• 제목/요약/키워드: Integral Approximation

검색결과 179건 처리시간 0.032초

A Wong-Zakai Type Approximation for the Multiple Ito-Wiener Integral

  • 이규석;김윤태;전종우
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.55-60
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    • 2002
  • We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

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THE DISCRETE SLOAN ITERATE FOR CAUCHY SINGULAR INTEGRAL EQUATIONS

  • KIM, SEKI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제2권2호
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    • pp.81-95
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    • 1998
  • The superconvergence of the Sloan iterate obtained from a Galerkin method for the approximate solution of the singular integral equation based on the use of two sets of orthogonal polynomials is investigated. The discrete Sloan iterate using Gaussian quadrature to evaluate the integrals in the equation becomes the Nystr$\ddot{o}$m approximation obtained by the same rules. Consequently, it is impossible to expect the faster convergence of the Sloan iterate than the discrete Galerkin approximation in practice.

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A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • 제47권4호
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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확장된 Born근사법에 의한 시추공간 3차원 전자탐사 모델링 (3-D Crosshole EM Modeling by the Extended Born Approximations)

  • 조인기;최경화
    • 지구물리와물리탐사
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    • 제2권3호
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    • pp.142-148
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    • 1999
  • 확장된 Born 근사법에 의한 반무한 공간에서의 전자탐사(EM) 3차원 모형반응 알고리듬을 개발하였다. 이 근사법의 정확성을 검토하기 위하여 수직 자기쌍극자(VMD, vertical magnetic dipole)원을 사용하여 자기장의 수평 및 수직성분에 대한 확장된 Born 근사법의 결과를 적분방정식법의 결과와 비교하였다. 그 결과 확장된 Born 근사법과 적분방정식법은 송신원의 주파수가 20 kHz보다 작고 전도도비가 1:10이하에서 정확한 결과를 보였다. 이보다 더 큰 전도도비를 갖는 경우 확장된 Born 근사법의 결과는 적분방정식법의 결과와 약간의 차이를 나타낸다. 따라서, 확장된 Born 근사법의 정확한 결과를 얻기 위해서는 전도도비가 1:10보다 작은 범위에 있어야 한다. 그러나 20 kHz부터 100 kHz의 송신원의 주파수 범위에서는 두 값의 차가 비교적 작기 때문에 확장된 Born 근사법은 EM 3차원 모형반응 알고리듬으로 사용 가능한 것으로 판단된다.

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APPROXIMATIONS OF SOLUTIONS FOR A NONLOCAL FRACTIONAL INTEGRO-DIFFERENTIAL EQUATION WITH DEVIATED ARGUMENT

  • CHADHA, ALKA;PANDEY, DWIJENDRA N.
    • Journal of applied mathematics & informatics
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    • 제33권5_6호
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    • pp.699-721
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    • 2015
  • This paper investigates the existence of mild solution for a fractional integro-differential equations with a deviating argument and nonlocal initial condition in an arbitrary separable Hilbert space H via technique of approximations. We obtain an associated integral equation and then consider a sequence of approximate integral equations obtained by the projection of considered associated nonlocal fractional integral equation onto finite dimensional space. The existence and uniqueness of solutions to each approximate integral equation is obtained by virtue of the analytic semigroup theory via Banach fixed point theorem. Next we demonstrate the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. We consider the Faedo-Galerkin approximation of the solution and demonstrate some convergenceresults. An example is also given to illustrate the abstract theory.

APPROXIMATION ORDER TO A FUNCTION IN Lp SPACE BY GENERALIZED TRANSLATION NETWORKS

  • HAHM, NAHMWOO;HONG, BUM IL
    • 호남수학학술지
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    • 제28권1호
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    • pp.125-133
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    • 2006
  • We investigate the approximation order to a function in $L_p$[-1, 1] for $0{\leq}p<{\infty}$ by generalized translation networks. In most papers related to neural network approximation, sigmoidal functions are adapted as an activation function. In our research, we choose an infinitely many times continuously differentiable function as an activation function. Using the integral modulus of continuity and the divided difference formula, we get the approximation order to a function in $L_p$[-1, 1].

