• Title/Summary/Keyword: semi-convergence

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FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.49-60
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    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

Integral Approximate Solutions to a One-Dimensional Model for Stratified Thermal Storage Tanks (성층화된 축열조의 1차원모델에 대한 적분 근사해)

  • Chung, Jae-Dong
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.22 no.7
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    • pp.468-473
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    • 2010
  • This paper deals with approximate integral solutions to the one-dimensional model describing the charging process of stratified thermal storage tanks. Temperature is assumed to be the form of Fermi-Dirac distribution function, which can be separated to two sets of cubic polynomials for each hot and cold side of thermal boundary layers. Proposed approximate integral solutions are compared to the previous works of the approximate analytic solutions and show reasonable agreement. The approach, however, has benefits in mathematical difficulties, complicated solution form and unstable convergence of series solution founded in the previous analytic solutions. Solutions for a semi-infinite region, which have simple closed form solutions, give close agreement to those for a finite region. Thermocline thickness is obtained in closed form and shows proportional behavior to the square root of time and inverse proportional behavior to the square root of flow rate.

Steady-state flow analysis of pipe network (배관망 내의 정상상태 유동 해석)

  • 채은미;사종엽
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.11 no.3
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    • pp.281-291
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    • 1999
  • A computer code based on a node equation method has been developed for the analysis of pipe network. Both data structure and object-oriented programming technique are used for pipe and node modelling, in which simplification process is applied to complicated and large pipe network. The semi-direct solver, ILU-CGS, improves greatly both the accuracy and the rate of convergence. The computational result of high-pressure pipe network of city gas in Taegu shows the good agreement with the real data.

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Performances of Simple Option Models When Volatility Changes

  • Jung, Do-Sub
    • Journal of Digital Convergence
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    • v.7 no.1
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    • pp.73-80
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    • 2009
  • In this study, the pricing performances of alternative simple option models are examined by creating a simulated market environment in which asset prices evolve according to a stochastic volatility process. To do this, option prices fully consistent with Heston[9]'s model are generated. Assuming this prices as market prices, the trading positions utilizing the Black-Scholes[4] model, a semi-parametric Corrado-Su[7] model and an ad-hoc modified Black-Scholes model are evaluated with respect to the true option prices obtained from Heston's stochastic volatility model. The simulation results suggest that both the Corrado-Su model and the modified Black-Scholes model perform well in this simulated world substantially reducing the biases of the Black-Scholes model arising from stochastic volatility. Surprisingly, however, the improvements of the modified Black-Scholes model over the Black-Scholes model are much higher than those of the Corrado-Su model.

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Uniformly Convergent Numerical Method for Singularly Perturbed Convection-Diffusion Problems

  • Turuna, Derartu Ayansa;Woldaregay, Mesfin Mekuria;Duressa, Gemechis File
    • Kyungpook Mathematical Journal
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    • v.60 no.3
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    • pp.629-645
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    • 2020
  • A uniformly convergent numerical method is developed for solving singularly perturbed 1-D parabolic convection-diffusion problems. The developed method applies a non-standard finite difference method for the spatial derivative discretization and uses the implicit Runge-Kutta method for the semi-discrete scheme. The convergence of the method is analyzed, and it is shown to be first order convergent. To validate the applicability of the proposed method two model examples are considered and solved for different perturbation parameters and mesh sizes. The numerical and experimental results agree well with the theoretical findings.

Z-R Relationships for a Weather Radar in the Eastern Coast of Northeastern Brazil

  • Tenorio Ricardo Sarmento;Kwon Byung-Hyuk;Silva Moraes Marcia Cristina da
    • Journal of information and communication convergence engineering
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    • v.4 no.1
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    • pp.41-45
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    • 2006
  • A disdrometer has been used to determine Z-R relationships for the weather radar, which is unique coastal radar operating regularly in western tropical south Atlantic. Rainfall rates were divided into the stratiform rain and the convective rain on the basis of $10\;mm\;h^{-1}$. The Z-R relationship for the stratiform class was similar to the general one since the convective clouds did not developed and two classes of the rain rate were mixed.

