• 제목/요약/키워드: Integral Approximation

검색결과 179건 처리시간 0.026초

적분 방정식을 이용한 도선 산란체 및 안테나의 과도응답 해석 (Analysis of Transient Response from Conducting Wire Scatterer and Antenna Using Integral Equation)

  • 정백호;서정훈;윤희상
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제51권11호
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    • pp.559-566
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    • 2002
  • In this paper, we present an accurate and stable method for the solution of the transient electromagnetic response from the conducting wire structures using the time domain integral equation. By using an implicit scheme with the central finite difference approximation for the time domain electric field integral equation, we obtain the transient response from a wire scatterer illuminated by a plane wave and a conducting wire antenna with an impressed voltage source. Also, we consider a wire above a 3-dimensional conducting object. Numerical results are presented, which show the validity of the presented methodology, and compared with a conventional method using backward finite difference approximation.

Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

ON THE OSTROWSKI'S INEQUALITY FOR RIEMANN-STIELTJES INTEGRAL AND APPLICATIONS

  • Dragomir, S.S.
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.843-859
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    • 2000
  • An Ostrowski type integral inequality for the Riemann-Stieltjes integral ${\int^b}_a$ f(t) du(t), where f is assumed to be of bounded variation on [a, b] and u is of r - H - $H\"{o}lder$ type on the same interval, is given. Applications to the approximation problem of the Riemann-Stieltjes integral in terms of Riemann-Stieltjes sums are also pointed out.

급수 전개법에 의한 3차원 전자탐사 모델링 (Iterative Series Methods in 3-D EM Modeling)

  • 조인기;용환호;안희윤
    • 지구물리와물리탐사
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    • 제4권3호
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    • pp.70-79
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    • 2001
  • 적분방정식법은 매우 강력한 3차원 전자탐사 모델링 기법이다. 그러나 이 방법은 이상체내의 전기장 계산시 대형 선형방정식의 해를 구해야 하므로 계산시간이 많이 소요된다는 단점이 있다. 특히 3차원 역산의 경우에는 이러한 적분방정식의 단점은 치명적이 될 수밖에 없다. 이상체내의 전기장을 1차장으로 가정하는 통상적인 Born 근사법은 계산이 용이하고 속도가 빠르다는 장점이 있다. 그러나 이 방법은 이상체와 모암간의 전기전도도비가 너무 클 경우에는 정확성에 문제가 있다. 준선형, 준해석 및 확장된 Born 근사는 이상체내의 전기장 계산을 위한 적분방정식을 선형화한 방법으로 적분방정식법에 비하여 계산시간이 빠르고 통상의 Born 근사에 비해서는 정확성이 높은 매우 훌릉한 3차원 전자탐사 모델링 기법이다. 그러나 이들 또한 근본적으로 근사법에 해당되므로 정확성을 향상시킬 필요가 있다. 근사법의 정확성을 높이기 위한 방법으로 반복적 방법을 사용하는 급수 전개법이 동원되며, 이 방법에는 수정 Born 급수, 준선형 급수 및 준해석 급수 등이 있다. 이들 급수 전개법은 적분방정식법 및 여러 근사법과 비교해 볼 때 매우 정확하고 비교적 빠르며, 항상 수렴하여 그 효율성이 높은 것으로 나타났다. 또한 급수 전개법은 전산프로그램의 작성이 용이하다는 장점도 있다. 본 연구에서는 이를 확장된 Born 급수 전개법으로 화장하여 보다 정확한 결과를 얻을 수 있었다. 따라서 확장된 Born 급수법을 포함하는 각종 급수 전개법은 향후 3차원 전자탐사 모델링 및 역산에 적용 가능한 빠르고 정확한 모델링 기법으로 기대된다.

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An Approximation Theorem for Two-Parameter Wiener Process

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.75-88
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    • 1997
  • In this paper, a two-parameter version of Ikeda-Watanabe's mollifiers approximation of the Brownian motion is considered, and an approximation theorem corresponding to the one parameter case is proved. Using this approximation, we formulate Wong-Zakai type theorem is a Stochastic Differential Equation (SDE) driven by a two-parameter Wiener process.

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ON THE OSTROWSKI INEQUALITY FOR THE RIEMANN-STIELTJES INTEGRAL ${\int}_a^b$ f (t) du (t), WHERE f IS OF HÖLDER TYPE AND u IS OF BOUNDED VARIATION AND APPLICATIONS

  • DRAGOMIR, S.S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권1호
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    • pp.35-45
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    • 2001
  • In this paper we point out an Ostrowski type inequality for the Riemann-Stieltjes integral ${\int}_a^b$ f (t) du (t), where f is of p-H-$H{\ddot{o}}lder$ type on [a,b], and u is of bounded variation on [a,b]. Applications for the approximation problem of the Riemann-Stieltjes integral in terms of Riemann-Stieltjes sums are also given.

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APPROXIMATION OF FIXED POINTS AND THE SOLUTION OF A NONLINEAR INTEGRAL EQUATION

  • Ali, Faeem;Ali, Javid;Rodriguez-Lopez, Rosana
    • Nonlinear Functional Analysis and Applications
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    • 제26권5호
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    • pp.869-885
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    • 2021
  • In this article, we define Picard's three-step iteration process for the approximation of fixed points of Zamfirescu operators in an arbitrary Banach space. We prove a convergence result for Zamfirescu operator using the proposed iteration process. Further, we prove that Picard's three-step iteration process is almost T-stable and converges faster than all the known and leading iteration processes. To support our results, we furnish an illustrative numerical example. Finally, we apply the proposed iteration process to approximate the solution of a mixed Volterra-Fredholm functional nonlinear integral equation.