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주파수 특성을 고려한 송전선 보호용 적분근사거리계전 알고리즘의 최적 적분 계수 결정 (Optimal Solution of integral Coefficients in Distance Relaying Algorithm for T/L Protection considering Frequency Characteristics)

  • 조경래;홍준희;정병태;조정현;박종근
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1994년도 추계학술대회 논문집 학회본부
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    • pp.42-44
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    • 1994
  • This paper presents the method of estimating integral coefficients of new distance relaying algorithm for transmission line protection. The proposed method is based on the differential equation calculates impedance value by approximation of integral term of integro-differential equation which relate voltage with current. As a result, we can determine the integral coefficients in least square error sense in frequency domain and we take into consideration the analog filter characteristics and frequency domain characteristics of the system to be protected. The simulation results showed that these coefficients can be successfully used to obtain impedance value in distance relay.

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해수면 같은 임피던스 평면 위의 다이아딕 그린함수에 관한 효율적 원거리 근사공식 선택 기준 (Criterion to Choose Efficient Far-Field Approximation of Dyadic Green's Function for Impedance Plane like Ocean Surface)

  • 이현수;고일석;윤정숙;김태형
    • 한국전자파학회논문지
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    • 제28권2호
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    • pp.147-154
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    • 2017
  • 해수면 표면과 같은 지구 지표면은 임피던스 근사법을 이용하여 보통 모델링한다. 임피던스 평면의 다이아딕 그린함수의 계산에는 좀머펠트 적분과 그의 편도함수들이 필요하다. 좀머펠트 적분의 원거리 근사공식은 르장드르 또는 라게르 다항식을 사용한 두 개의 점근급수가 존재한다. 그러므로 응용분야에 적합한 두 원거리 근사공식을 선택할 정량적 기준이 필요하다. 본 논문에서는 선택 기준을 임피던스 복소평면 상에서 정량적으로 나타낸다. 그리고 필요한 고차 편도함수들을 효율적 근사법을 제시하고, 수치적으로 검증한다.

근접장에서 다각 평판에 대한 표적강도 이론식 개발 및 수중함의 근거리 표적강도 해석 (Development of near field Acoustic Target Strength equations for polygonal plates and applications to underwater vehicles)

  • 조병구;홍석윤;권현웅
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2007년도 춘계학술대회논문집
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    • pp.1062-1073
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    • 2007
  • Acoustic Target Strength (TS) is a major parameter of the active sonar equation, which indicates the ratio of the radiated intensity from the source to the re-radiated intensity by a target. In developing a TS equation, it is assumed that the radiated pressure is known and the re-radiated intensity is unknown. This research provides a TS equation for polygonal plates, which is applicable to near field acoustics. In this research, Helmholtz-Kirchhoff formula is used as the primary equation for solving the re-radiated pressure field; the primary equation contains a surface (double) integral representation. The double integral representation can be reduced to a closed form, which involves only a line (single) integral representation of the boundary of the surface area by applying Stoke's theorem. Use of such line integral representations can reduce the cost of numerical calculation. Also Kirchhoff approximation is used to solve the surface values such as pressure and particle velocity. Finally, a generalized definition of Sonar Cross Section (SCS) that is applicable to near field is suggested. The TS equation for polygonal plates in near field is developed using the three prescribed statements; the redection to line integral representation, Kirchhoff approximation and a generalized definition of SCS. The equation developed in this research is applicable to near field, and therefore, no approximations are allowed except the Kirchhoff approximation. However, examinations with various types of models for reliability show that the equation has good performance in its applications. To analyze a general shape of model, a submarine type model was selected and successfully analyzed.

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LEGENDRE EXPANSION METHODS FOR THE NUMERICAL SOLUTION OF NONLINEAR 2D FREDHOLM INTEGRAL EQUATIONS OF THE SECOND KIND

  • Nemati, S.;Ordokhani, Y.
    • Journal of applied mathematics & informatics
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    • 제31권5_6호
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    • pp.609-621
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    • 2013
  • At present, research on providing new methods to solve nonlinear integral equations for minimizing the error in the numerical calculations is in progress. In this paper, necessary conditions for existence and uniqueness of solution for nonlinear 2D Fredholm integral equations are given. Then, two different numerical solutions are presented for this kind of equations using 2D shifted Legendre polynomials. Moreover, some results concerning the error analysis of the best approximation are obtained. Finally, illustrative examples are included to demonstrate the validity and applicability of the new techniques.