• Management Science and Financial Engineering
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• v.21 no.2
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• pp.25-30
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• 2015

This short article compares different solution methods for a basic RBC model (Hansen, 1985). We solve and simulate the model using two main algorithms: the methods of perturbation and projection, respectively. One novelty is that we offer a type of the hybrid method: we compute easily a second-order approximation to decision rules and use that approximation as an initial guess for finding Chebyshev polynomials. We also find that the second-order perturbation method is most competitive in terms of accuracy for standard RBC model.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.12
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• pp.2631-2635
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• 2002

The semi-analytic sensitivity analysis using Pade approximation is presented for linear elastic structures. Although the semi-analytic method has several advantages, accuracy of the method prevents it from practical application. One of promising remedies is the use of geometric series for the matrix inversion. Though series expansion of order three has been successfully applied to the calculation of the structural sensitivity in the most range of the design perturbation, it is prone to have a slow convergence for large perturbation. To overcome this shortage, Pade approximation is introduced so that it can broaden the trust region of the perturbation without adding expansion terms. Numerical results show that the confident sensitivity can be obtained with tiny expenses of computation effort.

• Journal of Electrical Engineering and Technology
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• v.3 no.1
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• pp.14-19
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• 2008

The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

• International Journal of Control, Automation, and Systems
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• v.6 no.4
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• pp.506-514
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• 2008

This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.623-630
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• 2003

Recently, Tanaka(1988) derived two influence functions related to an eigenvalue problem $(A-\lambda_sI)\upsilon_s=0$ of real symmetric matrix A and used them for sensitivity analysis in principal component analysis. In this paper, we deal with the perturbation expansions up to quadratic terms of the same functions and discuss the application to sensitivity analysis in principal component regression analysis(PCRA). Numerical example is given to show how the approximation improves with the quadratic term.

• Journal of applied mathematics & informatics
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• v.28 no.5_6
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• pp.1227-1237
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• 2010

In this paper, a Klein-Gordon equation is solved by using the homotopy analysis method (HAM), homotopy perturbation method (HPM) and modified homotopy perturbation method (MHPM). The approximation solution of this equation is calculated in the form of series which its components are computed easily. The uniqueness of the solution and the convergence of the proposed methods are proved. The accuracy of these methods are compared by solving an example.

• The Journal of the Acoustical Society of Korea
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• v.28 no.3
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• pp.174-186
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• 2009

When we apply a propagation model to the ocean with boundaries, we can calculate reflected wave using reflection coefficient suggested by Rayleigh assuming the boundaries are flat. But boundaries in ocean such as sea surface and sea bottom have an irregular rough surface. To calculate the reflection loss for an irregular boundary, it is needed to compute the coherent reflection coefficient based on an experimental formula or scattering theory. In this article, we derive the coherent reflection coefficients for a fluid-fluid interface using perturbation theory, Kirchhoff approximation and small-slope approximation respectively. Based on each formula, we can calculate coherent reflection coefficients for a rough sea surface or sea bottom, and then compare them to the Rayleigh reflection coefficient to analyze the reflection loss for a random rough surface. In general, the coherent reflection coefficient based on small-slope approximation has a wide valid region. Comparing it with the coherent reflection coefficients derived from the Kirchhoff approximation and perturbation theory, we discuss a valid region of them.

• Structural Engineering and Mechanics
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• v.10 no.5
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• pp.427-440
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• 2000

The formulas for the perturbation analysis with modes of close eigenvalues are derived in this paper. Emphasis is made on the consistency of the straightforward perturbation process, given the complete terms of perturbations in the zeroth-order, which is a form of Rayleigh quotient, and in the higher-orders. By dividing the perturbation of eigenvector into two parts, the first-order perturbation with respect to the modes of close eigenvalues is moved into the zeroth-order perturbation. The normality condition is employed to compute the higher-order perturbations of eigenvector. The algorithm can be condensed to a single mode with a distinct eigenvalue, and this can accelerate the convergence of the perturbation analysis. The example confirms that the perturbation approximation obtained from the suggested procedure is in a good accuracy on the eigenvalues, eigenvectors, and normality.

• Tunnel and Underground Space
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• v.13 no.5
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• pp.389-396
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• 2003

It is shown that the cubic law can be modified regarding the steady-state Navier-Stokes equations by using perturbation approximation method for a sinusoidal aperture variation. In order to adopt the perturbation theory, the sinusoidal function needs to be non-dimensionalized for the amplitude and wavelength. Then, the steady-state Navier-Stokes equations can be solved by expanding the non-dimensionalized stream function with respect to the small value of the parameter (the ratio of the mean aperture to the wavelength), together with the continuity equation. From the approximate solution of the Navier-Stokes equations, the basic cubic law is successfully modified for the steady-state condition and a sinusoidal aperture variation. A finite difference method is adopted to calculate the pressure within a fracture model, and the results of numerical experiments show the accuracy and applicability of the modified cubic law. As a result, it is noted that the modified cubic law, suggested in this study, will be used for the analysis of fluid flow through aperture geometry of sinusoidal distributions.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.141-152
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• 2007

In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.