• Title/Summary/Keyword: second order approximation

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A Study on the Optimal Power Flow Solution (최적 전력 조류 해법에 관한 연구)

  • You, Seok-Koo;Min, Pyoung-Oh
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.176-179
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    • 1989
  • Newton's OPF algorithm, for each iteration, solves with second order approximation of Lagraqngian function and sparse matrix technique. When load model is applied to this technique, load voltages have tendency to be fixed at lower limit. It makes the solution inadequte. In this paper, reference bus voltage specification technique suggested to make adequate load voltage. This method is verified useful 6-bus Ward-Hale sample system.

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The Effect of the Second-Order Approximation on Chaotic Responses (이차근사가 혼돈응답에 미치는 영향)

  • 이원경;박해동
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1994.04a
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    • pp.134-147
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    • 1994
  • 고차근사가 혼돈응답에 미치는 영향을 조사하기 위하여 비선형문제의 전형인 탄성진자계를 집중적으로 조사하였다. 조화가진력을 가진 탄성진자계는 비자율계(원래계)로 나타나는데 다중시간법을 사용하여 이 계를 이차근사에 의한 자율계 (근사화계)로 변환하였다. 점근해의 초기조건에 대한 민감도의 척도인 Lyapunov 지수를 통하여 비교해 본 결과, 이차근사에 의한 근사화계가 일차근사에 의한 근사화계보다 원래계를 더 잘 반영하고 있음을 확인하였다. 이로써 고차근사가 정상상태 주기응답 뿐만 아니라 혼돈응답을 더 정확하게 예측하는 데도 유용함을 알 수 있었다.

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AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS

  • Kim, So-Yeun;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • v.34 no.3
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    • pp.239-248
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    • 2018
  • In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

FCM for the Multi-Scale Problems (고속 최소자승 점별계산법을 이용한 멀티 스케일 문제의 해석)

  • 김도완;김용식
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.10a
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    • pp.599-603
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    • 2002
  • We propose a new meshfree method to be called the fast moving least square reproducing kernel collocation method(FCM). This methodology is composed of the fast moving least square reproducing kernel(FMLSRK) approximation and the point collocation scheme. Using point collocation makes the meshfree method really come true. In this paper, FCM Is shown to be a good method at least to calculate the numerical solutions governed by second order elliptic partial differential equations with geometric singularity or geometric multi-scales. To treat such problems, we use the concept of variable dilation parameter.

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The Interaction of CO and W(111) Surface

  • Lee, S. Y.;Kim, Y. D.;Seo, S. N.;Park, C. Y.;Kwak, H. T.;Boo, J. H.;Lee, S. B.
    • Bulletin of the Korean Chemical Society
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    • v.20 no.9
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    • pp.1061-1066
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    • 1999
  • The adsorption of CO on W(111) surface in the range of adsorption temperature between 300 K and 1000 K has been studied using AES, LEED, and TDS in an UHV system. After CO saturation at 300 K, four desorption peaks are observed at temperatures (K) of about 400, 850, 1000, and 1100 in thermal desorption spectra, called as α, β1, β2, and β3 state, respectively. The state was attributed to molecular species of CO, which is well known. Because the CO in βstates (especially the β3 state) is still debated as to whether it is dissociative or non-dissociative, the β3 state is mainly discussed. By using the variation method of heating rate in the thermal desorption spectrometry, the desorption energy and pre-exponential factor for the β3 state are evaluated to be 280 kJ/mol and 1.5×10 12 s-1 , respectively. A lateral interaction energy of 5.7 kJ/mol can also be estimated by Bragg-Williams approximation. To interpret the thermal desorption spectra for the β3 state, moreover, those for the model of a first order and a second order desorption are simulated using quasi-chemical approximation. In this study, a model of lying-down CO species is proposed for the β3 state of CO adsorption.

EVALUATION OF NUMERICAL APPROXIMATIONS OF CONVECTION FLUX IN UNSTRUCTURED CELL-CENTERED METHOD (비정렬 셀 중심 방법에서 대류플럭스의 수치근사벙법 평가)

  • Myong H.K.
    • Journal of computational fluids engineering
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    • v.11 no.1 s.32
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    • pp.36-42
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    • 2006
  • The existing numerical approximations of convection flux, especially the spatial higher-order difference schemes, in unstructured cell-centered finite volume methods are examined in detail with each other and evaluated with respect to the accuracy through their application to a 2-D benchmark problem. Six higher-order schemes are examined, which include two second-order upwind schemes, two central difference schemes and two hybrid schemes. It is found that the 2nd-order upwind scheme by Mathur and Murthy(1997) and the central difference scheme by Demirdzic and Muzaferija(1995) have more accurate prediction performance than the other higher-order schemes used in unstructured cell-centered finite volume methods.

