• Journal of the Computational Structural Engineering Institute of Korea
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• v.31 no.6
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• pp.331-337
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• 2018

This paper presents dynamic algorithm of the MLS(moving least squares) difference method using first order differential Approximation. The governing equations are only discretized by the first order MLS derivative approximation. The system equation consists of an assembly of the approximate function, so the shape of system equation is similar to FEM(finite element method). The CDM(central difference method) is used for time integration of dynamic equilibrium equation. The natural frequency analyses of the MLS difference method and FEM are performed, and two analysis results are compared. Also, the accuracy of the proposed numerical method is verified by displaying the dynamic analysis results together with the results by the existing second order differential approximation. In the process of assembling the first order MLS derivative approximation, the oscillation error was suppressed and the stress distribution was interpreted as relatively uniform.

• Geophysics and Geophysical Exploration
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• v.6 no.2
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• pp.77-86
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• 2003

We designed a new time-domain, finite-difference, elastic wave modeling technique, based on a displacement formulation. which yields nearly correct solutions to Lamb's problem. Unlike the conventional, displacement-based, finite-difference method using a node-based grid set (where both displacements and material properties such as density and Lame constants are assigned to nodal points), in our new finite-difference method, we use a cell-based grid set (where displacements are still defined at nodal points but material properties within cells). In the case of using the cell-based grid set, stress-free conditions at the free surface are naturally described by the changes in the material properties without any additional free-surface boundary condition. Through numerical tests, we confirmed that the new second-order finite differences formulated in the cell-based grid let generate numerical solutions compatible with analytic solutions unlike the old second-order finite-differences formulated in the node-based grid set.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1998.10a
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• pp.97-100
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• 1998

옵션의 가격을 계산하기 위한 수치해법은 크게 격자모형, 유한차분법, 그리고 몬테카를로 시뮬레이션의 세 가지로 분류된다. 유한차분법은 옵션가격함수가 만족하는 편미분 방정식의 모든 편도함수를 유한 차분식으로 근사하여 옵션을 평가하는 방법이다. 본 연구에서는 유한차분법을 이용하여 옵션을 평가 할 때 발생하는 가격계산 오차의 가장 큰 원인이 옵션 만기 손익구조(payoff)의 비선형성에 있음을 보인다. 특히, 옵션 시장에서 가장 거래가 많이 이루어지는 손익분기옵션(at the money option) 그리고 손익분기점에 가까운 옵션(around the money option)에서 가장 큰 오차가 발생함을 보인다. 또한 본 연구에서는 이러한 오차를 효율적으로 줄이기 위하여 행사가격 근처의 일부 구간에서만 구간점 사이의 간격을 변화시키는 수정된 유한차분법을 제시하고 오차의 크기와 계산의 효율성 측면에서 기존의 유한차분법과 비교·분석한다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.5A
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• pp.457-465
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• 2009

This study presents a moving least squares (MLS) finite difference method for solving elastic crack problems with stress singularity at the crack tip. Near-tip functions are intrinsically employed in the MLS approximation to model near-tip field inducing singularity in stress field. employment of the functions does not lose the merit of the MLS Taylor polynomial approximation which approximates the derivatives of a function without actual differentiating process. In the formulation of crack problem, computational efficiency is considerably improved by taking the strong formulation instead of weak formulation involving time consuming numerical quadrature Difference equations are constructed on the nodes distributed in computational domain. Numerical experiments for crack problems show that the intrinsically enriched MLS finite difference method can sharply capture the singular behavior of near-tip stress and accurately evaluate stress intensity factors.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.6
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• pp.779-787
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• 2007

This paper presents a highly efficient moving least squares finite difference method (MLS FDM) for a heat transfer problem of bi-material with interfacial boundary. The MLS FDM directly discretizes governing differential equations based on a node set without a grid structure. In the method, difference equations are constructed by the Taylor polynomial expanded by moving least squares method. The wedge function is designed on the concept of hyperplane function and is embedded in the derivative approximation formula on the moving least squares sense. Thus interfacial singular behavior like normal derivative jump is naturally modeled and the merit of MLS FDM in fast derivative computation is assured. Numerical experiments for heat transfer problem of bi-material with different heat conductivities show that the developed method achieves high efficiency as well as good accuracy in interface problems.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.8
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• pp.1595-1611
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• 1994

In this paper, the numerical wave propagation properties of the finite difference-time domain(FD-TD) method is investigated as a discrete model describing electromagnetic(EM) wave propagation phenomena. The leap-frog approximation of Maxwell's curl equations in time-space simulates EM wave propagation in terms of the numerical characteristic and the domain of dependence. A geometrical interpretation of the FD-TD numerical procedure is presented. The numerical dispersion error due to the leap-frog approximation and its dependence on the stability factor are illustrated. The FD-TD method using the leap-frog approximation is inherently a descriptive model. Thus, not only any physical picture about EM wave propagation phenomena can be drawn through this model, but also physical or engineering parameters in the frequency domain can be extracted from descriptive results. E-plane filter characteristics in the WR-28 rectangular waveguide and reflection property of an inductive iris in the WR-90 rectangluar waveguide extracted from simulation of the FD-TD model is included.

• Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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• 1991.07a
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• pp.18-24
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• 1991

항내 정온도 해석은 일반적으로 유한차분법, 유한요소법 및 경계적분 방정식법 등의 엄밀해법과 근사 경계적분법, 고산의 방법 및 파향선법 등의 근사해법으로 구분된다. 엄밀해법은 지배방정식을 이산화 이외의 근사를 사용하지 않고 푸는 수치계산 방법으로 임의형상에의 적용성과 엄밀성이 뛰어나나 대상으로 하는 파의 파장이 짧고 항의 규모가 큰 경우에는 계산용량이 증대되여 실용적이지 못하다.(중략)

• The Journal of Engineering Geology
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• v.11 no.2
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• pp.153-161
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• 2001

The quantitative evaluation of the stereo graphic projection, the limit equilibrium analysis, the finite difference analysis, the distinct element methocI is a analytical evaluation using many variables. Through the reliability analysis by the point estimation technique, uncertainty of other variables that have an effect on the stability of the rock slo~ was considered. The organized evaluation method of the approximate reasoning concept and using a fuzzy language was developed to confer and analysis the failure factors in planning and constructing the rock slope. Considering the result of the an- alysis, it was demonstrated that stability of entire sections can be evaluated through reliability analysis of point estimation technique. The results of stability evaluation by Fuzzy Approximate Reasoning is generally identical with the results of other existirw; analyses. As mentioned above, general and organized evaluation of special qualities of rock slope is possible using RMR Classification, Stereo Graphic Projection, Limit Equilibriwn Analysis, Finite Difference Analysis, Distinct Element Method, Point Estimation Technique, and Fuzzy Approximate Reasoning.

• Proceedings of the Korea Water Resources Association Conference
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• 1988.07a
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• pp.58-65
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• 1988

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.3
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• pp.321-327
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• 2007

This study presents a new gridless finite difference method for solving elastic crack problems. The method constructs the Taylor expansion based on the MLS(Moving Least Squares) method and effectively calculates the approximation and its derivatives without differentiation process. Since no connectivity between nodes is required, the modeling of discontinuity embedded in the domain is very convenient and discontinuity effect due to crack is naturally implemented in the construction of difference equations. Direct discretization of the governing partial differential equations makes solution process faster than other numerical schemes using numerical integration. Numerical results for mode I and II crack problems demonstrates that the proposed method accurately and efficiently evaluates the stress intensity factors.