• 제목/요약/키워드: equilibrium analysis

검색결과 2,198건 처리시간 0.028초

Lotka-Volterra 모형을 이용한 국내 주식시장의 경쟁관계 동태적 분석 (A Dynamic Analysis on the Competition Relationships in Korean Stock Market Using Lotka-Volterra Model)

  • 이성준;이덕주;오형식
    • 대한산업공학회지
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    • 제29권1호
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    • pp.14-20
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    • 2003
  • The purpose of this paper is an attempt to analyze the dynamic relationship between KSE and KOSDAQ, two competing markets in Korean stock market, in the viewpoint of competition. Lotka-Volterra model, one of well-known competitive diffusion model, is adopted to represent the competitive situations of Korean stock market and it is estimated using daily empirical index data of KSE and KOSDAQ during 1997~2001. The results show that there existed a predator-prey relationship between two markets in which KSE acted as a predator right after the emergence of KOSDAQ. This interaction was altered to a symbiotic relationship and finally to the pure competition relationship. We also perform an equilibrium analysis of the estimated Lotka-Volterra equations and, as a result, it is found that there is a market index equilibrium point that would be stable in the latest relationship.

MATHEMATICAL ANALYSIS OF AN "SIR" EPIDEMIC MODEL IN A CONTINUOUS REACTOR - DETERMINISTIC AND PROBABILISTIC APPROACHES

  • El Hajji, Miled;Sayari, Sayed;Zaghdani, Abdelhamid
    • 대한수학회지
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    • 제58권1호
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    • pp.45-67
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    • 2021
  • In this paper, a mathematical dynamical system involving both deterministic (with or without delay) and stochastic "SIR" epidemic model with nonlinear incidence rate in a continuous reactor is considered. A profound qualitative analysis is given. It is proved that, for both deterministic models, if ��d > 1, then the endemic equilibrium is globally asymptotically stable. However, if ��d ≤ 1, then the disease-free equilibrium is globally asymptotically stable. Concerning the stochastic model, the Feller's test combined with the canonical probability method were used in order to conclude on the long-time dynamics of the stochastic model. The results improve and extend the results obtained for the deterministic model in its both forms. It is proved that if ��s > 1, the disease is stochastically permanent with full probability. However, if ��s ≤ 1, then the disease dies out with full probability. Finally, some numerical tests are done in order to validate the obtained results.

안동시 OO지역 암반사면의 안정해석에 관한 연구 (A Study on the Stability Analysis of Rock Slope located near Andong-si)

  • 박성권;김기범;정동영;이윤규;백승철
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2008년도 정기총회 및 학술발표대회
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    • pp.561-564
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    • 2008
  • Rock slope had been slope failure due to geological and physical things over time. In this paper, it discusses rock slope stability analysis which was concerned about additional slope failure located near the Andong-si. Initially, achieved basic geological investigation and field test about rock slope, examine the stability of rock slope by doing limit equilibrium method and stereographic projection about 5 slopes.

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유한요소법에 의한 사면붕괴 거동해석에 미치는 영향분석 (Analysis for Effects of Slope Failure Behavior by Finite Element Method)

  • 김영민
    • 한국지반공학회논문집
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    • 제15권5호
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    • pp.19-28
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    • 1999
  • 본 논문에서는 사면붕괴해석에 대한 유한요소법의 적용에 대하여 검토하였다. 사면안정문제에 대해 가장 일반적으로 사용되는 방법은 한계평형이론에 의한 절편법이다. 또한 유한요소법은 지반의 응력, 변형률을 분석하는 방법으로 널리 인식되어 있다. 본 논문에서는 유한요소법으로 사면안정해석시, 요구되는 최소안전율 계산방법을 효율적으로 고려하는 방법에 대하여 검토하였다. 그리고 유한요소법으로 사면의 붕괴해석을 하는 경우에, 적용되는 해석방법 및 그 결과에 미치는 요인에 대하여 검토하였다. 또한, 여러 사면의 경우에 대하여 기존의 한계평형법에 의한 절편법과 유한요소 해석결과를 비교, 검토하였다.

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A Variability Analysis on the Flatfish Production and Revenue using Expectation Hypotheses and GARCH Model

  • Yoon, Hyung-Mo;Yoon, Ji-Young
    • 수산경영론집
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    • 제48권2호
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    • pp.1-17
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    • 2017
  • This work studies the variability of flatfish sales revenue. The theoretical analysis draws functions for equilibrium price and quantity using expectation hypotheses. The functions include unpredictable phenomenon with dummy variable and GARCH. The equilibrium function, using adaptive expectation hypothesis, contains the independent variables of supply and demand, while the equilibrium function, embodying rational expectation hypothesis, includes only the independent variables of supply side, because the demand side disappears by the information extraction process theoretically, if economic subjects build the expectation rational. The empirical analysis shows: the variability of flatfish production has a spillover effect on the variability of revenue with the adaptive expectation hypothesis. In the case when the model has a rational expectation hypothesis, the variability of flatfish production has a spillover effect on the revenue (the mean equation of GARCH model). This study indicates that there is the variability in flatfish production and sales revenue, and the spillover effect between them. The result can help to build of the rational system for the fishery income stability.