Repetitive Response Surface Enhancement Technique Using ResponseSurface Sub-Optimization and Design Space Transformation (반응모델 최적화와 설계공간 변환을 이용한 반복적 반응면 개선 기법 연구)

  • Jeon, Gwon-Su;Lee, Jae-U;Byeon, Yeong-Hwan
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.1
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    • pp.42-48
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    • 2006
  • In this study, a repetitive response surface enhancement technique (RRSET) is proposed as a new system approximation method for the efficient multidisciplinary design and optimization (MDO). In order to represent the highly nonlinear behavior of the response with second order polynomials, RRSET introduces a design space transformation using stretching functions and repetitive response surface improvement. The tentative optimal point is repetitively included to the set of experimental points to better approximate the response surface of the system especially near the optimal point, hence a response surface with significantly improved accuracy can be generated with very small experimental points and system iterations. As a system optimizer, the simulated annealing, which generates a global design solution is utilized. The proposed technique is applied to several numerical examples, and demonstrates the validity and efficiency of the method. With its improved approximation accuracy, the RRSET can contribute to resolve large and complex system design problems under MDO environment.

An Optimum Design of a Steering Column to Minimize the Injury of a Passenger (승객 상해의 감소를 위한 승용차 조향주의 최적설계)

  • Park, Y.S;Lee, J.Y.;Park, G.J.
    • Transactions of the Korean Society of Automotive Engineers
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    • v.3 no.1
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    • pp.33-44
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    • 1995
  • As the occupant safety receives more attention from automobile industries. protection systems have been developed quite well. Developed protection systems must be evaluated through real tests in crash environment Since the real tests are extremely expensive. computer simulations are replaced for some prediction of the real test In the computer simulation. it is very crucial to express the real environment precisely in the modeling precess. The energy absorbing(EA) steering system has a very important rote in vehicle crashes because the occupant can hit the system directly. In this study. the EA steering system is modeled precisely. analyzed for the safely and designed by an optimization technology. First. the EA steering system is disassembled by parts and modeled by segments and joints. The segments are modeled by rigid bodies in motion and they have resistances in contact. Spring-damper elements and force-deflection curves are utilized to represent the joints. The body block test is cal lied out to validate. the modeling. When the test results are not enough for the detailed modeling. the differences between tests and simulations are minimized to calculate unknown parameters using optimization. The established model is applied to a crash simulation of a full-car model and tuned again. After the modeling is finished. components of the steering system are designed by an optimization algorithm. In the optimization process. the compound injury of a driver is defined and minimized to determine the chracteristics of the components. The second. order approximation algorithm has been adopted for the optimization.

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Improvement of the Design Space Feasibility Using the Response Surface and Kriging Method (반응면 기법과 크리깅 기법을 이용한 설계공간의 타당성 향상)

  • Ku, Yo-Cheon;Jeon, Yong-Heu;Kim, Yu-Shin;Lee, Dong-Ho
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.33 no.2
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    • pp.32-38
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    • 2005
  • In this research, a procedure to improve the feasibility of design space is proposed by an approximation model. The Chebyshev Inequality is used as the criterion of modification of design space. This procedure is applied to the aero-elastic transonic wing design problem and the feasibility of the design space is greatly improved. Also the optimization results are improved by appling this procedure. That is, the probability to satisfy all imposed constraints is increased and the better design points are included in design space after this procedure. And the use of both a second-order response surface model and the Kriging model is investigated and compared in accuracy, efficiency, and robustness as approximation models in this procedure for different sampling methods. As a result, the second-order response surface model is more appropriate for our application than the Kriging model, because it is linear enough to be fitted well by the response surface model.

Pedagogical Discussion on the concept of Tangent as a Linear Approximation (선형 근사로서의 접선 개념의 교육학적 고찰)

  • Kim, Young-Rock;Lee, Young-Ie;Han, Jong-Min
    • Communications of Mathematical Education
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    • v.23 no.3
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    • pp.625-642
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    • 2009
  • In the school mathematics the concept of tangent is introduced in several steps in suitable contexts. Students are required to reflect and revise their concepts of tangent in order to apply the improved concept to wider range of contexts. In this paper we consider the tangent as the optimal linear approximation to a curve at a given point and make three discussions on pedagogical aspects of it. First, it provides a method of finding roots of real numbers which can be used as an application of tangent. This may help students improve their affective variables such as interest, attitude, motivation about the learning of tangent. Second, this concept reflects the modern point of view of tangent, the linear approximation of nonlinear problems. Third, it gives precise meaning of two tangent lines appearing two sides of a cusp point of a curve.

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