• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.3 no.1
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• pp.55-69
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• 1999

In this paper we analyze the error estimates for a single-phase nonlinear Stefan problem with Neumann boundary conditions. We apply the modified Crank-Nicolson method to get the optimal order of error estimates in the temporal direction.

• The Pure and Applied Mathematics
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• v.13 no.1 s.31
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• pp.19-38
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• 2006

We analyze the spectral collocation approximation for a parabolic partial integrodifferential equations(PIDE) with a weakly singular kernel. The space discretization is based on the spectral collocation method and the time discretization is based on Crank-Nicolson scheme with a graded mesh. We obtain the stability and second order convergence result for fully discrete scheme.

• Journal of the Korean Mathematical Society
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• v.34 no.3
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• pp.515-531
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• 1997

In this paper, finite difference method is applied to approximate the generalized solutions of Sobolev equations. Using the Steklov mollifier and Bramble-Hilbert Lemma, a priori error estimates in discrete $L^2$ as well as in discrete $H^1$ norms are derived frist for the semidiscrete methods. For the fully discrete schemes, both backward Euler and Crank-Nicolson methods are discussed and related error analyses are also presented.

• The Journal of the Acoustical Society of Korea
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• v.15 no.2
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• pp.72-78
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• 1996

This thesis deals with a method to solve a two-and-one-half-dimensional ($2\frac12$ D) problem, which means that the ocean environment is two-dimensional whereas the source is fully three-dimensionally propagating, including three-dimensional refraction phenomena and three-dimensional back-scattering, using two-dimensional two-way parabolic equation method combined with Fourier synthesis. Two dimensional two-way parabolic equation method uses Galerkin's method for depth and Crank-Nicolson method and alternating direction for range and provides a solution available to range-dependent problem with wave-field back-scattered from discontinuous interface. Since wavenumber, k, is the function of depth and vertical or horizontal range, we can reduce a dimension of three-dimensional Helmholtz equation by Fourier transforming in the range direction. Thus transformed two-dimensional Helmholtz equation is solved through two-way parabolic equation method. Finally, we can have the $2\frac12$ D solution by inverse Fourier transformation of the spectral solution gained from in the last step. Numerical simulation has been carried out for a canonical ocean environment with stair-step bottom in order to test its accuracy using the present analysis. With this spectral parabolic equation method, we have examined three-dimensional acoustic propagation properties in a specified site in the Korean Straits.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.10 no.4
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• pp.141-150
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• 1990

Numerical experiments of sballow water equations are performed under various boundary conditions by finite element method to simulate the circulation in estuaries and coastal areas. Galerkin method is employed to discretize spatial domain, and for time integration, finite difference method (Crank-Nicolson scheme) is used. This method is tested in five problems, in which first four cases have analytic solutions. The computed values are well in agreement with the analytic solutions in four experiments and the result of the last 2-dimensional ease is resonable. Implicit and two step Lax-Wendroff schemes in time domain are compared, and the results when using four node bilinear and triangular elements are presented. Consequently it takes very long time for complex problems requiring many elements to integrate all the time steps using the implicit schemes. And the explicit scheme requires careful consideration in selecting the time step and the grid size to obtain the desired accuracy.

• Journal of applied mathematics & informatics
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• v.16 no.1_2
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• pp.53-68
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• 2004

Numerical solutions for the viscous Cahn-Hilliard equation are considered using the Crank-Nicolson type finite difference method which conserves the mass. The corresponding stability and error analysis of the scheme are shown. The decay speeds of the solution in $H^1-norm$ are shown. We also compare the evolution of the viscous Cahn-Hilliard equation with that of the Cahn-Hilliard equation numerically and computationally, which has been given as an open question in Novick-Cohen[13].

• The Journal of the Acoustical Society of Korea
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• v.18 no.4
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• pp.71-77
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• 1999

Exact forward modeling of acoustic propagation is crucial in MFP such as inverse problems and various other acoustic applications. As acoustic propagation in shallow water environments become important, range dependent modeling has to be considered of which PE method is considered as one of the most accurate and relatively fast. In this paper higher order numerical rode employing the PE method is developed. To approximate the depth directional operator, Galerkin's method is used with partial collocation to lessen necessary calculations. Linearization of tile depth directional operator is achieved via expansion into a multiplication form of (equation omitted) approximation. To approximate the range directional equation, Crank-Nicolson's method is used. Final1y, numerical self stater is employed. Numerical tests are performed for various occan environment scenarios. The results of these tests are compared to exact solutions, OASES and RAM results.

• Proceedings of the Korean Geotechical Society Conference
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• 2000.11a
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• pp.665-672
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• 2000

The problems of discontinuous layer interface are very important in the algorithm and programming for the analysis of multi-layered consolidation using a numerical analysis, finite difference method(F.D,M.). Better results can be obtained by the process for discontinuous layer interface, since it can help consolidation analysis to model the actual ground Explicit method is simple for analysis algorithm and convenient for use except for applying the operator Crank-Nicolson method represents implicit method, which have different analysis method according to weighting factor. This method uses different algorithm according to dimension. And, this paper uses alternative direction implicit method. The purpose of this paper provides an efficient computer algorithm based on numerical analysis using finite difference method which account for multi-layered soils with confined aquifer to determine the degree of consolidation and excess pore pressures relative to time and positions more realistically.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.3
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• pp.93-106
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• 2021

In this paper, an efficient hybrid numerical method for solving two-asset option pricing problem is presented based on the Crank-Nicolson and the radial basis function methods. For this purpose, the two-asset Black-Scholes partial differential equation is considered. Also, the convergence of the proposed method are proved and implementation of the proposed hybrid method is specifically studied on Exchange and Call on maximum Rainbow options. In addition, this method is compared to the explicit finite difference method as the benchmark and the results show that the proposed method can achieve a noticeably higher accuracy than the benchmark method at a similar computational time. Furthermore, the stability of the proposed hybrid method is numerically proved by considering the effect of the time step size to the computational accuracy in solving these problems.

• East Asian mathematical journal
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• v.33 no.1
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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.