• Title/Summary/Keyword: 수치적 반복법

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A study on the accuracy of a numerical iteration for Markov processes by using reliability models (신뢰도 모형을 이용한 마코프 과정의 수치적 반복법의 정확성에 대한 연구)

  • Hyeonah Park;Seongryong Na
    • The Korean Journal of Applied Statistics
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    • v.37 no.4
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    • pp.445-453
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    • 2024
  • For Markov processes whose stationary probabilities are difficult to obtain in the analytical form, approximate solutions can be considered using numerical methods such as a matrix operation method or an iterative calculation method. In this paper we perform the study to verify the accuracy of a numerical iteration formula which calculate the stationary probabilities of Markov chains or processes. Especially, the convergence and accuracy of the numerical method are investigated by using Markov models for system availability. We compare the values of the system availability based on the numerical calculation and those based on the complicated but analytical solutions. We also calculate the iteration numbers necessary for the convergence of the numerical solutions. The accuracy and usefulness of the numerical iterative calculation method can be ascertained through this study.

An Improved Subspace Iteration Method for Structures with Multiple Natural Frequencies (중복근을 갖는 구조물에 대한 개선된 부분공간 반복법)

  • Jung, Hyung-Jo;Park, Sun-Kyu;Lee, In-Won
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.12 no.3
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    • pp.371-383
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    • 1999
  • An efficient and numerically stable eigensolution method for structures with multiple natural frequencies is presented. The proposed method is developed by improving the well-known subspace iteration method with shift. A major difficulty of the subspace iteration method with shift is that because of singularity problem, a shift close to an eigenvalue can not be used, resulting in slower convergence. In this paper, the above singularity problem has been solved by introducing side conditions without sacrifice of convergence. The proposed method is always nonsingular even if a shift is on a distinct eigenvalue or multiple ones. This is one of the significant characteristics of the proposed method. The nonsingularity is proved analytically. The convergence of the proposed method is at least equal to that of the subspace iteration method with shift, and the operation counts of above two methods are almost the same when a large number of eigenpairs are required. To show the effectiveness of the proposed method, two numerical examples are considered.

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Novel Analysis of Waveguide Stub Structure Using Iterative Green's Function Method (반복 그린 함수 방법을 이용한 도파관 스텁 구조의 새로운 해석법)

  • Cho, Yong-Heui
    • The Journal of the Korea Contents Association
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    • v.7 no.2
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    • pp.125-131
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    • 2007
  • An iterative Green's function method (IGFM) is introduced in order to analyze complex electromagnetic waveguide stub structures in view of a university student. The IGFM utilizes a Green's function approach and an regional iteration scheme. A physical iteration mechanism with simple mathematical equations facilitates clear formulations of the IGFM. Scattering characteristics of a standard E-plane T-junction stub in a parallel-plate waveguide are theoretically investigated in terms of the IGFM. Numerical computations illustrate the characteristics of reflection and transmission powers versus frequency.

Improvement of Subspace Iteration Method with Shift (쉬프트를 갖는 부분공간 반복법의 개선)

  • Jung, Hyung Jo;Kim, Man Cheol;Park, Sun Kyu;Lee, In Won
    • Journal of Korean Society of Steel Construction
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    • v.10 no.3 s.36
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    • pp.473-486
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    • 1998
  • A numerically stable technique to remove the limitation in choosing a shift in the subspace iteration method with shift is presented. A major difficulty of the subspace iteration method with shift is that because of singularity problem, a shift close to an eigenvalue can not be used, resulting in slower convergence. This study solves the above singularity problem using side conditions without sacrifice of convergence. The method is always nonsingular even if a shift is an eigenvalue itself. This is one of the significant characteristics of the proposed method. The nonsingularity is proved analytically. The convergence of the proposed method is at least equal to that of the subspace iteration method with shift, and the operation counts of above two methods are almost the same when a large number of eigenpairs are required. To show the effectiveness of the proposed method, two numerical examples are considered.

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A study on the convergence of method for Theodorsen equation by low frequency pass filter (저주파필터를 이용한 Theodorsen 방정식 해법의 수렴성에 관한 연구)

  • Song, Eun-Jee
    • Proceedings of the Korea Information Processing Society Conference
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    • 2002.11a
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    • pp.419-422
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    • 2002
  • 저자는 등각사상을 추하기 위한 기존의 여러 Theodorsen 방정식의 해법 중 가장 유효한 해법으로 알려져 있는 Wegmann의 방법을 다룬바 있다. Wegmann의 방법으로 수치실험을 한 결과 난이도가 높다고 예상되는 문제에 있어 수렴했다가 발산을 하는 불안정현상이 나타났으며 수렴하지 않는 불안정현상의 원인을 분석하여 저주파필터를 적용한 새로운 반복법을 제안하여 Wegmann 방법으로는 발산하는 모든 문제에 있어서 수렴하는 수치실험 결과를 얻었다[1]. 본 논문에서는 저주파필터를 적용한 해법에 의해 수치적으로 수렴한 결과를 이론적으로 증명한다.

