• Title/Summary/Keyword: 적분근사해

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Average run length calculation of the EWMA control chart using the first passage time of the Markov process (Markov 과정의 최초통과시간을 이용한 지수가중 이동평균 관리도의 평균런길이의 계산)

  • Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.1-12
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    • 2017
  • Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

A study on the approximation function for pairs of primes with difference 10 between consecutive primes (연속하는 두 소수의 차가 10인 소수 쌍에 대한 근사 함수에 대한 연구)

  • Lee, Heon-Soo
    • Journal of Internet of Things and Convergence
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    • v.6 no.4
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    • pp.49-57
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    • 2020
  • In this paper, I provided an approximation function Li*2,10(x) using logarithm integral for the counting function π*2,10(x) of consecutive deca primes. Several personal computers and Mathematica were used to validate the approximation function Li*2,10(x). I found the real value of π*2,10(x) and approximate value of Li*2,10(x) for various x ≤ 1011. By the result of theses calculations, most of the error rates are margins of error of 0.005%. Also, I proved that the sum C2,10(∞) of reciprocals of all primes with difference 10 between primes is finite. To find C2,10(∞), I computed the sum C2,10(x) of reciprocals of all consecutive deca primes for various x ≤ 1011 and I estimate that C2,10(∞) probably lies in the range C2,10(∞)=0.4176±2.1×10-3.

Intrinsic Enrichment of Moving Least Squares Finite Difference Method for Solving Elastic Crack Problems (탄성균열 해석을 위한 이동최소제곱 유한차분법의 내적확장)

  • Yoon, Young-Cheol;Lee, Sang-Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.5A
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    • pp.457-465
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    • 2009
  • This study presents a moving least squares (MLS) finite difference method for solving elastic crack problems with stress singularity at the crack tip. Near-tip functions are intrinsically employed in the MLS approximation to model near-tip field inducing singularity in stress field. employment of the functions does not lose the merit of the MLS Taylor polynomial approximation which approximates the derivatives of a function without actual differentiating process. In the formulation of crack problem, computational efficiency is considerably improved by taking the strong formulation instead of weak formulation involving time consuming numerical quadrature Difference equations are constructed on the nodes distributed in computational domain. Numerical experiments for crack problems show that the intrinsically enriched MLS finite difference method can sharply capture the singular behavior of near-tip stress and accurately evaluate stress intensity factors.

Time-Domain Electric Field Integral Equation Solving for a Stable Solution of Electromagnetic Transient Scattering (안정된 전자파 과도 산란해를 얻기 위한 시간영역 전장 적분방정식 해석)

  • Jeong, Baek-Ho;Kim, Chae-Yeong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.4
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    • pp.201-208
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    • 2002
  • In this paper, we present a new formulation using time-domain electric field integral equation (TD-EFIE) to obtain transient scattering response from arbitrarily shaped three-dimensional conducting bodies. The time derivative of the magnetic vector potential is approximated with a central finite difference and the scalar potential is time averaged by dividing it into two terms. This approach with an implicit method using central difference results in accurate and more stable transient scattering responses from conducting objects. Detailed mathematical steps are included and several numerical results are presented and compared with the inverse discrete Fourier transform (IDFT) of the frequency-domain solution.

One-dimensional head distribution analysis in two-layer porous media using integral equations (적분방정식(積分方程式)을 이용한 2층(二層) 다공성(多孔性) 매질(媒質)에서의 1차원 수두분포(水頭分布) 해석)

  • Lee, Sang Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.1
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    • pp.97-103
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    • 1993
  • This paper presents a quasi-analytical method using integral equations to obtain head distributions in unsaturated porous media with different hydrogeologic properties. One-dimensional soultion algorithms were developed for two cases of boundary conditions at the top: 1) constant head and 2) constant flux. Water table elevation at the bottom was assumed known for both cases. The methodology was applied to a fly ash disposal facility in an alluvium area. The results showed that the pressure head distributions had high nonlinearity with large gradients slightly above the interface of two media which made preliminary numerical solutions implausible. The developed method helped to structure finite element grids for improving convergence and accuracy.

