• Title/Summary/Keyword: Matrix Taylor expansion

Search Result 16, Processing Time 0.022 seconds

A HIGHER ORDER ITERATIVE ALGORITHM FOR MULTIVARIATE OPTIMIZATION PROBLEM

  • Chakraborty, Suvra Kanti;Panda, Geetanjali
    • Journal of applied mathematics & informatics
    • /
    • v.32 no.5_6
    • /
    • pp.747-760
    • /
    • 2014
  • In this paper a higher order iterative algorithm is developed for an unconstrained multivariate optimization problem. Taylor expansion of matrix valued function is used to prove the cubic order convergence of the proposed algorithm. The methodology is supported with numerical and graphical illustration.

A NEW APPROACH FOR NUMERICAL SOLUTION OF LINEAR AND NON-LINEAR SYSTEMS

  • ZEYBEK, HALIL;DOLAPCI, IHSAN TIMUCIN
    • Journal of applied mathematics & informatics
    • /
    • v.35 no.1_2
    • /
    • pp.165-180
    • /
    • 2017
  • In this study, Taylor matrix algorithm is designed for the approximate solution of linear and non-linear differential equation systems. The algorithm is essentially based on the expansion of the functions in differential equation systems to Taylor series and substituting the matrix forms of these expansions into the given equation systems. Using the Mathematica program, the matrix equations are solved and the unknown Taylor coefficients are found approximately. The presented numerical approach is discussed on samples from various linear and non-linear differential equation systems as well as stiff systems. The computational data are then compared with those of some earlier numerical or exact results. As a result, this comparison demonstrates that the proposed method is accurate and reliable.

Analytic Linearization of Symbolic Nonlinear Equations (기호 비선형 방정식의 해석적 선형화)

  • Song, Sung-Jae;Moon, Hong-Ki
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.12 no.6
    • /
    • pp.145-151
    • /
    • 1995
  • The first-order Taylor series expansion can be evaluated analytically from the formulated symbolic nonlinear dynamic equations. A closed-form linear dynamic euation is derived about a nominal trajectory. The state space representation of the linearized dynamics can be derived easily from the closed-form linear dynamic equations. But manual symbolic expansion of dynamic equations and linearization is tedious, time-consuming and error-prone. So it is desirable to manipulate the procedures using a computer. In this paper, the analytic linearization is performed using the symbolic language MATHEMATICA. Two examples are given to illustrate the approach anbd to compare nonlinear model with linear model.

  • PDF

Energy efficient joint iterative SIC-MMSE MIMO detection (에너지 효율적 반복 SIC-MMSE MIMO 검출)

  • Ngayahala, F.C. Kamaha;Ahmed, Saleem;Kim, Sooyoung
    • Journal of Satellite, Information and Communications
    • /
    • v.10 no.1
    • /
    • pp.22-28
    • /
    • 2015
  • In this paper, we propose a new computationally efficient joint iterative multi-input multi-output (MIMO) detection scheme using a soft interference cancellation and minimum mean squared-error (SIC-MMSE) method. The critical computational burden of the SIC-MMSE scheme lies in the multiple inverse operations of the complex matrices. We find a new way which requires only a single matrix inversion by utilizing the Taylor series expansion of the matrix, and thus the computational complexity can be reduced. The computational complexity reduction increases as the number of antennas is increased. The simulation results show that our method produces almost the same performances as the conventional SIC-MMSE with reduced computational complexity.

Stability and P-Δ Analysis of Generalized Frames with Movable Semi-Rigid Joints (일반화된 부분강절을 갖는 뼈대구조물의 안정성 및 P-Δ 해석)

  • Min, Byoung Cheol
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.33 no.2
    • /
    • pp.409-422
    • /
    • 2013
  • For stability design and P-${\Delta}$ analysis of steel frames with semi-rigid connections, the explicit form of the exact tangential stiffness matrix of a generalized semi-rigid frame element having rotational and translational connections is firstly derived using the stability functions. And its elastic and geometric stiffness matrix is consistently obtained by Taylor series expansion. Next depending on connection types of semi-rigidity, the corresponding tangential stiffness matrices are degenerated based on penalty method and static condensation technique. And then numerical procedures for determination of effective buckling lengths of generalized semi-rigid frames members and P-${\Delta}$ and shortly addressed. Finally three numerical examples are presented to demonstrate the validity and accuracy of the proposed method. Particularly the minimum braced frames and coupled buckling modes of the corresponding frames are investigated.

