• 제목/요약/키워드: extrapolation method

검색결과 305건 처리시간 0.031초

컴퓨터의 간헐적 차단시 디지털 제어시스템의 알고리즘 연구와 시뮬레이션 (A Study on the Algorithm for Digital Control System with Computer Interruption and its Simulation)

  • 장성환;두평수;조현섭
    • 대한전기학회논문지
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    • 제41권7호
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    • pp.694-700
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    • 1992
  • The digital computer control systems which are used in time sharing control or remote control may experience intermittent interruptions. Further it can be made unstable by the intermittent interruptions of a control computer. This paper presents a mathematical model with intermittent computer interruptions and an unstable output response through simulation. Also it presents to improve the control quality using extrapolation method in interrupt synchronizing feedback path.

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Newton 보외법에 의한 수요전력 예측 알고리즘 (New Algorithm for Demand Power Prediction Using Newton Extrapolation Method)

  • 정대원
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 D
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    • pp.2782-2784
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    • 2001
  • 최대수요전력 제어기의 실시간 부하전력예측을 위하여 Newton 보외법을 적용하였다. 기존의 선형기법에 비하여 실제 데이터에 가까운 부하전력을 예측할 수 있었다. 이 새로운 알고리즘을 적용함으로써 부하예측을 보다 정확히 할 수 있어 빈번한 부하차단이나 우발적인 차단을 방지하여 설비 운용의 신뢰성을 높일 수 있다. 개선된 알고리즘은 마이컴으로 제어되는 실제 시스템에 적용하여 보다 나은 성능을 얻을 수 있었다.

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A COST-EFFECTIVE MODIFICATION OF THE TRINOMIAL METHOD FOR OPTION PRICING

  • Moon, Kyoung-Sook;Kim, Hong-Joong
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제15권1호
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    • pp.1-17
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    • 2011
  • A new method for option pricing based on the trinomial tree method is introduced. The new method calculates the local average of option prices around a node at each time, instead of computing prices at each node of the trinomial tree. Local averaging has a smoothing effect to reduce oscillations of the tree method and to speed up the convergence. The option price and the hedging parameters are then obtained by the compact scheme and the Richardson extrapolation. Computational results for the valuation of European and American vanilla and barrier options show superiority of the proposed scheme to several existing tree methods.

An Improved Binomial Method using Cell Averages for Option Pricing

  • Moon, Kyoung-Sook;Kim, Hong-Joong
    • Industrial Engineering and Management Systems
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    • 제10권2호
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    • pp.170-177
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    • 2011
  • We present an improved binomial method for pricing financial deriva-tives by using cell averages. After non-overlapping cells are introduced around each node in the binomial tree, the proposed method calculates cell averages of payoffs at expiry and then performs the backward valuation process. The price of the derivative and its hedging parameters such as Greeks on the valuation date are then computed using the compact scheme and Richardson extrapolation. The simulation results for European and American barrier options show that the pro-posed method gives much more accurate price and Greeks than other recent lattice methods with less computational effort.

차량 적용을 위한 열전 소자 최대 전력 추종 제어 비교 (Comparisons on Maximum Power Point Tracking Control of a Thermoelectric Generator on Vehicles)

  • 장요한;정승훈;배성우
    • 전력전자학회논문지
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    • 제26권3호
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    • pp.159-166
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    • 2021
  • This study compares the maximum power point tracking (MPPT) control methods of a thermoelectric generator on vehicles. The researchers conduct comparisons on five different MPPT methods, including a fractional open circuit voltage method, a perturbation and observation (P&O) method, an incremental conductance method, a linear extrapolation-based MPPT (LEMPPT) method, and a LEMPPT/P&O hybrid method. These five MPPT methods are theoretically analyzed in detail, and the comparisons are conducted through MATLAB/Simulink simulation results. The comparison outcomes reveal that linear MPPT methods, including LEMPPT and LEMPPT/P&O hybrid methods, are more suitable for a thermoelectric generator on vehicles than the other MPPT methods examined in this work.

짧은 보 압축 시험법을 이용한 암석의 모드 II 파괴 인성 측정 (Mode II fracture toughness determination of rocks using short beam compression test)

  • 고태영
    • 한국터널지하공간학회 논문집
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    • 제15권6호
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    • pp.547-557
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    • 2013
  • 전단응력에 의한 전단강도 및 모드 II 파괴인성은 이산화탄소 지중저장에서의 덮개암 및 주입층의 안정성 평가에 활용되는 중요한 인자들이다. 본 연구에서는 짧은 보 압축시험을 이용하여 코코니노 사암의 전단강도 및 모드 II 파괴인성을 측정하였다. 측정된 평균 전단강도는 23.53 MPa이며, 모드 II 파괴인성은 1.58 MPa${\surd}$m이다. 응력확대계수(stress intensity factor)는 변위외삽법(displacement extrapolation method)을 이용한 유한요소법으로 결정하였다. 또한 이축응력(biaxial stress)과 수분포화(water saturation)가 모드 II 파괴인성에 미치는 영향을 분석하였다. 그 결과 이축응력이 증가할수록 파괴인성도 증가하였고, 완전포화된 시험편의 파괴인성은 건조상태의 파괴인성보다 대략 11.4% 감소하였다.

