• Title/Summary/Keyword: von Neumann method

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SELF-ADJOINT CYCLICALLY COMPACT OPERATORS AND ITS APPLICATION

  • Kudaybergenov, Karimbergen;Mukhamedov, Farrukh
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.679-686
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    • 2017
  • The present paper is devoted to self-adjoint cyclically compact operators on Hilbert-Kaplansky module over a ring of bounded measurable functions. The spectral theorem for such a class of operators is given. We use more simple and constructive method, which allowed to apply this result to compact operators relative to von Neumann algebras. Namely, a general form of compact operators relative to a type I von Neumann algebra is given.

A Refined Semi-Analytic Sensitivity Study Based on the Mode Decomposition and Neumann Series Expansion (I) - Static Problem - (강체모드분리와 급수전개를 통한 준해석적 민감도 계산 방법의 개선에 관한 연구(I) - 정적 문제 -)

  • Cho, Maeng-Hyo;Kim, Hyun-Gi
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.4
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    • pp.585-592
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    • 2003
  • Among various sensitivity evaluation techniques, semi-analytical method(SAM) is quite popular since this method is more advantageous than analytical method(AM) and global finite difference method(FDM). However, SAM reveals severe inaccuracy problem when relatively large rigid body motions are identified fur individual elements. Such errors result from the numerical differentiation of the pseudo load vector calculated by the finite difference scheme. In the present study, an iterative method combined with mode decomposition technique is proposed to compute reliable semi-analytical design sensitivities. The improvement of design sensitivities corresponding to the rigid body mode is evaluated by exact differentiation of the rigid body modes and the error of SAM caused by numerical difference scheme is alleviated by using a Von Neumann series approximation considering the higher order terms for the sensitivity derivatives.

Numerical Modeling of Short-Time Scale Nonlinear Water Waves Generated by Large Vertical Motions of Non-Wallsided Bodies (Non-Wallsided 물체의 연직운동에 의해 발생된 파의 비선형 해석을 위한 수치해석 모형의 연구)

  • Park, Jong-Hwan;;Troesch, Armin W.
    • Journal of Ocean Engineering and Technology
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    • v.7 no.1
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    • pp.33-55
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    • 1993
  • 선수충격파의 문제를 푸는데 있어서 Boundary Integral Method(BIM)의 여러가지 수치 해석방법이 검토되었으며, 특히 여러가지 Time stepping scheme, Green function, far-field 조건등에 따른 수치해석안정성과 정확성의 상관관계가 연구되었다. von Neumann 안정성해석과 matrix 안정성해석 등을 이용한 선형 안정성해석을 기초로하여, 수치해석방법의 안정성 여부를 체계적으로 조사할 수 있는 parameter(Free Surface Stability number)를 설정하고, 이 parameter의 변화에 따른 비선형 운동해석을 연구하였다. 그 결과 비선형성이 심하지 않은 기진파의 경우에서는 비선형 운동해석의 수치해석 안정성의 선형 수치해석 안정성과 큰 차이가 없음을 알 수 있게 된다.

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Structuring FFT Algorithm for Dataflow Computation (Dataflow 연산에 의한 FFT 앨고리즘의 구성)

  • 이상범;박찬정
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.10 no.4
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    • pp.175-183
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    • 1985
  • Dataflow computers exhibit a high degree of parallelism which can not be obtained easily with the conventional von-Neumann architecture. Since many instructions are ready for execution simultaneously, concurrency can be easily achieved by the multiple processors modified the dataflow machine. This paper describes a FFT Butterfly algorithm for dataflow computation and evaluates the performance by the speed up factor of that algorithm through the simulation approach by the time-accelation method.

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Shrinkage Model Selection for Portfolio Optimization on Vietnam Stock Market

  • NGUYEN, Nhat;NGUYEN, Trung;TRAN, Tuan;MAI, An
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.9
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    • pp.135-145
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    • 2020
  • This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

Analysis of Consistency and Accuracy for the Finite Difference Scheme of a Multi-Region Model Equation (다영역 모델 방정식의 유한차분계가 갖는 일관성과 정화성 분석)

