• Title/Summary/Keyword: 리츠방법

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A Study for Spectral Properties of Preconditioner of Symmetric Toeplitz Systems (대칭 토플리츠 시스템의 선행조건에 대한 특정성질 연구)

  • Baik, Ran
    • Journal of Digital Contents Society
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    • v.10 no.4
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    • pp.579-585
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    • 2009
  • In [9], Tyrtshnikov proposed a preconditioned approach to derive a general solution from a Toeplitz linear system. Furthermore, the process of selecting a preconditioner matrix from symmetric Toeplitz matrix, which has been used in previous studies, is introduced. This research introduces a new method for finding the preconditioner in a Toeplitz system. Also, through analyzing these preconditioners, it is derived that eigenvalues of a symmetric Toeplitz are very close to eigenvalues of a new preconditioner for T. It is shown that if the spectrum of the preconditioned system $C_0^{-1}T$ is clustered around 1, then the convergence rate of the preconditioned system is superlinear. From these results, it is determined to get the superliner at the convergence rate by our good preconditioner $C_0$. Moreover, an advantage is driven by increasing various applications i. e. image processing, signal processing, etc. in this study from the proposed preconditioners for Toeplitz matrices. Another characteristic, which this research holds, is that the preconditioner retains the properties of the Toeplitz matrix.

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A Study on a Method for Composing a Portfolio for REITs Investment Using Markowitz's Portfolio Model (마코위츠 포트폴리오 모형을 사용한 리츠 투자 포트폴리오 구성방법에 관한 연구)

  • Lee, Chi-Joo;Lee, Ghang;Won, Jong-Sung;Ham, Sung-Ili
    • Korean Journal of Construction Engineering and Management
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    • v.11 no.2
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    • pp.54-63
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    • 2010
  • Domestic construction companies suffer from the difficulty in financing in the wake of economic slump at home and abroad. In the periods of this economic slump, which hit the nation REITs, the facilitator of fluid financing and the stimulating of construction economic, has increasingly been expanded since its introduction in 2001. But, REITs relatively falls behinds any other nations, in terms of its growth speed and marketing volume. The purpose of this research thesis is to suggest the method for composing a portfolio using Markowitz portfolio selection models for stimulating REITs. Main contents are as follows. First, the thesis made the comparative analysis on profit increase in REITs investment in application of models by Markowitz and REITs derivatives from 2007/07/03 to 2008/07/21 during investment analysis periods. The result showed that total profits by Markowitz model amounted to about 10 percent higher than average profits of REITs derivatives. Second, this thesis made the analysis on sensitivity of data-gathering and portfolio change periods of the existing profits, in order to measure the both periods and yield optimum profits. The six month data-collecting periods of profits accounted for some 16% higher profits than profits of REITs derivatives. In case when the two week periods of portfolio change accounted for some 11% higher profits than profits of REITs derivatives.

Reduction Method based on Sub-domain Structure using Reduced Pseudo Inverse Method (축소 의사역행렬과 영역분할 기반 축소모델 구축 기법 연구)

  • Kim, Hyun-Gi;Cho, Meang-Hyo
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2009.04a
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    • pp.139-145
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    • 2009
  • Reduction scheme is remarkably useful in the case requiring the repeated calculation procedure. Recently, the efficiency of the reduction scheme has been improved by combining scheme of sub-domain method. But, when the global domain is partitioned into a few sub-domains, sub-domains without constraints can be produced. it is needed to extract the ritz vector from each sub-domain to construct the reduced system of each sub-domain. it is easy to extract the ritz vector from sub-domain with constraint. on the other hand, pseudo inverse method should be employed to extract the ritz vector from sub-domain without constraint. generally, the pseudo inverse takes a large number of computing time to obtain a reduced system of a sub-domain without boundary condition. This trouble can be overcome by the reduced pseudo inverse scheme which proposed in this study. This scheme is based on the static condensation that is not related with selection of the primary degrees of freedom. Numerical examples demonstrate that present method saves computational cost effectively and predicts the accurate eigenvalues.

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Reduction Method based on Sub-domain Structure using Reduced Pseudo Inverse Method (축소 의사역행렬을 이용한 영역분할 기반 축소모델 구축기법 연구)

  • Kim, Hyun-Gi;Cho, Maeng-Hyo
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.2
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    • pp.173-179
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    • 2009
  • Reduction scheme is remarkably useful in the case requiring the repeated calculation procedure. Recently, the efficiency of the reduction scheme has been improved by combining scheme of sub-domain method. But, when the global domain is partitioned into a few sub-domains, sub-domains without constraints can be produced. it is needed to extract the ritz vector from each sub-domain to construct the reduced system of each sub-domain. it is easy to extract the ritz vector from sub-domain with constraint. on the other hand, pseudo inverse method should be employed to extract the ritz vector from sub-domain without constraint. generally, the pseudo inverse takes a large number of computing time to obtain a reduced system of a sub-domain without boundary condition. This trouble can be overcome by the reduced pseudo inverse scheme which proposed in this study. This scheme is based on the static condensation that is not related with selection of the primary degrees of freedom. Numerical examples demonstrate that present method saves computational cost effectively. In addition, it is shown that the reduced system based on the proposed scheme predicts the accurate eigenvalues of global system.

Frequencies and Mode Shapes of Annular Plates tilth Variable Thickness by the Ritz Method in Three-Dimensional Analysis (변두께를 갖는 두꺼운 환형판의 삼차원적 리츠방법에 의한 진동수와 모드형상)

  • 양근혁;강재훈
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.11 no.5
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    • pp.89-100
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    • 2001
  • The Ritz method Is applied In a three-dimensional (3-D) analysis to obtain accurate frequencies for thick. linearly tapered. annular plates. The method is formulated for annular plates haying any combination of free or fixed boundaries at both Inner and outer edges. Admissible functions for the three displacement components are chosen as trigonometric functions in the circumferential co-ordinate. and a1gebraic polynomials in the radial and thickness co-ordinates. Upper bound convergence of the non-dimensional frequencies to the exact values within at least four significant figures is demonstrated. Comparisons of results for annular plates with linearly varying thickness are made with ones obtained by others using 2-D classical thin place theory. Extensive and accurate ( four significant figures ) frequencies are presented 7or completely free. thick, linearly tapered annular plates haying ratios of average place thickness to difference between outer radius (a) and inner radius (b) radios (h$_{m}$/L) of 0.1 and 0.2 for b/L=0.2 and 0.5. All 3-D modes are included in the analyses : e.g., flexural, thickness-shear. In-plane stretching, and torsional. Because frequency data liven is exact 7o a\ulcorner least four digits. It is benchmark data against which the results from other methods (e.g.. 2-D 7hick plate theory, finite element methods. finite difference methods) and may be compared. Throughout this work, Poisson\`s ratio $\upsilon$ is fixed at 0.3 for numerical calculations.s.

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A Study on the Yield Rate and Risk of Portfolio Combined with Real Estate Indirect Investment Products (부동산간접투자상품이 결합된 포트폴리오의 수익률과 위험에 관한 연구)

  • Choi, Suk-Hyun;Kim, Jong-Jin
    • Journal of Cadastre & Land InformatiX
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    • v.49 no.1
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    • pp.45-63
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    • 2019
  • Until recently, most people have invested in a traditional portfolio consisting of stocks, bonds and real estates based on the three-division method of properties in Korea. However, this study analyzed the impact of the composition of a portfolio combining representative real estate indirect investment products such as Reits and real estate funds on the investment performance. For this purpose, the empirical analysis using the mean variance model, which is the most appropriate method for the portfolio composition, was used. For variables used in this study, mixed asset portfolios were classified into Portfolio A through Portfolio G depending on the composition of assets, and the price indices selected as Kospi, Krx bond, Reits Trus Y7, Hanwha-Lasal fund, and Office (Seoul). The results are as follows; first Portfolio D, which combined bonds, stocks, Reits and Real Estate funds, and Portfolio G, which added the office, the actual real estate, were shown to have the lowest risk. second, Portfolio B composed of bonds, stocks and Reits and Portfolio D with added real estate funds had the lowest risk while Portfolio F composed of bonds, stocks, offices and real estate funds, and Portfolio G with added Reits were the most profitable. As a result, it has been analyzed that it was more effective to compose a portfolio including Reits and real estate funds, which were real estate indirect investment products that eliminated the illiquidity limitation of real estates than real estates, the traditional three-division method of properties. Therefore, it is possible to minimize the risk of investors and reduce the cost of ownership of the real estate by solving the illiquidity problem that is the biggest disadvantage of the direct investment, In addition, it is considered that it is more necessary to reinvigorate the real estate indirect investment market where small amounts can be invested.

