• Title/Summary/Keyword: Problem of Moments

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On the Fast Convergent Solution for Diffraction by a Strip Grating with a Grounded Dielectric Layer (접지된 유전체층 위에 위치한 스트립 격자구조의 회절에 대한 급속한 수렴해에 관한 연구)

  • 조진균;이상훈;조영기
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.28A no.9
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    • pp.680-684
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    • 1991
  • The scattering problem of a transverse electric (TE) plane wave by strip grating with a dielectric slab over a ground plane is analyzed by the method of moments. By use of equivalence principle, surface magnetic current density on the shorted slot is expanded in a series of Chebyshev polynomial a satisfying the appropriate edge condition. Numerical results for reflection coefficient are obtained and compared with other available results. Our numerical results obtained from the present method are in good agreement with other result available in the literature.

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trunmnt: An R package for calculating moments in a truncated multivariate normal distribution

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.673-679
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    • 2021
  • The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.

RC Tree Delay Estimation (RC tree의 지연시간 예측)

  • 유승주;최기영
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.12
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    • pp.209-219
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    • 1995
  • As a new algorithm for RC tree delay estimation, we propose a $\tau$-model of the driver and a moment propagation method. The $\tau$-model represents the driver as a Thevenin equivalent circuit which has a one-time-constant voltage source and a linear resistor. The new driver model estimates the input voltage waveform applied to the RC more accurately than the k-factor model or the 2-piece waveform model. Compared with Elmore method, which is a lst-order approximation, the moment propagation method, which uses $\pi$-model loads to calculate the moments of the voltage waveform on each node of RC trees, gives more accurate results by performing higher-order approximations with the same simple tree walking algorithm. In addition, for the instability problem which is common to all the approximation methods using the moment matching technique, we propose a heuristic method which guarantees a stable and accureate 2nd order approximation. The proposed driver model and the moment propagation method give an accureacy close to SPICE results and more than 1000 times speedup over circuit level simulations for RC trees and FPGA interconnects in which the interconnect delay is dominant.

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THE COMPUTATION OF UNSTEADY FLOWS AROUND THREE DIMENSIONAL WINGS ON DYNAMICALLY DEFORMING MESH (변형격자계를 이용한 3차원 날개 주변의 비정상 유동 해석)

  • Yoo, Il-Yong;Lee, Byung-Kwon;Lee, Seung-Soo
    • Journal of computational fluids engineering
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    • v.15 no.1
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    • pp.37-45
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    • 2010
  • Deforming mesh should be used when bodies are deforming or moving relative to each other due to the presence of aerodynamic forces and moments. Also, the flow solver for such a flow problem should satisfy the geometric conservation law to ensure the accuracy of the solutions. In this paper, a RANS(Reynolds Averaged Navier-Stokes) solver including automatic mesh capability using TFI(Transfinite Interpolation) method and GCL is developed and applied to flows induced by oscillating wings with given frequencies. The computations are performed both on deforming meshes and on rigid meshes. The computational results are compared with experimental data, which shows a good agreement.

BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES

  • Makasu, Cloud
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.5
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    • pp.1211-1217
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    • 2019
  • Let $0<{\alpha}<{\infty}$ be fixed, and let $X=(X_t)_{t{\geq}0}$ be a Bessel process with dimension $0<{\theta}{\leq}1$ starting at $x{\geq}0$. In this paper, it is proved that there are positive constants A and D depending only on ${\theta}$ and ${\alpha}$ such that $$E_x\({\exp}[{\alpha}\;\max_{0{\leq}t{\leq}{\tau}}\;X_t]\){\leq}AE_x\({\exp}[D_{\tau}]\)$$ for any stopping time ${\tau}$ of X. This inequality is also shown to be sharp.

A selective review of nonlinear sufficient dimension reduction

  • Sehun Jang;Jun Song
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.247-262
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    • 2024
  • In this paper, we explore nonlinear sufficient dimension reduction (SDR) methods, with a primary focus on establishing a foundational framework that integrates various nonlinear SDR methods. We illustrate the generalized sliced inverse regression (GSIR) and the generalized sliced average variance estimation (GSAVE) which are fitted by the framework. Further, we delve into nonlinear extensions of inverse moments through the kernel trick, specifically examining the kernel sliced inverse regression (KSIR) and kernel canonical correlation analysis (KCCA), and explore their relationships within the established framework. We also briefly explain the nonlinear SDR for functional data. In addition, we present practical aspects such as algorithmic implementations. This paper concludes with remarks on the dimensionality problem of the target function class.

