• Title/Summary/Keyword: Scalar method

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SOLVING NONLINEAR ASSET LIABILITY MANAGEMENT PROBLEMS WITH A PRIMAL-DUAL INTERIOR POINT NONMONOTONE TRUST REGION METHOD

  • Gu, Nengzhu;Zhao, Yan
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.981-1000
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    • 2009
  • This paper considers asset liability management problems when their deterministic equivalent formulations are general nonlinear optimization problems. The presented approach uses a nonmonotone trust region strategy for solving a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves both primal and dual variables. Each subproblem is solved approximately. The algorithm does not restrict a monotonic decrease of the objective function value at each iteration. If a trial step is not accepted, the algorithm performs a non monotone line search to find a new acceptable point instead of resolving the subproblem. We prove that the algorithm globally converges to a point satisfying the second-order necessary optimality conditions.

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A Numerical Analysis of Rarefied Flow of Cylinder Using FDDO (FDDO를 이용한 실린더를 지나는 희박기체의 해석)

  • Ahn M. Y.;Chang K. S.
    • 한국전산유체공학회:학술대회논문집
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    • 1998.05a
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    • pp.138-144
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    • 1998
  • The BGK equation, which is the kinetic model equation of Boltzmann equation, is solved using FDDO(finite difference with the discrete-ordinate method) to compute the rarefied flow of monatomic gas. Using reduced velocity distribution and discrete ordinate method, the scalar equation is transformed into a system of hyperbolic equations. High resolution ENO(Essentially Non-Oscillatory) scheme based on Harten-Yee's MFA(Modified Flux Approach) method with Strang-type explicit time integration is applied to solve the system equations. The calculated results are well compared with the experimental density field of NACA0012 airfoil, validating the developed computer code. Next. the computed results of circular cylinder flow for various Knudsen numbers are compared with the DSMC(Direct Simulation Monte Carlo) results by Vogenitz et al. The present scheme is found to be useful and efficient far the analysis of two-dimensional rarefied gas flows, especially in the transitional flow regime, when compared with the DSMC method.

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Analysis of equivalent inductance in the coplanar waveguide discontinuities by boundary element method (경계요소법에 의한 코플래너 도파로 불연속의 등가 인덕턴스 해석)

  • 강연덕;이택경
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.34D no.6
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    • pp.11-19
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    • 1997
  • For the circuit modeling of th ecoplanar waveguide (CPW) discontinuities, th eequivalent inductance is analyzed via the 3-dimensional boundary element method. The proposed method utilizes the magnetic scalar potential to obtain the magnetic flux passing sthrough the air-dielectric interfaces of the coplanar waveguide. The boundary integral is simplified by use fo the symmetry when the substrate is composed of the nonmagnetic material. In the numerical analysis, linear basis function and the collocationscheme are employed. The short-end and the step discontinuities are cahracterized through the calculations of the equivalent inductance andd the capacitance. The present method avoids the usual vector formulation and is quite advantageous in the quasi-staic characterization of the CPW disconditnuities.

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Design of Stabilizing Controller for an Inverted Pendulum System Using The T-S Fuzzy Model (T-S 퍼지 모델을 이용한 역진자 시스템의 안정화 제어기 설계)

  • 배현수;권성하;정은태
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.11
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    • pp.916-921
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    • 2002
  • We presents a new method of constructing an equivalent T-S fuzzy model by using the sum of products of linearly independent scalar functions from nonlinear dynamics. This method exactly expresses nonlinear systems and automatically determines the number of rules. We design a stabilizing controller f3r ul inverted pendulum system by using the concep of parallel distributed compensation (PDC) and linear matrix inequalities (LMIs) based on the proposed T-S fuzzy modeling method. We show effectiveness of a systematically designed fuzzy controller based on the proposed T-S fuzzy modeling method through the simulation and experiment of an inverted pendulum system.

Design Sensitivity Analysis for the Optimal Shape Design of Three-Dimensional Magnetostatic Problems (3차원 정자계 문제의 형상 최적설계를 위한 설계 민감도 해석)

  • 고창섭;정현교;한송엽
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.8
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    • pp.850-857
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    • 1992
  • Design sensitivity analysis is proposed for the optimal shape design of three-dimensional magnetostatic problems. The direct differentiation method is introduced for design sensitivity analysis and the boundary element method with reduced magnetic scalar potential as the state variable is used to analyze the magnetic characteristics. In the direct differentiation method, the design sensitivity, defined as the total derivative of the objective function with respect to the design variables, is calculated based on the variation of the state variable with respect to the design variable. And the variation of the state variable is calculated by differetiating the both sides of the system matrix equation obtained by applying boundary element method. Through the numerical example with simple electromagnet, the usefulness is proved.

3-D Eddy Current Analysis Considering the Velocity of Suspension Magnet by Hybrid FE, BE Method (FEM, BEM 혼합적용에 의한 속도를 고려한 부상전자석의 3차원 와류 해석)

  • Im, Dal-Ho;Hong, Jung-Pyo;Lee, Geun-Ho;Sin, Heung-Gyo;Kim, Goo-Tak
    • Proceedings of the KIEE Conference
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    • 1993.07b
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    • pp.1007-1009
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    • 1993
  • In this paper, The hybrid method in order to reduce the unknown varible for 3D eddy current calculation is proposed. we adopt the current vector potential(T) and the magnetic scalar potential($\Omega$) as field variable, and adopt image charge method for symetric boundary condition in BEM. We apply the hybrid method to electromagnet for levitation system and analyze the charateristics of eddy current airgap flux distribution, attractive and magnetic drag force according to velocity.

