• Title/Summary/Keyword: model-based method

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MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

  • Zheng, Ning;Yin, Jun-Feng
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.769-784
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    • 2013
  • We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

A novel sensitivity method to structural damage estimation in bridges with moving mass

  • Mirzaee, Akbar;Shayanfar, Mohsenali;Abbasnia, Reza
    • Structural Engineering and Mechanics
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    • v.54 no.6
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    • pp.1217-1244
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    • 2015
  • In this research a theoretical and numerical study on a bridge damage detection procedure is presented based on vibration measurements collected from a set of accelerometers. This method, referred to as "Adjoint Variable Method", is a sensitivity-based finite element model updating method. The approach relies on minimizing a penalty function, which usually consists of the errors between the measured quantities and the corresponding predictions attained from the model. Moving mass is an interactive model and includes inertia effects between the model and mass. This interactive model is a time varying system and the proposed method is capable of detecting damage in this variable system. Robustness of the proposed method is illustrated by correct detection of the location and extension of predetermined single, multiple and random damages in all ranges of speed and mass ratio of moving vehicle. A comparative study on common sensitivity and the proposed method confirms its efficiency and performance improvement in sensitivity-based damage detection methods. In addition various possible sources of error, including the effects of measurement noise and initial assumption error in stability of method are also discussed.

A Study on Architecting Method of a Welding Robot Using Model-Based System Design Method (모델기반 시스템 설계 방법을 이용한 용접로봇의 상부아키텍쳐 정의에 관한 연구)

  • Park Young-Won;Kim Jin-Ill
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.2
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    • pp.152-159
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    • 2005
  • This paper describes the application of a model-based system design method critical to complex intelligent systems, PSARE, to a welding robot development to define its top level architecture. The PSARE model consists of requirement model which describes the core processes(function) of the system, enhanced requirement model which adds technology specific processes to requirement model and allocates them to architecture model, and architecture model which describes the structure and interfaces and flows of the modules of the system. This paper focuses on the detailed procedure and method rather than the detailed domain model of the welding robot. In this study, only the top level architecture of a welding robot was defined using the PSARE method. However, the method can be repeatedly applied to the lower level architecture of the robot until the process which the robot should perform can be clearly defined. The enhanced data flow diagram in this model separates technology independent processes and technology specific processes. This approach will provide a useful base not only for improvement of a class of welding robots but also for development of increasingly complex intelligent real-time systems.

Digital Control of An Inverted Pendulum by Using Intelligent Digital Redesign (지능형 디지탈 재설계를 이용한 도립 진자의 디지탈 제어)

  • Chang, Wook;Joo, Young-Hoon;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.50 no.10
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    • pp.457-463
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    • 2001
  • This paper presents a simple and new digital redesign algorithm for fuzzy-model-based controllers. In the first stage, a continuous-time TS fuzzy model is constructed for a given continuous-time nonlinear system and a corresponding continuous-time fuzzy-model-based controller is established based on the existing controller synthesis algorithms. In the second stage, the continuous-time fuzzy-model-based controller is converted to equivalent discrete-time fuzzy-model-based controller, aiming at maintaining the property of the analogue controlled system, which are called intelligent digital redesign. Finally, the proposed method is applied to the digital control of inverted pendulum system to shows the effectiveness and the effectiveness and the feasibility of the method.

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A Study on Appearance-Based Facial Expression Recognition Using Active Shape Model (Active Shape Model을 이용한 외형기반 얼굴표정인식에 관한 연구)

  • Kim, Dong-Ju;Shin, Jeong-Hoon
    • KIPS Transactions on Software and Data Engineering
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    • v.5 no.1
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    • pp.43-50
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    • 2016
  • This paper introduces an appearance-based facial expression recognition method using ASM landmarks which is used to acquire a detailed face region. In particular, EHMM-based algorithm and SVM classifier with histogram feature are employed to appearance-based facial expression recognition, and performance evaluation of proposed method was performed with CK and JAFFE facial expression database. In addition, performance comparison was achieved through comparison with distance-based face normalization method and a geometric feature-based facial expression approach which employed geometrical features of ASM landmarks and SVM algorithm. As a result, the proposed method using ASM-based face normalization showed performance improvements of 6.39% and 7.98% compared to previous distance-based face normalization method for CK database and JAFFE database, respectively. Also, the proposed method showed higher performance compared to geometric feature-based facial expression approach, and we confirmed an effectiveness of proposed method.

