• 제목/요약/키워드: State Approximation

검색결과 395건 처리시간 0.031초

Quantum Mechanical Study of the O(1D) + HCl → OH + Cl Reaction

  • Lin, Shi-Ying;Park, Seung-C.
    • Bulletin of the Korean Chemical Society
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    • 제23권2호
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    • pp.229-240
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    • 2002
  • Quantum mechanical calculation is performed for the $O(^1D)$ + HCl ${\rightarrow}$OH + Cl reaction using Reactive Infinite Order Sudden Approximation. Shifting approximation is also employed for the l ${\neq}$ 0 partial wave contributions. Various dynamical quantities are calculated and compared with available experimental results and quasiclassical trajectory results. Vibrational distributions agree well with experimental results i.e. product states mostly populated at $v_f$ = 3, 4. Our results also show small peak at $v_f$ = 0, which indicates bimodal vibrational distribution. The results show two significant broad peaks in ${\gamma}_i$ dependence of the cross section, one is at ${\gamma}_i$ = $15^{\circ}-35^{\circ}$ and the another is at ${\gamma}_i$= $55^{\circ}-75^{\circ}$ which can be explained as steric effects. At smaller gi, the distribution is peaked only at higher state ($v_f$ = 3, 4) while at the larger gi, both lower state ($v_f$ = 0) and higher state ($v_f$ = 3, 4) are significantly populated. Such two competing contributions (smaller and larger ${\gamma}_i$) result in the bimodal distribution. From these points we suggest two mechanisms underlying in current reaction system: one is that reaction occurs in a direct way, while the another is that reaction occurs in a indirect way.

이중 지수 점프확산 모형하에서의 마코브 체인을 이용한 아메리칸 옵션 가격 측정 (Valuation of American Option Prices Under the Double Exponential Jump Diffusion Model with a Markov Chain Approximation)

  • 한규식
    • 대한산업공학회지
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    • 제38권4호
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    • pp.249-253
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    • 2012
  • This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

복수 입력 시간지연 시스템의 한켈 근사화 (Hankel approximation of commensurate input delay systems)

  • 황이철;태전쾌인
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1452-1455
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    • 1997
  • This paper studies the problem of approximating commensurate input delay sustems by finite dimensional systems based on the Hankel singular values. I is shown that the Gankel singular values are solutions a trancendental equation and the Hankel singular vectors are obtained form the kernel of the matrix. The computaioin is carried out in state spae framework. Once singular values and vectors are calcualted, finite dimensional approximated systems are constructed using stadnard linear system computational tools. An example is included.

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Hankel-근사화를 이용한 $H^{\infty}$--최적설계 ($H^{\infty}$-Optimal Design Using Hankel-Approximation)

  • 이경준;윤한오;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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    • pp.34-39
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    • 1991
  • In this paper, we provide a treatment of the $H^{\infty}$-mixed sensitivity optimization approach to feedback system design. With compromising between the effect of a disturbance at the plant output and the effect of plant perturbations, we propose an algorithm to design robust controller. A $H^{\infty}$-optimization problem is to be equivalent to a Hankel-approximation, this enables the problem to be solved using state-space methods based on balanced realizations.s.

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Valuation of European and American Option Prices Under the Levy Processes with a Markov Chain Approximation

  • Han, Gyu-Sik
    • Management Science and Financial Engineering
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    • 제19권2호
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    • pp.37-42
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    • 2013
  • This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

Robust $H_{\infty}$ Control for Bilinear Systems with Parameter Uncertainties via output Feedback

  • Kim, Young-Joong;Lee, Su-Gu;Chang, Sae-Kwon;Kim, Beom-Soo;Lim, Myo-Taeg
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.386-391
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    • 2003
  • This paper focuses on robust $H_{\infty}$ control for bilinear systems with time-varying parameter uncertainties and exogenous disturbance via output feedback. $H_{\infty}$ control is achieved via separation into a $H_{\infty}$ state feedback control problem and a $H_{\infty}$ state estimation problem. The suitable robust stabilizing output feedback control law can be constructed in term of approximated solution to x-dependent Riccati equation using successive approximation technique. Also, the $H_{\infty}$ filter gain can be constructed in term of solution to algebraic Riccati equation. The output feedback control robustly stabilizes the plant and guarantees a robust $H_{\infty}$ performance for the closed-loop systems in the face of parameter uncertainties and exogenous disturbance.

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An Approximate Analysis of the Queueing Systems with Two Deterministic Heterogeneous Servers

  • 김정섭
    • 한국경영과학회지
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    • 제24권2호
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    • pp.31-39
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    • 1999
  • A new approximation method for finding the steady-state probabilities of the number of customers present in queueing systems with Poisson arrivals and two servers with different deterministic service times with infinite waiting room capacity is developed. The major assumption made for the approximation is that the residual service times of the servers have mutually independent uniform distributions with densities equal to the reciprocals of the respective service times. The method reflects the heterogeneity of the servers only through the ratio of their service times, irrespective of the actual magnitudes and difference. The transition probability matrix is established and the steady-state probabilities are found for a variety of traffic intensities and ratios of the two service times; also the mean number of customers present in the system and in the queue, and server utilizations are found and tabulated. The method was validated by simulation and turned out to be very sharp.

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An efficient approximation method for phase-type distributions

  • Kim, Jung-Hee;Yoon, Bok-Sik
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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    • pp.99-107
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    • 1995
  • The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

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강인 지능형 디지털 재설계 방안 연구 (Robust Intelligent Digital Redesign)

  • 성화창;주영훈;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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    • pp.220-222
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    • 2006
  • This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent the complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated lineal operators to be matched. Also, by using the bilinear and inverse bilinear approximation method, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of the digitally controlled system are formulated in terms of linear matrix inequalities (LMIs). Finally, a T-S fuzzy model for the chaotic Lorentz system is used as an example to guarantee the stability and effectiveness of the proposed method.

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혼합탱크 내의 임펠라 형태에 따른 유동 특성에 관한 수칙해석 (Numerical Study on Flow Patterns of Impeller's Type in a Stirred Tank)

  • 오석영;송길섭
    • 유체기계공업학회:학술대회논문집
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    • 유체기계공업학회 2001년도 유체기계 연구개발 발표회 논문집
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    • pp.454-459
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    • 2001
  • The present study is concerned with the flow patterns induced by other impellers in a rectangular tank Impellers are FBT(Flat blade turbine), PBT(Pitched blade turbine), Shroud turbine, Rushton Turbine, and Helical ribbon turbine. The solution of flows in moving reference frames requires the use of 'moving' cell zone. The moving zone approaches are MRF(Multiple reference frame), which is a steady-state approximation and Sliding method, which is a unsteady-state approximation. Numerical results using two moving zone approaches are compared with experiments by Ranade & Joshi, which have done extensive LDA measurements of the flow generated by a standard six-bladed Rushton turbine in a cylindrical baffled vessel. In this paper we simulated the flow patterns with above mentioned moving zone approaches and impellers. Turbulence model is RNG k-$\epsilon$ model.

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