• 제목/요약/키워드: Differential operator method

검색결과 63건 처리시간 0.022초

FRACTIONAL CHEBYSHEV FINITE DIFFERENCE METHOD FOR SOLVING THE FRACTIONAL BVPS

  • Khader, M.M.;Hendy, A.S.
    • Journal of applied mathematics & informatics
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    • 제31권1_2호
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    • pp.299-309
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    • 2013
  • In this paper, we introduce a new numerical technique which we call fractional Chebyshev finite difference method (FChFD). The algorithm is based on a combination of the useful properties of Chebyshev polynomials approximation and finite difference method. We tested this technique to solve numerically fractional BVPs. The proposed technique is based on using matrix operator expressions which applies to the differential terms. The operational matrix method is derived in our approach in order to approximate the fractional derivatives. This operational matrix method can be regarded as a non-uniform finite difference scheme. The error bound for the fractional derivatives is introduced. The fractional derivatives are presented in terms of Caputo sense. The application of the method to fractional BVPs leads to algebraic systems which can be solved by an appropriate method. Several numerical examples are provided to confirm the accuracy and the effectiveness of the proposed method.

차영상을 이용한 실시간 TCP/COF 검사 시스템 개발 (Development of Real-Time TCP/COF Inspection System using Differential Image)

  • 이상원;최환용;이대종;전명근
    • 한국지능시스템학회논문지
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    • 제22권1호
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    • pp.87-93
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    • 2012
  • 본 논문에서는 TCP/COF의 불량패턴 검출 알고리즘을 제안하고 실시간 검사 시스템을 구현하였다. TCP/COF는 마이크로미터 단위의 패턴 굵기를 갖는 관계로 검사를 위해서는 작업자가 고성능 현미경을 보며 전수 검사 해야 하는 어려움이 있다. 이에 본 연구에서는 작업자로 하여금 모니터를 보면서 검사시스템이 검출해내는 불량에 대해서 검사할 수 있는 시스템을 제안하였다. 검사 알고리즘은 기준 영상과 검사 영상간의 패턴 비교 방법에 의해 수행된다. TCP/COF의 특성에 맞는 고성능 카메라 및 조명시스템을 구현하기 위하여 카메라의 종류와 조명의 형태 및 광원에 따른 다양한 실험을 수행하였다. 실험결과 구현된 검사 시스템은 TCP/COF 필름의 불량 위치를 작업자에게 정확하게 알려줌을 확인할 수 있었다.

Numerical simulation of single-phase two-components flow in naturally fractured oil reservoirs

  • Debossam, Joao Gabriel Souza;dos Santos Heringer, Juan Diego;de Souza, Grazione;Souto, Helio Pedro Amaral
    • Coupled systems mechanics
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    • 제8권2호
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    • pp.129-146
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    • 2019
  • The main goal of this work is to develop a numerical simulator to study an isothermal single-phase two-component flow in a naturally fractured oil reservoir, taking into account advection and diffusion effects. We use the Peng-Robinson equation of state with a volume translation to evaluate the properties of the components, and the discretization of the governing partial differential equations is carried out using the Finite Difference Method, along with implicit and first-order upwind schemes. This process leads to a coupled non-linear algebraic system for the unknowns pressure and molar fractions. After a linearization and the use of an operator splitting, the Conjugate Gradient and Bi-conjugated Gradient Stabilized methods are then used to solve two algebraic subsystems, one for the pressure and another for the molar fraction. We studied the effects of fractures in both the flow field and mass transport, as well as in computing time, and the results show that the fractures affect, as expected, the flow creating a thin preferential path for the mass transport.

ON THE "TERRA INCOGNITA" FOR THE NEWTON-KANTROVICH METHOD WITH APPLICATIONS

  • Argyros, Ioannis Konstantinos;Cho, Yeol Je;George, Santhosh
    • 대한수학회지
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    • 제51권2호
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    • pp.251-266
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    • 2014
  • In this paper, we use Newton's method to approximate a locally unique solution of an equation in Banach spaces and introduce recurrent functions to provide a weaker semilocal convergence analysis for Newton's method than before [1]-[13], in some interesting cases, provided that the Fr$\acute{e}$chet-derivative of the operator involved is p-H$\ddot{o}$lder continuous (p${\in}$(0, 1]). Numerical examples involving two boundary value problems are also provided.

ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS

  • Lee, Seunggyu;Li, Yibao;Choi, Yongho;Hwang, Hyoungseok;Kim, Junseok
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제18권1호
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    • pp.61-74
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    • 2014
  • This paper presents accurate and efficient numerical methods for calculating the sensitivities of two-asset European options, the Greeks. The Greeks are important financial instruments in management of economic value at risk due to changing market conditions. The option pricing model is based on the Black-Scholes partial differential equation. The model is discretized by using a finite difference method and resulting discrete equations are solved by means of an operator splitting method. For Delta, Gamma, and Theta, we investigate the effect of high-order discretizations. For Rho and Vega, we develop an accurate and robust automatic algorithm for finding an optimal value. A cash-or-nothing option is taken to demonstrate the performance of the proposed algorithm for calculating the Greeks. The results show that the new treatment gives automatic and robust calculations for the Greeks.

