• East Asian Economic Review
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• 제25권3호
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• pp.310-336
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• 2021

We use iterative numerical procedures combined with analytical methods due to Rapach and Wohar (2009) to solve for the dynamic asset allocation strategy for optimal portfolio demand. We compare different optimal portfolio demands when investors in each country have different access to overseas and domestic investment opportunities. The optimal dynamic asset allocation strategy without foreign investment opportunities leads domestic investors in Korea, Hong Kong, and Singapore to allocate more funds to domestic bonds than to domestic stocks. However, the U.S. investors allocate more wealth to domestic stocks than to domestic bonds. Investors in all countries short bills at a low level of risk aversion. Next, we investigate dynamic asset allocation strategy when domestic investors in Korea have access to foreign markets. The optimal portfolio demand leads investors in Korea to allocate most resources to domestic bonds and foreign stocks. On the other hand, the portfolio weights on foreign bonds and domestic stocks are relatively low. We also analyze dynamic asset allocation strategy for the investors in the U.S., Hong Kong, and Singapore when they have access to the Korean markets as overseas investment opportunities. Compared to the results when the investors only have access to domestic markets, the investors in the U.S. and Singapore increase the portfolio weights on domestic stocks in spite of the overseas investment opportunities in the Korean markets. The investors in the U.S., Hong Kong, and Singapore short domestic bills to invest more than initial funds in risky assets with a varying degree of relative risk aversion coefficients without exception.

• Tribology and Lubricants
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• 제36권2호
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• pp.96-104
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• 2020

The electric vehicle industry is rapidly developing because of enforced environmental regulations, and several studies have been conducted on the multispeed transmission to improve the fuel efficiency of electric vehicles. Among these studies, research on the power density improvement of electric vehicle transmission is critical. Thus, the optimal design of the gear train is necessary to enhance transmission efficiency. In this study, an optimal design methodology for the lightweight two-speed transmission of electric vehicles is proposed. Because a multispeed transmission has many operating conditions and equality and inequality constraints, a new gear design method that combines analytical and iterative methods is applied without using complex optimization algorithms. Sets of possible design variables are generated considering the operating conditions and various design variables. The modules and face width ratios of each stage gear that satisfy the corresponding operating conditions are analytically calculated. The volume of the gear train is calculated, evaluated, and arranged using these values to determine the optimal solution for minimizing the volume, and the proposed methodology is applied to the actual model to verify its effectiveness. The design of a two-speed transmission with multiple operating conditions and constraints without complicated optimization algorithms can be optimized.

• Korean Chemical Engineering Research
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• 제58권2호
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• pp.190-196
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• 2020

공정 실험을 통하여 공정 동특성 모델을 얻는 과정은 제어시스템 설계에 있어 시간과 비용이 드는 매우 중요한 과정이다. 이를 위한 계단응답은 공정의 동특성을 이해하고 동특성 모델을 얻는 데 사용되는 오래된 하나의 정형화된 공정응답이다. 계단응답에 근거한 방법에서는 공정입력에 계단 변화를 주었을 때 나타나는 공정출력을 측정하여야 하는데, open-loop 상태로 장시간 운전해야 하는 것이 단점으로 지적된다. 이 단점을 완화하기 위하여 시간최적제어 기법을 이용하는 계단응답을 얻는 시간을 최소화 하는 방법이 제안되어 있다. 이 최적화에는 반복 계산이 필요한데, 여기서는 반복 계산이 필요 없는 방법을 제안한다. 계단응답을 위한 시간이 획기적으로 줄어드는 것을 보여주는 모사 결과들을 얻었으며, 이 방법을 제어기 자동튜닝에 응용하여 이 자동튜닝에 널리 채택되고 있는 relay feedback 자동튜닝과 비교한 모사 결과들을 제시하였다.

• 대한수학회논문집
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• 제33권2호
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• pp.677-693
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• 2018

In this work, we generalize a family of optimal eighth order weighted-Newton methods to Banach spaces and study its local convergence to approximate a locally-unique solution of a system of nonlinear equations. The convergence in this study is shown under hypotheses only on the first derivative. Our analysis avoids the usual Taylor expansions requiring higher order derivatives but uses generalized Lipschitz-type conditions only on the first derivative. Moreover, our new approach provides computable radius of convergence as well as error bounds on the distances involved and estimates on the uniqueness of the solution based on some functions appearing in these generalized conditions. Such estimates are not provided in the approaches using Taylor expansions of higher order derivatives which may not exist or may be very expensive or impossible to compute. The convergence order is computed using computational order of convergence or approximate computational order of convergence which do not require usage of higher derivatives. This technique can be applied to any iterative method using Taylor expansions involving high order derivatives. The study of the local convergence based on Lipschitz constants is important because it provides the degree of difficulty for choosing initial points. In this sense the applicability of the method is expanded. Finally, numerical examples are provided to verify the theoretical results and to show the convergence behavior.

