• Title/Summary/Keyword: Cauchy Method

Search Result 92, Processing Time 0.025 seconds

Simulated Annealing Algorithm Using Cauchy-Gaussian Probability Distributions (Cauchy와 Gaussian 확률 분포를 이용한 Simulated Annealing 알고리즘)

  • Lee, Dong-Ju;Lee, Chang-Yong
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.33 no.3
    • /
    • pp.130-136
    • /
    • 2010
  • In this study, we propose a new method for generating candidate solutions based on both the Cauchy and the Gaussian probability distributions in order to use the merit of the solutions generated by these distributions. The Cauchy probability distribution has larger probability in the tail region than the Gaussian distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. On the contrary, the Gaussian distribution can yield higher probabilities of generating candidate solutions of small-varied variables, which in turn has an advantage of searching deeply smaller area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out experiments using benchmarking problems of real valued functions. From the result of the experiment, we found that the proposed method based on the Cauchy and the Gaussian distributions outperformed the conventional one for most of benchmarking problems, and verified its superiority by the statistical hypothesis test.

ON THE HIGH-ORDER CONVERGENCE OF THE k-FOLD PSEUDO-CAUCHY'S METHOD FOR A SIMPLE ROOT

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.21 no.1
    • /
    • pp.107-116
    • /
    • 2008
  • In this study the k-fold pseudo-Cauchy's method of order k+3 is proposed from the classical Cauchy's method defined by an iteration $x_{n+1}=x_n-{\frac{f^{\prime}(x_n)}{f^{{\prime}{\prime}}(x_n)}}{\cdot}(1-{\sqrt{1-2f(x_n)f^{{\prime}{\prime}}(x_n)/f^{\prime}(x_n)^2}})$. The convergence behavior of the asymptotic error constant is investigated near the corresponding simple zero. A root-finding algorithm with the k-fold pseudo-Cauchy's method is described and computational examples have successfully confirmed the current analysis.

  • PDF

A NUMERICAL METHOD FOR CAUCHY PROBLEM USING SINGULAR VALUE DECOMPOSITION

  • Lee, June-Yub;Yoon, Jeong-Rock
    • Communications of the Korean Mathematical Society
    • /
    • v.16 no.3
    • /
    • pp.487-508
    • /
    • 2001
  • We consider the Cauchy problem for Laplacian. Using the single layer representation, we obtain an equivalent system of boundary integral equations. We show the singular values of the ill-posed Cauchy operator decay exponentially, which means that a small error is exponentially amplified in the solution of the Cauchy problem. We show the decaying rate is dependent on the geometry of he domain, which provides the information on the choice of numerically meaningful modes. We suggest a pseudo-inverse regularization method based on singular value decomposition and present various numerical simulations.

  • PDF

THE ITERATED PROJECTION METHOD FOR INTEGRO-DIFFERENTIAL EQUATIONS WITH CAUCHY KERNEL

  • Mennouni, Abdelaziz
    • Journal of applied mathematics & informatics
    • /
    • v.31 no.5_6
    • /
    • pp.661-667
    • /
    • 2013
  • In this paper we propose the iterated projection method for the approximate solution of an integro-differential equations with Cauchy kernel in $L^2([-1,1],\mathbb{C})$ using Legendre polynomials. We prove the convergence of the method. A system of linear equations is to be solved. Numerical examples illustrate the theoretical results.

STABILITY OF THE CAUCHY FUNCTIONAL EQUATION IN BANACH ALGEBRAS

  • Lee, Jung Rye;Park, Choonkil
    • Korean Journal of Mathematics
    • /
    • v.17 no.1
    • /
    • pp.91-102
    • /
    • 2009
  • Using the fixed point method, we prove the generalized Hyers-Ulam stability of homomorphisms in Banach algebras and of derivations on Banach algebras for the 3-variable Cauchy functional equation.

