• Title/Summary/Keyword: dynamic parameters

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The extension of a continuous beliefs system and analyzing herd behavior in stock markets (연속신념시스템의 확장모형을 이용한 주식시장의 군집행동 분석)

  • Park, Beum-Jo
    • Economic Analysis
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    • v.17 no.2
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    • pp.27-55
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    • 2011
  • Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

Optimization of base-isolated structure with negative stiffness tuned inerter damper targeting seismic response reduction

  • Jean Paul Irakoze;Shujin Li;Wuchuan Pu;Patrice Nyangi;Amedee Sibomana
    • Earthquakes and Structures
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    • v.25 no.6
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    • pp.399-415
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    • 2023
  • In this study, we investigate the use of a negative stiffness tuned inerter damper system to improve the performance of a base-isolated structure. The negative stiffness tuned inerter damper system consists of a tuned inerter damper connected in parallel with a negative stiffness element. To find the optimal parameters for the base-isolated structure with negative stiffness tuned inerter damper system, we develop an optimization method based on performance criteria. The objective of the optimization is to minimize the superstructure acceleration response ratio, while ensuring that the base displacement response ratio remains below a specified target value. We evaluate the proposed method by conducting numerical analyses on an eight-story building. The structure is modeled using both a simplified 3-degree-of-freedom system and a more detailed story-by-story shear-beam model. Lastly, a comparative analysis using time history analysis is performed to compare the performance of the base-isolated structure with negative stiffness tuned inerter damper system with that of the base-isolated structure and base-isolated structure with tuned inerter damper systems. The results obtained from the comparative analysis show that the negative stiffness tuned inerter damper system outperforms the tuned inerter damper system in reducing the dynamic seismic response of the base-isolated structure. Overall, this study demonstrates that the negative stiffness tuned inerter damper system can effectively enhance the performance of base-isolated structures, providing improved seismic response reduction compared to other systems.

Thermodynamical bending analysis of P-FG sandwich plates resting on nonlinear visco-Pasternak's elastic foundations

  • Abdeldjebbar Tounsi;Adda Hadj Mostefa;Abdelmoumen Anis Bousahla;Abdelouahed Tounsi;Mofareh Hassan Ghazwani;Fouad Bourada;Abdelhakim Bouhadra
    • Steel and Composite Structures
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    • v.49 no.3
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    • pp.307-323
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    • 2023
  • In this research, the study of the thermoelastic flexural analysis of silicon carbide/Aluminum graded (FG) sandwich 2D uniform structure (plate) under harmonic sinusoidal temperature load over time is presented. The plate is modeled using a simple two dimensional integral shear deformation plate theory. The current formulation contains an integral terms whose aim is to reduce a number of variables compared to others similar solutions and therefore minimize the computation time. The transverse shear stresses vary according to parabolic distribution and vanish at the free surfaces of the structure without any use of correction factors. The external load is applied on the upper face and varying in the thickness of the plates. The structure is supposed to be composed of "three layers" and resting on nonlinear visco-Pasternak's-foundations. The governing equations of the system are deduced and solved via Hamilton's principle and general solution. The computed results are compared with those existing in the literature to validate the current formulation. The impacts of the parameters (material index, temperature exponent, geometry ratio, time, top/bottom temperature ratio, elastic foundation type, and damping coefficient) on the dynamic flexural response are studied.

Testing and evaluation of the corrosion behavior of Aluminum/Alumina bulk composites fabricated via combined stir casting and APB process

  • Abdalkareem Jasim;Ghassan Fadhil Smaisim;Abduladheem Turki Jalil;Surendar Aravindhan;Abdullah Hasan Jabbar;Shaymaa Abed Hussein;Muneam Hussein Ali;Muataz S. Alhassan;Yasser Fakri Mustafa
    • Advances in materials Research
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    • v.12 no.4
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    • pp.263-271
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    • 2023
  • In this study, AA1060/Alumina composites were fabricated by combined stir casting and accumulative press bonding (APB). The APB process was repeated up to six press bonding steps at 300Ċ. As the novelty, potential dynamic polarization in 3.5Wt% NaCl solution was used to study the corrosion properties of these composites. The corrosion behavior of these samples was compared and studied with that of the annealed aluminum alloy 1060 and versus the number of APB steps. So, as a result of enhancing influence on the number of APB process, this experimental investigation showed a significant enhancement in the main electrochemical parameters and the inert character of the Alumina particles. Together with Reducing the active zones of the material surfaces could delay the corrosion process. Also, at higher number of steps, the corrosion resistance of composites improved. The sample produced after six number of steps had a low corrosion density in comparison with high corrosion density of annealed specimens. Also, the scanning electron microscopy (SEM), was used to study the corrosion surface of samples.