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Calculation of Low Aspect Ratio Wing Aerodynamics by Using Nonlinear Vortex Lattice Method (비선형 와류격자법을 이용한 낮은 종횡비 날개의 공력특성 계산)

  • Lee, Tae-Seung;Park, Seung-O
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.36 no.11
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    • pp.1039-1048
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    • 2008
  • new computational procedure for the Non-Linear Vortex Lattice Method (NLVLM) is suggested in this work. Conventional procedures suggested so far usually involves inner iteration loop to update free vortex shape and an under-relaxation based iteration loop to determine the free vortex shape. In this present work, we suggest a new formula based on quasi-steady concept to fix free vortex shape which eliminates the need for inner iteration loop. Further, the ensemble averaging of the induced velocities for a given free vortex segment evaluated at each iteration significantly improves the convergence property of the algorithm without resorting to the under-relaxation technique. Numerical experiments over several low aspect ratio wings are carried out to obtain optimal empirical parameters such as the length of the free vortex segment, the vortex core radius, and the rolled-up wake length.

System Condensation Technique-Based Inverse Perturbation Method of Damage Detection (시스템 축소기법이 적용된 역섭동법을 이용한 손상탐지)

  • Choi, Young-Jae;Lee, U-Sik
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.30 no.7
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    • pp.98-104
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    • 2002
  • System condensation technique improves the efficiency of the inverse perturbation method of damage detection developed in the previous work. The technique is applied to transform the unmeasured DOFs to the measured DOFs. This approach makes it possible to eliminate the unmeasured DOFs, which accelerates the computational efficiency. The numerical instability problems due to the system condensation technique are also resolved by updating the transformation matrix for each step, and also by adopting the accelerated improved reduced system(AIRS) condensation method.

Real-Time Hybrid Testing Using a Fixed Iteration Implicit HHT Time Integration Method for a Reinforced Concrete Frame (고정반복법에 의한 암시적 HHT 시간적분법을 이용한 철근콘크리트 골조구조물의 실시간 하이브리드실험)

  • Kang, Dae-Hung;Kim, Sung-Il
    • Journal of the Earthquake Engineering Society of Korea
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    • v.15 no.5
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    • pp.11-24
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    • 2011
  • A real-time hybrid test of a 3 story-3 bay reinforced concrete frame which is divided into numerical and physical substructure models under uniaxial earthquake excitation was run using a fixed iteration implicit HHT time integration method. The first story inner non-ductile column was selected as the physical substructure model, and uniaxial earthquake excitation was applied to the numerical model until the specimen failed due to severe damage. A finite-element analysis program, Mercury, was newly developed and optimized for a real-time hybrid test. The drift ratio based on the top horizontal displacement of the physical substructure model was compared with the result of a numerical simulation by OpenSees and the result of a shaking table test. The experiment in this paper is one of the most complex real-time hybrid tests, and the description of the hardware, algorithm and models is presented in detail. If there is an improvement in the numerical model, the evaluation of the tangent stiffness matrix of the physical substructure model in the finite element analysis program and better software to reduce the computational time of the element state determination for the force-based beam-column element, then the comparison with the results of the real-time hybrid test and the shaking table test deserves to make a recommendation. In addition, for the goal of a "Numerical simulation of the complex structures under dynamic loading", the real time hybrid test has enough merit as an alternative to dynamic experiments of large and complex structures.

A Study on the Vibration Analysis of Beam (보의 진동해석에 관한 연구)

  • Kim, Yeong-Sik;Moon, Duk-Hong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.20 no.1
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    • pp.43-48
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    • 1984
  • The transfer matrix method is well-known and extensively used for finding solutions in vibration problems. At the final stage of this method natural frequencies are obtained by a trial and error search procedure. In this paper authors presented the method which needed only a few division number to yield an accurate solution and the most effective method to get an approximate solution in the case of beam vibrations. The methods which were presented by authors could be applied for the beam with nonuniform section and uniformly distributed load, and the values of numerical calculations by these methods have just agreed with those of experiments.

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A study on the convergence of Wegmann's method applying a low frequency pass filter (저주파필터를 적용한 Wegmann 방법의 수렴성에 관한 연구)

  • Song, Eun-Jee
    • The KIPS Transactions:PartA
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    • v.11A no.2
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    • pp.203-206
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    • 2004
  • Wegmann's method has been known as the most efficient one for the Theodorsen equation that is needed to solve conformal mapping. It was researched in the earlier studies (1). However divergence was revealed in some difficult problems by numerical experiment using Wegmann's method. We analyzed the cause of divergence and proposed an improved method by applying a low frequency pass filter to Wegmann's method. Numerical experiments using the improved method showed convergence for all divergent problems using the Wegmann's method. In this paper, we prove theroretically the cause of convergence in the Numerical experiment using the improved method by applying a low frequency pass filter to Wegmann's method. We make use of Fourier transforms in this theoretical proof of convergence.