• Title/Summary/Keyword: coefficient approximation

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Small Sample Asymptotic Inferences for Autoregressive Coefficients via Saddlepoint Approximation (안장점근사를 이용한 자기회귀계수에 대한 소표본 점근추론)

  • Na, Jong-Hwa;Kim, Jeong-Sook
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.103-115
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    • 2007
  • In this paper we studied the small sample asymptotic inference for the autoregressive coefficient in AR(1) model. Based on saddlepoint approximations to the distribution of quadratic forms, we suggest a new approximation to the distribution of the estimators of the noncircular autoregressive coefficients. Simulation results show that the suggested methods are very accurate even in the small sample sizes and extreme tail area.

A Study on Noise Reduction Method using Wavelet Approximation Coefficient-based Distribution Characteristics (웨이브렛 근사계수 기반의 분포특성을 이용한 잡음 제거 방법에 관한 연구)

  • Bae, Sang-Bum;Kim, Nam-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.2
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    • pp.513-520
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    • 2010
  • The degradation phenomenon caused by noises significantly corrupts digitalized data. Therefore, a variety of methods to preserve the edge component of signals and remove noise simultaneously have been used in time domain and frequency domain. In this paper, we have proposed a new noise reduction algorithm using wavelet approximation coefficients to reduce the mixed noise overlapping the signal. The proposed algorithm adopts the distribution characteristics of the error function which is obtained by accumulating the wavelet approximation coefficients, in order to improve the capability to separate edges of the signal and noises.

Approximation Method for the Calculation of Stress Intensity Factors for the Semi-elliptical Surface Flaws on Thin-Walled Cylinder

  • Jang Chang-Heui
    • Journal of Mechanical Science and Technology
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    • v.20 no.3
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    • pp.319-328
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    • 2006
  • A simple approximation method for the stress intensity factor at the tip of the axial semielliptical cracks on the cylindrical vessel is developed. The approximation methods, incorporated in VINTIN (Vessel INTegrity analysis-INner flaws), utilizes the influence coefficients to calculate the stress intensity factor at the crack tip. This method has been compared with other solution methods including 3-D finite element analysis for internal pressure, cooldown, and pressurized thermal shock loading conditions. For these, 3-D finite-element analyses are performed to obtain the stress intensity factors for various surface cracks with t/R=0.1. The approximation solutions are within $\pm2.5%$ of the those of finite element analysis using symmetric model of one-forth of a vessel under pressure loading, and 1-3% higher under pressurized thermal shock condition. The analysis results confirm that the approximation method provides sufficiently accurate stress intensity factor values for the axial semi-elliptical flaws on the surface of the reactor pressure vessel.

ESTIMATION OF THE SINGULAR COEFFICIENT IN THE STEADY STATE DIFFUSION EQUATION

  • Cho, Chung-Ki
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.309-323
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    • 2002
  • This paper studies the parameter estimation problem for a steady state flow in an inhomogeneous medium. Our approximation scheme could be used when the diffusion coefficient is singular. The function space parameter estimation convergence(FSPEC) is considered and numerical simulations are performed.

STRUCTURAL STABILITY RESULTS FOR THE THERMOELASTICITY OF TYPE III

  • Liu, Yan
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.5
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    • pp.1269-1279
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    • 2014
  • The equations arising from the thermoelastic theory are analyzed in a linear approximation. First, we establish the convergence result on the coefficient c. Next, we establish that the solution depends continuously on changes in the coefficient c. The main tool used in this paper is the energy method.

Improved Closure Approximation for Numerical Simulation of Fiber Orientation in Fiber-Reinforced Composite (단섬유 보강 복합재료에서의 섬유배향의 수치모사를 위한 개선된 근사모델)

  • D.H. Chung;T.H. Kwon
    • The Korean Journal of Rheology
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    • v.10 no.4
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    • pp.202-216
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    • 1998
  • Improved version of previous 'Orthotropic' closure approximation, termed 'ORW' has been numerically developed using new homogeneous flow data. Previous 'Orthotropic' closure approximation, i.e., ORF or ORL showed non-physical oscillation for interaction coefficient $C_1$<0.001 at simple shear flow. It also shows non-physcial oscillation and under-prediction compared with 'Distribution Function Calculation' at non-homogeneous flow of center-gated disk. These phenomena are mainly due to the flow data of 'Distribution Function Calculation' which were used for least-square optimization. ORW obtained by fitting flow data of low interaction coefficient does not show non-physical oscillation and results in reasonably good behaviors at non-homogeneous flows as well as homogeneous flows. Fitting function forms have not been found to improve overall behaviors. It has been found that considering all the eigenvalues of orientation tensor (including the third eigenvalues) might end up with a better closure approximation than just considering the first and second eigenvalues. It is, however, very important and yet difficult to select appropriate function forms of eigenvalues. Numerical simulation including coupling and in-plane velocity gradient effects were performed for injection mold filing process with a film-gated strip and a center-gated disk using ORW and various other closure approximations for comparisons. Although ORW is in excellent agreement with 'Distribution Function Calculation', the predicted results seem to have consistent error in comparison with experimental data. The diffusivity term with constant interaction coefficient might have to be further investigated in order to accurately describe orientation states.

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Wavelet network approximation and coefficient learning of linear-time-varying system (시변 선형 시스템의 웨이브렛망 근사화와 가중치의 학습)

  • 이영석;김동옥;서보혁
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.728-731
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    • 1997
  • This paper discusses approximation modelling of discrete-time linear time-varying system(LTVS). The wavelet transform is considered as a tool for representing and approximating a LTVS. The joint time-frequency properties of wave analysis are appropriate for describing the LTVS. Simulation results is included to illustrate the potential application of the technique.

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APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

  • Yun, Beong-In
    • Journal of the Korean Mathematical Society
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    • v.46 no.6
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    • pp.1267-1276
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    • 2009
  • This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. Numerical results of the present method are compared with those of an existing method.

The Effect of Hydrodynamic Interaction on the Dynamics of Dilute Polymer Solution (묽은 고분자 용액의 거동에 대한 Hydrodynamic Interaction의 영향)

  • 안경현
    • The Korean Journal of Rheology
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    • v.4 no.2
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    • pp.127-137
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    • 1992
  • 묽은 고분자 용액의 유변학적 거동을 elastic dumbbell 모델을 사용하여 연구하면서 hydrodynamic interaction(H.I) 효과를 주로 살펴보았다. 먼저 consistent averaging방법을 사용하면서 Oseen tensor와 Rotne-Prager-Yama-kawa(R-P-Y) tensor를 H. I. tensor로 각 각 사용하여 그차이를 비교하였으며 oseen tensor를 사용하는 경우 tti-nger의 알고리듬과 Ahn과 Lee의 알고리듬을 비교하였다. 또 H.I. tensor를 처리하는 방법으로 consistent averaging 방법과 Gaussian approximation 방법의 차이에 대하여도 살펴보았다. Ahn과 Lee 의 알고리듬이 ttinger의 알고리듬보다 훨씬 빠른 계산시간을 보여주었으며 Gaussian approximation 방법을 사용하는 경우 consistent averaging 방법과 달리 second normal stress coefficient가 음의 값을 보이므로 더 합리적인 방법으로 생각된다.

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