• 제목/요약/키워드: Simultaneous equations model

검색결과 110건 처리시간 0.021초

Preconditioning technique for a simultaneous solution to wind-membrane interaction

  • Sun, Fang-jin;Gu, Ming
    • Wind and Structures
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    • 제22권3호
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    • pp.349-368
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    • 2016
  • A preconditioning technique is presented for a simultaneous solution to wind-membrane interaction. In the simultaneous equations, a linear elastic model was employed to deal with the fluid-structure data transfer at the interface. A Lagrange multiplier was introduced to impose the specified boundary conditions at the interface and strongly coupled simultaneous equations are derived after space and time discretization. An initial linear elastic model preconditioner and modified one were derived by treating the linearized elastic model equation as a saddle point problem, respectively. Accordingly, initial and modified fluid-structure interaction (FSI) preconditioner for the simultaneous equations were derived based on the initial and modified linear elastic model preconditioners, respectively. Wind-membrane interaction analysis by the proposed preconditioners, for two and three dimensional membranous structures respectively, was performed. Comparison was made between the performance of initial and modified preconditioners by comparing parameters such as iteration numbers, relative residuals and convergence in FSI computation. The results show that the proposed preconditioning technique greatly improves calculation accuracy and efficiency. The priority of the modified FSI preconditioner is verified. The proposed preconditioning technique provides an efficient solution procedure and paves the way for practical application of simultaneous solution for wind-structure interaction computation.

Inclusive Growth and Innovation: A Dynamic Simultaneous Equations Model on a Panel of Countries

  • Bresson, Georges;Etienne, Jean-Michel;Mohnen, Pierre
    • STI Policy Review
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    • 제6권1호
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    • pp.1-23
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    • 2015
  • Based on the work of Anand et al. (2013) we measure inclusive income growth, which combines growth in gross domestic product (GDP) per capita and growth in the equity of the income distribution. Extending the work of Causa et al. (2014), we estimate a dynamic simultaneous structural equations model of GDP per capita and inclusive income on panel data for 63 countries over the 1990-2013 period. We estimate both equations in error correction form by difference GMM (generalized method of moments). Among the explanatory variables of the level and the distribution of GDP per capita we include R&D (research and development) expenditure per capita. In OECD countries we obtain a large positive effect of R&D on GDP. R&D is found to have a positive effect on the social mobility index but its impact on the income equity index at first decreases, then switches around to become slightly positive in the long run. In non- OECD countries, R&D is found to decrease inclusive income, mostly through a negative growth effect but also because of a slightly increasing income inequity effect.

경제충격 시기의 한계소비성향 분석 - FIML 마코프-스위칭 모형 이용 (Marginal Propensity to Consume with Economic Shocks - FIML Markov-Switching Model Analysis)

  • 윤재호;이주형
    • 한국산학기술학회논문지
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    • 제15권11호
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    • pp.6565-6575
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    • 2014
  • 본 논문에서 Hamilton의 마코프-스위칭 모형을 연립방정식으로 확장한 FIML 마코프-스위칭 모형을 제시해 보았다. 본 논문의 FIML 마코프-스위칭 모형을 LIML 마코프-스위칭 모형 등과 비교하면 LIML 마코프-스위칭 모형은 FIML 마코프-스위칭 모형의 특별한 경우이며 FIML 마코프-스위칭 모형은 연립방정식으로 확장된 일반화된 모형 형태를 띄게 된다. 본 논문의 FIML 마코프-스위칭 모형을 Campbell and Mankiw 소비함수에 적용해 본 결과, 2008년 부동산 거품 붕괴와 같은 경제충격 시기의 한계소비성향은 매우 민감도가 높아진다는 것을 알 수 있다.

A Linear and Consistent Class of Econometric Estimators in Simultaneous Equations

  • Srivastava, V.K.;Dwivedi, T.D.;Agnihotri, B.S.
    • Journal of the Korean Statistical Society
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    • 제8권2호
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    • pp.117-123
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    • 1979
  • Striaght-forward application of the ordinary least squares model for estimating the parameters of a simultaneous linear stochastic equations model does not provide consistent estimators due to the fact that the explanatory jointly dependent variables are correlated with the disturbances. The search for consistent estimators during the last three decades has yielded a variety of estimators which can be broadly classified into two groups, namely, limited information and full information. Both the groups fails to uilize the over-identifying restrictions in the structural equations except the one under study while the latter group succeeds; see, e.g. Srivastava(1978) for a brief review and Theil (1961) for a detail description.

