• 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.

• Kyungpook Mathematical Journal
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• 제47권4호
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• pp.529-548
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• 2007

The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

• Journal of applied mathematics & informatics
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• 제25권1_2호
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• pp.269-282
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• 2007

In this paper, we consider a two-dimensional fractional space-time diffusion equation (2DFSTDE) on a finite domain. We examine an implicit difference approximation to solve the 2DFSTDE. Stability and convergence of the method are discussed. Some numerical examples are presented to show the application of the present technique.

• 한국전산구조공학회논문집
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• 제31권6호
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• pp.331-337
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• 2018

본 논문은 MLS(moving least squares) 차분법의 1차 미분 근사함수를 바탕으로 시간에 따른 수치해석이 가능한 해석기법을 제시한다. 오직 1차 미분 근사함수로만 지배방정식을 이산화했으며, 근사함수를 조립하는 형태로 전체 시스템 방정식을 구성하여 차분법으로 이산화된 운동방정식이 유한요소법(finite element method)과 유사한 모습을 갖게 되었다. 운동방정식을 시간적분하기 위해서 중앙차분법(central difference method)을 사용하였다. 유한요소 알고리즘을 통해서 MLS 차분법과 유한요소법의 고유진동 해석을 수행하였으며, 두 해석결과를 비교하였다. 또한, 동적해석 결과를 기존의 2차 미분 근사함수를 활용한 해석결과와 함께 도시함으로써 제안된 수치기법의 정확성을 검증하였다. 1차 미분 근사함수를 조립하는 과정에서 해석결과의 떨림현상이 억제되었으며 상대적으로 균일한 응력분포를 구할 수 있었다.

• 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

• Structural Engineering and Mechanics
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• 제83권2호
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• pp.273-282
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• 2022

In this paper, we propose a new concept for error estimation in finite element solutions, which we call mode-based error estimation. The proposed error estimation predicts a posteriori error calculated by the difference between the direct finite element (FE) approximation and the recovered FE approximation. The mode-based FE formulation for the recently developed self-updated finite element is employed to calculate the recovered solution. The formulation is constructed by searching for optimal bending directions for each element, and deep learning is adopted to help find the optimal bending directions. Through various numerical examples using four-node quadrilateral finite elements, we demonstrate the improved predictive capability of the proposed error estimator compared with other competitive methods.

• 응용통계연구
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• 제24권6호
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• pp.1161-1168
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• 2011

The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

• 대한산업공학회지
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• 제38권4호
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• pp.249-253
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• 2012

This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2007년도 정기 학술대회 논문집
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• pp.501-506
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• 2007

A generalized finite difference method for solving solid mechanics problems such as elasticity and crack problems is presented. The method is constructed in framework of Taylor polynomial based on the Moving Least Squares method and collocation scheme based on the diffuse derivative approximation. The governing equations are discretized into the difference equations and the nodal solutions are obtained by solving the system of equations. Numerical examples successfully demonstrate the robustness and efficiency of the proposed method.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 1988년도 제30회 수공학연구발표회논문초록집
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• pp.58-65
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• 1988