On an improved numerical method to solve the equilibrium problems of solids with bounded tensile strength that are subjected to thermal strain

  • Pimpinelli, Giovanni
    • Structural Engineering and Mechanics
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    • v.15 no.4
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    • pp.395-414
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    • 2003
  • In this paper we recall briefly the constitutive equations for solids subjected to thermal strain taking in account the bounded tensile stress of the material. In view to solve the equilibrium problem via the finite element method using the Newton Raphson procedure, we show that the tangent elasticity tensor is semi-definite positive. Therefore, in order to obtain a convergent numerical method, the constitutive equation needs to be modified. Specifically, the dependency of the stress by the anelastic deformation is made explicit by means of a parameter ${\delta}$, varying from 0 to 1, that factorizes the elastic tensor. This parameterization, for ${\delta}$ near to 0, assures the positiveness of the tangent elasticity tensor and enforces the convergence of the numerical method. Some numerical examples are illustrated.

Dynamic characteristics of hygro-magneto-thermo-electrical nanobeam with non-ideal boundary conditions

  • Ebrahimi, Farzad;Kokaba, Mohammadreza;Shaghaghi, Gholamreza;Selvamani, Rajendran
    • Advances in nano research
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    • v.8 no.2
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    • pp.169-182
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    • 2020
  • This study presents the hygro-thermo-electromagnetic mechanical vibration attributes of elastically restrained piezoelectric nanobeam considering effects of beam surface for various elastic non-ideal boundary conditions. The nonlocal Eringen theory besides the surface effects containing surface stress, surface elasticity and surface density are employed to incorporate size-dependent effects in the whole of the model and the corresponding governing equations are derived using Hamilton principle. The natural frequencies are derived with the help of differential transformation method (DTM) as a semi-analytical-numerical method. Some validations are presented between differential transform method results and peer-reviewed literature to show the accuracy and the convergence of this method. Finally, the effects of spring constants, changing nonlocal parameter, imposed electric potential, temperature rise, magnetic potential and moisture concentration are explored. These results can be beneficial to design nanostructures in diverse environments.

Strongly coupled partitioned six degree-of-freedom rigid body motion solver with Aitken's dynamic under-relaxation

  • Chow, Jeng Hei;Ng, E.Y.K.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.8 no.4
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    • pp.320-329
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    • 2016
  • An implicit method of solving the six degree-of-freedom rigid body motion equations based on the second order Adams-Bashforth-Moulten method was utilised as an improvement over the leapfrog scheme by making modifications to the rigid body motion solver libraries directly. The implementation will depend on predictor-corrector steps still residing within the hybrid Pressure Implicit with Splitting of Operators - Semi-Implicit Method for Pressure Linked Equations (PIMPLE) outer corrector loops to ensure strong coupling between fluid and motion. Aitken's under-relaxation is also introduced in this study to optimise the convergence rate and stability of the coupled solver. The resulting coupled solver ran on a free floating object tutorial test case when converged matches the original solver. It further allows a varying 70%-80% reduction in simulation times compared using a fixed under-relaxation to achieve the required stability.

Strategy for refinement of nodal densities and integration cells in EFG technique

  • Patel, Bhavana S.S.;Narayan, Babu K.S.;Venkataramana, Katta
    • Structural Engineering and Mechanics
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    • v.59 no.5
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    • pp.901-920
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    • 2016
  • MeshFree methods have become popular owing to the ease with which high stress gradients can be identified and node density distribution can be reformulated to accomplish faster convergence. This paper presents a strategy for nodal density refinement with strain energy as basis in Element-Free Galerkin MeshFree technique. Two popular flat plate problems are considered for the demonstration of the proposed strategies. Issue of integration errors introduced during nodal density refinement have been addressed by suggesting integration cell refinement. High stress effects around two symmetrical semi-circular notches under in-plane axial load have been addressed in the first problem. The second considers crack propagation under mode I and mode II fracture loading by the way of introducing high stress intensity through line crack. The computational efficacy of the adaptive refinement strategies proposed has been highlighted.