• Kyungpook Mathematical Journal
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• v.47 no.4
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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 the Korean Mathematical Society
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• v.59 no.5
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• pp.891-909
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• 2022

The main objective of this paper is to develop a concrete inverse formula of the system induced by the fourth-order finite difference method for two-point boundary value problems with Robin boundary conditions. This inverse formula facilitates to make a fast algorithm for solving the problems. Our numerical results show the efficiency and accuracy of the proposed method, which is implemented by the Thomas algorithm.

• Journal of IKEEE
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• v.23 no.3
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• pp.817-825
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• 2019

Difference equation is useful for control algorithm in the microprocessor. To approximate a derivative values from sampled data, it is used the methods of forward, backward and central differences. The key of computing discrete derivative values is the finite difference coefficient. The focus of this paper is a new approach method of finite difference formula. And we apply the proposed method to the recursive least squares(RLS) algorithm.

• Journal of the Korean Mathematical Society
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• v.58 no.3
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• pp.553-569
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• 2021

In this paper, we present and analyze a fully discrete numerical method for solving the time-fractional diffusion wave equation: ∂^β_tu - div(a∇u) = f, 1 < β < 2. We first construct a difference formula to approximate ∂^β_tu by using an interpolation of derivative type. The truncation error of this formula is of O(△t^2+δ-β)-order if function u(t) ∈ C^2,δ[0, T] where 0 ≤ δ ≤ 1 is the Hölder continuity index. This error order can come up to O(△t^3-β) if u(t) ∈ C³ [0, T]. Then, in combinination with the linear finite volume discretization on spatial domain, we give a fully discrete scheme for the fractional wave equation. We prove that the fully discrete scheme is unconditionally stable and the discrete solution admits the optimal error estimates in the H¹-norm and L₂-norm, respectively. Numerical examples are provided to verify the effectiveness of the proposed numerical method.

• Journal of electromagnetic engineering and science
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• v.9 no.1
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• pp.12-16
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• 2009

This paper presents a new iterative locally one-dimensional [mite-difference time-domain(LOD-FDTD) method that has a simpler formula than the original iterative LOD-FDTD formula[l]. There are fewer arithmetic operations than in the original LOD-FDTD scheme. This leads to a reduction of CPU time compared to the original LOD-FDTD method while the new method exhibits the same numerical accuracy as the iterative ADI-FDTD scheme. The number of arithmetic operations shows that the efficiency of this method has been improved approximately 20 % over the original iterative LOD-FDTD method.

• Bulletin of the Society of Naval Architects of Korea
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• v.19 no.4
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• pp.19-29
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• 1982

Galerkin's finite element method is applied to a two-dimensional heat convection-diffusion problem arising in the hydrodynamic lubrication of thrust bearings used in naval vessels. A parabolized thermal energy equation for the lubricant, and thermal diffusion equations for both bearing pad and the collar are treated together, with proper juncture conditions on the interface boundaries. it has been known that a numerical instability arises when the classical Galerkin's method, which is equivalent to a centered difference approximation, is applied to a parabolic-type partial differential equation. Probably the simplest remedy for this instability is to use a one-sided finite difference formula for the first derivative term in the finite difference method. However, in the present coupled heat convection-diffusion problem in which the governing equation is parabolized in a subdomain(Lubricant), uniformly stable numerical solutions for a wide range of the Peclet number are obtained in the numerical test based on Galerkin's classical finite element method. In the present numerical convergence errors in several error norms are presented in the first model problem. Additional numerical results for a more realistic bearing lubrication problem are presented for a second numerical model.

• Tribology and Lubricants
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• v.12 no.3
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• pp.115-122
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• 1996

In this paper, a finite difference method and the Newton-Raphson method are used to evaluate the Hamrock and Dowson's EHL film thickness formulas in elliptical contact problems. The minimum and central film thicknesses are compared with the Hamrock and Dowson's numerical results for various dimensionless parameters and with their film thickness formulas. The results of present analysis are more accurate and physically reasonable. The minimum film thickness formula is similar with the Hamrock and Dowson's results, however, the central film thickness formula shows large differences. Therefore, the Hamrock and Dowson's central film thickness formula should be replaced by following equation. $H_{c} = 4.88U^{0.68}G^{0.44}W^{0.096}(1-0.58e^{-0.60k})$ More accurate film thickness formula for general elliptical contact problems can be expected using present numerical methods and further research should be required.

• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.473-489
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• 2001

The notion of difference for two convex compact sets in Rⁿ, proposed by Rubinov et al, is generalized to R/sub mxn/. A formula of the difference for the two sets, which are convex hulls of a finite number of points, is developed. In the light of this difference, the relation between Clarke generalized Jacobian and quasidifferential, in the sense of Demyanov and Rubinov, for a nonsnooth function, is established. Based on the relation, the method of estimating Clarke generalized Jacobian via quasidifferential for a certain class of function, is presented.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.21-32
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• 2016

We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

• Journal of the Korean GEO-environmental Society
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• v.12 no.11
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• pp.23-30
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• 2011

In this study, Terzaghi's formula was modified to solve problems considering the dilatancy effect of the soil for estimating the earth pressure acting on tunnel. It is performed for the comparison with Terzaghi's formula and modified Terzaghi's formula, tunnel model test result of Kobe University Rock Mechanics Laboratory. From comparison results of the earth pressure acting on tunnel, the earth pressure calculated by the Terzaghi's formula was estimated largest value. The earth pressure measured through the tunnel model test was least value. The difference between the earth pressure derived from Terzaghi's original formula and that derived from the modified formula was caused by the dilation effect, which was caused by the soil volume change. The difference between the earth pressure derived from the modified formula and the earth pressure measured through the tunnel model test, earth pressure results from the energy making failure surface. The results of FEM analysis were almost consistent with the results of mathematical analysis.