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Analysis of Transient Electromagnetic Scattering from 3-Dimensional Dielectric Objects by using Time-Domain PMCHW Integral Equation (시간영역 PMCHW 적분식을 이용한 3차원 유전체의 전자파 과도 산란 해석)

  • 정백호;서정훈;한상호
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.14 no.10
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    • pp.1096-1103
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    • 2003
  • In this paper, we analyze the transient electromagnetic response from three-dimensional(3-D) dielectric bodies using a time-domain PMCHW(Poggio, Miller, Chang, Harrington, Wu) formulation. The solution method in this paper is based on the Galerkin's method that involves separate spatial and temporal testing procedures. Triangular patch basis functions are used for spatial expansion and testing functions for arbitrarily shaped 3-D dielectric structures. The time-domain unknown coefficients of the equivalent currents are approximated by a set of orthonormal basis functions that are derived from the Laguerre polynomials. These basis functions are also used as the temporal testing. Numerical results involving equivalent currents and far fields computed by the proposed method are presented.

Dipole Distributions on a Hyperboloidal Panel (쌍곡면 패널에의 다이폴 분포)

  • Chang-Sup Lee;Jung-Chun Suh
    • Journal of the Society of Naval Architects of Korea
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    • v.32 no.2
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    • pp.32-42
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    • 1995
  • When the thickness becomes so small as in the case of the trailing edge of the propeller blade or when the curvature of the surface varies rapidly as in ship stem, the existing panel method employing a flat-surface panel, obtained by collapsing the original non-planar surface into its mean location, suffers the leakage problem and also gives inaccurate induction upon the field point very close to the panel. The hyperboloidal panel deals with the induction from the dipole distributed on the non-planar surface without approximation, overcoming the defects of the flat-surface panel. This paper introduces two distinct derivations of the formulae to compute the integral for the potential induced by a dipole of uniform density distributed on a non-planar hyperboloidal surface element. One method is based on the Gauss-Bonnet theorem and the other is based on the transformation of the surface integral into a line integral.

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Time-domain Finite Element Formulation for Linear Viscoelastic Analysis Based on a Hereditary Type Constitutive Law (유전적분형 물성방정식에 근거한 선형 점탄성문제의 시간영역 유한요소해석)

  • 심우진;이호섭
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.8
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    • pp.1429-1437
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    • 1992
  • A new finite element formulation based on the relaxation type hereditary integral is presented for a time-domain analysis of isotropic, linear viscoelastic problems. The semi-discrete variational approximation and elastic-viscoelastic correspondence principle are used in the theoretical development of the proposed method. In a time-stepping procedure of final, linear algebraic system equations, only a small additional computation for past history is required since the equivalent stiffness matrix is constant. The viscoelasticity matrices are derived and the stress computation algorithm is given in matrix form. The effect of time increment and Gauss point numbers on the numerical accuracy is examined. Two dimensional numerical examples of plane strain and plane stress are solved and compared with the analytical solutions to demonstrate the versatility and accuracy of the present method.

Higher Order Parabolic Equation Modeling Using Galerkin's Method (Galerkin방법을 이용한 고차 포물선 방정식 수중음 전달 해석)

  • 이철원;성우제;정문섭
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.4
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    • pp.71-77
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    • 1999
  • Exact forward modeling of acoustic propagation is crucial in MFP such as inverse problems and various other acoustic applications. As acoustic propagation in shallow water environments become important, range dependent modeling has to be considered of which PE method is considered as one of the most accurate and relatively fast. In this paper higher order numerical rode employing the PE method is developed. To approximate the depth directional operator, Galerkin's method is used with partial collocation to lessen necessary calculations. Linearization of tile depth directional operator is achieved via expansion into a multiplication form of (equation omitted) approximation. To approximate the range directional equation, Crank-Nicolson's method is used. Final1y, numerical self stater is employed. Numerical tests are performed for various occan environment scenarios. The results of these tests are compared to exact solutions, OASES and RAM results.

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A New Method of Estimating the Buried Location and Extracting Approximate image of Underground Structures using Ground Penetrating Radar (지하 탐사용 레이다를 이용한 지하 구조물의 위치 파악법 및 근사 이미지 추출법)

  • 김동호;이승학;김채영
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.4
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    • pp.565-574
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    • 2000
  • A new ground penetrating radar imaging method for the estimation of buried artificial structures location and their approximate shapes in dispersive lossy ground is investigated. Fundamental idea is based on estimating delayed time and amplitude retrieval coefficients from scattered signals by buried scatterers. Using absolute value integration of each scanning site not only improve the accuracy of measured scattered signal, but also offers convenient ways to extract the image of buried structures. Multi-term Debye model was employed to describe a dispersive and lossy ground medium. We used the finite difference time domain method to discretize the wave equation in continuous form into the machine suitable form. This imaging method uses a new wave path tracing technique in time domain, which is helpful to identify the exact position of buried structures against the ground surface fluctuations.

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