian matrix of the given problem. Stability of the generalized Euler process is discussed. It is shown that the generalized Euler process is comparable to the fourth order Runge-Kutta method. We also exemplify that the important qualitative and geometric features of the underlying dynamical system can be recovered by the generalized Euler process.

• Transactions of the Korean Society of Automotive Engineers
• /
• v.4 no.4
• /
• pp.9-17
• /
• 1996

This paper develops a sequential updating method of the Euler parameter generalized coordinates for the machine kinematics and dynamics, The Newton's method is slightly modified so as to utilize the Jacobian matrix with respect to the virtual rotation instead of this with repect to the Euler parameters. An intermediate variable is introduced and the modified Newton's method solves for the variable first. Relational equation of the intermediate variable is then solved for the Euler parameters. The solution process is carried out efficiently by symoblic inversion of the relational equation of the intermediate variable and the iteration equation of the Euler parameter normalization constraint. The proposed method is applied to a kinematic and dynamic analysis with the Generalized Coordinate Partitioning method. Covergence analysis is performed to guarantee the local convergence of the proposed method. To demonstrate the validity and practicalism of the proposed method, kinematic analysis of a motion base system and dynamic analysis of a vehicle are carried out.

• Journal of applied mathematics & informatics
• /
• v.40 no.3_4
• /
• pp.603-618
• /
• 2022

In this paper, a numerical solution of the generalized diffusion equation with a delay has been obtained by a numerical technique based on the Galerkin finite element method by applying the cubic B-spline basis functions. The time discretization process is carried out using the forward Euler method. The numerical scheme is required to preserve the delay-independent asymptotic stability with an additional restriction on time and spatial step sizes. Both the theoretical and computational rates of convergence of the numerical method have been examined and found to be in agreement. As it can be observed from the numerical results given in tables and graphs, the proposed method approximates the exact solution very well. The accuracy of the numerical scheme is confirmed by computing L₂ and L_∞ error norms.

• Transactions of the Korean Society of Mechanical Engineers
• /
• v.10 no.1
• /
• pp.102-109
• /
• 1986

Based on the Hartenberg-Denavit symbolic equation, which is one of equations for the kinematic analysis of three dimensional (3-D) linkage, a generalized kinematic motion equation is derived utilizing Euler angles and employing the coordinates transformation. The derived equation can feasibly be used for the motion analysis of any type of 3-D linkages as well as 2-D ones. In order to simulate the general motion of 3-D linkgages on digital computer, the generalized equation is programmed through the process of numerical analysis after converting the equation to the type of Newton-Raphson formula and denoting it in matrix form. The feasibility of theoretically derived equation is experimentally proved by comparing the results from the computer with those from experimental setup of three differrent but generally empolyed 3-D linkages.

• The Korean Journal of Applied Statistics
• /
• v.24 no.6
• /
• pp.1007-1020
• /
• 2011

Since the research of Black and Scholes (1973), modeling methods using diffusion processes have performed principal roles in financial engineering. In modern financial theories, various types of diffusion processes were suggested and applied in real situations. An estimation of the model parameters is an indispensible step to analyze financial data using diffusion process models. Many estimation methods were suggested and their properties were investigated. This paper reviews the statistical properties of the, Euler approximation method, New Local Linearization(NLL) method, and Generalized Methods of Moment(GMM) that are known as the most practical methods. From the simulation study, we found the NLL and Euler methods performed better than GMM. GMM is frequently used to estimate the parameters because of its simplicity; however this paper shows the performance of GMM is poorer than the Euler approximation method or the NLL method that are even simpler than GMM. This paper shows the performance of the GMM is extremely poor especially when the parameters in diffusion coefficient are to be estimated.

• Journal of the Korean Geotechnical Society
• /
• v.22 no.9
• /
• pp.45-59
• /
• 2006

The successful performance of any numerical geotechnical simulation depends on the accuracy and efficiency of the numerical implementation of constitutive model used to simulate the stress-strain (constitutive) response of the soil. The corner stone of the numerical implementation of constitutive models is the numerical integration of the incremental form of soil-plasticity constitutive equations over a discrete sequence of time steps. In this paper a well known two-surface soil plasticity model is implemented using a generalized implicit return mapping algorithm to arbitrary convex yield surfaces referred to as the Closest-Point-Projection method (CPPM). The two-surface model describes the nonlinear behavior of coarse-grained materials by incorporating a bounding surface concept together with isotropic and kinematic hardening as well as fabric formulation to account for the effect of fabric formation on the unloading response. In the course of investigating the performance of the CPPM integration method, it is proven that the algorithm is an accurate, robust, and efficient integration technique useful in finite element contexts. It is also shown that the algorithm produces a consistent tangent operator $\frac{d\sigma}{d\varepsilon}$ during the iterative process with quadratic convergence rate of the global iteration process.