• Journal of the Korean Mathematical Society
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• v.38 no.3
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• pp.657-667
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• 2001

We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

• Structural Engineering and Mechanics
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• v.55 no.5
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• pp.1055-1086
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• 2015

The dynamic response of two-dimensional unbounded domain on the rigid bedrock in the time domain is numerically obtained. It is realized by the modified scaled boundary finite element method (SBFEM) in which the original scaling center is replaced by a scaling line. The formulation bases on expanding dynamic stiffness by using the continued fraction approach. The solution converges rapidly over the whole time range along with the order of the continued fraction increases. In addition, the method is suitable for large scale systems. The numerical method is employed which is a combination of the time domain SBFEM for far field and the finite element method used for near field. By using the continued fraction solution and introducing auxiliary variables, the equation of motion of unbounded domain is built. Applying the spectral shifting technique, the virtual modes of motion equation are eliminated. Standard procedure in structural dynamic is directly applicable for time domain problem. Since the coefficient matrixes of equation are banded and symmetric, the equation can be solved efficiently by using the direct time domain integration method. Numerical examples demonstrate the increased robustness, accuracy and superiority of the proposed method. The suitability of proposed method for time domain simulations of complex systems is also demonstrated.

• Journal of the Society of Naval Architects of Korea
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• v.43 no.1 s.145
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• pp.22-31
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• 2006

Recent studies have shown that the short time solution of the equation of motion for the rolling of ships is important in deciding the possibility of capsize of ships due to the excessive heel. Since most of known solutions for nonlinear equations of motion are long time or steady periodic solutions, here a simple way is described to get the short time solutions of the Duffing equation, which was chosen for deriving a criterion for the capsize of the ship. With the small external rolling moment, we first assume the state of the small damping and near resonance. Then, for cases when the frequency of the external moment is higher than the resonant one, an inequality was derived as a criterion for the capsize. This gives the range of the initial condition and the magnitude of the external moment which should be avoided for a ship to be safe from capsize. Furthermore, from the linearized equation, it is also shown that a simple and self-explanatory solution can be obtained consistent with that for the case of no damping, which yields the well-known linear growth with time.

• Bulletin of the Korean Mathematical Society
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• v.42 no.1
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• pp.75-85
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• 2005

In this paper, the visco-Da-Rios equation; (0.1) ($$\frac{{\partial}{\gamma}}{{\partial}t}=\frac{{\partial}{\gamma}}{{\partial}s}{\bigwedge}\frac{D}{ds}\frac{{\partial}{\gamma}}{{\partial}s}+{\nu}\frac{{\partial}{\gamma}}{{\partial}s}$$) is investigated on 3-dimensional complete orientable Riemannian manifolds. The global existence of solution is discussed by trans-forming (0.1) into a cubic nonlinear Schrodinger equation for complete orient able Riemannian 3-manifolds of constant curvature.

• Proceedings of the KSME Conference
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• 2000.11b
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• pp.550-555
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• 2000

Nonlinear oscillation of a microbubble under ultrasound was investigated theoretically. The bubble radius-time curves calculated by the Rayleigh-Plesset equation with a polytropic index and by the Keller-Miksis equation with the analytical solution for the Navier-Stokes equations of the gases were compared with the observed results by the light scattering method. This study has revealed that the bubble behavior such as the expansion ratio and the bouncing motion after the first collapse under ultrasound depends crucially on the retarded time of the bubble motion to the applied ultrasound.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.13 no.1
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• pp.31-40
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• 2009

In the present work transformation of dimensionless heat diffusion equation for the solution of moving boundary problems have been formulated. The formulation is based on 1-D, 2-D and 3-D, unsteady heat diffusion equations. These equations are rst turned int dimensionless form by using dimensionless quantities and their transformation was formulated in liquid and solid phases. The salient feature of this work is that during the transformation of dimensionless heat diffusion equation there arises a convective term $\tilde{v}$ which is responsible for the motion of interface in liquid as well as solid phase. In the transformed heat equation, a correction factor $\beta$ also arises naturally which gives the correct transformed flux at interface.

• Structural Engineering and Mechanics
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• v.35 no.5
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• pp.645-658
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• 2010

In this study, the Differential Transform Method (DTM) is employed in order to solve the governing differential equation of a moving Bernoulli-Euler beam with axial force effect and investigate its free flexural vibration characteristics. The free vibration analysis of a moving Bernoulli-Euler beam using DTM has not been investigated by any of the studies in open literature so far. At first, the terms are found directly from the analytical solution of the differential equation that describes the deformations of the cross-section according to Bernoulli-Euler beam theory. After the analytical solution, an efficient and easy mathematical technique called DTM is used to solve the differential equation of the motion. The calculated natural frequencies of the moving beams with various combinations of boundary conditions using DTM are tabulated in several tables and are compared with the results of the analytical solution where a very good agreement is observed.

• Journal of computational fluids engineering
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• v.19 no.4
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• pp.20-28
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• 2014

An efficient solution algorithm for simulating free surface problem is presented. Navier-Stokes equations for variable density incompressible flow are employed as the governing equation on Cartesian meshes. In order to describe the free surface motion efficiently, VOF(Volume Of Fluid) method utilizing THINC(Tangent of Hyperbola for Interface Capturing) scheme is employed. The most time-consuming part of the current free surface flow simulations is the solution step of the linear system, derived by the pressure Poisson equation. To solve a pressure Poisson equation efficiently, the PCG(Preconditioned Conjugate Gradient) method is utilized. This study showed that the proper application of the preconditioner is the key for the efficient solution of the free surface flow when its pressure Poisson equation is solved by the CG method. To demonstrate the efficiency of the current approach, we compared the convergence histories of different algorithms for solving the pressure Poisson equation.

• Structural Engineering and Mechanics
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• v.75 no.5
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• pp.541-557
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• 2020

A novel family of controllable, dissipative structure-dependent integration methods is derived from an eigen-based theory, where the concept of the eigenmode can give a solid theoretical basis for the feasibility of this type of integration methods. In fact, the concepts of eigen-decomposition and modal superposition are involved in solving a multiple degree of freedom system. The total solution of a coupled equation of motion consists of each modal solution of the uncoupled equation of motion. Hence, an eigen-dependent integration method is proposed to solve each modal equation of motion and an approximate solution can be yielded via modal superposition with only the first few modes of interest for inertial problems. All the eigen-dependent integration methods combine to form a structure-dependent integration method. Some key assumptions and new techniques are combined to successfully develop this family of integration methods. In addition, this family of integration methods can be either explicitly or implicitly implemented. Except for stability property, both explicit and implicit implementations have almost the same numerical properties. An explicit implementation is more computationally efficient than for an implicit implementation since it can combine unconditional stability and explicit formulation simultaneously. As a result, an explicit implementation is preferred over an implicit implementation. This family of integration methods can have the same numerical properties as those of the WBZ-α method for linear elastic systems. Besides, its stability and accuracy performance for solving nonlinear systems is also almost the same as those of the WBZ-α method. It is evident from numerical experiments that an explicit implementation of this family of integration methods can save many computational efforts when compared to conventional implicit methods, such as the WBZ-α method.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1996.10a
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• pp.275-281
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• 1996

In order to examine the validity of an asymptotic solution obtained from the method of multiple scales, we investigate a third-order subharmonic resonance response of a bar constrained by a nonlinear spring to a harmonic excitation. The motion of the bar is governed by a linear partial differential equation with a nonlinear boundary condition. The nonlinear boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution.