• 제목/요약/키워드: a LU decomposition

검색결과 47건 처리시간 0.021초

Empirical Study of Dynamic Chinese Corporate Governance Based on Chinese-listed Firms with A Panel VAR Approach

  • Shao, Lin;Zhang, Li;Yu, Xiaohong
    • 산경연구논집
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    • 제8권1호
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    • pp.5-13
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    • 2017
  • Purpose - In this article, a dynamic model like a VAR is an appropriate choice for estimating the possible interrelationship between ownership structure and firm performance as a dynamic process. Research design, data, and methodology - Data of this work are collected from Chinese stock exchange including 350 Chinese-listed firms during the period of 1999-2012. We hypothesize that this interrelationship dynamically exists between ownership structure and firm performance. To examine the correlation, a panel Vector Auto-regression (PVAR) approach generated by GMM method is utilized to test the possible dynamic relation embedded in corporate governance. Another two dynamic analysis solutions such as orthogonalized impulse-response function and variance decomposition are also used simultaneously. Results - Findings of this study indicate the evidence that dynamically endogenous relationship exists between ownership structure and firm performance. Further, there is a dynamical correlation between investment and performance. Impulse response and variance decomposition illustrate that impact of a shock to variables themselves is the main source for their variability. Conclusions - The conclusion in this study is that there is a bidirectional and inter-temporal effect between proportion of ownership and corporate performance for a long run in accordance with impulse response function. Overall, our results suggest that corporate governance in China is more market oriented.

Dimension-reduction simulation of stochastic wind velocity fields by two continuous approaches

  • Liu, Zhangjun;He, Chenggao;Liu, Zenghui;Lu, Hailin
    • Wind and Structures
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    • 제29권6호
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    • pp.389-403
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    • 2019
  • In this study, two original spectral representations of stationary stochastic fields, say the continuous proper orthogonal decomposition (CPOD) and the frequency-wavenumber spectral representation (FWSR), are derived from the Fourier-Stieltjes integral at first. Meanwhile, the relations between the above two representations are discussed detailedly. However, the most widely used conventional Monte Carlo schemes associated with the two representations still leave two difficulties unsolved, say the high dimension of random variables and the incompleteness of probability with respect to the generated sample functions of the stochastic fields. In view of this, a dimension-reduction model involving merely one elementary random variable with the representative points set owing assigned probabilities is proposed, realizing the refined description of probability characteristics for the stochastic fields by generating just several hundred representative samples with assigned probabilities. In addition, for the purpose of overcoming the defects of simulation efficiency and accuracy in the FWSR, an improved scheme of non-uniform wavenumber intervals is suggested. Finally, the Fast Fourier Transform (FFT) algorithm is adopted to further enhance the simulation efficiency of the horizontal stochastic wind velocity fields. Numerical examplesfully reveal the validity and superiorityof the proposed methods.

비대칭 보에 의해 보강된 등방성 평판의 음향방상에 관한 연구 (A study on sound radiation from isotropic plates stiffened by unsymmetrical beams)

  • 김택현;오택열;김종태
    • 대한기계학회논문집A
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    • 제22권4호
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    • pp.753-761
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    • 1998
  • The determination of sound pressure radiated from periodic plate structures is fundamental in the estimation of noise level in aircraft fuselages or ship hull structures. As a robust approach to this problem, here a very general and comprehensive analytical model is developed for predicting the sound radiated by a vibrating plate stiffened by periodically spaced orthogonal unsymmetrical beams subjected to a sinusoidally time varying point load. The plate is assumed to be infinite in extent, and the beams are considered to exert both line force and moment reactions on it. Using this theoretical model, the sound pressure levels on axis in a semi-infinited fluid (water) bounded by the plate were calculated using three numerical tools such as the Gauss-Jordan method, the LU decomposition method and the IMSL numberial package. Especially, the variation in the sound pressure levels and their modes were investigated according to the change in frequency, bay spacing and bay distance.

비대칭형 보강재 간격에 따른 주기구조물의 SPL모드 해석 (Modal Analysis on SPL of the Periodic Structure depend on Unsymmetrical Beam Space)

  • 김택현;김종태
    • 한국공작기계학회논문집
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    • 제11권1호
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    • pp.52-60
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    • 2002
  • The purpose of this research is to study the vibration and acoustic pressure radiation from a thin isotropic flat plate stiffened by a rectangular array of beams, and excited by a time harmonic point force. These constructions on aircraft and ship structures are often subjected to fiequency dependent pressure fluctuations and forces. Forces from the these excitations induce structural vibrations in a wide range of fiequencies, which may cause such things as acoustic fatigue and internal cabin noise in the aircraft. It is thus important that the response characteristics and vibration modes of such periodic structures be horn. From this theoretical model, the sound pressure levels(SPL) in a semi-infinite fluid(water) bounded by the plate with the variation in the locations of an external time harmonic point farce on the plate can be calculated efficiently using three numerical tools such as the Gauss-jordan method the LU decomposition method md the IMSL numerical package.

ㄷ자형 개방형 단면부에 의해 보강되 등방성 평판의 음압레벨에 관한 연구

  • 김택현
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1998년도 춘계학술대회 논문집
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    • pp.214-220
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    • 1998
  • The determination of sound pressure radiated from periodic plate structures is fundamental in the estimation of noise levels in aircraft fuselages and ship hull structures. As a robust approach to this problem, here a very general and comprehensive analytical model for prediction the sound radiated by a vibration plate stiffened by periodically spaced orthogonal symmetric beams subjected to a sinusoidally time varying point load is developed. The plate is assumed to be infinite in extent, and the beams are considered to exert both line force and moment reactions on it. Structural damping is included in both plate and beam materials. From this theoretical model, the sound pressure levels on axis in a semi-infinite fluid(water) bounded by the plate with the variation in the loactions of an external using three numerical tools such as the Gauss-Jordan method, the LU decomposition method and the IMSL numerical package.

