You are on page 1of 49

%DVLF 6WUXFWXUDO '\QDPLFV DQG 6HLVPLF $QDO\VLV

6KDKUDP 3H]HVKN 3K' 3(


$VVRFLDWH 3URIHVVRU
7KH 8QLYHUVLW\ RI 0HPSKLV 'HSDUWPHQW RI &LYLO (QJLQHHULQJ
&DPSXV %R[ 
0HPSKLV 71 
3KRQH  
(PDLO VSH]HVKN#PHPSKLVHGX

5HIHUHQFHV
0RVW RI WKLV SUHVHQWDWLRQ KDV EHHQ DGRSWHG IURP WKH IROORZLQJ UHIHUHQFHV
,PEVHQ 5$   6HLVPLF 'HVLJQ RI +LJKZD\ %ULGJHV )+:$,3 )HG
HUDO +LJKZD\ $GPLQLVWUDWLRQ -DQXDU\
,PEVHQ 5$   6HLVPLF 'HVLJQ RI +LJKZD\ %ULGJHV $6&( 7UDLQLQJ
&RXUVH 1HZ <RUN
&KRSUD $.   '\QDPLFV RI 6WUXFWXUHV $ 3ULPHU (DUWKTXDNH (QJLQHHULQJ
5HVHDUFK LQVWLWXWH
&KRSUD $N   '\QDPLFV RI 6WUXFWXUHV 7KHRU\ DQG $SSOLFDWLRQV WR (DUWK
TXDNH (QJLQHHULQJ 3UHQWLFH +DOO
&KRSUD $. 6RLO DQG 6WUXFWXUH 5HVSRQVH WR (DUWKTXDNHV  ,QWURGXFWLRQ WR 6WUXF
WXUDO '\QDPLFV ((5, 9LGHR 3DUW , 
3D] 0   6WUXFWXUDO '\QDPLFV 7KHRU\ DQG &RPSXWDWLRQ 9DQ 1RVWUDQG
5HLQKROG 1HZ <RUN

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

&KDUDFWHULVWLFV RI
'\QDPLF 3UREOHPV
F

&KDUDFWHULVWLFV RI D '\QDPLF 3UREOHP


-

6XFFHVVLRQ RI VROXWLRQ LV UHTXLUHG 


GLVSODFHPHQW DQG VWUHVVHV DUH WLPH GHSHQGHQW

,QHUWLD IRUFHV DUH SDUW RI WKH ORDGLQJ V\VWHP

'DPSLQJ IRUFHV DUH SUHVHQW  GDPSLQJ UHVXOWV


LQ GLVVLSDWLRQ RI PRWLRQ

&KDUDFWHULVWLFV RI D 6WDWLF 3UREOHP


-

/RDGV DUH WLPH LQGHSHQGHQW

0DJQLWXGH RI ORDG LV LQGHSHQGHQW RI WKH


UHVSRQVH PHFKDQLVP

5HIHUHQFH ,PEVHQ 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

'\QDPLF YV 6WDWLF

3 W
[

'\QDPLF
-

P
PDVVXQLW
OHQJWK

5HVXOWLQJ GLVSODFHPHQWV DUH DVVRFLDWHG ZLWK


DFFHOHUDWLRQV ZKLFK SURGXFH LQHUWLD IRUFHV
UHVLVWLQJ WKH DFFHOHUDWLRQ

6WDWLF
-

6WUXFWXUDO UHVSRQVHV DUH IXQFWLRQ RI WKH DS


SOLHG ORDGLQJ DQG DUH WLPH LQGHSHQGHQW

5HIHUHQFH ,PEVHQ 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

'$ODPEHUWV
3ULQFLSOH



PY

$ V\VWHP PD\ EH VHW LQ D VWDWH RI G\QDPLF


HTXLOLEULXP E\ DGGLQJ WR WKH H[WHUQDO
IRUFHV D ILFWLWLRXV IRUFH ZKLFK LV FRPPRQ
O\ NQRZQ DV WKH LQHUWLD IRUFH

5HIHUHQFH ,PEVHQ 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

6LQJOH'HJUHHRI)UHHGRP
6\VWHP
:
&
N

&
:
N

P
N
F

PDVV
VWLIIQHVV RI PDVVOHVV FROXPQV
FRHIILFLHQW RI YLVFRXV GDPSLQJ

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

,GHDOL]HG 6WRU\
%XLOGLQJ
:

PJ

I,

3 W

&

I'

IV

3 W

I'

IV


F


Y
Y

GLVSODFHPHQW

Y 9HORFLW\


Y $FFHOHUDWLRQ

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

GY
GW
G Y
GW 

,GHDOL]HG 6WRU\
%XLOGLQJ
:

PJ

I,

3 W

&

IV

3 W

I'

I ,  I '  I V
S W


PY  FY  NY
S W
ZKHUH

I,

,QHUWLD )RUFH RI WKH 0DVV

I'

'DPSLQJ )RUFH $FWLQJ RQ WKH 0DVV

I6

(ODVWLF )RUFH

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

8QGDPSHG )UHH
9LEUDWLRQ
F

6WUXFWXUH YLEUDWHV LI JLYHQ DQ LQLWLDO


H[FLWDWLRQ

'DPSLQJ F  DQG
H[WHUQDOO\ DSSOLHG ORDG 3 W





PY  NY

RU



N Y

YP
'HILQH
N

P
N 1DWXUDO IUHTXHQF\ RI WKH V\VWHP

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

8QGDPSHG )UHH
9LEUDWLRQ
*LYHQ WKHVH LQLWLDO FRQGLWLRQV
,QLWLDO GLVSODFHPHQW

Y W

Y 

,QLWLDO YHORFLW\

Y W

Y 

7KH ILQDO VROXWLRQ WR WKH GLIIHUHQWLDO HTXDWLRQ




N Y

YP


Y  Y

EHFRPHV

Y W
Y VLQW  Y  FRVW

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

'HILQLWLRQV
F

PN

1DWXUDO IUHTXHQF\ RI WKH V\VWHP UDGVHF

7




PN

1DWXUDO SHULRG RI YLEUDWLRQ VHF

I




PN

1DWXUDO F\FOLF IUHTXHQF\ RI WKH V\VWHP


VHF RU +]

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



8QGDPSHG )UHH
9LEUDWLRQ

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



([DPSOH
0DVV 6WLIIQHVV DQG )UH
TXHQF\ 'HWHUPLQDWLRQ RI D
6'2)
Y

:


:[


3URSHUWLHV

 NLSV
:[

:[


:[

:[

$  LQ 
,  LQ 

$  LQ 
,  LQ 

([DPSOH IURP 3D] 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



([DPSOH

:[

N 
(,
/
F

Y 

:[

:[

N 
(,
/

N 
(,
/

N 
N 
(,
/
   NLQ 



LQ
N
N

  LQ 
N 
N 
 NLQ

N 
(,
/
   NLQ 



LQ
N

  LQ 
N 
 NLQ

N
  N   N 
 NLQ

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



([DPSOH

:[

0DVV
P :J

Y 

:[

:[





N  VHF 
LQ

1DWXUDO IUHTXHQF\ RI WKH V\VWHP


PN

 NLQ
 NVHFA LQ


 UDGVHF
F

3HULRG RI WKH V\VWHP



7



 VHF

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSHG )UHH
9LEUDWLRQ

$GRSWHG IURP &KRSUD 

7' 1DWXUDO SHULRG RI GDPSHG VWUXFWXUH


'
I'

&LUFXODU IUHTXHQF\ RI GDPSHG VWUXFWXUH


&\FOLF IUHTXHQF\ RI GDPSHG VWUXFWXUH
'
  
7'

7
  

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSLQJ 5DWLR

'DPSHG )UHH
9LEUDWLRQ



 WR 



5DQJH RI GDPSLQJ
IRU PRVW
VWUXFWXUHV






    

'