Nonlinear Force-Free Field Reconstruction Based on MHD Relaxation Method

  • Kang, Jihye;Inoue, Satoshi;Magara, Tetsuya;An, Jun-Mo;Lee, Hwanhee
    • 천문학회보
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    • 제39권1호
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    • pp.72.1-72.1
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    • 2014
  • In this study, we extrapolate a nonlinear force-free field (NLFFF) from an observed photospheric magnetic field to understand the three-dimensional (3D) coronal magnetic field producing a huge solar flare. The purpose of this study is to develop a NLFFF extrapolation code based on the so-called MHD relaxation method and check how accurately our model reconstructs a coronal field. Furthermore, we apply it to the photospheric magnetic field obtained by Helioseismic and Magnetic Imager (HMI) on board Solar Dynamics Observatory (SDO) to reconstruct a 3D magnetic structure. We first investigate factors in controlling the accuracy of our NLFFF code by using a semi-analytical solution obtained by Low & Lou (1990). To extend a work done by Inoue et al. (2014), we apply various boundary conditions at the side and top boundaries in order to make our solution close to a realistic solution. As a consequence, our solution has a good accuracy when three components of a reference field are all fixed at the boundaries. Furthermore, it is also found that our solution is well matched to the Low & Lou solution in the central area of a simulation domain when the three components of a potential field are fixed at side and top boundaries (this approach is close to a realistic solution). Finally, we present the 3D coronal magnetic field producing an X 1.5-class flare in the active region 11166 through the extrapolation from SDO/HMI.

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기술예측 방법론 및 이의 군사연구계획에의 응용 (Technological Forecasting and Its Application to Military R&D Programming)

  • 이상진;이진주
    • 한국국방경영분석학회지
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    • 제2권1호
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    • pp.111-125
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    • 1976
  • This paper is to explore technological forecasting methodologies and their application to military R&D programming. Among a number of forecasting methodologies, eight frequently used methods are explained. They are; Delphi method, analogy, growth curve, trend extrapolation, analytical model, breakthrough, normative method, and combined method. Due to the characteristic situation of a developing country, the application of technological forecasting to the Korean military R&D programming is limited. Therefore, only two forecasting methods such as Delphi and normative method are utilized in the development of a decision model for the military R&D programming. The model consists of a dynamic programming using decision tree model, which optimizes the total cost to equip a certain military item under a given range of risk during a given period. Some pitfalls in forecasting methodologies and of the model are discussed.

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이종재 브레이징 계면에서의 균열거동해석 (Analysis of Crack Behavior of dissimilar materials in Brazed Interface By BEM)

  • 오환섭;김시현;김성재
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2001년도 추계학술대회(한국공작기계학회)
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    • pp.269-274
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    • 2001
  • Applications of Brazing in the studying fields such as High-Speed Machining are very increasing in various industry fields. Therefore, Applying to the fracture mechanics by numerical analysis method is very important to analyse the crack problem Dissimilar Materials in Brazed Interface. In this study, Stress intensity Factor (S.I.F) is analysed to investigate crack behavior on the crack tip of dissimilar materials in brazed interface such as a Hardmetal and a HSS by two dimensional(2-D) Boundary Element Method (BEM). Kelvin's solution was used as a fundamental solution in BEM analysis and stress extrapolation method was used to determine Stress Intensity Factor.

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A Semi-Implicit Method for the Analysis of Two-Dimensional Fluid Flow with Moving Free Surfaces

  • Lee, Woo-Il;Park, Jong-Sun;Kim, Min-Soo;Lee, Joon-Sik
    • Journal of Mechanical Science and Technology
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    • 제16권5호
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    • pp.720-731
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    • 2002
  • Flow with moving free surfaces is analyzed with an the Eulerian coordinate system. This study proposes a semi-implicit filling algorithm using VOF in which the PLIC (Piecewise Linear Interface Calculation) -type interface reconstruction method and the donor-acceptor-type front advancing scheme are adopted. Also, a new scheme using extrapolation of the stream function is proposed to find the velocity of the node that newly enters the computational domain. The effect of wall boundary conditions on the flow field and temperature field is examined by numerically solving a two-dimensional casting process.