• Journal of applied mathematics & informatics
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• 제30권3_4호
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• pp.477-488
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• 2012

The convergence rate of a numerical procedure based on Schwarz Alternating Method(SAM) for solving elliptic boundary value problems depends on the selection of the interface conditions applied on the interior boundaries of the overlapping subdomains. It has been observed that the mixed interface condition, controlled by a parameter, can optimize SAM's convergence rate. In [8], one introduced the two-layer multi-parameterized SAM and determined the optimal values of the multi-parameters to produce the best convergence rate for one-dimensional elliptic boundary value problems. In this paper, we present a method which utilizes the one-dimensional result to get the optimal convergence rate for the two-dimensional problem.

• Journal of Mechanical Science and Technology
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• 제15권7호
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• pp.831-838
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• 2001

Torque ripple control of brushless DC motor has long been the main issue of the servo drive systems in which the speed fluctuation, vibration and acoustic noise need to be minimized. The vast majority of the methods for suppressing the torque ripple require the Fourier series analysis and either the iterative or least mean square minimization. In this paper, a novel approach based on the d-q-0 reference frame that achieves ripple-free torque control with maximum efficiency is presented. The proposed method optimizes the reference phase current waveforms including even the case of 3-phase unbalanced condition, and the motor winding currents are controlled to track the optimized current waveforms by the delta modulation technique. As a results, the proposed approach provides a simple and yet effectine means for obtaining the optimal motor excitation currents. The validity and applicability of the proposed control scheme are verified through simulations and experimental investigations.

• Journal of applied mathematics & informatics
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• 제29권1_2호
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• pp.161-171
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• 2011

The convergence rate of a numerical procedure based on Schwarz Alternating Method(SAM) for solving elliptic boundary value problems depends on the selection of the interface conditions applied on the interior boundaries of the overlapping subdomains. It has been observed that the Robin condition (mixed interface condition), controlled by a parameter, can optimize SAM's convergence rate. In [7], one had formulated the multi-parameterized SAM and determined the optimal values of the multi-parameters to produce the best convergence rate for one-dimensional elliptic boundary value problems. However it was not successful for two-dimensional problem. In this paper, we present a new method which utilizes the one-dimensional result to get the optimal convergence rate for the two-dimensional problem.

• 대한전기학회논문지:전력기술부문A
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• 제48권5호
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• pp.601-606
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• 1999

A Walsh function method is proposed in this report for the analysis and optimal control of linear time-delay systems, which is based on the Picard's iterative approximation and fast Walsh transformation. In this research, the following results are obtained: 1) The differential and integral equation can be solved by transforming into a simple algebraic equation as it was possible with the usual orthogonal function method: 2) General orthogonal function methods require usage of Walsh operational matrices for delay or advance and many calculations of inverse matrices, which are not necessary in this method. Thus, the control problems of linear time-delay systems can be solved much faster and readily.

• Journal of Electrical Engineering and Technology
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• 제12권5호
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• pp.1945-1954
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• 2017

In recent years, several LCL filter design methods for different converter topologies have been published, many of which use analytical expressions to calculate the ideal converter AC voltage harmonic spectrum. This paper presents the LCL filter design methodology but the focus is on presentation and validation of the non-iterative filter design method for a grid-connected three-phase two-level PWM-VSC. The developed method can be adapted for different converter topologies and PWM algorithms. Furthermore, as a starting point for the design procedure, only the range of PWM carrier frequencies is required instead of an exact value. System nonlinearities, usually omitted from analysis have a significant influence on VSC AC voltage harmonic spectrum. In order to achieve better accuracy of the proposed procedure, the system nonlinear model is incorporated into the method. Optimal filter parameters are determined using the novel cost function based on higher frequency losses of the filter. An example of LCL filter design for a 40 kVA grid-connected PWM-VSC has been presented. Obtained results have been used to construct the corresponding laboratory setup and measurements have been performed to verify the proposed method.

• 한국통신학회논문지
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• 제31권1C호
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• pp.20-25
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• 2006

본 논문에서는 Tree-LDPC 코드의 성능을 scaling 인자를 이용한 min-sum 알고리즘을 사용하여 나타내고, 그때의 water fall 영역에서의 접근 성능은 density evolution 기법을 사용하여 나타낸다. Density evolution 기법을 통하여 얻어진 최적의 scaling 인자를 사용하게 되면 min-sum 알고리즘을 사용하는 Tree-LDPC 코드는 sum-product 알고리즘을 사용했을 때와 비슷한 성능을 나타낼 정도로 상당한 성능 이득을 갖게 되는 반면 sum-product 알고리즘을 사용했을 때보다 복호 복잡도가 훨씬 줄어들게 된다. 작은 인터리버 크기를 갖는 Tree-LDPC 복호기를 FPGA(Field Programmable Gate Array)로 구현하였다.