• Journal of applied mathematics & informatics
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• 제18권1_2호
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• pp.73-93
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• 2005

In this paper, we attempt to present a new numerical approach to solve non-linear backward stochastic differential equations. First, we present some definitions and theorems to obtain the conditions, from which we can approximate the non-linear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE correspond with the original BSDE. We use the relationship between backward stochastic differential equations and stochastic controls by interpreting BSDEs as some stochastic optimal control problems, to solve the approximated BSDE and we prove that the approximated solution converges to the exact solution of the original non-linear BSDE in two different cases.

• 대한전자공학회논문지SP
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• 제40권1호
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• pp.34-42
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• 2003

본 논문은 영상복원을 역확산 과정으로 해석하여 복원된 영상을 역확산 방정식의 해로 구하는 알고리즘을 제안한다. 역확산 과정은 물리적으로 불량위치(ill-posed)과정이기 때문에, 이를 정규화 해주어야 하는데 이를 위해서 역확산 과정을 고유함수(eigenfunction)들의 전개로 나타낸 후에 고유함수들의 계수들을 조작하였다. 본 논문에서는 계수들을 조작할 때 영상이 가지고 있는 주파수 특성을 고려하여 한계주파수(cut-off frequency)를 넘은 경우에 계수들을 시간과 주파수의 감소함수로 나타내어 불량위치문제를 해결하였다. 계수를 주파수에 대찬 감소함수로 나타낸 것은 영상에 저주파 성분이 많고, 고주파 성분이 영상의 형성에 기치는 영향이 상대적으로 적다는 영상의 특성을 고려한 것이다. 이러한 감소함수를 사용하였을 때 불랑위치 문제를 해결할 수 있다는 것을 증명하였고, 실험적으로 양질의 영상을 산출함을 보였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제21권1호
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• pp.1-16
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• 2017

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of the original equation using the solutions of the subproblems. The purpose of this paper is to characterize higher order operator splitting schemes and propose several higher order methods. Unlike the first and the second order methods, each of the heat and the free-energy evolution operators has at least one backward evaluation in higher order methods. We investigate the effect of negative time steps on a general form of third order schemes and suggest three third order methods for better stability and accuracy. Two fourth order methods are also presented. The traveling wave solution and a spinodal decomposition problem are used to demonstrate numerical properties and the order of convergence of the proposed methods.

• 한국전산유체공학회지
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• 제2권2호
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• pp.26-34
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• 1997

An implicit viscous turbulent flow solver is developed for two-dimensional geon unstructured triangular meshes. The flux terms are discretized based on a cell-centered formulation with the Roe's flux-difference splitting. The solution is advanced in time us backward-Euler time-stepping scheme. At each time step, the linear system of equation approximately solved wi th the Gauss-Seidel relaxation scheme. The effect of turbulence is with a standard k-ε two-equation model which is solved separately from the mean flow equation the same backward-Euler time integration scheme. The triangular meshes are generated advancing-front/layer technique. Validations are made for flows over the NACA 0012 airfoil. Douglas 3-element airfoil. Good agreements are obtained between the numerical result experiment.

• East Asian mathematical journal
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• 제33권1호
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• pp.53-65
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• 2017

Numerical solutions of the Rosenau-Burgers equation based on the cubic B-spline finite element method are introduced. The backward Euler method is used for discretization in time, and the obtained nonlinear algebraic system is changed to a linear system by the Newton's method. We show that those methods are unconditionally stable. Two test problems are studied to demonstrate the accuracy of the proposed method. The computational results indicate that numerical solutions are in good agreement with exact solutions.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 1998년도 추계 학술대회논문집
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• pp.127-132
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• 1998

The present study is aimed to investigate flow characteristics of Two dimensional backward-facing step by numerical approach. A convection conservative difference scheme based upon SOLA algorithm is used for the solution of the two-dimensional incompressible Navier-Stokes equations to simulate the laminar, transitional and turbulent flow conditions at which the experimental data can be available for the backward-facing step. The twenty kinds of Reynolds number are used for the calculations. In an effort to demonstrate that the reported solutions are dependent on the mesh refinement, computations are performed on seven different meshes of uniformly increasing refinement. Also to investigate the result of inflow dependence, two kinds of the inflow profile are chosen for the laminar flow. As criterion of benchmarking the result of numerical simulation, reattachment length is used for the selected Reynolds numbers.

• East Asian mathematical journal
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• 제29권3호
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• pp.327-335
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• 2013

In this paper we consider the quadratic matrix equation which can be defined by $$Q(X)=AX^2+BX+C=0$$, where X is a $n{\times}n$ unknown complex matrix, and A, B and C are $n{\times}n$ given matrices with complex elements. We first introduce a couple of condition numbers of the equation Q(X) and present normwise condition numbers. Finally, we compare the results and some numerical experiments are given.

• 한국산학기술학회논문지
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• 제10권3호
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• pp.507-514
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• 2009

본 연구에서는 재순환 유동 현상을 포함하는 후향 계단에서 난류 유동장에 대한 LES의 예측성능을 검토하였다. LES의 난류모델로서 Localized Dynamic ksgs-equation 모델이 적용되었으며, 계산시간의 절감을 위하여 16개의 프로세서를 이용한 병렬계산이 수행되었다 후향 계단의 층류 유동에 대한 직접수치모사(DNS)의 수행 결과, 본 계산 결과는 기존의 실험 및 수치결과를 매우 잘 예측하였다. 또한 중간 및 높은 Re 수에 해당되는 난류 영역의 LES 결과는 평균 재순환 유동특성을 비교적 잘 예측하였다. 위 결과를 통해 본 연구에서 개발된 LES 프로그램은 향후 실용 연소기에서 연소 불안정성 및 연소 소음 등의 해석에 유용할 것으로 기대된다.

• 대한수학회보
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• 제53권3호
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• pp.793-819
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• 2016

In this paper, we establish the existence and uniqueness of the solution for a class of reflected backward stochastic differential equations with time delayed generator (RBSDEs with time delayed generator, in short) in the case when the terminal value and the obstacle process are $L^p$-integrable with p ${\in}$]1, 2[ for a sufficiently small Lipschitz constant of the generator and the time horizon T.

• 대한수학회논문집
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• 제33권3호
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• pp.985-999
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• 2018

This paper is devoted to the existence and uniqueness of $L^p$ (p > 1) solutions for general time interval multidimensional backward stochastic differential equations (BSDEs for short), where the generator g satisfies a ($p{\wedge}2$)-order weak monotonicity condition in y and a Lipschitz continuity condition in z, both non-uniformly in t. The corresponding stability theorem and comparison theorem are also proved.