• Title/Summary/Keyword: perturbation estimate

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Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Park, Heung-sik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.871-884
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    • 2000
  • Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

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Sensitivity Analysis for the Busy Cycle in M/M/1 Queue (M/M/1 Queue 에서 Busy Cycle 에 대한 민감도 분석)

  • Park, Heung-Sik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.1
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    • pp.67-75
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    • 1992
  • In this paper, by using perturbation analysis method, We find the sensitivity of the mean busy cycle with respect to means interrival time in M/M/1 Queue. We show that the Perturbation analysis estimate can be expressed as a sum of the infinitesimal perturbation analysis (IPA) estimate and the effect caused by changes in transition probabilities, thus explaining why IPA estimates are not consistent in general.

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Estimations of Offshore Structure Damages by Modal Perturbation Method (Modal-Perturbation 기법을 이용한 항만 구조물의 손상부위 추정)

  • 조병완;한상주
    • Computational Structural Engineering
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    • v.9 no.4
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    • pp.209-217
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    • 1996
  • An Inverse modal perturbation method was applied to estimate the assessments of the damages at the large-scaled marine structure, such as pier or dolphin, from the structural dynamic natural frequencies and mode shape. Vibrations of structural stiffness, natural frequencies and mode shapes from the eigenvalue analysis lead to the modal peturbation equations, which were considered with a second order term. This paper estimates the assessments of the damages for the structure with the decreased stiffness and shows the convergence of perturbation equation.

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Interval finite element method for complex eigenvalues of closed-loop systems with uncertain parameters

  • Zhang, XiaoMing;Ding, Han
    • Structural Engineering and Mechanics
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    • v.26 no.2
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    • pp.163-178
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    • 2007
  • In practical engineering, the uncertain concept plays an important role in the control problems of the vibration structures. In this paper, based on matrix perturbation theory and interval finite element method, the closed-loop vibration control system with uncertain parameters is discussed. A new method is presented to develop an algorithm to estimate the upper and lower bounds of the real parts and imaginary parts of the complex eigenvalues of vibration control systems. The results are derived in terms of physical parameters. The present method is implemented for a vibration control system of the frame structure. To show the validity and effectiveness, we compare the numerical results obtained by the present method with those obtained by the classical random perturbation.

Eigenvalue Perturbation for Controller Parameter and Small Signal Stability Analysis of Large Scale Power Systems (제어기정수에 대한 고유치 PERTURBATION과 대규모 전력계통의 미소신호안정도 해석)

  • Shim, Kwan-Shik;Song, Sung-Gun;Moon, Chae-Ju;Lee, Ki-Young;Nam, Hae-Kon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.51 no.11
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    • pp.577-584
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    • 2002
  • This paper presents a novel approach based on eigenvalue perturbation of augmented matrix(AMEP) to estimate the eigenvalue for variation of controller parameter. AMEP is a useful tool in the analysis and design of large scale power systems containing many different types of exciters, governors and stabilizers. Also, it can be used to find possible sources of instability and to determine the most sensitivity parameters for low frequency oscillation modes. This paper describes the application results of AMEP algorithm with respect to all controller parameter of KEPCO systems. Simulation results for interarea and local mode show that the proposed AMEP algorithm can be used for turning controller parameter, and verifying system data and linear model.

Dynamic Characteristics of Parallel tine Pivoted Pad Thrust Bearing (평행라인 피봇식 추력베어링의 동특성 해석)

  • 이경우;김종수;제양규
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1999.06a
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    • pp.111-118
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    • 1999
  • In this paper, linearized dynamic characteristics of parallel line pivoted pad thrust bearing(hereinafter refer to PLP thrust bearing) was analyzed by perturbation method with inlet pressure. Inlet pressure and excitation frequency irfluence dynamic characteristics of PLP thrust bearing at all operating condition, such as angular pivot position, mass of pad. Therefore, the characteristics is have to analyzed with inlet pressure, excitation frequency, mass of pad and thickness of pad. Otherwise, the analysis is able to estimate the characteristics over or under.

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Dynamic Characteristics of Parallel Line Pivoted Pad Thrust Bearing (평행라인 피봇식 추력베어링의 동특성 해석)

  • 이경우;김종수;제양규
    • Tribology and Lubricants
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    • v.16 no.4
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    • pp.274-281
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    • 2000
  • In this paper, linearized dynamic characteristics of parallel line pivoted pad thrust bearing (here-inafter refer to PLP thrust bearing) was analyzed by perturbation method with inlet pressure. Inlet pressure and excitation frequency influence dynamic characteristics of PLP thrust bearing at all operating conditions, such as angular pivot position, mass of pad. Therefore, the characteristics have to be analyzed with inlet pressure, excitation frequency, mass of pad and thickness of pad. Otherwise, the analysis may be over or under estimate.

A NUMERICAL METHOD FOR SINGULARLY PERTURBED SYSTEM OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS OF CONVECTION DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

  • Tamilselvan, A.;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1279-1292
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    • 2009
  • In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.

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ON THE NONLINEAR MATRIX EQUATION $X+\sum_{i=1}^{m}A_i^*X^{-q}A_i=Q$(0<q≤1)

  • Yin, Xiaoyan;Wen, Ruiping;Fang, Liang
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.3
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    • pp.739-763
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    • 2014
  • In this paper, the nonlinear matrix equation $$X+\sum_{i=1}^{m}A_i^*X^{-q}A_i=Q(0<q{\leq}1)$$ is investigated. Some necessary conditions and sufficient conditions for the existence of positive definite solutions for the matrix equation are derived. Two iterative methods for the maximal positive definite solution are proposed. A perturbation estimate and an explicit expression for the condition number of the maximal positive definite solution are obtained. The theoretical results are illustrated by numerical examples.

HEAT KERNEL ESTIMATES FOR DIRICHLET FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION

  • Chen, Peng;Song, Renming;Xie, Longjie;Xie, Yingchao
    • Journal of the Korean Mathematical Society
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    • v.56 no.1
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    • pp.91-111
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    • 2019
  • We give a direct proof of the sharp two-sided estimates, recently established in [4, 9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1,1}$ open sets by using Duhamel's formula. We also obtain a gradient estimate for the Dirichlet heat kernel. Our assumption on the open set is slightly weaker in that we only require D to be $C^{1,{\theta}}$ for some ${\theta}{\in}({\alpha}/2,1]$.