• Title/Summary/Keyword: Asymptotic Theory

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STABILITY IN FUNCTIONAL DIFFERENCE EQUATIONS WITH APPLICATIONS TO INFINITE DELAY VOLTERRA DIFFERENCE EQUATIONS

  • Raffoul, Youssef N.
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1921-1930
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    • 2018
  • We consider a functional difference equation and use fixed point theory to obtain necessary and sufficient conditions for the asymptotic stability of its zero solution. At the end of the paper we apply our results to nonlinear Volterra infinite delay difference equations.

The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function (극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석)

  • Kim, Yong Hyun;Bae, Suk Joo
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.410-418
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    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

A Generalized Viscoplasticity Theory Based on Overstress (과응력에 기초하여 일반화된 점소성 이론)

  • Ho, Kwang-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.10
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    • pp.1953-1960
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    • 2002
  • The viscoplasticity theory based on overstress, one of the unified state variable theories, is generalized to model zero (no influence of loading rate) and negative (flow stress decreases with loading rate) as well as positive (flow stress increases with loading rate) rate sensitivity in a consistent way. On the basis of the long-time asymptotic solution the different types of rate sensitivity are classified with respect to an augmentation function that is introduced in the evolution law fur a state variable equilibrium stress. The theory predicts normal relaxation and creep behaviors even if unusual rate sensitivity is modeled. The constitutive model fir the behavior of a modified 9Cr-1 Mo steel at various temperatures is then compared with experimental data found in the literature.

Stabilization and trajectory control of the flexible manipulator with time-varying arm length

  • Park, Chang-Yong;Ono, Toshiro;Sung, Yulwan
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.20-23
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    • 1996
  • This paper deals with the flexible manipulator with rotational and translational degrees of freedom, which has an arm of time-varying length with the prismatic joint. The tracking control problem of the flexible manipulator is considered. First we design the controller of the 2-type robust servo system based on the finite horizon optimal control theory for the trajectory planned as a discontinuous velocity. Next, to reduce the tracking error, we use the method of the dynamic programming and of modifying the reference trajectory in time coordinate. The simulation results show that the dynamic modeling is adequate and that the asymptotic stabilization of the flexible manipulator is preserved in spite of nonlinear terms. The PTP control error has been reduced to zero completely, and the trajectory tracking errors are reduced sufficiently by the proposed control method.

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A STUDY ON CONVERGENCE OF EXTENDED LEAP-FROGGING NEWTON'S METHOD LOCATING MULTIPLE ZEROS

  • Geum, Young Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.2
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    • pp.217-227
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    • 2009
  • Assuming that a given nonlinear function f : $\mathbf{R}{\rightarrow}\mathbf{R}$ has a zero $\alpha$with integer multiplicity $m{\geq}1$ and is sufficiently smooth in a small neighborhood of $\alpha$, we define extended leap-frogging Newton's method. We investigate the order of convergence and the asymptotic error constant of the proposed method as a function of multiplicity m. Numerical experiments for various test functions show a satisfactory agreement with the theory presented in this paper and are throughly verified via Mathematica programming with its high-precision computability.

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Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.163-177
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    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

Development of Optimal Accelerated Life Test Plans for Weibull Distribution Under Intermittent Inspection

  • Seo, Sun-Keun
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.89-106
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    • 1989
  • For Weibull distributed lifetimes, this paper presents asymptotically optimal accelerated life test plans for practical applications under intermittent inspection and type-I censoring. Computational results show that the asymptotic variance of a low quantile at the design stress as optimal criterion is insensitive to the number of inspections at overstress levels. Sensitivity analyses indicate that optimal plans are robust enough to moderate departures of estimated failure probabilities at the design and high stresses as input parameters to plan accelerated life tests from their true values. Monte Carlo simulation for small sample study on optimal accelerated life test plans developed by the asymptotic maximum likelihood theory is conducted. Simulation results suggest that optimal plans are satisfactory for sample size in practice.

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On the Surge Motion of a Ship in Rectangular Harbor (항만내 계류선박의 수평운동 해석)

  • 최항순;조일형
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.1 no.1
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    • pp.81-86
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    • 1989
  • Herein the surge-heave-pitch motion of a ship has been analyzed within the framework of linear potential theory. The ship is assumed slender weakly moored along the centerline of a rectangular harbor with constant depth and straight coastline. The method of matched asymptotic expansion is us-ed to obtain the leading-order solution. The ship and harbor responses to incident long waves can be re-presented in terms of Green's function, which is the solution of the Helmholtz equation satisfying necessary boundary conditions. Numerical results clearly indicate the importance of the surge motion.

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MEAN VALUES OF DERIVATIVES OF L-FUNCTIONS IN FUNCTION FIELDS: IV

  • Andrade, Julio;Jung, Hwanyup
    • Journal of the Korean Mathematical Society
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    • v.58 no.6
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    • pp.1529-1547
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    • 2021
  • In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

An intelligent fuzzy theory for ocean structure system analysis

  • Chen, Tim;Cheng, C.Y.J.;Nisa, Sharaban Tahura;Olivera, Jonathan
    • Ocean Systems Engineering
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    • v.9 no.2
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    • pp.179-190
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    • 2019
  • This paper deals with the problem of the global stabilization for a class of ocean structure systems. It is well known that, in general, the global asymptotic stability of the ocean structure subsystems does not imply the global asymptotic stability of the composite closed-loop system. The classical fuzzy inference methods cannot work to their full potential in such circumstances because given knowledge does not cover the entire problem domain. However, requirements of fuzzy systems may change over time and therefore, the use of a static rule base may affect the effectiveness of fuzzy rule interpolation due to the absence of the most concurrent (dynamic) rules. Designing a dynamic rule base yet needs additional information. In this paper, we demonstrate this proposed methodology is a flexible and general approach, with no theoretical restriction over the employment of any particular interpolation in performing interpolation nor in the computational mechanisms to implement fitness evaluation and rule promotion.