5HIHUHQFH &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



6RXUFHV RI
'DPSLQJ
F

9LVFRXV GDPSLQJ LV SURSRUWLRQDO WR WKH


PDJQLWXGH RI WKH YHORFLW\ DQG DFWV RS
SRVLWH WR WKH GLUHFWLRQ RI PRWLRQ
-

,QWHUQDO IULFWLRQ RI PDWHULDO

%RGLHV PRYLQJ WKURXJK IOXLGV VXFK DV DLU DW


ORZ YHORFLWLHV

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSHG )UHH 9LEUDWLRQ


RI $ 6'2) 6WUXFWXUH
F

6WUXFWXUH YLEUDWHV LI JLYHQ DQ LQLWLDO


H[FLWDWLRQ

([WHUQDOO\ DSSOLHG ORDG 3 W






PY  FY  NY


6ROXWLRQ LV RI WKH IRUP


Y W
*H SW
P*S H SW  F*SH SW  N*H SW

PS   FS  N *H SW

PS   FS  N

S
 F
P

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

F  N &KDUDFWHULVWLF
P (TXDWLRQ
P


'DPSHG )UHH 9LEUDWLRQ


RI $ 6'2) 6WUXFWXUH
!


F N

P
P




&ULWLFDOO\ 'DPSHG 6\VWHPV


-

2VFLOODWRU\
0RWLRQ

0LQLPXP DPRXQW GDPSLQJ UHTXLUHG WR SUH


YHQW VWUXFWXUH IURP RVFLOODWLQJ


F N

P
P
N
 NP
F FU
P P
N
P
F FU
P P
F FU
FULWLFDO GDPSLQJ FRHIILFLHQW

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSLQJ 5DWLR
F FU
FULWLFDO GDPSLQJ FRHIILFLHQW
F FU
P
F

PN
P

&ULWLFDO GDPSLQJ UDWLR



FF
F
FU
PZ

FULWLFDO GDPSLQJ UDWLR
-

'DPSLQJ UDWLR LV GHWHUPLQHG H[SHULPHQWDOO\

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(YDOXDWLRQ RI 'DPSLQJ
/RJDULWKPLF 'HFUHPHQW
&RQVLGHU WKH GDPSHG IUHH YLEUDWLRQ
WHVW

Y W

Y

Y

Y

Y
W

RU
F


OQ YY 




 OQ Y Y L

N
LN
6WHSV










'LVWXUE WKH VWUXFWXUH ZLWK DQ LQLWLDO GLVSODFHPHQW


5HFRUG PRWLRQ
0HDVXUH 7
0HDVXUH YL DQG YLN
8VH (T  RU  WR ILQG DQG 5HIHUHQFH &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSHG )UHH 9LEUDWLRQ


RI D 6'2) 6\VWHP
F

LI

F FU

F N
P
P

RU


7KH VROXWLRQ WR WKH GLIIHUHQWLDO HTXDWLRQ




PY  FY  NY

ZLOO EH
Y W
H ZW

Y  Y 
Y  FRV 'W  
VLQ 'W
'

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'LVSODFHPHQW RI WKH 6\VWHP


'XH WR *URXQG 0RWLRQ
YW

:
&
N

YJ

Y W
Y J Y
ZKHUH

Y W
7RWDO GLVSODFHPHQW RI WKH PDVV
Y J
*URXQG GLVSODFHPHQW
Y
5HODWLYH GLVSODFHPHQW

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(TXDWLRQ RI 0RWLRQ
YW

:
&
N

YJ




P Y J Y  FY  NY

ZKHUH


Y J
*URXQG DFFHOHUDWLRQ





PY  FY  NY
PY J
3 HII W


&

&

3 HII W
PY J



YJ
&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



5HVSRQVH WR +DUPRQLF
([FLWDWLRQ


3 HII W
PY J VLQW
3 HII W
)  VLQW

:
&





Y J W
Y J VLQW
5HIHUHQFH ,PEVHQ 

3 W


)  PY J
W


PY  FY  NY
)  VLQW
ZKHUH


)UHTXHQF\ RI LQSXW PRWLRQ
) 
$PSOLWXGH RI LQSXW PRWLRQ

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



5HVSRQVH WR +DUPRQLF
([FLWDWLRQ


3 HII W
PY J VLQW
3 HII W
)  VLQW

:
&





Y J W
Y J VLQW

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



)RUFHG 9LEUDWLRQ 
+DUPRQLF ([FLWDWLRQ




PY FY NY
PY J VLQW
)  VLQW
F

6ROXWLRQ RI 'LIIHUHQWLDO (TXDWLRQ

Y
Y F Y S
Y F
&RPSOHPHQWDU\ VROXWLRQ
Y S
3DUWLFXODU VROXWLRQ
F

'DPSHG V\VWHP
Y F
H ZW $FRV 'W  %VLQ 'W
7UDQVLHQW UHVSRQVH  LQ D GDPSHG V\VWHP WKH
IUHH YLEUDWLRQ UHVSRQVH RI WKH FRPSOHPHQWDU\
VROXWLRQ GHFD\V EHFRPLQJ LQVLJQLILFDQW
YS

