• 대한기계학회논문집
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• 제16권5호
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• pp.899-909
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• 1992

본 연구에서는 대수 미분 방정식을 풀기위한 새로운 방법을 소개한다. 본 작업에서는 Lagrange multiplier의 값이 사전에 주어졌다고 생각하여, 즉 대수 미분 방정식을 순수한 상미분 방정식으로 변환하여, 잘 알려진 시간 적분법을 적용한다. 또 정확한 Lagrange Multiplier값은 반복 계산법(iterative scheme)에 의하여 계산한 다. 시간 적분의 정확도와 제한 조건의 정확도는 모두 보장된다. 특히 제한 조건 의 경우, 위치, 속도 및 가속도의 제한 조건이 모두 만족된다. 또 정확한 Lagrange multiplier의 값을 계산 가속기법(acceleration technique)에 의하여 대단히 빨리 계 산한다. 독립 좌표를 구할 필요가 없으므로 거대한 행열을 decomposition하는 등의 복잡한 절차가 불필요하며 N-R 반복법 역시 불필요하다. 이러한 사항들 및 Jacobian 행열의 sparsity로 인하여 경제적인 계산이 가능하게 된다.

• Journal of Applied and Pure Mathematics
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• 제6권3_4호
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• pp.141-154
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• 2024

This article offers a thorough exploration of a modified Black-Scholes model featuring two assets. The determination of option prices is accomplished through the Black-Scholes partial differential equation, leveraging the variational iteration method. This approach represents a semi-analytical technique that incorporates the use of Lagrange multipliers. The Lagrange multiplier emerges as a beacon of efficiency, adeptly streamlining the computational intricacies, and elevating the model's efficacy to unprecedented heights. For better understanding of the presented system, a graphical and tabular interpretation is presented with the help of Maple software.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 1993년도 춘계학술대회논문집; 한국과학연구소, 21 May 1993
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• pp.52-56
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• 1993

An efficient method is presented for determining transient responses of locally nonlinear structures using substructure eigenproperties and Lagrange multiplier technique. The method is based upon the mode synthesis formulation procedure, but does not construct the equations of motion of the combined whole structure compared with the conventional methods. For modal bases of each linear substructure, either fixed or free interface modes can be employed. The transient analysis is based upon the recurrence discrete-time state equations and offers the simplicity of the Euler integration method without requiring small time increment and iterative solution procedure. Numerical examples reveal that the method is very accurate and efficient in calculating transient responses compared with the direct numerical integration method.

• Industrial Engineering and Management Systems
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• 제1권1호
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• pp.29-45
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• 2002

In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. We propose a numeric model and an algorithm in order to compute the first two moments of inter-departure process. Entropy enables us to examine the convergence of this process and to derive measurable relations of this process. Also, lower bound on the variance of inter-departure process plays an important role in proving the existence and uniqueness of an optimal solution for a numeric model and deriving the convergence order of augmented Lagrange multipliers method applied to a numeric model. Through these works, we confirm some structural properties and numeric examples how the validity and applicability of our study.

• 소음진동
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• 제8권5호
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• pp.887-899
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• 1998

It has been resulted that Lagrange multiplier method with statistical approach was superior to traditional harmonic balance method in identifying the nonlinear loudspeaker parameters when output signals were contaminated with Gaussian random noise. We have known that the displacement-dependent characteristic values of nonlinear parameters identified by traditional harmonic balance method were estimated less than original values by the increase of output noise and the stiffness coefficients were very sensitive to output noise. Also, by the sensitivity analysis we have verified that the harmonic distortions in acoustic radiation was mainly due to nonlinearity of force factor caused by uneven magnetic fields and that reducing the nonlinearity of damping coefficients were very effective for improving second harmonic distrotion of acoustic radiation.

• 한국소음진동공학회논문집
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• 제21권3호
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• pp.271-279
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• 2011

In this study, the dynamic analysis of a beam is analyzed by using the finite element method when the beam has moving mass and axial load. To consider the contact force between the moving mass and beam, coupled nonlinear equations of contact dynamics are derived, and then the weak form for the finite element method is established. The finite element computer programs based on the Lagrange multiplier method are developed to compute the contact force. Furthermore, a variety of simulations are performed for various design parameters such as moving mass velocity, compressive axial load and tension load. Finally, relations between the dynamic response and contact force are also discussed.

• 기계저널
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• 제21권4호
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• pp.259-263
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• 1981

본고의 목적은 제한조건이 있는 최소화(constrained minimization) 문제를 해석하는데 있어서 효과적인 방법으로 받아 들여지고있는 Penalty method 에 대한 간단한 개념과 이러한 류의 문제를 해석하는데 이미 사용되어 온 Lagrange multiplier method 와의 연관성, 그리고 이의 유한요소법에의 적용시 고려사항 등에 대하여 간략하게 소개하는데 있다.

• Journal of Advanced Marine Engineering and Technology
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• 제24권3호
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• pp.106-112
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• 2000

Since the oil crisis, we have been concerned about the energy saving techniques of electric generating systems. As a part of the effort to save energy, automatic electric load sharing device was developed. Usually, ship's electric generating system consists of two or three sets of generator. And, electric generating system is operated as single or parallel operation mode according to the demanded electric power. Therefore, it is important to investigate generators operating mode for the supply of required electric power in the ship in order to decrease the operating cost. So, this paper suggests the method to solve the optimal electric load distribution problem by dynamic programming. And, this thesis indicates that the proposed method is superior to the lagrange multiplier's method in obtaining optimal load distribution solution in the ship's electric generating system.

• Structural Engineering and Mechanics
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• 제41권5호
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• pp.617-632
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• 2012

An isogeometric approach is presented for static analysis of thin plate problems of various geometries. Non-Uniform Rational B-Splines (NURBS) basis function is applied for approximation of the thin plate deflection, as for description of the geometry. The governing equation based on Kirchhoff plate theory, is discretized using the standard Galerkin method. The essential boundary conditions are enforced by the Lagrange multiplier method. Several typical examples of thin plate and thin plate on elastic foundation are solved and compared with the theoretical solutions and other numerical methods. The numerical results show the robustness and efficiency of the proposed approach.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.337-343
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• 2003

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.