• 제목/요약/키워드: weak limit

검색결과 214건 처리시간 0.023초

ON THE SQUARE OF BROWNIAN DENSITY PROCESS

  • Cho, Nhan-Sook
    • 대한수학회지
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    • 제34권3호
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    • pp.707-717
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    • 1997
  • The square of Brownian density process $Q^\lambda$ is defined where $\lambda$ is a parameter. Applying limit theorems of stochastic integrals w.r.t. martingale measure, we prove a weak limit theorem for $Q^\lambda$ in $D_{S'(R^d)}[0,1]$.

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WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • 대한수학회지
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    • 제58권1호
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

THE QUASI-NEUTRAL LIMIT OF THE COMPRESSIBLE MAGNETOHYDRODYNAMIC FLOWS FOR IONIC DYNAMICS

  • Kwon, Young-Sam
    • 대한수학회지
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    • 제56권6호
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    • pp.1641-1654
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    • 2019
  • In this paper we study the quasi-neutral limit of the compressible magnetohydrodynamic flows in the periodic domain ${\mathbb{T}}^3$ with the well-prepared initial data. We prove that the weak solution of the compressible magnetohydrodynamic flows governed by the Poisson equation converges to the strong solution of the compressible flow of magnetohydrodynamic flows as long as the latter exists.

Performances of non-dissipative structure-dependent integration methods

  • Chang, Shuenn-Yih
    • Structural Engineering and Mechanics
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    • 제65권1호
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    • pp.91-98
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    • 2018
  • Three structure-dependent integration methods with no numerical dissipation have been successfully developed for time integration. Although these three integration methods generally have the same numerical properties, such as unconditional stability, second-order accuracy, explicit formulation, no overshoot and no numerical damping, there still exist some different numerical properties. It is found that TLM can only have unconditional stability for linear elastic and stiffness softening systems for zero viscous damping while for nonzero viscous damping it only has unconditional stability for linear elastic systems. Whereas, both CEM and CRM can have unconditional stability for linear elastic and stiffness softening systems for both zero and nonzero viscous damping. However, the most significantly different property among the three integration methods is a weak instability. In fact, both CRM and TLM have a weak instability, which will lead to an adverse overshoot or even a numerical instability in the high frequency responses to nonzero initial conditions. Whereas, CEM possesses no such an adverse weak instability. As a result, the performance of CEM is much better than for CRM and TLM. Notice that a weak instability property of CRM and TLM might severely limit its practical applications.

BIFURCATIONS OF A PREDATOR-PREY SYSTEM WITH WEAK ALLEE EFFECTS

  • Lin, Rongzhen;Liu, Shengqiang;Lai, Xiaohong
    • 대한수학회지
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    • 제50권4호
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    • pp.695-713
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    • 2013
  • We formulate and study a predator-prey model with non-monotonic functional response type and weak Allee effects on the prey, which extends the system studied by Ruan and Xiao in [Global analysis in a predator-prey system with nonmonotonic functional response, SIAM J. Appl. Math. 61 (2001), no. 4, 1445-1472] but containing an extra term describing weak Allee effects on the prey. We obtain the global dynamics of the model by combining the global qualitative and bifurcation analysis. Our bifurcation analysis of the model indicates that it exhibits numerous kinds of bifurcation phenomena, including the saddle-node bifurcation, the supercritical and the subcritical Hopf bifurcations, and the homoclinic bifurcation, as the values of parameters vary. In the generic case, the model has the bifurcation of cusp type of codimension 2 (i.e., Bogdanov-Takens bifurcation).

A class of CUSUM tests using empirical distributions for tail changes in weakly dependent processes

  • Kim, JunHyeong;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.163-175
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    • 2020
  • We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

A mechanistic analysis of H2O and CO2 diluent effect on hydrogen flammability limit considering flame extinction mechanism

  • Jeon, Joongoo;Kim, Yeon Soo;Jung, Hoichul;Kim, Sung Joong
    • Nuclear Engineering and Technology
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    • 제53권10호
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    • pp.3286-3297
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    • 2021
  • The released hydrogen can be ignited even with weak ignition sources. This emphasizes the importance of the hydrogen flammability evaluation to prevent catastrophic failure in hydrogen related facilities including a nuclear power plant. Historically numerous attempts have been made to determine the flammability limit of hydrogen mixtures including several diluents. However, no analytical model has been developed to accurately predict the limit concentration for mixtures containing radiating gases. In this study, the effect of H2O and CO2 on flammability limit was investigated through a numerical simulation of lean limit hydrogen flames. The previous flammability limit model was improved based on the mechanistic investigation, with which the amount of indirect radiation heat loss could be estimated by the optically thin approximation. As a result, the sharp increase in limit concentration by H2O could be explained by high thermal diffusivity and radiation rate. Despite the high radiation rate, however, CO2 with the lower thermal diffusivity than the threshold cannot produce a noticeable increase in heat loss and ultimately limit concentration. We concluded that the proposed mechanistic analysis successfully explained the experimental results even including radiating gases. The accuracy of the improved model was verified through several flammability experiments for H2-air-diluent.

외부강선 보강을 위한 압축형 단부 브라켓의 개발 연구 (A Study on Development of Compressive End-Bracket for External Prestressing Method)

  • 한만엽;정문연
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1999년도 학회창립 10주년 기념 1999년도 가을 학술발표회 논문집
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    • pp.697-700
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    • 1999
  • Strengthening existing structure using the exterior steel wire is utilized because of their high adaptability and strengthening efficiency. In the practical aspect, the fixing methods, which are generally adopted have caused problems. A new method is not easily designed because of the weak points, a limit of tension stress, and complex transmit processes. To make up for the weak points in the current fixing method, tensile end bracket similar to a supporting plate has been developed, but the tensile end bracket was relatively big because of increasing length welded between the end plate and the resisting plate.

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Γ-CONVERGENCE FOR AN OPTIMAL DESIGN PROBLEM WITH VARIABLE EXPONENT

  • HAMDI ZORGATI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제27권4호
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    • pp.296-310
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    • 2023
  • In this paper, we derive the Γ-limit of functionals pertaining to some optimal material distribution problems that involve a variable exponent, as the exponent goes to infinity. In addition, we prove a relaxation result for supremal optimal design functionals with respect to the weak-∗ L(Ω; [0, 1])× W1,p0 (Ω;ℝm) weak topology.

VARIATIONAL RESULT FOR THE BIFURCATION PROBLEM OF THE HAMILTONIAN SYSTEM

  • JUNG, TACKSUN;CHOI, Q-HEUNG
    • 대한수학회보
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    • 제52권4호
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    • pp.1149-1167
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    • 2015
  • We get a theorem which shows the existence of at least four $2{\pi}$-periodic weak solutions for the bifurcation problem of the Hamiltonian system with the superquadratic nonlinearity. We obtain this result by using the variational method, the critical point theory induced from the limit relative category theory.