• Title/Summary/Keyword: path integral method

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Study on the Path Independency of $\Delta$J Integral ($\Delta$J 적분의 경로독립성에 관한 연구)

  • 김태순;박재학;윤기봉
    • Journal of the Korean Society of Safety
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    • v.11 no.2
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    • pp.16-24
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    • 1996
  • In this study we simulate the fatigue test of a compact tension specimen and obtain the displacements, stresses and strains by using the finite element method. And we examine the path independency of $\Delta$J integral values and compare it with $\Delta$J integral values calculated from load-load line displacement curve. From the results of this study, we can find that $\Delta$J integral show the path Independency for saturated materials. We can also find that the path independency of $\Delta$J Is not satisfied when different material Is assumed near the crack tip, but the difference in $\Delta$J is small. And $\Delta$J integral values calculated from load-load line displacement is very analogous with those from integration path but always have lower values than those from integration paths. In the case of crack closing, we found that $\Delta$J integral values from load-load line displacement should be calculated with the load Increment values based on the crack opening point. The unsaturated material is also simulated and its $\Delta$J shows different values according to the path, but the difference is small.

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TIME STEPWISE LOCAL VOLATILITY

  • Bae, Hyeong-Ohk;Lim, Hyuncheul
    • Bulletin of the Korean Mathematical Society
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    • v.59 no.2
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    • pp.507-528
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    • 2022
  • We propose a path integral method to construct a time stepwise local volatility for the stock index market under Dupire's model. Our method is focused on the pricing with the Monte Carlo Method (MCM). We solve the problem of randomness of MCM by applying numerical integration. We reconstruct this task as a matrix equation. Our method provides the analytic Jacobian and Hessian required by the nonlinear optimization solver, resulting in stable and fast calculations.

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.2 no.3
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

Excitation Energy Transfer Rate Constants in meso-meso Linked Zn(II) Porphyrin Arrays with Energy Accepting 5,15-Bisphenylethynylated Zn(II) Porphyrin

  • Ko, Da-Mee;Kim, Hee-Young;Park, Jin-Hee;Kim, Dong-Ho;Sim, Eun-Ji
    • Bulletin of the Korean Chemical Society
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    • v.26 no.10
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    • pp.1505-1511
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    • 2005
  • The excitation energy transfer process occurring in energy donor-acceptor linked porphyrin array system is theoretically simulated using the on-the-fly filtered propagator path integral method. The compound consists of an energy donating meso-meso linked Zn(II) porphyrin array and an energy accepting 5,15-bisphenylethynylated Zn(II) porphyrin, in which the donor array and the acceptor are linked via a 1,4-phenylene spacer. Real-time path integral simulations provide time-evolution of the site population and the excitation energy transfer rate constants are determined. Simulations and experiments show an excellent agreement indicating that the path integration is a useful tool to investigate the energy transfer dynamics in molecular assemblies.

Dynamic Behaviors of an Impact System under Randomly Perturbed Harmonic Excitation by the Path-Integral Solution Procedure (Path-Integral Solution을 이용한 랜덤동요된 조화가진력을 받는 임팩트시스템의 거동분석)

  • 마호성
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.1
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    • pp.83-91
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    • 2004
  • Nonlinear system responses of an impact system under randomly perturbed harmonic excitations are predicted in the probability domain by adopting the semi-analytical procedure previously developed. The semi-analytical procedure is obtained by solving the Fokker-Planck equation corresponding to the stochastic differential equation of the given impact system by utilizing the path-integral solution. The evolutionary joint probability density functions are generated by using the method, and the characteristics of nonlinear dynamic response behaviors of the system are examined. Noise effects on the responses are also examined. It Is found that the semi-analytical method can provides the accurate information of the responses via the joint probability functions for the impact system. It is found that the noises weaken and eventually terminate the chaos in the responses, but it is also found that the chaotic signatures reside in the presence of the external noise with relatively high intensity. The joint probability density function shows that the ensemble of the system responses are weakly stationary.

Robust Trajectory Tracking Control of a Mecanum Wheeled Mobile Robot Using Impedance Control and Integral Sliding Mode Control (임피던스 제어와 적분 슬라이딩 모드 제어를 이용한 메카넘 휠 이동로봇의 강인한 궤도 추적 제어)

  • Woo, Cheolmin;Lee, Min-uk;Yoon, Tae-sung
    • The Journal of Korea Robotics Society
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    • v.13 no.4
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    • pp.256-264
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    • 2018
  • Unlike normal wheels, the Mecanum wheel enables omni-directional movement regardless of the orientation of a mobile robot. In this paper, a robust trajectory tracking control method is developed based on the dynamic model of the Mecanum wheel mobile robot in order that the mobile robot can move along the given path in the environment with disturbance. The method is designed using the impedance control to make the mobile robot to track the path, and the integral sliding mode control for robustness to disturbance. The good performance of the proposed method is verified using the MATLAB /Simulink simulation and also through the experiment on an actual Mecanum wheel mobile robot. In both the simulation and the experimentation, we make the mobile robot move along a reference trajectory while maintaining the robot's orientation at a constant angle to see the characteristics of the Mecanum wheel.