Cost-effectiveness dynamics and vibration of soft magnetoelastic plate near rectangular current-carrying conductors

  • AliAsghar Moslemi Beirami;Vadim V. Ponkratov;Amir Ebrahim Akbari Baghal;Barno Abdullaeva;Mohammadali Nasrabadi
    • Structural Engineering and Mechanics
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    • v.88 no.2
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    • pp.159-168
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    • 2023
  • Cost-effective high precision hybrid elements are presented in a hierarchical form for dynamic analysis of plates. The costs associated with controlling the vibrations of ferromagnetic plates can be minimized by adequate determination of the amount of electric current and magnetic field. In the present study, the effect of magnetic field and electric current on nonlinear vibrations of ferromagnetic plates is investigated. The general form of Lorentz forces and Maxwell's equations have been considered for the first time to present new relationships for electromagnetic interaction forces with ferromagnetic plates. In order to derive the governing nonlinear differential equations, the theory of third-order shear deformations of three-dimensional plates has been applied along with the von Kármán large deformation strain-displacement relations. Afterward, the nonlinear equations are discretized using the Galerkin method, and the effect of various parameters is investigated. According to the results, electric current and magnetic field have different effects on the equivalent stiffness of ferromagnetic plates. As the electric current increases and the magnetic field decreases, the equivalent stiffness of the plate decreases. This is a phenomenon reported here for the first time. Furthermore, the magnetic field has a more significant effect on the steady-state deflection of the plate compared to the electric current. Increasing the magnetic field and electric current by 10-times results in a reduction of about 350% and an increase of 3.8% in the maximum steady-state deflection, respectively. Furthermore, the nonlinear frequency decreases as time passes, and these changes become more intense as the magnetic field increases.

Coupled Dynamic Analyses of Underwater Tracked Vehicle and Long Flexible Pipe (유연관-해저주행차량 연성 동적거동 해석)

  • Hong, Sup;Kim, Hyung-Woo
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.13 no.3
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    • pp.237-245
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    • 2008
  • We developed a computational method on coupled dynamics of tracked vehicle on seafloor and long flexible pipe. The tracked vehicle is modeled as rigid-body vehicle, and the linked flexible pipe is discretized according to a lumped-parameter model. The equations of motion of the rigid-body vehicle on the soft seafloor are combined with the governing equations of flexible pipe dynamics. Four Euler parameters method is used to express the orientations of the vehicle and the flexible pipe. In order to solve the nonlinear coupled dynamics of vehicle and flexible pipe an incremental-iterative formulation is implemented. For the time-domain integration $Newmark-\beta$ method is adopted. The total Jacobean matrix has been derived based on the incremental-iterative formulation. The interactions between the dynamics of flexible pipe and the mobility of the tracked vehicle on soft seafloor are investigated through numerical simulations in time domain.

The Effect of Auditory Condition on Voice Parameter of Teacher (청각 환경이 교사의 음성 파라미터에 미치는 영향)

  • Lee Ju-Young;Baek Kwang-Hyun
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.5
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    • pp.207-212
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    • 2006
  • The purpose of this study was to compare voice parameters in auditory conditions (normal/noise/music) between a teacher group and a control group. Results of statistical analysis showed that the teacher group had higher jitter (%) and shimmer (%) values than the control group. It indicated that the teacher group had larger variations in pitch and dynamic of their voice. In the teacher group, the voice under noisy condition showed a higher value of fundamental frequency than that under normal condition. though its fundamental frequency did not show any significant difference between the noisy condition and the musical condition. In the control group, however, although the voice under noisy condition also showed a higher value of fundamental frequency than that under normal condition, its fundamental frequency was significantly different between the noisy condition and the musical condition.