  • 이덕주
    • Journal of Korea Soil Environment Society
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    • v.5 no.1
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    • pp.3-12
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    • 2000
  • The multi-region model, to describe preferential flow, is an equation representing solute transport in soils by dividing soil into numerous pore groups and using the hydraulic properties of the soil. As the model partial differential equation (PDE) is solved numerically with finite difference methods. a modified equivalent partial differential equation(MEPDE) of the partial differential equation of the multi-region model is derived to analyze the accuracy and consistency of the solution of the model PDE and the Von Neumann method is used to analyze the stability of the finite difference scheme. The evaluation obtained from the MEPDE indicated that the finite difference scheme was found to be consistent with the model PDE and had the second order accuracy The stability analysis is performed to analyze the model PDE with the amplification ratio and the phase lag using the Von Neumann method. The amplification ratio of the finite difference scheme gave non-dissipative results with various Peclet numbers and yielded the most high values as the Peclet number was one. The phase lag showed that the frequency component of the finite difference scheme lagged the true solution. From the result of the stability analysis for the model PDE, it is analyzed that the model domain should be discretized in the range of Pe < 1.0 and Cr < 2.0 to obtain the more accurate solution.

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EXAMPLES IN ERGODIC THEORY

  • Park, Kyewon Koh;Park, Seungseol
    • Korean Journal of Mathematics
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    • v.4 no.1
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    • pp.17-30
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    • 1996
  • In ergodic theory cutting and stacking constructions have been used to obtain a variety of important examples of transformations on the unit interval. We examine the example constructed by J. von Neumann and Kakutani and then apply the method used in the construction of Chacon's transformation to make examples that are weakly mixing but not mixing.

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A Refined Semi-Analytic Sensitivity Study Based on the Mode Decomposition and Neumann Series Expansion in Eigenvalue Problem(II) - Eigenvalue Problem - (강체모드분리와 급수전개를 통한 고유치 문제에서의 준해석적 설계 민감도 개선에 관한 연구(II) -동적 문제 -)

  • Kim, Hyun-Gi;Cho, Maeng-Hyo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.4
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    • pp.593-600
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    • 2003
  • Structural optimization often requires the evaluation of design sensitivities. The Semi Analytic Method(SAM) fur computing sensitivity is popular in shape optimization because this method has several advantages. But when relatively large rigid body motions are identified for individual elements. the SAM shows severe inaccuracy. In this study, the improvement of design sensitivities corresponding to the rigid body mode is evaluated by exact differentiation of the rigid body modes. Moreover. the error of the SAM caused by numerical difference scheme is alleviated by using a series approximation for the sensitivity derivatives and considering the higher order terms. Finally the present study shows that the refined SAM including the iterative method improves the results of sensitivity analysis in dynamic problems.

A REFINED SEMI-ANALYTIC DESIGN SENSITIVITIES BASED ON MODE DECOMPOSITION AND NEUMANN SERIES IN REDUCED SYSTEM (축소모델에서 강체모드 분리와 급수전개를 통한 준해석적 민감도 계산 방법)

  • Kim, Hyun-Gi;Cho, Maeng-Hyo
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.491-496
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    • 2003
  • In sensitivity analysis, semi-analytical method(SAM) reveals severe inaccuracy problem when relatively large rigid body motions are identified for individual elements. Recently such errors of SAM resulted by the finite difference scheme have been improved by the separation of rigid body mode. But the eigenvalue should be obtained first before the sensitivity analysis is performed and it takes much time in the case that large system is considered. In the present study, by constructing a reduced one from the original system, iterative method combined with mode decomposition technique is proposed to compute reliable semi-analytical design sensitivities. The sensitivity analysis is performed by the eigenvector acquired from the reduced system. The error of SAM caused by difference scheme is alleviated by Von Neumann series approximation.

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Migration from Compressible Code to Preconditioned Code (압축성 코드에서 예조건화 코드로의 이전)

  • Han, Sang-Hoon;Kim, Myeong-Ho;Choi, Jeong-Yeol
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.35 no.3
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    • pp.183-195
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    • 2007
  • Comprehensive mathematical comparison of numerical dissipation vector was made for a compressible and the preconditioned version Roe's Riemann solvers. Choi and Merkle type preconditioning method was selected from the investigation of the convergence characteristics of the various preconditioning methods for the flows over a two-dimensional bump. The investigation suggests a way of migration from a compressible code to a preconditioning code with a minor changes in Eigenvalues while maintaining the same code structure. Von Neumann stability condition and viscous Jacobian were considered additionally to improve the stability and accuracy for the viscous flow analysis. The developed code was validated through the applications to the standard validation problems.