• Title/Summary/Keyword: Taylor approximation

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Inference on Overlapping Coefficients in Two Exponential Populations Using Ranked Set Sampling

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.147-159
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    • 2008
  • We consider using ranked set sampling methods to draw inference about the three well-known measures of overlap, namely Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. Two exponential populations with different means are considered. Due to the difficulties of calculating the precision or the bias of the resulting estimators of overlap measures, because there are no closed-form exact formulas for their variances and their exact sampling distributions, Monte Carlo evaluations are used. Confidence intervals for those measures are also constructed via the bootstrap method and Taylor series approximation.

WEAKLY STOCHASTIC RUNGE-KUTTA METHOD WITH ORDER 2

  • Soheili, Ali R.;Kazemi, Zahra
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.135-149
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    • 2008
  • Many deterministic systems are described by Ordinary differential equations and can often be improved by including stochastic effects, but numerical methods for solving stochastic differential equations(SDEs) are required, and work in this area is far less advanced than for deterministic differential equations. In this paper,first we follow [7] to describe Runge-Kutta methods with order 2 from Taylor approximations in the weak sense and present two well known Runge-Kutta methods, RK2-TO and RK2-PL. Then we obtain a new 3-stage explicit Runge-Kutta with order 2 in weak sense and compare the numerical results among these three methods.

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Direct position tracking method for non-circular signals with distributed passive arrays via first-order approximation

  • Jinke Cao;Xiaofei Zhang;Honghao Hao
    • ETRI Journal
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    • v.46 no.3
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    • pp.421-431
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    • 2024
  • In this study, a direct position tracking method for non-circular (NC) signals using distributed passive arrays is proposed. First, we calculate the initial positions of sources using a direct position determination (DPD) approach; next, we transform the tracking into a compensation problem. The offsets of the adjacent time positions are calculated using a first-order Taylor expansion. The fusion calculation of the noise subspace is performed according to the NC characteristics. Because the proposed method uses the signal information from the previous iteration, it can realize automatic data associations. Compared with traditional DPD and two-step localization methods, our novel process has lower computational complexity and provides higher accuracy. Moreover, its performance is better than that of the traditional tracking methods. Numerous simulation results support the superiority of our proposed method.

Approximate Analytical Formula for Minimum Principal Stress Satisfying the Generalized Hoek-Brown Failure Criterion (일반화된 Hoek-Brown 파괴기준식을 만족하는 최소주응력의 해석적 근사식)

  • Lee, Youn-Kyou
    • Tunnel and Underground Space
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    • v.31 no.6
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    • pp.480-493
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    • 2021
  • Since the generalized Hoek-Brown criterion (GHB) provides an efficient way of identifying its strength parameter values with the consideration of in-situ rock mass condition via Geological Strength Index (GSI), this criterion is recognized as one of the standard rock mass failure criteria in rock mechanics community. However, the nonlinear form of the GHB criterion makes its mathematical treatment inconvenient and limits the scope of its application. As an effort to overcome this disadvantage of the GHB criterion, the explicit approximate analytical equations for the minimum principal stress, which is associated with the maximum principal stress at failure, are formulated based on the Taylor polynomial approximation of the original GHB criterion. The accuracy of the derived approximate formula for the minimum principal stress is verified by comparing the resulting approximate minimum principal stress with the numerically calculated exact values. To provide an application example of the approximate formulation, the equivalent friction angle and cohesion for the expected plastic zone around a circular tunnel in a GHB rock mass are calculated by incorporating the formula for the approximate minimum principal stress. It is found that the simultaneous consideration of the values of mi, GSI and far-field stress is important for the accurate calculation of equivalent Mohr-Coulomb parameter values of the plastic zone.

Dose Distribution of $^{60}$ Co Source as Brachytherapy in Tissue (근접조사 치료에 사용되는 $^{60}$ Co source의 조직내에서 선량분포)

  • 유명진
    • Progress in Medical Physics
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    • v.1 no.1
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    • pp.85-90
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    • 1990
  • Berger formulation was used to calculate the dose distribution of $^{60}$ Co source in tissue. $^{60}$ Co source was supposed as point source. The effect of the stainless-steel around the source was considered and Taylor Approximation Method was used for calculating exposure build-up factor. Calculated depth dose data was compared with measured data which was measured by the ionization chamber.

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Nonlinear sliding mode robustness control of Axial Electro-Magnetic suspension system (1축 자기 부상 장치의 비선형 슬라이딩 모드 강인 제어)

  • 고유석;송창섭;이강원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.474-477
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    • 1995
  • In this paper, the nonlinear model of axial electro-magnetic suspension(EMS) system is presented. The characteristic of attracyion force is analyzed by FEM. Some simulation is given to compare the sliding mode control based on the input-output linearization with the classical linear control using Taylor approximation. Real result of regulating control, transient response comparison, and robustness control with disturbance using the sliding mode method is presented.

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Efficient Estimation of Cell Loss Probabilities for ATM Switches with Input Queueing via Light Traffic Derivatives

  • Kim, Young-Beom;Jung Hur
    • Journal of Electrical Engineering and information Science
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    • v.2 no.6
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    • pp.56-63
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    • 1997
  • Under most system assumptions, closed form solutions of performance measures for ATM switches with input queueing are not available. In this paper, we present expressions and bounds for the derivatives of cell loss probabilities with respect to the arrival rate evaluated at a zero arrival rate. These bounds are used to give an approximation by Taylor expansion, thereby providing an economical way to estimate cell loss probabilities in light traffic.

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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

A FIFTH ORDER NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH NEGATIVE SHIFT

  • Chakravarthy, P. Pramod;Phaneendra, K.;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.441-452
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    • 2009
  • In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

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Intersymbol interference due to sampling-time jitter and its approximations in a raised cosing filtered system

  • 박영미;목진담;나상신
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.11
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    • pp.2942-2953
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    • 1996
  • This paper studies the effect of intersymbol interference due to sampling-time jitter on the worst-case bit error probability in a digital modultation over an additive white Gaussian noise channel, with the squared-root raised-cosine filters in the transmitter and the receiver. It derives approximation formulas using the Taylor series approximations. the principal results of this paper is the relationship between the worst-casse bit error probability, the degree of jitter, the roll factor of the raised cosine filter, and other quantities. Numerical results show, as expected, that the intersymbol interference decreases as the roll-off factor increases and the jitter decreases. They also show that the approximation formulas are accurate for smally intersymbol interference, i.e., for large roll-noise ratio $E_{b/}$ $N_{0}$.leq.7 dB and begin to lose accuracy for larger signal-to-noise ratio.o.o.

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