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모형체계의 안정성 진단 (Diagnosing the stability for the model of a system of equations)

  • 김태호;김영권;한정혜
    • 응용통계연구
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    • 제11권1호
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    • pp.65-81
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    • 1998
  • 많은 실증분석에 사용되고 있는 연립방정식모형은 연구대상분야의 구조를 더욱 현실에 가깝게 표현하고 또 상세한 분석을 위해 점차 복잡해지고 대형화되어 가는 추세다. 그러나 이러한 다중방정식체계의 설정시, 각 회귀방정식이 결합되어 동시에 추정될 때 발생할 수도 있는 모형체계의 구조적 불안정성으로 인해 추정된 모형의 사용 및 그에 따른 분석은 오류를 가져올 수 있다. 특히 시뮬레이션 수행이 무의미해질 가능성이 있음에도 연립방정식모형을 사용하는 대부분의 연구들이 이러한 모형의 구조적 안정성문제를 간과하고 있는 실정이다. 따라서 본 연구에서는 동태적 관점에서 모형체계의 안정성 진단을 위한 조건을 제시하여 보고, 실제의 연립방정식모형을 예로 들어 적용시켜 본 후 그 결과가 모형의 구조적 특징에 관해 어떠한 유용한 정보를 제공하여 주는가를 추가로 분석하여 보았다.

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한국경제의 총수요와 총공급에서의 베이지안 구조변화 분석 (A Bayesian Analysis of Structural Changes in Aggregate Demand and Supply of Korean Economy)

  • 전덕빈;박대근
    • 대한산업공학회지
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    • 제24권4호
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    • pp.475-483
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    • 1998
  • Structural changes in an economy system bring about serious problems in establishing economic policies. The boom of middle-east export, the oil shock, and the recent dollar crisis in Korean economy are such examples. Hence, it is necessary to identify and estimate those structural changes. This study focuses on an output and price and analyzes structural changes in aggregate demand and supply. The aggregate demand and supply structures are described by conventional dynamic simultaneous equations model, where each structural change is represented by dummy variables and estimated by the proposed Bayesian method. By applying this model to Korean output and price, structural changes in the aggregate demand and supply are analyzed.

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A numerical solution to fluid-structure interaction of membrane structures under wind action

  • Sun, Fang-Jin;Gu, Ming
    • Wind and Structures
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    • 제19권1호
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    • pp.35-58
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    • 2014
  • A numerical simultaneous solution involving a linear elastic model was applied to study the fluid-structure interaction (FSI) of membrane structures under wind actions, i.e., formulating the fluid-structure system with a single equation system and solving it simultaneously. The linear elastic model was applied to managing the data transfer at the fluid and structure interface. The monolithic equation of the FSI system was formulated by means of variational forms of equations for the fluid, structure and linear elastic model, and was solved by the Newton-Raphson method. Computation procedures of the proposed simultaneous solution are presented. It was applied to computation of flow around an elastic cylinder and a typical FSI problem to verify the validity and accuracy of the method. Then fluid-structure interaction analyses of a saddle membrane structure under wind actions for three typical cases were performed with the method. Wind pressure, wind-induced responses, displacement power spectra, aerodynamic damping and added mass of the membrane structure were computed and analyzed.

AN APPROPRIATE INFLOW MODEL FOR SIMULTANEOUS DISSOLUTION AND DEGRADATION

  • Lee, Ju-Hyun;Kang, Sung-Kwon;Choi, Hoo-Kyun
    • 호남수학학술지
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    • 제31권1호
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    • pp.109-124
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    • 2009
  • Based on the observed data for Clarithromycin released, three commonly used inflow models: the power, the exponential, and the logarithmic models are considered. Among them, the power model is used most in practice for simplicity. Using the numerical parameter estimation techniques, the parameters appeared in the model equations are estimated. Through the numerical estimation results using the several experimental data sets, the exponential model turns out to be best among the three models. More specifically, the sum of squares of absolute errors and the sum of squares of relative errors for the exponential model are reduced by 80-95 % for the experimental data sets and 60-90 % for the noise added data sets compared with those for the power and logarithmic models. A typical experimental data set is used in this paper to show the estimation method and its numerical results. The proposed numerical method and its algorithm are designed for estimating the parameters appeared in the model differential equations for which the exact form of the solution is unknown in general. The methodology developed can be applied to more general cases such as the nonlinear ordinary differential equations or the partial differential equations.

High Resistivity SOI RF CMOS 대칭형 인덕터 모델링을 위한 개선된 Optimization 방법 연구 (A Study on Improved Optimization Method for Modeling High Resistivity SOI RF CMOS Symmetric Inductor)

  • 안자현;이성현
    • 전자공학회논문지
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    • 제52권9호
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    • pp.21-27
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    • 2015
  • High resistivity(HR) silicon-on-insulator(SOI) RF CMOS 공정 인덕터의 모델 파라미터를 정확히 결정하기 위하여 직접추출과 simultaneous optimization을 사용한 개선된 방법을 개발하였다. 먼저, 대칭형 인덕터와 센터탭이 접지된 대칭형 인덕터 등가회로들의 Y 및 Z-파라미터 방정식 유도를 통해 일부 모델 파라미터들을 직접 추출하고, 병렬 저항과 전체 인덕턴스 방정식들로 미지 변수들을 줄여 모델링 정확도를 향상시켰다. 또한, 두 등가회로의 동일한 모델 파라미터들을 공통 변수로 두고 S-파라미터 데이터 세트를 동시에 optimization함으로써 optimization 정확도를 크게 향상시켰다.