THE COMPUTATION OF UNSTEADY FLOWS AROUND THREE DIMENSIONAL WINGS ON DYNAMICALLY DEFORMING MESH (변형격자계를 이용한 3차원 날개 주변의 비정상 유동 해석)

  • Yoo, Il-Yong;Lee, Seung-Soo
    • 한국전산유체공학회:학술대회논문집
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    • 2009.11a
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    • pp.34-37
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    • 2009
  • Deforming mesh should be used when bodies are deforming or moving relative to each other due to the presence of aerodynamic forces and moments. Also, the flow solver for such a flow problem should satisfy the geometric conservation law to ensure the accuracy of the solutions. In this paper, a RANS(Reynolds Averaged Navier-Stokes) solver including automatic mesh capability using TFI(Transfinite Interpolation) method and GCL is developed and applied to flows induced by oscillating wings with given frequencies. The computations are performed both on deforming meshes and on rigid meshes. The computational results are compared with experimental data, which shows a good agreement.

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System Reliability Analysis for Nonnormal Distributions and Optimization Using Experimental Design Technique (실험계획법을 이용한 비정규 분포에 대한 신뢰도 계산 방법과 최적 설계에의 적용)

  • Seo, Hyun-Seok;Chang, Jin-Ho;Kwak, Byung-Man
    • Proceedings of the KSME Conference
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    • 2001.06c
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    • pp.327-332
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    • 2001
  • An experimental design technique is developed for estimating the moments of system response functions. It is easy to implement and provides accurate results compared with other traditional methods. It is based on the work of Taguchi, later improved by D'Errico and Zaino. The existing experimental techniques, however, is applicable only for normally distributed cases. In this article the three-level Taguchi method is extended to obtain optimum choice for levels and weights to handle nonnormal distributions. A systematic procedure for reliability analysis is then proposed by using the Pearson system and the narrow system reliability bounds. Illustrative examples including a tolerance optimization problem are shown very accurate comparing with those by Monte-Carlo simulations and the first-order reliability method.

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Development of Daily Rainfall Simulation Model Using Piecewise Kernel-Pareto Continuous Distribution (불연속 Kernel-Pareto 분포를 이용한 일강수량 모의 기법 개발)

  • Kwon, Hyun-Han;So, Byung Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.3B
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    • pp.277-284
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    • 2011
  • The limitations of existing Markov chain model for reproducing extreme rainfalls are a known problem, and the problems have increased the uncertainties in establishing water resources plans. Especially, it is very difficult to secure reliability of water resources structures because the design rainfall through the existing Markov chain model are significantly underestimated. In this regard, aims of this study were to develop a new daily rainfall simulation model which is able to reproduce both mean and high order moments such as variance and skewness using a piecewise Kernel-Pareto distribution. The proposed methods were applied to summer and fall season rainfall at three stations in Han river watershed in Korea. The proposed Kernel-Pareto distribution based Markov chain model has been shown to perform well at reproducing most of statistics such as mean, standard deviation and skewness while the existing Gamma distribution based Markov chain model generally fails to reproduce high order moments. It was also confirmed that the proposed model can more effectively reproduce low order moments such as mean and median as well as underlying distribution of daily rainfall series by modeling extreme rainfall separately.

A Study for Improving Computational Efficiency in Method of Moments with Loop-Star Basis Functions and Preconditioner (루프-스타(Loop-Star) 기저 함수와 전제 조건(Preconditioner)을 이용한 모멘트법의 계산 효율 향상에 대한 연구)

  • Yeom, Jae-Hyun;Park, Hyeon-Gyu;Lee, Hyun-Suck;Chin, Hui-Cheol;Kim, Hyo-Tae;Kim, Kyung-Tae
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.23 no.2
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    • pp.169-176
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    • 2012
  • This paper uses loop-star basis functions to overcome the low frequency breakdown problem in method of moments (MoM) based on electric field integral equation(EFIE). In addition, p-Type Multiplicative Schwarz preconditioner (p-MUS) technique is employed to reduce the number of iterations required for the conjugate gradient method(CGM). Low frequency instability with Rao Wilton Glisson(RWG) basis functions in EFIE can be resolved using loop-start basis functions and frequency normalized techniques. However, loop-star basis functions, consisting of irrotational and solenoidal components of RWG basis functions, require a large number of iterations to calculate a solution through iterative methods, such as conjugate gradient method(CGM), due to high condition number. To circumvent this problem, in this paper, the pMUS preconditioner technique is proposed to reduce the number of iterations in CGM. Simulation results show that pMUS preconditioner is much faster than block diagonal preconditioner(BDP) when the sparsity of pMUS is the same as that of BDP.