Development of Modification Coefficient for Nonlinear Single Degree of Freedom System Considering Plasticity Range for Structures Subjected to Blast Loads (폭발 하중을 받는 구조물의 소성 범위를 고려한 비선형 단자유도 시스템의 수정계수 개발)

  • Tae-Hun Lim;Seung-Hoon Lee;Han-Soo Kim
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.37 no.3
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    • pp.179-186
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    • 2024
  • In this paper, a modification coefficient for equivalent single degree of freedom (SDOF), considering the plasticity range of the member subjected to shock wave type of blast load, was developed. The modification coefficient for the equivalent SDOF was determined through comparison with the analysis of a multi-degree of freedom (MDOF) system. The parameters influencing the equivalent SDOF system analysis were chosen as the boundary conditions of the member and the ratio of the duration of blast load to the natural period of the member. The modification coefficient was calculated based on the elastic load-mass transformation factor. The modification coefficient curve was derived using an elliptical equation to ensure it exists between the upper and lower parameter bounds. Using the modification coefficient on examples with varying cross sections and boundary conditions reduced the SDOF analysis error rate from 15% to 3%. This study shows that using the modification coefficient significantly improves the accuracy of SDOF analysis. The modification coefficient proposed in this study can be used for blast analysis.

Nonlinear vibration analysis of fluid-conveying cantilever graphene platelet reinforced pipe

  • Bashar Mahmood Ali;Mehmet AKKAS;Aybaba HANCERLIOGULLARI;Nasrin Bohlooli
    • Steel and Composite Structures
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    • v.50 no.2
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    • pp.201-216
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    • 2024
  • This paper is motivated by the lack of studies relating to vibration and nonlinear resonance of fluid-conveying cantilever porous GPLR pipes with fractional viscoelastic model resting on nonlinear foundations. A dynamical model of cantilever porous Graphene Platelet Reinforced (GPLR) pipes conveying fluid and resting on nonlinear foundation is proposed, and the vibration, natural frequencies and primary resonant of such system are explored. The pipe body is considered to be composed of GPLR viscoelastic polymeric pipe with porosity in which Halpin-Tsai scheme in conjunction with fractional viscoelastic model is used to govern the construction relation of the nanocomposite pipe. Three different porosity distributions through the pipe thickness are introduced. The harmonic concentrated force is also applied on pipe and excitation frequency is close to the first natural frequency. The governing equation for transverse motion of the pipe is derived by the Hamilton principle and then discretized by the Galerkin procedure. In order to obtain the frequency-response equation, the differential equation is solved with the assumption of small displacement, damping coefficient, and excitation amplitude by the multiple scale method. A parametric sensitivity analysis is carried out to reveal the influence of different parameters, such as nanocomposite pipe properties, fluid velocity and nonlinear viscoelastic foundation coefficients, on the primary resonance and linear natural frequency. Results indicate that the GPLs weight fraction porosity coefficient, fractional derivative order and the retardation time have substantial influences on the dynamic response of the system.

Evaluation method and experimental study on seismic performance of column-supported group silo

  • Jia Chen;Yonggang Ding;Qikeng Xu;Qiang Liu;Yang Zhou
    • Structural Engineering and Mechanics
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    • v.90 no.6
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    • pp.577-590
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    • 2024
  • Considering the Column-Supported Group Silos (CSGSs) often arranged by rows in practical applications, earthquake responses will be affected by group effect. Since group effect presenting uncertainties, establishing the analytic model and evaluating characteristics of CSGSs seems necessary. This study aimed at providing a simplified method to evaluate seismic performances of the CSGSs. Firstly, the CSGSs with different storage granule heights are used as numerical examples to derive the base shear formula for three-particle dynamic analytical model. Then, the base shear distribution coefficient is defined as the group effect index. The simplified calculation method of the group silos based on the distribution coefficients is proposed. Finally, based on the empty, half, and full granular storage conditions, the empirical design parameters for the group silos system are given by combining finite element simulation with shaking table test. The group effect of storage granule heights of group silos on its frequency and base shear are studied by comparative analysis between group silos and independent single silo. The results show that the frequency of CSGSs decreases with the increasing weight of the stored granule. The connection between the column top and silo bottom plate is vulnerable, and structural measures should be strengthened to improve its damage resistance. In case of different storage granule heights, distribution coefficients are effective to reconstruction the group effect. The complex calculations of seismic response for CSGSs can be avoided by adopting the empirical distribution coefficients obtained in this study. The proposed method provides a theoretical reference for evaluation on the seismic performances of the CSGSs.