• International Journal of Aeronautical and Space Sciences
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• 제18권4호
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• pp.816-826
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• 2017

In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

• Structural Engineering and Mechanics
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• 제17권6호
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• pp.735-749
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• 2004

This work presents a direct integration scheme, based on a fourth order finite difference approach, for elastodynamics. The proposed scheme was chosen as an alternative for attenuating the errors due to the use of the central difference method, mainly when the time-step length approaches the critical time-step. In addition to eliminating the spurious numerical oscillations, the fourth order finite difference scheme keeps the advantages of the central difference method: reduced computer storage and no requirement of factorisation of the effective stiffness matrix in the step-by-step solution. A study concerning the stability of the fourth order finite difference scheme is presented. The Finite Element Method and the Boundary Element Method are employed to solve elastodynamic problems. In order to verify the accuracy of the proposed scheme, two examples are presented and discussed at the end of this work.

• 대한수학회보
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• 제35권3호
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• pp.473-484
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• 1998

We consider a finite difference approximation to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is proved that the rate of convergence is $O(h^2)$. To obtain the solution of the finite difference equation, an iterative scheme converging monotonically to the solution of the finite difference equation is introduced. And the numerical experiment of this method is given.

• 지구물리와물리탐사
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• 제22권2호
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• pp.56-61
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• 2019

셀 기반 유한 차분법을 사용하여 P파 속도와 밀도 변화를 고려한 3차원 시간 영역 음향 파동 전파 모델링에서 성능을 향상시킬 수 있는 방법을 살펴보았다. 일반적인 유한 차분법에서는 격자점에 탄성파 속도 또는 밀도와 같은 물성을 할당하고 계산하지만 셀 기반 유한 차분법에서는 이러한 물성을 격자점 사이의 셀에 할당한다. 격자점에서의 차분식 계산을 위해서는 주변 셀의 물성 평균값을 이용하는데 이로 인해 일반적인 유한 차분법에 비해 계산량이 증가하게 된다. 이 연구에서는 이러한 계산량 문제를 개선하기 위해 메모리를 추가로 사용하여 모델링 시간을 30 % 이상 줄일 수 있었다. 또한 밀도가 제한적으로 변화하는 매질에서 셀 기반 유한 차분법과 일반 유한 차분법을 함께 사용하여 모델링 성능을 추가로 향상시킬 수 있었다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제9권1호
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• pp.91-98
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• 2005

The straight rectangular fin is analyzed using the one-dimensional analytic method and the finite difference method. For the finite difference method, the numbers of nodes vary from 20 to 100. The relative errors of heat loss and temperature between the analytic method and the finite difference method are represented as a function of Biot Number and dimensionless fin length. One of the results shows that the relative error between the analytic method and the finite difference method decreases as the numbers of nodes for finite difference method increase.

• Journal of applied mathematics & informatics
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• 제26권3_4호
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• pp.573-581
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• 2008

In this paper, a finite difference method for a Cauchy problem of RLW-Burgers equation was considered. Although the equation is not energy conservation, we have given its the energy conservative finite difference scheme with condition. Convergence and stability of the difference solution were proved. Numerical results demonstrate that the method is efficient and reliable.

• 대한수학회지
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• 제36권2호
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• pp.299-316
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• 1999

We consider two finite difference approxiamations to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is shown that the rates of convergence are O(h) and O($h^2$), respectively. An iterative scheme is introduced which converges to the solution of the finite difference equations. Finally the numerical experiments are given

• Journal of applied mathematics & informatics
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• 제8권3호
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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.

• 전기전자학회논문지
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• 제23권3호
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• pp.817-825
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• 2019

마이크로프로세서를 이용한 제어알고리즘 구현에서 차분방정식이 매우 유용하게 사용된다. 샘플링 데이터로부터 미분 값을 추정하기 위해 전향, 후향 및 중심 차분 방식이 사용되어왔다. 차분 값을 계산하기 위해서는 차분계수가 매우 중요하다. 본 논문에서는 유한 차분 계수를 계산하기 위한 새로운 방식을 제시하고자 한다. 제안된 방식의 유효성을 입증하기 위해 RLS 알고리즘을 적용한 파라미터 추정에 대하여 적용하였다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제7권2호
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• pp.75-81
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• 2003

Compact schemes are shown to be effective for a class of problems including convection-diffusion equations when combined with multigrid algorithms [7, 8] and V-cycle convergence is proved[5]. We apply the multigrid algorithm for an semianalytic finite difference scheme, which is desinged to preserve high order accuracy despite of singularities.