Y VW VLQ W 
  U    U 

3DUWLFXODU VROXWLRQ RU WKH VWHDG\ VWDWH UH


VSRQVH
&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



6WHDG\ 6WDWH
5HVSRQVH
Y W
Y VW'VLQ W 
'
Y W
Y

VW


  U    U 

ZKHUH
'
'\QDPLF PDJQLILFDWLRQ IDFWRU
U

Y VW
(TXLYDOHQW VWDWLF GLVSODFHPHQW

WDQ  U 
U

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'\QDPLF 0DJQLILFDWLRQ
)DFWRU
'

1RWH
U@
U@


  U    U 

$GRSWHG &KRSUD 

' @  @  Y
Y VW
G\QDPLF HIIHFWV DUH QHJOLJLEOH

 '



&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV

5HVRQDQFH



%DQG ZLGWK +DOI3RZHU


WR (YDOXDWH 'DPSLQJ
F

3URFHGXUH
 'HWHUPLQH QDWXUDO YLEUDWLRQ IUHTXHQF\
DV WKH IRUFLQJ IUHTXHQF\ DW UHVRQDQFH
 0HDVXUH KDOISRZHU EDQG ZLGWK
 &RPSXWH KDOI SRZHU EDQG ZLGWK  

$GRSWHG &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'LVSODFHPHQW
5HVSRQVH 6SHFWUXP

$GRSWHG &KRSUD 

7KH UHVSRQVH RI D 6'2) VWUXFWXUH WR


HDUWKTXDNH JURXQG PRWLRQ FDQ EH ZULWWHQ DV




PY FY NY
PX J
WKH VROXWLRQ

W


Y W
 

X JH  W VLQ ' W G

'


7KLV LV FDOOHG 'XKDPHOV ,QWHJUDO

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(TXLYDOHQW /DWHUDO
)RUFHV
I V
NY W
PY W

N
9 
%DVH 6KHDU
0

6WDWLF $QDO\VLV
9
IV
0 
KI V

5HIHUHQFH &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



5HVSRQVH 6SHFWUXP
U PD[
PD[_U W _

W
:KHUH U W FDQ EH GLVSODFHPHQW YHORFLW\ RU
DFFHOHUDWLRQ

5HVSRQVH VSHFWUXP LV D SORW RI UPD[ DV D


IXQFWLRQ RI 7 RU RU I
-

'LVSODFHPHQW 5HVSRQVH 6SHFWUXP

U
Y
V G
Y PD[
-

3VXHGR9HORFLW\ 5HVSRQVH 6SHFWUXP

3VXHGR$FFHOHUDWLRQ 5HVSRQVH 6SHFWUXP

V Y
V G

V D
V G
V Y

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'LVSODFHPHQW
5HVSRQVH 6SHFWUXP

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'LVSODFHPHQW 9HORFLW\
DQG $FFHOHUDWLRQ 5HVSRQVH
6SHFWUXP

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



5HVSRQVH 6SHFWUXP

6Y

6D

6G
)LJXUH

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



0XOWLSOH 'HJUHH RI
)UHHGRP 6WUXFWXUHV
N
N

P

X

P

X

P

X

X
X
X

N

N 

(TXDWLRQ RI PRWLRQ IRU DQ XQGDPSHG DQG


OXPSHG PDVV 0'2) V\VWHP

X
X

N

N


N 

N  N

N 

N 
N 

P

X
X

P






X

P  

X

)
)
)



