• East Asian Economic Review
• /
• 제25권1호
• /
• pp.73-97
• /
• 2021

China has experienced many structural changes in the process of economic development over the past three decades. Using a time-varying parameter VAR model with stochastic volatility and mixture innovations, this study investigates whether such structural changes in, especially tools and operational aims of monetary policy, affect the monetary transmission mechanism. We find that impulse responses of output growth and inflation to monetary shocks have substantially increased and then reversed to decrease around 2005-2006. This time variation is mainly caused by changes in the monetary transmission mechanism, i.e., the manner in which main macroeconomic variables respond to policy shocks, rather than by changes in volatilities of exogenous shocks. The result implies that aggressive monetary policy to facilitate economic growth in the developing economies may be legitimized, unless it causes inflation seriously.

• Journal of applied mathematics & informatics
• /
• 제41권5호
• /
• pp.923-935
• /
• 2023

In this paper, we will discuss existence of solution of square-mean pseudo almost automorphic solution for fractional stochastic evolution equations driven by G-Brownian motion which is given as ^c₀D^𝛼_𝜌 Ψ_𝜌 = 𝒜(𝜌)Ψ_𝜌d𝜌 + 𝚽(𝜌, Ψ_𝜌)d𝜌 + ϒ(𝜌, Ψ_𝜌)d ⟨ℵ⟩_𝜌 + χ(𝜌, Ψ_𝜌)dℵ_𝜌, 𝜌 ∈ R. Furthermore, we also prove that solution of the above equation is unique by using Lipschitz conditions and Cauchy-Schwartz inequality. Moreover, examples demonstrate the validity of the obtained main result and we obtain the solution for an equation, and proved that this solution is unique.

• Coupled systems mechanics
• /
• 제11권2호
• /
• pp.167-198
• /
• 2022

In this paper we deal with classical instability problems of heterogeneous Euler beam under conservative loading. It is chosen as the model problem to systematically present several possible solution methods from simplest deterministic to more complex stochastic approach, both of which that can handle more complex engineering problems. We first present classical analytic solution along with rigorous definition of the classical Euler buckling problem starting from homogeneous beam with either simplified linearized theory or the most general geometrically exact beam theory. We then present the numerical solution to this problem by using reduced model constructed by discrete approximation based upon the weak form of the instability problem featuring von Karman (virtual) strain combined with the finite element method. We explain how such numerical approach can easily be adapted to solving instability problems much more complex than classical Euler's beam and in particular for heterogeneous beam, where analytic solution is not readily available. We finally present the stochastic approach making use of the Duffing oscillator, as the corresponding reduced model for heterogeneous Euler's beam within the dynamics framework. We show that such an approach allows computing probability density function quantifying all possible solutions to this instability problem. We conclude that increased computational cost of the stochastic framework is more than compensated by its ability to take into account beam material heterogeneities described in terms of fast oscillating stochastic process, which is typical of time evolution of internal variables describing plasticity and damage.

• Wind and Structures
• /
• 제16권5호
• /
• pp.433-455
• /
• 2013

A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

• 천문학회보
• /
• 제37권1호
• /
• pp.56.2-56.2
• /
• 2012

We present a study of the asymptotic giant branch (AGB) contribution to the total Ks band luminosity of star clusters in the Large Magellanic Cloud (LMC) as a function of age. AGB stars, a representative intermediate-age population, are a strong source of NIR to MIR emission so that they are a critical component for understanding the near-to-mid infrared observation of galaxies. Current calibration of IR emission in evolutionary population synthesis (EPS) models for galaxies is mainly based on a small number of LMC star clusters. However, each LMC star cluster with intermediate age contains only a few AGB stars so that it suffers from a stochastic effect. Therefore a large number of them are needed for solid calibration of the EPS models. We study physical properties of a large number of LMC star clusters to estimate the Ks band luminosity fraction of AGB stars in star clusters as a function of age. We discuss the stochastic effect in calibrating models, and the importance of this calibration for studying the evolution of not only nearby galaxies but also of high-z galaxies.

• 한국해안해양공학회지
• /
• 제19권4호
• /
• pp.303-312
• /
• 2007

주파수영역에서 쇄파로 인한 에너지 소산에 관한 그 동안의 논쟁은 주파수의 함수인 소산항의 구체적 형태를 중심으로 진행되어왔다. 본 연구에서는 추계학적 쇄파모형과 이에 기초한 스펙트럼으로부터 소산항을 유추하였다. 기존의 인식과는 상이하게 소산항은 주파수의 삼차함수인 것으로 판단된다. 검증작업은 SUPERTANK Laboratory Data Collection Project(Krauss et al., 1992)에서 축적된 실험자료를 기초로 진행되었다. 추가적인 검증을 위해 단조해안에서의 Cnoidal 파랑의 천수과정을 스펙트럼 파랑모형과 제시된 쇄파모형을 차용하여 수치모의하였다. 그 결과 쇄패대역에서 진행되는 파랑의 왜도와 비대칭성의 진화과정이 비교적 정확히 모의되는 성과를 얻었다.

• 소성∙가공
• /
• 제13권3호
• /
• pp.248-252
• /
• 2004

The mechanical properties of polycrystalline thin-films, critical for Micro-Electro-Mechanical Systems (MEMS) components, are known to have the size effect and the scatter in the length scale of microns by the numbers of intensive investigation by experiments and simulations. So, the consideration of the microstructure is essential to cover these length scale effects. The lattice based stochastic model for the microstructure evolution is used to simulate the actual microstructure, and the fast and reliable algorithm is described in this paper. The kinetics parameters, which are the key parameters for the microstructure evolution based on the nucleation and growth mechanism, are extracted from the given micrograph of a polycrystalline material by an inverse method. And the method is verified by the comparison of the quantitative measures, the number of grains and the grain size distribution, for the actual and simulated microstructures. Finite element mesh is then generated on this lattice based microstructure by the developed code. And the statistical finite element analysis is accomplished for selected microstructure.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 2005년도 ICCAS
• /
• pp.1765-1770
• /
• 2005

Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

• 한국주조공학회지
• /
• 제16권6호
• /
• pp.550-555
• /
• 1996

A stochastic model, based on the coupling of the finite volume(FV) method for macroscopic heat flow calculation and a two-dimensional cellular automaton(CA) model for treating microstructural evolution was applied-for the prediction of microstructural evolution in squeeze casting. The interfacial heat transfer coefficient at the casting/die interface was evaluated as a function of time using an inverse problem method in order to provide a quantitative simulation of solidification sequences under high pressure. The effects of casting process variables on the formation of solidification grain structures and on the columnar to equiaxed transition of an Al-4.5wt%Cu alloy in squeeze casting were investigated. The calculated solidification grain structures were in good agreement with those obtained experimentally.

• 인터넷정보학회논문지
• /
• 제22권1호
• /
• pp.1-11
• /
• 2021

Estimation of distribution algorithm (EDA) is a popular stochastic metaheuristic algorithm. EDA has been widely utilized in various optimization problems. However, it has been shown that the diversity of the population gradually decreases during the iterations, which makes EDA easily lead to premature convergence. This article introduces a hybrid estimation of distribution algorithm (EDA) with differential evolution (DE) based on self-adaptive strategy, namely HEDADE-SA. Firstly, an alternative probability model is used in sampling to improve population diversity. Secondly, the proposed algorithm is combined with DE, and a self-adaptive strategy is adopted to improve the convergence speed of the algorithm. Finally, twenty-five benchmark problems are conducted to verify the performance of HEDADE-SA. Experimental results indicate that HEDADE-SA is a feasible and effective algorithm.