Ritz Analysis of Rectangular MEMS Structures (I);Formulation and Its Implementation (직사각형 MEMS 판 구조의 리츠 해석 (I);수식화 및 수치해법)

  • Kim, Eun-Seok;Lee, Byeong-Chae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.2 s.173
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    • pp.421-430
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    • 2000
  • We apply the Rayleigh Ritz method to analyze multi-layered plates with residual stresses. The method is very simple, straight forward, and easily programmable, but it should be applied to structure s only in simple shapes. We derive coupled variational equations based on the principle of virtual displacement, and investigate what kind of basis functions is desirable for the analysis of rectangular plates with various boundary conditions. We demonstrate the effectiveness and usefulness of the method through several examples. The analysis results obtained with the method are in good agreement with those available in literature. A multi-layered MEMS plate example shows that the coupling effect should not be ignored and that residual stresses do influence the stiffness of the structure very much.

Free Vibration Analysis of a Simply-Supported Circular Plate with a Concentric Square Hole by the Independent Coordinate Coupling Method (독립좌표연성법을 이용한 정사각형 구멍을 갖는 단순지지 원판의 자유진동해석)

  • Heo, Seok;Kwak, Moon-Kyu
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.967-972
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    • 2008
  • This paper presents the free vibration analysis of a circular plate with a concentric square hole. The present problem deals with the numerical calculation of the natural frequencies and mode shapes of vibration of the structure by means of Independent Coordinate Coupling Method (ICCM). In this study, the boundary condition is the edge of the square hole is free and the outer circular plate is simply supported. Due to the geometric abnormality, this analysis does not permit an exact solution. Since the ICCM employs coordinate systems corresponding to each domain independently, the kinetic and potential energy expressions necessary for the Rayleigh-Ritz method can be easily obtained. Lastly, the kinematic relation is imposed. In this way, the eigenvalue problem can be easily set up. The numerical results show the efficacy of the ICCM and changes in natural frequencies and modes due to the square hole size.

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Formulation and Verification on Ritz Method for In-Cabinet Response Spectrum (캐비닛내부응답스펙트럼 산정을 위한 리츠방법의 정식화 및 단순예제를 통한 검증)

  • Kim, Ki Hyun;Hong, Kee-Jeung;Cho, Sung Gook;Park, Woong Ki
    • Journal of the Earthquake Engineering Society of Korea
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    • v.23 no.5
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    • pp.279-288
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    • 2019
  • Safety-related cabinets and their electrical parts, such as relays and switches in nuclear power plants, should maintain continuous functioning, as well as structural safety according to the nuclear regulatory guidelines. Generally, an electrical part is qualified if its functioning is maintained without abnormality during excitement by motion compatible with the test response spectrum, which is larger than its in-cabinet response spectrum (ICRS). ICRS can be determined by shake-table test or dynamic analysis. Since existing cabinets in use can hardly be stopped and moved, dynamic analysis is preferred over shake-table test in determining ICRS. The simple method, suggested by the Electric Power Research Institute (EPRI) to determine ICRS, yields conservative or non-conservative results from time to time. In order to determine that the ICRS is better than EPRI method in a simple way, Ritz method considering global and local plate behaviors was suggested by Gupta et al. In this paper, the Ritz method is modified in order to consider the rocking and frame behaviors simultaneously, and it is applied to a simple numerical example for verification. ICRS is determined by Ritz method and compared with the results by finite element method (FEM). Based on this numerical example, recommendations for using Ritz method are suggested.

Rayleigh Method and Ritz Method (Rayleigh 방법과 Ritz 방법)

  • Park, Bo-Yong
    • Transactions of the Korean Society of Automotive Engineers
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    • v.17 no.4
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    • pp.108-117
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    • 2009
  • Leissa claimed in his article that the Rayleigh method is not the same as the Ritz method for determining natural frequencies and its corresponding mode shapes and contended that Rayleigh's name should not be attached to the method. The present article examines the methods in viewpoint of admissible functions and its minimization process, and of the historical developments. It concludes that Leissa's assertion is relevant, although Rayleigh did apply a conceptual theory systematized from the Lagrange method, and given 38 years earlier than Ritz's 'masterly exposition of theory'.