>P@^X`>N@^X`
^)`

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



1DWXUDO )UHTXHQF\ DQG


0RGHV RI 9LEUDWLRQ
$VVXPH V\VWHP FDQ YLEUDWH LQ SHULRGLF PDQQHU

^\ W ` L
^` L $VLQ LW%FRV LW

ZKHUH

^` L
LWK PRGH VKDSHV
L
LWK QDWXUDO IUHTXHQF\ RI YLEUDWLRQ
F

6XEVWLWXWH LQ WKH HTXDWLRQ RI PRWLRQ DQG VLPSOL


I\ UHVXOWV LQ (LJHQ3UREOHP

>N@^` L
L >P@^` L
ZKHUH

>N@
6WLIIQHVV 0DWUL[
>P@
0DVV 0DWUL[

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



'DPSLQJ
0'2) 6\VWHPV
L'
L   L
7 L'

ZKHUH

7L
  L

L'
LWK QDWXUDO IUHTXHQF\ RI YLEUDWLRQ
7 L'
LWK SHULRG RI YLEUDWLRQ RI D GDPSHG V\VWHP
L
LWK PRGH GDPSLQJ UDWLR

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



0RGH 6KDSHV

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



)UHH 9LEUDWLRQ 5HVSRQVH


RI D 0'2) 6\VWHP

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



0RGDO 6XSHUSRVLWLRQ
0HWKRG




>P@^X`>F@^X` >N@^X`
>P@>@X J
ZKHUH



>@





X J
JURXQG DFFHOHUDWLRQ
-

&RXSOHG QG RUGHU 2'(

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



8QFRXSOLQJ WKH
(TXDWLRQV




>P@^X`>F@^X` >N@^X`
>P@>@X J
^X`
>@^<`
1

^X`

< L^` L
^` <   ^` <    ^` 1< 1

L







^X`
>@^<`
^X`
>@^<`

ZKHUH
^<`
1RUPDOL]HG FRRUGLQDWHV

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



8QFRXSOLQJ WKH
(TXDWLRQV




>P@^X`>F@^X` >N@^X`
>P@>@X J


^` >P@^`^<`  ^` >F@^`^<`  ^` 7>N@^`^<`



^` 7>P@>@X J
0RGH 6KDSHV DUH RUWKRJRQDO
^` 7L>P@^` M

0 LI L
M
 LI L M

7ULSOH PDWUL[ PXOWLSOLFDWLRQV FKDQJH LQWR


GLDJRQDO PDWULFHV UHVXOWLQJ LQ WKH IROORZLQJ
XQFRXSOH GLIIHUHQWLDO HTXDWLRQ



0 L < L & L < L . L < L
^` 7L>P@>@X J

ZKHUH WKH IROORZLQJ DUH WKH JHQHUDOL]HG SURSHUWLHV


0 L
^` 7L>P@^` L
& L
^` 7L>F@^` L
. L
^` 7L>N@^` L
&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(48$7,21 )25 $ *,9(1


02'( 6+$3(






7
0 L < L & L < L . L < L
^` L >P@>@X J

'HILQH
/ L
 ^ ` 7L>0@>@
3DUWLFLSDWLRQ )DFWRU
'LYLGH E\ 0 L JLYHV

< L  L< L  L < L
 / L X J
0L


&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



5(63216( 63(&75$
_<_ PD[
6 G

6'2) 6\VWHPV

_< L_ PD[
/ L 6 G
0 L L

0'2) 6\VWHPV

ZKHUH

6 G
6 G 7 L
L

0RGDO FRQWULEXWLRQ WR WKH PD[LPXP UHVSRQVH DW


NWK '2) XN PD[
X N PD[

Q
L


8 NL

L


NL_< L_ PD[

NL / L 6 GL
0L
L


I NQ
/ Q Q6 YQP N NQ
0Q

I Q
/ Q Q6 YQ 0 Q
0Q

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(DUWKTXDNH 5HVSRQVH
RI D 6WRU\ %XLOGLQJ

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



(DUWKTXDNH 5HVSRQVH
RI D 6WRU\ %XLOGLQJ

$GRSWHG IURP &KRSUD 

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



&RPELQDWLRQ RI 0RGDO
5HVSRQVH 0D[LPD
F

&RPELQLQJ PRGDO UHVSRQVHV E\

6566

6TXDUH 5RRW RI WKH 6XP RI WKH


6TXDUHV

&4&

&RPSOHWH 4XDGUDWLF &RPELQDWLRQ

&,9/  'U 6KDKUDP 3H]HVKN &ODVV 1RWHV



You might also like