Housdorff Distance 와 Hough Transform을 적용한 얼굴인식시스템의 분석 (An Analysis on Face Recognition system of Housdorff Distance and Hough Transform)

  • 조민환
    • 한국컴퓨터산업학회논문지
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    • 제8권3호
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    • pp.155-166
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    • 2007
  • 본 연구에서는 얼굴 영상을 캡쳐하여 전 처리한 후 얼굴영역을 분리하고, 분리된 얼굴 영역에서 미분 연산자와 최소 형태를 세선화하여 특징을 추출하였다. Hough Transform은 $r-\theta$ 평면에서 직선의 기울기와 절편으로 변환되며, 반면 Housdorff distance는 세선화된 영상에서 선분을 추출하여 길이, 회전, 천이 특징을 추출하였다. 사람마다 다른 특징들을 추출하여 Housdorff distance과 Hough Transform에 관하여 비교분석 결과 Hough변환의 복잡도가 더 적은 것으로 판단되었다. 인식율은 Housdorff Distance를 이용한 인식율이 Hough Transformation에 비해 조금 높게 나타났다.

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EXISTENCE AND UNIQUENESS THEOREMS OF SECOND-ORDER EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • Bougoffa, Lazhar;Khanfer, Ammar
    • 대한수학회보
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    • 제55권3호
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    • pp.899-911
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    • 2018
  • In this paper, we consider the second-order nonlinear differential equation with the nonlocal boundary conditions. We first reformulate this boundary value problem as a fixed point problem for a Fredholm integral equation operator, and then present a result on the existence and uniqueness of the solution by using the contraction mapping theorem. Furthermore, we establish a sufficient condition on the functions ${\mu}$ and $h_i$, i = 1, 2 that guarantee a unique solution for this nonlocal problem in a Hilbert space. Also, accurate analytic solutions in series forms for this boundary value problems are obtained by the Adomian decomposition method (ADM).

A SYUDY ON THE OPTIMAL REDUNDANCY RESOLUTION OF A KINEMATICALLY REDUNDANT MANIPULATOR

  • Choi, Byoung-Wook;Won, Jong-Hwa;Chung, Myung-Jin
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1150-1155
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    • 1990
  • This paper proposes an optimal redundancy resolution of a kinematically redundant manipulator while considering homotopy classes. The necessary condition derived by minimizing an integral cost criterion results in a second-order differential equation. Also boundary conditions as well as the necessary condition are required to uniquely specify the solution. In the case of a cyclic task, we reformulate the periodic boundary value problem as a two point boundary value problem to find an initial joint velocity as many dimensions as the degrees of redundancy for given initial configuration. Initial conditions which provide desirable solutions are obtained by using the basis of the null projection operator. Finally, we show that the method can be used as a topological lifting method of nonhomotopic extremal solutions and also show the optimal solution with considering the manipulator dynamics.

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A hybrid identification method on butterfly optimization and differential evolution algorithm

  • Zhou, Hongyuan;Zhang, Guangcai;Wang, Xiaojuan;Ni, Pinghe;Zhang, Jian
    • Smart Structures and Systems
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    • 제26권3호
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    • pp.345-360
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    • 2020
  • Modern swarm intelligence heuristic search methods are widely applied in the field of structural health monitoring due to their advantages of excellent global search capacity, loose requirement of initial guess and ease of computational implementation etc. To this end, a hybrid strategy is proposed based on butterfly optimization algorithm (BOA) and differential evolution (DE) with purpose of effective combination of their merits. In the proposed identification strategy, two improvements including mutation and crossover operations of DE, and dynamic adaptive operators are introduced into original BOA to reduce the risk to be trapped in local optimum and increase global search capability. The performance of the proposed algorithm, hybrid butterfly optimization and differential evolution algorithm (HBODEA) is evaluated by two numerical examples of a simply supported beam and a 37-bar truss structure, as well as an experimental test of 8-story shear-type steel frame structure in the laboratory. Compared with BOA and DE, the numerical and experimental results show that the proposed HBODEA is more robust to detect the reduction of stiffness with limited sensors and contaminated measurements. In addition, the effect of search space, two dynamic operators, population size on identification accuracy and efficiency of the proposed identification strategy are further investigated.

System Representation for the Control System of the Follow-up Mechanism on the Marine Gyro Compass

  • Sang-Jib Lee
    • 한국항해학회지
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    • 제4권1호
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    • pp.31-50
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    • 1980
  • It does not seem necessarily practicable to keep the system always in optimal condition, athough the control system of the follow-up mechanism on the most marine gyro compasses is to be adjusted by the operator through the gain adjustment. Sometimes a sustained oscillation or an incorrect gyro reading occurs to the system. For such a system any systematical research or theoretical basis of the guide for the optimal gain adjustment has not been reported yet. As a basic investigation of the theoretical system analysis to solve the problems concerned, the author attempts in this paper to express the system in a mathematical model deduced from the results of the theoretical approach and the experimental observation of each element contained in the follow-up mechanism of Hokshin D-1 gyro compass, and to constitute an over-all closed loop transfer function. This funciton being reverted to a fourth orderlinear differential equation, the first order simultaneous differential equations are obtained by means of the state-variables. The latter equations are solved by the Runge-Kutta method with digital computer. By comparing the characteristic of the simulated over-all output with that of the experimental result, it is shown that both outputs are nearly consistent with each other. It is also expected that the system representation proposed by this paper is valid and will be a prospective means in a further study on the design and optimal adjustment of the system.

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