• Title/Summary/Keyword: Expansion Method

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BRAGG RESONANT REFLECTION OF OBLIQUELY INCIDENT WATER WAVES

  • Cho, Yong-Sik
    • Water Engineering Research
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    • v.1 no.1
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    • pp.75-81
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    • 2000
  • The bragg reflection of obliquely incident monochromatic water waves propagating over a sinusoidally varying topography is theoretically investigated in this study. The eigenfunction expansion method is first employed to calculate reflection coefficients of water waves due to depth changes. A reasonable agreement is observed. Obtained reflection coefficients of normally incident waves are compared with laboratory measurements. Reflection coefficients of obliquely incident waves are then calculated. The wavenumber providing the Bragg reflection agrees well with analytical predictions.

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Log-density estimation based on a Fourier expansion (푸리에 전개에 기초한 로그밀도추정)

  • 구자용;이기원;박현숙
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.137-149
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    • 1997
  • In this paper we propose a logdensity estimation based on a Fourier expansion. The basis functions consisting of trigonometric functions are determinded by stepwise addition and deletion and the Bayes Information Criterion, where the maximum likelihood method is used to estimate the parameters. Numericla examples using real data and simulated data are provided to show the performance of proposed method.

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Performance Analysis of Axisymmetric Mufflers by BEM (경계요소법을 이용한 축대칭 소음기의 성능해석)

  • 권영필;임정빈;정갑철
    • Journal of KSNVE
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    • v.5 no.3
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    • pp.337-344
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    • 1995
  • A BEM program is developed for the performance analysis of axisymmetric mufflers. In the program the sub-region method is used to deal with singularity or inner boundary. The program is applied to typical axisymmjetric mufflers such as simple expansion, extended tube, perforated tube and absorptive expansion sufflers. The transmission losses of the mufflers are calculated by the program and compared with experiments. It is found that the prediction is in a good agreement with measurement, except for the absorptive muffler with parallel lining.

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Computer-Aided Crafting of Pulse Shapes for Broadband Heteronuclear Decoupling in the presence of Homonuclear Coupling

  • Lee, Chang-Jae
    • Journal of the Korean Magnetic Resonance Society
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    • v.3 no.1
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    • pp.36-43
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    • 1999
  • We present a pulse shape tailored for broadband decoupling for a system of spin-1/2's with scalar couplings as well. In crafting the pulse shape Coherent Averaging Theory and Fourier expansion method are used. The Fourier expansion coefficients are optimized numerically by applying the Simulated Annealing Method. The decoupling performance of the shaped pulse thus designed is then compared with the well-known composite pulse sequence, DIPSI-2. It is shown that the shaped pulse performs well even at the conditions where the DIPSI sequence begins to fail.

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Asymptotic computation of Greeks under a stochastic volatility model

  • Park, Sang-Hyeon;Lee, Kiseop
    • Communications for Statistical Applications and Methods
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    • v.23 no.1
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    • pp.21-32
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    • 2016
  • We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

A formal linearization of nonlinear systems based on the trigonometric fourier expansion

  • Takata, Hitoshi;Komatsu, Kazuo
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.939-942
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    • 1989
  • Most of systems are included nonlinear characteristics in practice. One might be faced with difficulties when problems of nonlinear systems are solved. In this paper we present a formal linearization method of nonlinear systems by using the trigonometric Fourier expansion on the state space considering easy inversion. An error bound, an application, and a compensation of this method are also investigated.

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A study on the observer design of bilinear system via walsh function (WALSH 함수에 의한 쌍일차계의 관측자설계에 관한 연구)

  • 안두수;김종부
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.115-119
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    • 1987
  • In this paper the observer design problem in bilinear systems is studied using the Walsh functions as approximating set of functions to find a finite series expansion of the state of bilinear system. A classical Liapnove method, to finding a class of observer feedback matrix, is applied to ensure uniform asymptotic stability of the observation error dynamics. An algorithm is derived for observer state eq. via Walsh function. The basic objective is to develop a computational algorithm for the determination of the coefficients in the expansion. This approach technique gives satisfactory result as well provides precise and effective method for the bilinear observer design problem.

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