• Title/Summary/Keyword: Simultaneous equations model

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Preconditioning technique for a simultaneous solution to wind-membrane interaction

  • Sun, Fang-jin;Gu, Ming
    • Wind and Structures
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    • v.22 no.3
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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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    • v.6 no.1
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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.

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

  • Yoon, Jae-Ho;Lee, Joo-Hyung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.11
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    • pp.6565-6575
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    • 2014
  • Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.

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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    • v.8 no.2
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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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Diagnosing the stability for the model of a system of equations (모형체계의 안정성 진단)

  • 김태호;김영권;한정혜
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.65-81
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    • 1998
  • Simultaneous equation models, increasingly used in many detailed analyses, tend to get larger and more sophisticated to describe the structure of the study area to be close to the actual situations. In setting up such a system of equations, statistical results and simulation performance of the model as a whole may be meaningless and unrepresentative of the real world due to a structural instability that is built into the model when the equations are combined and solved simultaneously. Even though the use and subsequent analysis of an unstable system are likely to mislead us, most of the studies that take the simultaneous equation approaches neglect such a serious problem. Thus it is necessary to illustrate how to check the stability problem and apply to the actual model, then investigate how such as analysis is able to provide useful information about the structural characteristics of the model from the dynamic viewpoint.

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

  • Jun, Duk-Bin;Park, Dae-Keun
    • Journal of Korean Institute of Industrial Engineers
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    • v.24 no.4
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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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    • v.19 no.1
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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
    • Honam Mathematical Journal
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    • v.31 no.1
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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.

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

  • Ahn, Jahyun;Lee, Seonghearn
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.9
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    • pp.21-27
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    • 2015
  • An improved method based on direct extraction and simultaneous optimization is developed to determine model parameters of symmetric inductors fabricated by the high resistivity(HR) silicon-on-insulator(SOI) RF CMOS process. In order to improve modeling accuracy, several model parameters are directly extracted by Y and Z-parameter equations derived from two equivalent circuits of symmetric inductor and grounded center-tap one, and the number of unknown parameters is reduced using parallel resistance and total inductance equations. In order to improve optimization accuracy, two sets of measured S-parameters are simultaneously optimized while same model parameters in two equivalent circuits are set to common variables.