• 한국전자파학회논문지
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• 제21권7호
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• pp.805-814
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• 2010

기존 Crank-Nicolson FDTD 기법(CN FDTD 기법)의 비등방성 분산 특성을 개선하기 위한 CN ID-FDTD 기법을 제안하였다. 제안한 CN ID-FDTD 기법은 공간 미분 연산을 위해 기존 CN FDTD 기법의 centered 유한 차분식 (Finite Difference equation: FD 연산식)이 아닌 isotropic-dispersion 유한 차분식(ID-FD 연산식)$^{[1],[2]}$을 이용한다. 본 논문에서는 손실 매질에 대한 CN ID-FDTD 기법의 분산 관계식을 유도하였고, 이 분산 관계식을 이용해 ID-FD 연산식에서 분산 오차(dispersion error)를 줄이는 가중치(weighting factor)와 보정값(scaling factor)을 제시하였다. 그리고 해석 결과의 정확성 비교를 통해 CN ID-FDTD 기법에서는 기존 CN FDTD 기법의 단점이었던 비등방성 분산 오차가 확연하게 감소하는 것을 확인하였다.

• Journal of applied mathematics & informatics
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• 제40권3_4호
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• pp.491-505
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• 2022

This paper is concerned with singularly perturbed convection-diffusion parabolic partial differential equations which have time-delayed. We used the Crank-Nicolson(CN) scheme to build a fitted operator to solve the problem. The underling method's stability is investigated, and it is found to be unconditionally stable. We have shown graphically the unstableness of CN-scheme without fitting factor. The order of convergence of the present method is shown to be second order both in space and time in relation to the perturbation parameter. The efficiency of the scheme is demonstrated using model examples and the proposed technique is more accurate than the standard CN-method and some methods available in the literature, according to the findings.

• Journal of Mechanical Science and Technology
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• 제16권10호
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• pp.1264-1275
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• 2002

This paper is concerned with the investigation on the stability and convergence characteristics of the Crank-Nicolson-Galerkin scheme that is widely being employed for the numerical approximation of parabolic-type partial differential equations. Here, we present the theoretical analysis on its consistency and convergence, and we carry out the numerical experiments to examine the effect of the time-step size △t on the h- and P-convergence rates for various mesh sizes h and approximation orders P. We observed that the optimal convergence rates are achieved only when △t, h and P are chosen such that the total error is not affected by the oscillation behavior. In such case, △t is in linear relation with DOF, and furthermore its size depends on the singularity intensity of problems.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2000년도 봄 학술발표회 논문집
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• pp.631-638
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• 2000

Pioneering work by Terzaghi imparted scientific and mathematical bases to many aspects of this subject and many people use this theory to measure the consolidation settlement until now. In this paper, Finite Difference Methods for consolidation are considered. First, it is shown the stability criterion of Explicit scheme and the Crank-Nicolson scheme, although unconditionally stable in the mathematical sense, produces physically unrealistic solutions when the time step is large. it is also shown that The Fully Implicit scheme shows more satisfactory behavior, but is less accurate for small time steps. and then we need to decide what scheme is more proper to consolidation. The purpose of this paper is to suggest the pertinent scheme to consolidation.

• 물과 미래
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• 제21권3호
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• pp.299-307
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• 1988

돌제 주위의장기간 해빈변형을 예측하기 위하여 수위의 변동, 파의굴절과 회절을 고려하여 해석하는 수치적 모델이다. 이러한 문제에 대한 수치해석은 연안표사랑에 대한 경계조건을 가지는 방정식을 고려함으로써 해석된다. 해석방법으로는 음해법 중의 하나인 Crank-Nicolson Scheme을 사용하였다. 이 모델을 현지에 적용시킨 결과, 굴절과 회절계수의 근사해로 인하여 돌제 내부 영역에서는 실측치와 예측치가 차이가 있으나, 돌제 외부 영역에서의 경향은 잘 일치하고 있음을 알 수 있다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권4호
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• pp.295-306
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• 2013

In this paper, we consider the adaptive multigrid method for solving the Black-Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black-Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.