CUDA programming environment을 활용한 Path-Integral Monte Carlo Simulation의 구현

  • Lee, Hwa-Young;Im, Eun-Jin
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 2009.05a
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    • pp.196-199
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    • 2009
  • 높아지는 Graphic Processing Unit (GPU)의 연산 성능과 GPU에서의 범용 프로그래밍을 위한 개발 환경의 개발, 보급으로 인해 GPU를 일반연산에 활용하는 연구가 활발히 진행되고 있다. 이와같이 일반 연산에 활용되고 있는 GPU로 nVidia Tesla와 AMD/ATI의 FireStream 들이 있다. 특수목적 연산 장치인 GPU를 일반 연산을 위해 프로그래밍하기 위해서는 그에 맞는 프로그램 개발 환경이 필요한데 nVidia에서 개발한 CUDA (Compute Unified Device Architecture) 환경은 자사의 GPU 프로그램 개발을 위해 제공되는 개발 환경이다. CUDA 개발 환경은 nVidia GPU 프로그래밍 뿐만 아니라 차세대 이종 병렬 프로그램 개발 환경의 공개 표준으로 논의되고 있는 OpenCL (Open Computing Language) 와 유사한 특징을 보일 것으로 예상되기 때문에 그 중요성은 특정 GPU 에만 국한되지 않는다. 본 논문에서는 경로 적분 몬테 카를로 (Path Integral Monte Carlo) 방법을 CUDA 개발 환경을 사용하여 nVidia GPU 상에서 병렬화한 결과를 제시하였다.

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Accurate Transmission Loss Allocation Algorithm Based on the Virtual Transaction Strategy: Comparison of Path-integral with Discrete Integral Methods

  • Min, Kyung-Il;Moon, Young-Hyun
    • Journal of Electrical Engineering and Technology
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    • v.5 no.4
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    • pp.511-521
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    • 2010
  • This paper presents a new algorithm to determine accurate bus-wise transmission loss allocation utilizing path-integrals dictated by the transaction strategy. For any transaction strategy, the total sum of the allocated transmission losses of all buses is equal to the actual loss given by the AC power-flow calculation considering the distributed slack. In this paper, the bus-wise allocation of the transmission loss is calculated by integrating the differential loss along a path determined by the transaction strategy. The proposed algorithm is also compared with Galiana's method, which is the well-known transmission loss allocation algorithm based on integration. The performance of the proposed algorithm is evaluated by case studies carried out on the WSCC 9-bus, IEEE 14-bus, New England 39-bus, and IEEE 118-bus systems. The simulation results show that the proposed algorithm is fast and accurate with a large step size.

The calculation of stress intensity factors by the surface integral method

  • Jin, Chi-Sub;Jang, Heui-Suk;Choi, Hyun-Tae
    • Structural Engineering and Mechanics
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    • v.3 no.6
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    • pp.541-553
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    • 1995
  • The determination of the stress intensity factors is investigated by using the surface integral defined around the crack tip of the structure. In this work, the integral method is derived naturally from the standard path integral J. But the use of the surface integral is also extended to the case where body forces act. Computer program for obtaining the stress intensity factors $K_I$ and $K_{II}$ is developed, which prepares input variables from the result of the conventional finite element analysis. This paper provides a parabolic smooth curve function. By the use of the function and conventional element meshes in which the aspect ratio (element length at the crack tip/crack length) is about 25 percent, relatively accurate $K_I$ and K_{II}$ values can be obtained for the outer integral radius ranging from 1/3 to 1 of the crack length and for inner one zero.

Mode Decomposition in Three Dimensional Cracks using Mutual Integrals

  • Kim, Young-Jong
    • International Journal of Precision Engineering and Manufacturing
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    • v.1 no.2
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    • pp.14-23
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    • 2000
  • A numerical scheme is proposed to obtain the individual stress intensity factors in an axisymmetric crack and in a three dimensional mixed mode crack. The method is based on the path independence of J and M integral and mutual or two-state conservation integral , which involves two elastic fields. Some numerical example are presented to investigate the effectiveness and applicability of the method for and axisymmetric crack and a three dimensional penny shaped crack problem under mixed mode.

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