• Journal of applied mathematics & informatics
• /
• v.17 no.1_2_3
• /
• pp.457-473
• /
• 2005

In each step of the quasi-minimal residual (QMR) method which uses a look-ahead variant of the nonsymmetric Lanczos process to generate basis vectors for the Krylov subspaces induced by A, it is necessary to decide whether to construct the Lanczos vectors $v_{n+l}\;and\;w{n+l}$ as regular or inner vectors. For a regular step it is necessary that $D_k\;=\;W^{T}_{k}V_{k}$ is nonsingular. Therefore, in the floating-point arithmetic, the smallest singular value of matrix $D_k$, ${\sigma}_min(D_k)$, is computed and an inner step is performed if $\sigma_{min}(D_k)<{\epsilon}$, where $\epsilon$ is a suitably chosen tolerance. In practice it is absolutely impossible to choose correctly the value of the tolerance $\epsilon$. The subject of this paper is to show how discrete stochastic arithmetic remedies the problem of this tolerance, as well as the problem of the other tolerances which are needed in the other checks of the QMR method with the estimation of the accuracy of some intermediate results. Numerical examples are used to show the good numerical properties.

• International Journal of Control, Automation, and Systems
• /
• v.6 no.6
• /
• pp.928-938
• /
• 2008

This study presents an approach for approximation an unknown function from a numerical data set based on the synthesis of a neuro-fuzzy model. An adaptive input data space parting method, which is used for building hyperbox-shaped clusters in the input data space, is proposed. Each data cluster is implemented here as a fuzzy set using a membership function MF with a hyperbox core that is constructed from a min vertex and a max vertex. The focus of interest in proposed approach is to increase degree of fit between characteristics of the given numerical data set and the established fuzzy sets used to approximate it. A new cutting procedure, named NCP, is proposed. The NCP is an adaptive cutting procedure using a pure function $\Psi$ and a penalty function $\tau$ for direction the input data space parting process. New algorithms named CSHL, HLM1 and HLM2 are presented. The first new algorithm, CSHL, built based on the cutting procedure NCP, is used to create hyperbox-shaped data clusters. The second and the third algorithm are used to establish adaptive neuro- fuzzy inference systems. A series of numerical experiments are performed to assess the efficiency of the proposed approach.

• 제어로봇시스템학회:학술대회논문집
• /
• 2004.08a
• /
• pp.1346-1349
• /
• 2004

In this paper, we have proposed the new link-weight calculating function using for routing decision in WDM networks. The proposed link-weight calculating functions includes following factors those are available wavelengths per link, distance loss, total wavelengths, and limited wavelength conversion. The calculated link-weight is applied into the algorithm of routing decision in order to determine the available lightpath that qualifies user requests. The objective is to improve the performance of wavelengths assignment with fast determining the suitable lightpath by using the proposed link-weights calculating function. The analytical model of WDM switching networks is introduced for numerical analysis. The link-weight calculating function is performed. Finally, the performance of proposed algorithm is displayed with numerical results in term of the blocking probability, the probability that connection requests from users are rejected due to there are no available lightpath to be assigned for them. It is also shown that the blocking probability is varied in depending on the number of available wavelengths and the degree of wavelength conversion. The numerical results also show that the proposed link-weight calculating function is more cost-effective choice for the routing decision in WDM switching networks.

• Journal of Korean Association for Spatial Structures
• /
• v.14 no.4
• /
• pp.97-104
• /
• 2014

Recently, a concept of damped outrigger system has been proposed for tall buildings. Structural characteristics and design method of this system were not sufficiently investigated to date. In this study, control performance of damped outrigger system for building structures subjected to seismic excitations has been investigated. And optimal design method of damped outrigger system has been proposed using multi-objective genetic algorithm. To this end, a simplified numerical model of damped outrigger system has been developed. State-space equation formulation proposed in previous research was used to make a numerical model. Multi-objective genetic algorithms has been employed for optimal design of the stiffness and damping parameters of the outrigger damper. Based on numerical analyses, it has been shown that the damped outrigger system control dynamic responses of the tall buildings subjected to earthquake excitations in comparison with a traditional outrigger system.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.14 no.3
• /
• pp.175-187
• /
• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Fire Science and Engineering
• /
• v.14 no.2
• /
• pp.21-32
• /
• 2000