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ACCELERATED HYBRID ALGORITHMS FOR NONEXPANSIVE MAPPINGS IN HILBERT SPACES

  • Baiya, Suparat;Ungchittrakool, Kasamsuk
    • Nonlinear Functional Analysis and Applications
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    • v.27 no.3
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    • pp.553-568
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    • 2022
  • In this paper, we introduce and study two different iterative hybrid projection algorithms for solving a fixed point problem of nonexpansive mappings. The first algorithm is generated by the combination of the inertial method and the hybrid projection method. On the other hand, the second algorithm is constructed by the convex combination of three updated vectors and the hybrid projection method. The strong convergence of the two proposed algorithms are proved under very mild assumptions on the scalar control. For illustrating the advantages of these two newly invented algorithms, we created some numerical results to compare various numerical performances of our algorithms with the algorithm proposed by Dong and Lu [11].

On the Effect of Tube Attenuation on Measuring Water Vapor Flux Using a Closed-path Hygrometer (폐회로 습도계를 이용한 수증기 플럭스 관측시관의 감쇠 효과에 관하여)

  • Hong Jinkyu;Kim Joon;Choi Taejin;Yun Jin-il;Tanner Bert
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.2 no.3
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    • pp.80-86
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    • 2000
  • Eddy covariance method is widely used in measuring vertical fluxes of mass and energy between the atmosphere and the biosphere. In this method, scalar concentration is measured with either open-path or closed-path sensors. For the latter, fluctuations of scalar concentration are attenuated as the sample travels through a long tube, resulting in flux loss. To quantify this tube attenuation, water vapor concentrations measured with both closed-path and open-path sensors were analyzed. Our statistical analysis showed that the power spectral density obtained from the closed-path sensor was different from that from the open-path sensor in the frequency range of > 0.5 Hz. The loss of water vapor flux due to tube attenuation was < 5% during midday. At nighttime, however, the flux loss increased significantly because of the low wind speeds and the weak turbulence sources. Theoretical calculation for the tube attenuation showed a small bias in high frequency range probably because of the interaction of sticky water vapor with a tube wall.

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Numerical Investigation of Pollutant Dispersion in a Turbulent Boundary Layer by Using Lattice Boltzmann-Subgrid Model (격자볼츠만 아격자 모델을 이용한 난류 경계층 내에서의 오염물질 확산에 대한 수치적 연구)

  • Shin, Myung-Seob;Byun, Sung-Jun;Kim, Joon-Hyung;Yoon, Joon-Yong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.35 no.2
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    • pp.169-178
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    • 2011
  • The dispersion of a pollutant in a turbulent boundary layer has been described in this study by using a two-dimensional lattice Boltzmann method (LBM) and the Smagorinsky sub-grid-scale (SGS) model. The scalar transport equation corresponding to the pollutant concentration is adopted; the pollutant is considered to be in a continuous phase. The pollutant source is classified as ground-level source (GLS) and elevated-point source (ES). Air velocity and particle concentration profile for the pollutant are compared with the respective results and profiles obtained in the experiments of Fackrell and Robins (1982) and Raupach and Legg (1983). The numerical results obtained in this study, i.e., the simulation and the experimental data for the mean flow velocity profiles and the pollutant concentration profiles, are in good agreement with each other.

An assessment of the applicability of multigroup cross sections generated with Monte Carlo method for fast reactor analysis

  • Lin, Ching-Sheng;Yang, Won Sik
    • Nuclear Engineering and Technology
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    • v.52 no.12
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    • pp.2733-2742
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    • 2020
  • This paper presents an assessment of applicability of the multigroup cross sections generated with Monte Carlo tools to the fast reactor analysis based on transport calculations. 33-group cross section sets were generated for simple one- (1-D) and two-dimensional (2-D) sodium-cooled fast reactor problems using the SERPENT code and applied to deterministic steady-state and depletion calculations. Relative to the reference continuous-energy SERPENT results, with the transport corrected P0 scattering cross section, the k-eff value was overestimated by 506 and 588 pcm for 1-D and 2-D problems, respectively, since anisotropic scattering is important in fast reactors. When the scattering order was increased to P5, the 1-D and 2-D problem errors were increased to 577 and 643 pcm, respectively. A sensitivity and uncertainty analysis with the PERSENT code indicated that these large k-eff errors cannot be attributed to the statistical uncertainties of cross sections and they are likely due to the approximate anisotropic scattering matrices determined by scalar flux weighting. The anisotropic scattering cross sections were alternatively generated using the MC2-3 code and merged with the SERPENT cross sections. The mixed cross section set consistently reduced the errors in k-eff, assembly powers, and nuclide densities. For example, in the 2-D calculation with P3 scattering order, the k-eff error was reduced from 634 pcm to -223 pcm. The maximum error in assembly power was reduced from 2.8% to 0.8% and the RMS error was reduced from 1.4% to 0.4%. The maximum error in the nuclide densities at the end of 12-month depletion that occurred in 237Np was reduced from 3.4% to 1.5%. The errors of the other nuclides are also reduced consistently, for example, from 1.1% to 0.1% for 235U, from 2.2% to 0.7% for 238Pu, and from 1.6% to 0.2% for 241Pu. These results indicate that the scalar flux weighted anisotropic scattering cross sections of SERPENT may not be adequate for application to fast reactors where anisotropic scattering is important.