Fuzzy Model-Based Fault Detection Method of EPB System for Varying Temperature (온도변화에 강인한 EPB 시스템의 퍼지모델 기반 고장검출 방법)

  • Moon, Byoung-Joon;Kim, Dong-Han;Park, Chong-Kug
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.10
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    • pp.1009-1013
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    • 2009
  • In this paper, a robust fault detection method for varying temperature based on fuzzy model is proposed. To develop a robust force estimation model, it needs temperature information because the output of force sensor is affected by a temperature variation. The nonlinear dynamic system, such as the parking force of the EPB (Electronic Parking Brake) system is necessary to have a higher order equation model. But, because of the calculation time, the higher order equation model is hard to be used in real application. In case of the lower order equation model, the result is not as accurate as acceptable. To solve this problem, the robust fuzzy model-based fault detection is developed. A proposed fault detection method for varying temperature is verified by HILS (hardware in the loop simulation).

Elastodynamic and wave propagation analysis in a FG graphene platelets-reinforced nanocomposite cylinder using a modified nonlinear micromechanical model

  • Hosseini, Seyed Mahmoud;Zhang, Chuanzeng
    • Steel and Composite Structures
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    • v.27 no.3
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    • pp.255-271
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    • 2018
  • This paper deals with the transient dynamic analysis and elastic wave propagation in a functionally graded graphene platelets (FGGPLs)-reinforced composite thick hollow cylinder, which is subjected to shock loading. A micromechanical model based on the Halpin-Tsai model and rule of mixture is modified for nonlinear functionally graded distributions of graphene platelets (GPLs) in polymer matrix of composites. The governing equations are derived for an axisymmetric FGGPLs-reinforced composite cylinder with a finite length and then solved using a hybrid meshless method based on the generalized finite difference (GFD) and Newmark finite difference methods. A numerical time discretization is performed for the dynamic problem using the Newmark method. The dynamic behaviors of the displacements and stresses are obtained and discussed in detail using the modified micromechanical model and meshless GFD method. The effects of the reinforcement of the composite cylinder by GPLs on the elastic wave propagations in both displacement and stress fields are obtained for various parameters. It is concluded that the proposed micromechanical model and also the meshless GFD method have a high capability to simulate the composite structures under shock loadings, which are reinforced by FGGPLs. It is shown that the modified micromechanical model and solution technique based on the meshless GFD method are accurate. Also, the time histories of the field variables are shown for various parameters.

FIXED-POINT-LIKE METHOD FOR A NEW TOTAL VARIATION-BASED IMAGE RESTORATION MODEL

  • WON, YU JIN;YUN, JAE HEON
    • Journal of applied mathematics & informatics
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    • v.38 no.5_6
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    • pp.519-532
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    • 2020
  • In this paper, we first propose a new total variation-based regularization model for image restoration. We next propose a fixed-point-like method for solving the new image restoration model, and then we provide convergence analysis for the fixed-point-like method. To evaluate the feasibility and efficiency of the fixed-point-like method for the new proposed total variation-based regularization model, we provide numerical experiments for several test problems.

Finite Element Model Updating of Framed Structures Using Constrained Optimization (구속조건을 가진 최적화기법을 이용한 골조구조물의 유한요소모델 개선기법)

  • Yu, Eun-Jong;Kim, Ho-Geun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.446-451
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    • 2007
  • An Improved finite element model updating method to address the numerical difficulty associated with ill-conditioning and rank-deficiency. These difficulties frequently occur in model updating problems, when the identification of a larger number of physical parameters is attempted than that warranted by the information content of the experimental data. Based on the standard Bounded Variables Least-squares (BVLS) method, which incorporates the usual upper/lower-bound constraints, the proposed method is equipped with new constraints based on the correlation coefficients between the sensitivity vectors of updating parameters. The effectiveness of the proposed method is investigated through the numerical simulation of a simple framed structure by comparing the results of the proposed method with those obtained via pure BVLS and the regularization method. The comparison indicated that the proposed method and the regularization method yield approximate solutions with similar accuracy.

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Effectiveness of Excel-based Teaching Method for Management Science (엑셀을 활용한 경영과학 강의방식의 효과에 관한 연구)

  • Chung Ki-Ho
    • Korean Management Science Review
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    • v.22 no.2
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    • pp.1-12
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    • 2005
  • New method has been widely used for teaching Management Science since the mid of 1990s. The new teaching method is distinguished from traditional method in several aspects. The mowt distintion of the new method is that Excel based approach is used in order to model and analyze quantitative problems. Due to the introduction of Excel based teaching method model formulation and interpretation is more emphasized than algorithms. By using this new method students are expected to be more interested in Management Science class and easily use several Management Science techniques in real world problems. Though Excel based teaching method has become more prevalent, there exist no empirical research to analyze the effectiveness of Excel based teaching method. This paper will empirically analyze how effective Excel based teaching method is. For this purpose survey data are collected fro professors teaching Management Science and analyzed by using t-test.