In this study, reduced-scale experiments as the alternative to a real-scale fire test were conducted to understand fire properties in tunnel, and their results were compared with those of numerical simulation. The 1/20 scale experiments were conducted under the Froude scaling since smoke movement in tunnel is governed by buoyancy farce. A numerical simulations were on performed 3D unstructured meshes with PISO algorithm and buoyant plume models. Results showed that data was in reasonable agreement with the numerical data of smoke velocity, temperature distribution, and clear height.

• Journal of the Earthquake Engineering Society of Korea
• /
• v.13 no.2
• /
• pp.15-27
• /
• 2009

The purpose of this study is to investigate the seismic behavior of precast segmental PSC bridge columns. For the analysis of reinforced concrete structures, a computer program named RCAHEST (Reinforced Concrete Analysis in Higher Evaluation System Technology) is used. To represent the interaction between tendon and concrete of a prestressed concrete member, a bonded or unbonded tendon element based on the finite element method is used. A joint element is modified to predict the inelastic behaviors of segmental joints. The solution of the equations of motion is obtained by numerical integration using Hilber-Hughes-Taylor (HHT) algorithm. The proposed numerical method gives a realistic prediction of seismic behavior throughout the input ground motions for numerical examples.

• Transactions of the Korean Society of Mechanical Engineers B
• /
• v.23 no.9
• /
• pp.1106-1112
• /
• 1999

Substantial losses behind axial flow rotor are generated by the wake, various vortices in the hub region and the tip leakage vortex in the tip region. Particularly, the leakage vortex formed near blade tip is one of the main causes of the reduction of performance, generation of noise and aerodynamic vibration in downstream. In this study, the three-dimensional flow fields in an axial flow rotor were calculated with varying tip clearance under various flow rates, and the numerical results were compared with experimental ones. The numerical technique was based on SIMPLE algorithm using standard $k-{\varepsilon}$ model(WFM) and Launder & Sharma's Low Reynolds Number $k-{\varepsilon}$ model(LRN). Through calculations, the effects of tip clearance and attack angle on the 3-dimensional flow fileds behind a rotor and leakage flow/vortex were investigated. The presence of tip leakage vortex, loci of vortex center and its behavior behind the rotor for various tip clearances and attack angles was described well by calculation.

• Transactions of the Korean Society for Noise and Vibration Engineering
• /
• v.19 no.7
• /
• pp.719-725
• /
• 2009

An efficient time-domain numerical method for the analysis of broadband noise generation and propagation due to turbulence-cascade interaction is developed. The core algorithm of the present method is based on the B-periodicity of the acoustic response function of the flat-airfoil cascade to the ingesting gust(B denotes the number of airfoils in the cascade). To confirm this periodicity, gust-cascade interaction problem are solved by using the time-domain method, which shows that the incident gust with the circumferential mode number having the same remainders when divided by the airfoil number excites the same acoustic response of the cascade. Using the proposed fast algorithm with this periodicity, we show that the total computation time for the model broadband problem using the total 525 incident gust modes can be reduced to about 1/4 of that taken in using the previous time-domain program.

• Tunnel and Underground Space
• /
• v.16 no.6 s.65
• /
• pp.476-485
• /
• 2006

During blasting, both shock wave and gas are generated in detonation process of explosives and the generated wave and gas expansion may create new fractures and damage rock mass. In order to explain and understand completely the fracture mechanism by blasting, we have to consider both effects of the wave and gas expansion simultaneously. In this study, we use a discrete element code, PFC2D and develop an algorithm which is capable of modeling both detonation and gas pressures acting on blasthole wall and visualizing generated cracks within rock mass. Moreover, the gas-pressure modeling method which applies a corresponding external force of gas pressure to parent particles of radial fractures is adopted to simulate a coopting between rock mass and gas penetrating created radial fractures. The developed algorithm is verified by reproducing numerical simulations of a lab-scale test blast successfully.