• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.129-136
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• 2001

We introduce and discuss a new numerical method for solving system of second order boundary value problems, where the solution is required to satisfy some extra continuity conditions on the subintervals in addition to the usual boundary conditions. We show that the present method gives approximations which are better than that produced by other collocation, finite difference and spline methods. Numerical example is presented to illustrate the applicability of the new method. AMS Mathematics Subject Classification : 65L12, 49J40.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.14 no.3
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• pp.175-187
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• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Journal of applied mathematics & informatics
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• v.8 no.3
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• pp.683-691
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• 2001

A linearized finite-difference scheme is used to transform the initial/boundary-value problem associated with the nonlinear Schrodinger equation into a linear algebraic system. This method is developed by replacing the time and the nonlinear term by an appropriate parametric linearized scheme based on Taylor’s expansion. The resulting finite-difference method is analysed for stability and convergence. The results of a number of numerical experiments for the single-soliton wave are given.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.21 no.2
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• pp.232-240
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• 2012

This study proposed efficient method of singular value for inverse problem, linear approximation of contact position and loading in single and double meshing of transmission contact element, using 2-dimension model considered near the tooth by root stress. Determination of root stress is carried out for the gear tooth by finite element method and boundary element method. Boundary element discretization near contact point is carefully performed to keep high computational accuracy. The predicted results of boundary element method are good accordance with that of finite element method.

• Transactions of the Korean Society of Mechanical Engineers
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• v.18 no.3
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• pp.624-634
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• 1994

A numerical method which combines equal-order velocity-pressure formulation originated from SIMPLE algorithm and streamline upwinding method has been developed. To verify the proposed numerical method, we considered the lid-driven cavity flow and backward facing step flow. The trend of convergence history is stable up to the error criterion beyond which the maximum value of error is oscillatory due4 to the round-off error. In the present study, all results were obtained with the single precision calculation up to the given error criterion and it was found to be sufficient for our purpose. The present results were then compared with existing experimental results using laser doppler velocimetry and numerical results using finite difference method and mixed interpolation finite element method. It has been shown that the present method gives accurate results with less memories and execution time than the coventional finite element method.

• ETRI Journal
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• v.45 no.4
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• pp.704-712
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• 2023

This paper presents a flexible finite-difference technique for analyzing the nonuniform guiding structures. Because the voltage and current variations along the nonuniform structure differ for each segment, this work considers the adaptable discretization steps. This technique increases the accuracy of the final response. Moreover, by applying the singular value decomposition and discarding the nonprincipal singular values, an optimal lower rank approximation of the discretization matrix is obtained. The computational cost of the introduced method is significantly reduced using the optimal discretization matrix. Also, the proposed method can be extended to the nonuniform waveguides. The technique is verified by analyzing several practical transmission lines and waveguides with nonuniform profiles.

• Journal of applied mathematics & informatics
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• v.26 no.5_6
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• pp.1057-1069
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• 2008

We consider singularly perturbed Boundary Value Problems (BVPs) for third and fourth order Ordinary Differential Equations(ODEs) of convection-diffusion type with discontinuous source term and a small positive parameter multiplying the highest derivative. Because of the type of Boundary Conditions(BCs) imposed on these equations these problems can be transformed into weakly coupled systems. In this system, the first equation does not have the small parameter but the second contains it. In this paper a computational method named as 'An asymptotic finite element method' for solving these systems is presented. In this method we first find an zero order asymptotic approximation to the solution and then the system is decoupled by replacing the first component of the solution by this approximation in the second equation. Then the second equation is independently solved by a fitted mesh Finite Element Method (FEM). Numerical experiments support our theoritical results.

• Journal of applied mathematics & informatics
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• v.5 no.3
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• pp.749-758
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• 1998

We investigate some numerical methods for computing approximate solutions of a system of second order boundary value problems associated with obstacle unilateral and contact problems. We show that cubic spline method gives approximations which are better than that computed by higer order spline and finite difference techniques.

• Computers and Concrete
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• v.20 no.5
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• pp.539-544
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• 2017

Shear walls have high stiffness and strength; however, they lack energy dissipation and repairability. In this study, an innovative slotted shear wall featuring vertical slots and steel energy dissipation connectors was developed. The ductility and energy dissipation of the shear wall were improved, while sufficient bearing capacity and structural stiffness were retained. Furthermore, the slotted shear wall does not support vertical forces, and thus it does not have to be arranged continuously along the height of the structure, leading to a much free arrangement of the shear wall. A frame-slotted shear wall structure that combines the conventional frame structure and the innovative shear wall was developed. To investigate the ductility and hysteretic behavior of the slotted shear wall, finite element models of two walls with different steel connectors were built, and pushover and quasi-static analyses were conducted. Numerical analysis results indicated that the deformability and energy dissipation were guaranteed only if the steel connectors yielded before plastic hinges in the wall limbs were formed. Finally, a modified D-value method was proposed to estimate the bearing capacity and stiffness of the slotted shear wall. In this method, the wall limbs are analogous to columns and the connectors are analogous to beams. Results obtained from the modified D-value method were compared with those obtained from the finite element analysis. It was found that the internal force and stiffness estimated with the modified D-value method agreed well with those obtained from the finite element analysis.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.23-40
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• 1998

Mixed finite element method is developed to approxi-mate the solution of the initial-boundary value problem for a strongly nonlinear second-order hyperbolic equation in divergence form. Exis-tence and uniqueness of the approximation are proved and optimal-order $L\infty$-in-time $L^2$-in-space a priori error estimates are derived for both the scalar and vector functions approximated by the method.