• Journal of the Korean Wood Science and Technology
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• 제24권2호
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• pp.36-41
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• 1996

목재(木材)의 건조과정(乾燥過程) 중에 발생하는 목재 내부의 수분경사(水分傾斜)를 예측하기 위해 비정상상태(非定常狀態)의 확산(擴散)모델을 지배방정식(支配方程式)으로 적용하였으며, 목재 표면에서의 증발저항(蒸發抵抗)과 내부의 대칭적 수분분포를 경계조건(境界條件)으로 채택하였다. 주어진 경계조건에서의 지배방정식에 대한 일반해(一般解)가 무한수열 형태로 이루어지기 때문에, 유한차분법(有限差分法)을 이용하여 수치해석(數値解析)하였으며, 유한차분법(有限差分法) 중 오차범위(誤差範圍)가 안정한 상태인 Crank-Nicolson Scheme 알고리즘을 채택하였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제19권2호
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• pp.197-215
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• 2015

Modeling water flow in variably saturated, porous media is important in many branches of science and engineering. Highly nonlinear relationships between water content and hydraulic conductivity and soil-water pressure result in very steep wetting fronts causing numerical problems. These include poor efficiency when modeling water infiltration into very dry porous media, and numerical oscillation near a steep wetting front. A one-dimensional finite element formulation is developed for the numerical simulation of variably saturated flow systems. First order backward Euler implicit and second order Crank-Nicolson time discretization schemes are adopted as a solution strategy in this formulation based on Picard and Newton iterative techniques. Five examples are used to investigate the numerical performance of two approaches and the different factors are highlighted that can affect their convergence and efficiency. The first test case deals with sharp moisture front that infiltrates into the soil column. It shows the capability of providing a mass-conservative behavior. Saturated conditions are not developed in the second test case. Involving of dry initial condition and steep wetting front are the main numerical complexity of the third test example. Fourth test case is a rapid infiltration of water from the surface, followed by a period of redistribution of the water due to the dynamic boundary condition. The last one-dimensional test case involves flow into a layered soil with variable initial conditions. The numerical results indicate that the Crank-Nicolson scheme is inefficient compared to fully implicit backward Euler scheme for the layered soil problem but offers same accuracy for the other homogeneous soil cases.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제17권3호
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• pp.197-207
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• 2013

The Cahn-Hilliard equation was proposed as a phenomenological model for describing the process of phase separation of a binary alloy. The equation has been applied to many physical applications such as amorphological instability caused by elastic non-equilibrium, image inpainting, two- and three-phase fluid flow, phase separation, flow visualization and the formation of the quantum dots. To solve the Cahn-Hillard equation, many numerical methods have been proposed such as the explicit Euler's, the implicit Euler's, the Crank-Nicolson, the semi-implicit Euler's, the linearly stabilized splitting and the non-linearly stabilized splitting schemes. In this paper, we investigate each scheme in finite-difference schemes by comparing their performances, especially stability and efficiency. Except the explicit Euler's method, we use the fast solver which is called a multigrid method. Our numerical investigation shows that the linearly stabilized stabilized splitting scheme is not unconditionally gradient stable in time unlike the known result. And the Crank-Nicolson scheme is accurate but unstable in time, whereas the non-linearly stabilized splitting scheme has advantage over other schemes on the time step restriction.

• 한국지하수토양환경학회지:지하수토양환경
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• 제7권4호
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• pp.10-16
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• 2002

본 연구의 목적은 누수대수층으로 분리된 다층-대수층에 대한 지하수 해석이다. Crank-Nicolson방법에 의한 유한차분법을 적용하여 1차원이며 정상상태인 2중 대수층 구조에 대해 해석해와 비교하였다. 수치해와 해석해는 거의 일치하였으므로 수치해를 2차원의 확장된 다층-대수층 구조에 적용하였다. 이는 한 개 또는 여러 개의 대수층에서 양수하는 경우에 각 대수층에서의 수두값을 계산할 수 있게 하였다. 본 연구는 지하수의 효율적인 운영에 도움이 될 것이다.