• 제목/요약/키워드: extrapolation method

검색결과 304건 처리시간 0.022초

비평형 1 차 외삽 경계조건을 이용한 격자 볼츠만 법의 수치적 안정성 및 정확도에 관한 연구 (A Study on the Numerical Stability and Accuracy of Lattice Boltzmann Method with Non-equilibrium first order extrapolation boundary condition)

  • 정해권;김래성;이현구;하만영
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2007년도 춘계학술대회B
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    • pp.2684-2689
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    • 2007
  • Non-equilibrium first order extrapolation boundary condition proposed by Guo et $al.^{(9)}$ proposed has a good application for complex geometries, a second order accuracy and a treatment on non-slip wall boundary condition easily. However it has a lack of the numerical stability from high Reynolds number. Guo et $al.^{(9)}$ substituted the density value of adjacent nodes for the density of boundary nodes. This procedure causes the numerical instability on the boundary. In this paper, we derived a procedure of density extrapolation and compared to previous results.

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외삽기법을 이용한 전리층 보정정보 영역 확장 (Extending Ionospheric Correction Coverage Area by using Extrapolation Methods)

  • 김정래;김민규
    • 한국항공운항학회지
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    • 제22권3호
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    • pp.74-81
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    • 2014
  • The coverage area of GNSS regional ionospheric correction model is mainly determined by the disribution of GNSS ground monitoring stations. Outside the coverage area, GNSS users may receive ionospheric correction signals but the correction does not contain valid correction information. Extrapolation of the correction information can extend the coverage area to some extent. Three interpolation methods, Kriging, biharmonic spline and cubic spline, are tested to evaluate the extrapolation accuracy of the ionospheric delay corrections outside the correction coverage area. IGS (International GNSS Service) ionosphere map data is used to simulate the corrections and to compute the extrapolation error statistics. Among the three methods, biharmonic method yields the best accuracy. The estimation error has a high value during Spring and Fall. The error has a high value in South and East sides and has a low value in North side.

ROBUST AND ACCURATE METHOD FOR THE BLACK-SCHOLES EQUATIONS WITH PAYOFF-CONSISTENT EXTRAPOLATION

  • CHOI, YONGHO;JEONG, DARAE;KIM, JUNSEOK;KIM, YOUNG ROCK;LEE, SEUNGGYU;SEO, SEUNGSUK;YOO, MINHYUN
    • 대한수학회논문집
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    • 제30권3호
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    • pp.297-311
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    • 2015
  • We present a robust and accurate boundary condition for pricing financial options that is a hybrid combination of the payoff-consistent extrapolation and the Dirichlet boundary conditions. The payoff-consistent extrapolation is an extrapolation which is based on the payoff profile. We apply the new hybrid boundary condition to the multi-dimensional Black-Scholes equations with a high correlation. Correlation terms in mixed derivatives make it more difficult to get stable numerical solutions. However, the proposed new boundary treatments guarantee the stability of the numerical solution with high correlation. To verify the excellence of the new boundary condition, we have several numerical tests such as higher dimensional problem and exotic option with nonlinear payoff. The numerical results demonstrate the robustness and accuracy of the proposed numerical scheme.

경계요소법을 이용한 계면균열의 응력특이성에 관한 고찰 (Study on the Stress Singularity of Interface Crack by using Boundary Element Method)

  • 조종두;곽시영
    • 한국정밀공학회지
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    • 제16권4호통권97호
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    • pp.197-204
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    • 1999
  • The boundary element method was used for studying singularities of an interface crack with contact zones. The iterative procedure is applied to estimate the contact zone size. Because the contact zone size was extremely small in a tension field, a large number of Gaussian points were used for numerical integration of the Kernels. Stress extrapolation method and J-integral were used ofr determining stress intensity factors. When the interface crack was assumed to have opened tips, oscillatory singularities appear near the tips of the interface crack. But the interface crack with contact zone which Comninou suggested had no oscillatory behavior. The contact zone size under shear loading was much larger than that under tensile. The stress intensity factors computed by stress extrapolation method were close to those of Comninou's solution. And the stress intensity factor evaluated by J-integral was similar to that by stress extrapolation method.

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On the Effectiveness of Centering, Interpolation and Extrapolation in Estimating the Mean of a Population with Linear Trend

  • 김혁주;정순주
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.365-379
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    • 2002
  • We apply the techniques of interpolation and extrapolation to derive a new estimator based on centered modified systematic sampling for the mean of a population which has a linear trend. The efficiency of the proposed estimation method is compared with that of various existing methods. An illustrative numerical example is given.

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RICHARDSON EXTRAPOLATION OF ITERATED DISCRETE COLLOCATION METHOD FOR EIGENVALUE PROBLEM OF A TWO DIMENSIONAL COMPACT INTEGRAL OPERATOR

  • Panigrahi, Bijaya Laxmi;Nelakanti, Gnaneshwar
    • Journal of applied mathematics & informatics
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    • 제32권5_6호
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    • pp.567-584
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    • 2014
  • In this paper, we consider approximation of eigenelements of a two dimensional compact integral operator with a smooth kernel by discrete collocation and iterated discrete collocation methods. By choosing numerical quadrature appropriately, we obtain convergence rates for gap between the spectral subspaces, and also we obtain superconvergence rates for eigenvalues and iterated eigenvectors. We then apply Richardson extrapolation to obtain further improved error bounds for the eigenvalues. Numerical examples are presented to illustrate theoretical estimates.

유한요소법을 이용한 보강판의 균열거동해석 (Analysis of Crack Growth in the Stiffened Panels by using Finite Element Method)

  • 이환우;전원석
    • 한국정밀공학회지
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    • 제17권4호
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    • pp.197-202
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    • 2000
  • A simple numerical procedure is presented to determine the stress intensity factors for crack in a stiffened panel subjected to a uniaxial uniform stress normal to the crack. Two types of stiffened panels are analyzed by the finite element method for various values of crack lengths, stiffness ratios, and stiffener spacings. From the finite element solution, the stress intensity factors were determined by using hybrid extrapolation method. Results are presented in graphical forms for upper mentioned parameters.

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순차적 다항식 근사화를 적용한 효율적 선탐색기법의 개발 (Development of an Efficient Line Search Method by Using the Sequential Polynomial Approximation)

  • 김민수;최동훈
    • 대한기계학회논문집
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    • 제19권2호
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    • pp.433-442
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    • 1995
  • For the line search of a multi-variable optimization, an efficient algorithm is presented. The algorithm sequentially employs several polynomial approximations such as 2-point quadratic interpolation, 3-point cubic interpolation/extrapolation and 4-point cubic interpolation/extrapolation. The order of polynomial function is automatically increased for improving the accuracy of approximation. The method of approximation (interpolation or extrapolation) is automatically switched by checking the slope information of the sample points. Also, for selecting the initial step length along the descent vector, a new approach is presented. The performance of the proposed method is examined by solving typical test problems such as mathematical problems, mechanical design problems and dynamic response problems.

PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • 대한수학회지
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    • 제51권4호
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    • pp.679-702
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    • 2014
  • Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

A New Estimator of Population Mean Based on Centered Balanced Systematic Sampling

  • Kim, Hyuk-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.91-101
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    • 2000
  • We propose a new method for estimating the mean of a population which has a linear trend. The suggested estimator is based on the centered balanced systematic sampling method and the concept of interpolation and extrapolation. The efficiency of the proposed method is compared with that of existing methods.

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