Comparison of Matrix Exponential Methods for Fuel Burnup Calculations

  • Oh, Hyung-Suk;Yang, Won-Sik
    • Nuclear Engineering and Technology
    • /
    • v.31 no.2
    • /
    • pp.172-181
    • /
    • 1999
  • Series expansion methods to compute the exponential of a matrix have been compared by applying them to fuel depletion calculations. Specifically, Taylor, Pade, Chebyshev, and rational Chebyshev approximations have been investigated by approximating the exponentials of bum matrices by truncated series of each method with the scaling and squaring algorithm. The accuracy and efficiency of these methods have been tested by performing various numerical tests using one thermal reactor and two fast reactor depletion problems. The results indicate that all the four series methods are accurate enough to be used for fuel depletion calculations although the rational Chebyshev approximation is relatively less accurate. They also show that the rational approximations are more efficient than the polynomial approximations. Considering the computational accuracy and efficiency, the Pade approximation appears to be better than the other methods. Its accuracy is better than the rational Chebyshev approximation, while being comparable to the polynomial approximations. On the other hand, its efficiency is better than the polynomial approximations and is similar to the rational Chebyshev approximation. In particular, for fast reactor depletion calculations, it is faster than the polynomial approximations by a factor of ∼ 1.7.

  • PDF

Asymmetric Robustness Bounds of Eigenvalue Distribution for Uncertain Linear Systems (불확실한 선형시스템 고유값 배치의 비대칭 강인한계)

  • 이재천
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.5 no.7
    • /
    • pp.794-799
    • /
    • 1999
  • This study deals with robustness bounds estimation for uncertain linear systems with structured perturbations where the eigenvalues of the perturbed systems are guaranteed to stay in a prescribed region. Based upon the Lyapunov approach, new theorems to estimate allowable perturbation parameter bounds are derived. The theorems are referred to as the zero-order or first-order asymmetric robustness measure depending on the order of the P matrix in the sense of Taylor series expansion of perturbed Lyapunov equation. It is proven that Gao's theorem for the estimation of stability robustness bounds is a special case of proposed zero-order asymmetric robustness measure for eigenvalue assignment. Robustness bounds of perturbed parameters measured by the proposed techniques are asymmetric around the origin and less conservative than those of conventional methods. Numerical examples are given to illustrate proposed methods.

  • PDF

Effective Calculation Method Finding the Limit of Voltage-Stability (효율적인 전압안정도 한계점 계산에 관한 연구)

  • Song, K.Y.;Kim, S.Y.;Choi, S.G.
    • Proceedings of the KIEE Conference
    • /
    • 1991.11a
    • /
    • pp.35-38
    • /
    • 1991
  • Recent, problems on the voltage-instability have been paid attention in power system and methods to find the limit of voltage-stability, concerned with these problems, were developed. However, these methods are short of precision on the limit of voltage-instability. Here, using the second-order load flow, constraint equation(d Pi/d Vi=0) and its patial differentiations are precisely formulated. Also, since the taylor series expansion of power flow equations terminates at the second-order terms, partial differentiations of constraint equation, that is Hessian, are constant. Then, Hessian matrix are calculated once during iteration process.

  • PDF

Robust algorithm for estimating voltage stability by the modified method of sensitivity index dP/de of real value on voltage vector (전압벡터의 유효분 감도지표 dP/de 수정법에 의한 견고한 전압안정도 평가에 관한 연구)

  • 송길영;김세영;김용하
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.45 no.1
    • /
    • pp.1-8
    • /
    • 1996
  • Recently, much attention has been paid to problems which is concerned with voltage instability phenomena and much works on these phenomena have been made. In this paper, by substituting d $P_{k}$ d $e_{k}$ ( $v^{\rarw}$= e +j f) for $P_{k}$ in conventional load flow, direct method for finging the limit of voltage stability is proposed. Here, by using the fact that taylor se- ries expansion in .DELTA. $P_{k}$ and .DELTA. $Q_{k}$ is terminated at the second-order terms, constraint equation (d $P_{k}$ d $e_{k}$ =0) and power flow equations are formulated with new variables .DSLTA. e and .DELTA.f, so partial differentiations for constraint equation are precisely calculated. The fact that iteratively calculated equations are reformulated with new variables .DELTA.e and .DELTA.f means that limit of voltage stability can be traced precisely through recalculation of jacobian matrix at e+.DELTA.e and f+.DELTA.f state. Then, during iterative process divergence may be avoid. Also, as elements of Hessian mat rix are constant, its computations are required only once during iterative process. Results of application of the proposed method to sample systems are presented. (author). 13 refs., 11 figs., 4 tab.

  • PDF

Optimal design of Base Isolation System considering uncertain bounded system parameters

  • Roy, Bijan Kumar;Chakraborty, Subrata
    • Structural Engineering and Mechanics
    • /
    • v.46 no.1
    • /
    • pp.19-37
    • /
    • 2013
  • The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.