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Shape optimization by the boundary element method with a reduced basis reanalysis technique

  • Leu, Liang-Jenq
    • Structural Engineering and Mechanics
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    • 제8권1호
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    • pp.73-84
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    • 1999
  • This paper is concerned with shape optimization problems by the boundary element method (BEM) emphasizing the use of a reduced basis reanalysis technique proposed recently by the author. Problems of this class are conventionally carried out iteratively through an optimizer; a sequential quadratic programming-based optimizer is used in this study. The iterative process produces a succession of intermediate designs. Repeated analyses for the systems associated with these intermediate designs using an exact approach such as the LU decomposition method are time consuming if the order of the systems is large. The newly developed reanalysis technique devised for boundary element systems is utilized to enhance the computational efficiency in the repeated system solvings. Presented numerical examples on optimal shape design problems in electric potential distribution and elasticity show that the new reanalysis technique is capable of speeding up the design process without sacrificing the accuracy of the optimal solutions.

2차원 익렬유동의 Navier-Stokes 해석 (Navier-Stokes Analysis of Two Dimensional Cascade Flow)

  • 정희택;백제현
    • 대한기계학회논문집
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    • 제16권2호
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    • pp.313-324
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    • 1992
  • Two-dimensional Navier-Stokes code has been developed for analysis of turbomachinery blade rows and other internal flows. The Navier-Stokes equations are written in a Cartesian coordinate system, then mapped into a generalized body-fitted coordinate system. All direction of viscous terms are incorporated and turbulent effects are modeled using the Baldwin-Lomax algebraic model. Equation are discretized using finite difference method on the C-type grids and solved using implicit LU-ADI decomposition scheme. Calculations are made at a VKI turbine cascade flow in a transonic wind-tunnel and compared to experimental data. Present numerical scheme is shown to be in good agreement with the previous experimental results and simulates the two-dimensional viscous flow phenomena.

Joint optimization of beamforming and power allocation for DAJ-based untrusted relay networks

  • Yao, Rugui;Lu, Yanan;Mekkawy, Tamer;Xu, Fei;Zuo, Xiaoya
    • ETRI Journal
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    • 제40권6호
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    • pp.714-725
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    • 2018
  • Destination-assisted jamming (DAJ) is usually used to protect confidential information against untrusted relays and eavesdroppers in wireless networks. In this paper, a DAJ-based untrusted relay network with multiple antennas installed is presented. To increase the secrecy, a joint optimization of beamforming and power allocation at the source and destination is studied. A matched-filter precoder is introduced to maximize the cooperative jamming signal by directing cooperative jamming signals toward untrusted relays. Then, based on generalized singular-value decomposition (GSVD), a novel transmitted precoder for confidential signals is devised to align the signal into the subspace corresponding to the confidential transmission channel. To decouple the precoder design and optimal power allocation, an iterative algorithm is proposed to jointly optimize the above parameters. Numerical results validate the effectiveness of the proposed scheme. Compared with other schemes, the proposed scheme shows significant improvement in terms of security performance.

비압축성 Navier-Stokes 방정식에 대한 내재적 속도 분리 방법 (An implicit velocity decoupling procedure for the incompressible Navier-Stokes equations)

  • 김경연;백승진;성형진
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2000년도 추계 학술대회논문집
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    • pp.129-134
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    • 2000
  • An efficient numerical method to solve the unsteady incompressible Navier-Stokes equations is developed. A fully implicit time advancement is employed to avoid the CFL(Courant-Friedrichs-Lewy) restriction, where the Crank-Nicholson discretization is used for both the diffusion and convection terms. Based on a block LU decomposition, velocity-pressure decoupling is achieved in conjunction with the approximate factorization. Main emphasis is placed on the additional decoupling of the intermediate velocity components with only n th time step velocity The temporal second-order accuracy is Preserved with the approximate factorization without any modification of boundary conditions. Since the decoupled momentum equations are solved without iteration, the computational time is reduced significantly. The present decoupling method is validated by solving the turbulent minimal channel flow unit.

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비압축성 나비어-스톡스 방정식의 완전 내재적 분리 방법 (Fully-Implicit Decoupling Method for Incompressible Navier-Stokes Equations)

  • 김경연;백승진;성형진
    • 대한기계학회논문집B
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    • 제24권10호
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    • pp.1317-1325
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    • 2000
  • A new efficient numerical method for computing three-dimensional, unsteady, incompressible flows is presented. To eliminate the restriction of CFL condition, a fully-implicit time advancement in which the Crank-Nicolson method is used for both the diffusion and convection terms, is adopted. Based on an approximate block LU decomposition method, the velocity -pressure decoupling is achieved. The additional decoupling of the intermediate velocity components in the convection term is made for the fully -implicit time advancement scheme. Since the iterative procedures for the momentum equations are not required, the velocity components decouplings bring forth the reduction of computational cost. The second-order accuracy in time of the present numerical algorithm is ascertained by computing decaying vortices. The present decoupling method is applied to minimal channel flow unit with DNS (Direct Numerical Simulation).