  • PDF

The Role of the Cauchy Probability Distribution in a Continuous Taboo Search (연속형 타부 탐색에서 코시 확률 분포의 역할)

  • Lee, Chang-Yong;Lee, Dong-Ju
    • Journal of KIISE:Software and Applications
    • /
    • v.37 no.8
    • /
    • pp.591-598
    • /
    • 2010
  • In this study, we propose a new method for generating candidate solutions based on the Cauchy probability distribution in order to complement the shortcoming of the solutions generated by the normal distribution. The Cauchy probability distribution has infinite mean and variance, and it has rather large probability in the tail region relative to the normal distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out an experiment using benchmarking problems of real valued function. From the result of the experiment, we found that the proposed method based on the Cauchy distribution outperformed the conventional one for all benchmarking problems, and verified its superiority by the statistical hypothesis test.

Scaled Boundary Finite Element Methods for Non-Homogeneous Half Plane (비동질 반무한 평면에서의 비례경계유한요소법)

  • Lee, Gye-Hee
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.20 no.2
    • /
    • pp.127-136
    • /
    • 2007
  • In this paper, the equations of the scaled boundary finite element method are derived for non-homogeneous half plane and analyzed numerically In the scaled boundary finite element method, partial differential equations are weaken in the circumferential direction by approximation scheme such as the finite element method, and the radial direction of equations remain in analytical form. The scaled boundary equations of non-homogeneous half plane, its elastic modulus varies as power function, are newly derived by the virtual work theory. It is shown that the governing equation of this problem is the Euler-Cauchy equation, therefore, the logarithm mode used in the half plane problem is not valid in this problem. Two numerical examples are analysed for the verification and the feasibility.

INTEGRAL EQUATIONS WITH CAUCHY KERNEL IN THE CONTACT PROBLEM

  • Abdou, M.A.
    • Journal of applied mathematics & informatics
    • /
    • v.7 no.3
    • /
    • pp.895-904
    • /
    • 2000
  • The contact problem of two elastic bodies of arbitrary shape with a general kernel form, investigated from Hertz problem, is reduced to an integral equation of the second kind with Cauchy kernel. A numerical method is adapted to determine the unknown potential function between the two surfaces under certain conditions. Many cases are derived and discussed from the work.

NUMERICAL EVALUATION OF CAUCHY PRINCIPAL VALUE INTEGRALS USING A PARAMETRIC RATIONAL TRANSFORMATION

  • Beong In Yun
    • The Pure and Applied Mathematics
    • /
    • v.30 no.4
    • /
    • pp.347-355
    • /
    • 2023
  • For numerical evaluation of Cauchy principal value integrals, we present a simple rational function with a parameter satisfying some reasonable conditions. The proposed rational function is employed in coordinate transformation for accelerating the accuracy of the Gauss quadrature rule. The efficiency of the proposed rational transformation method is demonstrated by the numerical result of a selected test example.

AN EFFICIENT ALGORITHM FOR EVALUATION OF OSCILLATORY INTEGRALS HAVING CAUCHY AND JACOBI TYPE SINGULARITY KERNELS

  • KAYIJUKA, IDRISSA;EGE, SERIFE M.;KONURALP, ALI;TOPAL, FATMA S.
    • Journal of applied mathematics & informatics
    • /
    • v.40 no.1_2
    • /
    • pp.267-281
    • /
    • 2022
  • Herein, an algorithm for efficient evaluation of oscillatory Fourier-integrals with Jacobi-Cauchy type singularities is suggested. This method is based on the use of the traditional Clenshaw-Curtis (CC) algorithms in which the given function is approximated by the truncated Chebyshev series, term by term, and the oscillatory factor is approximated by using Bessel function of the first kind. Subsequently, the modified moments are computed efficiently using the numerical steepest descent method or special functions. Furthermore, Algorithm and programming code in MATHEMATICA® 9.0 are provided for the implementation of the method for automatic computation on a computer. Finally, selected numerical examples are given in support of our theoretical analysis.