복합재료 그물형 공간 트러스의 점탄성적 비선형 해석 (Nonlinear Viscoelastic Analysis of Reticulated Spatial Truss Composed of Composite Materials)

  • 한성천;장석윤
    • 한국강구조학회 논문집
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    • 제13권6호
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    • pp.661-672
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    • 2001
  • 본 연구는 Arc-length method를 이용한 복합재료 공간 구조물의 대변형 거동의 관찰에 관한 것이다. 비선형 평형경로의 각각의 하중단계에서 자동적으로 Arc-length 크기를 변화시켜 하중-변위 관계곡선을 추적할 수 있도록 하였다. 복합재료 공간 트러스의 점탄성 해석은 quasi-elastic 방법을 사용해 탄성해를 구하였다. Micro Mechanical Materials Modeling 방법을 사용하여 탄성계수를 결정하였고 하중조합에 따른 비선형 하중-변위 곡선을 추적하였다. 본 연구의 효과를 검증하기 위하여 그물형 공간 트러스를 다른 방법의 결과들과 비교하였다.

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Static and quasi-static slope stability analyses using the limit equilibrium method for mountainous area

  • Hosung Shin
    • Geomechanics and Engineering
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    • 제34권2호
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    • pp.187-195
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    • 2023
  • Intensive rainfall during the summer season in Korea has triggered numerous devastating landslides outside of downtown in mountainous areas. The 2D slope stability analysis that is generally used for cut slopes and embankments is inadequate to model slope failure in mountainous areas. This paper presents a new 3D slope stability formulation using the global sliding vector in the limit equilibrium method, and it uses an ellipsoidal slip surface for static and quasi-static analyses. The slip surface's flexibility of the ellipsoid shape gives a lower FS than the spherical failure shape in the Fellenius, Bishop, and Janbu's simplified methods. The increasing sub-columns of each column tend to increase the FS and converge to a steady value. The symmetrical geometric conditions of the convex turning corners do not indicate symmetrical failure of the surface in 3D analysis. Pseudo-static analysis shows that the horizontal seismic force decreases the FS and increases the mass volume at the critical failure state. The stability index takes the FS and corresponding sliding mass into consideration to assess the potential risk of slope failure in complex mountainous terrain. It is a valuable parameter for selecting a vulnerable area and evaluating the overall risk of slope failure.

고차원 혼합주기 시계열모형의 해운경기변동 예측력 검정 (The forecasting evaluation of the high-order mixed frequency time series model to the marine industry)

  • 김현석
    • 해운물류연구
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    • 제35권1호
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    • pp.93-109
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    • 2019
  • 본 연구는 혼합주기모형을 해운경기 예측에 활용하기 위해 기존의 비선형 장기균형관계분석에서 통계적으로 유의한 요인들을 단기모형에 적용하였다. 가장 일반적인 단일변수(univariate) AR(1) 모형과 혼합주기모형으로부터 각각 표본외 예측을 실시하여 예측오차와 비교한 결과 혼합주기모형의 예측력이 AR(1) 모형보다 향상됨을 확인하였다. 이러한 실증분석은 새로운 고차원 혼합주기모형이 해운경기변동 예측에 유용한 모형임을 의미하며, 즉, 최근 다변수 시계열 자료가 주로 장기균형관계(long-run equilibrium)를 대상으로 하고 있는데, 고차주기와 같은 정보를 분석에 포함할 경우 단기 해운경기 분석모형의 예측력이 향상될 수 있음을 의미하는 분석결과이다.

단일 상품을 판매하는 인터넷 상점과 전통적인 소매점 간의 경쟁에 대한 전략적 분석 (Strategic Analysis of the Competition between Internet Seller and Conventional Retailer Selling Single Commodity)

  • 조형래;권효석;차춘남
    • 대한산업공학회지
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    • 제31권4호
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    • pp.277-288
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    • 2005
  • The proliferation of the internet technologies and applications has intensified business activities on the Internet. This study considered the price competition between two shopping channels, one on-line seller and the other traditional off-line retailer. Based on the Hotelling's linear market model, we derive the Nash and Stackelberg equilibria as a function of the cost parameters which represent the characteristics of the online and off-line channels. By analyzing the equilibrium solutions, the following significant findings were obtained. First, pricing by Stackelberg equilibrium always outperformed that of Nash equilibrium. However the value of the cost parameters played a crucial role in determining both channels' preferred position (price leader or follower). Second, the online seller could benefit more in terms of profit by lowering its efficiency when its efficiency belongs to a certain interval. Third, when the online seller's efficiency is low, lowering its delivery cost has no contribution to its profit. To benefit more from lowering its delivery cost, increasing its channel efficiency to a certain level should be preceded.

펨토초급 극초단 펄스레이저에 의해 가열된 실리콘 내의 열전달 특성에 관한 수치해석 (Numerical Analysis on Heat Transfer Characteristics in Silicon Boated by Picosecond-to-Femtosecond Ultra-Short Pulse Laser)

  • 이성혁;이준식;박승호;최영기
    • 대한기계학회논문집B
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    • 제26권10호
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    • pp.1427-1435
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    • 2002
  • The main aim of the present article is numerically to investigate the micro-scale heat transfer phenomena in a silicon microstructure irradiated by picosecond-to-femtosecond ultra-short laser pulses. Carrier-lattice non-equilibrium phenomena are simulated with a self-consistent numerical model based on Boltzmann transport theory to obtain the spatial and temporal evolutions of the lattice temperature, the carrier number density and its temperature. Especially, an equilibration time, after which carrier and lattice are in equilibrium, is newly introduced to quantify the time duration of non-equilibrium state. Significant increase in carrier temperature is observed for a few picosecond pulse laser, while the lattice temperature rise is relatively small with decreasing laser pulse width. It is also found that the laser fluence significantly affects the N 3 decaying rate of Auger recombination, the carrier temperature exhibits two peaks as a function of time due to Auger heating as well as direct laser heating of the carriers, and finally both laser fluence and pulse width play an important role in controlling the duration time of non-equilibrium between carrier and lattice.