• Journal of Advanced Marine Engineering and Technology
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• 제27권4호
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• pp.511-519
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• 2003

A stratified flow is simulated using the finite difference lattice Boltzmann method (FDLBM). The effect of body force (gravity) in a simple one-dimensional model with the lattice BGK 9 velocity is examined. The effect of body force in the compressible fluid is greatly different from that of the incompressible fluid In a compressible fluid under gravitational force, the density stratification is not sufficient and the entropy stratification is essential. The numerical simulation of a line sink compressible stratified flow in two-dimensional channel is also carried out. The results show that selective withdrawal is established when the entropy of the upper part increases. and the simulated results using FDLB method are satisfactory compared with the theoretical one.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제23권1호
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• pp.19-30
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• 2019

In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

• Geomechanics and Engineering
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• 제25권4호
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• pp.267-273
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• 2021

In this work, we compare the analytical solutions with the numerical solutions for photothermal interactions in semiconductor medium containing cylindrical cavity. This paper is devoted to a study of the photothermal interactions in semiconductor medium in the context of the coupled photo-thermal model. The basic equations are formulated in the domain of Laplace transform and the eigenvalue scheme are used to get the analytical solutions. The numerical solution is obtained by using the implicit finite difference method (IFDM). A comparison between the analytical solution and the numerical solutions are obtained. It is found that the implicit finite difference method (IFDM) is applicable, simple and efficient for such problems.

• Steel and Composite Structures
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• 제27권3호
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• pp.255-271
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• 2018

This paper deals with the transient dynamic analysis and elastic wave propagation in a functionally graded graphene platelets (FGGPLs)-reinforced composite thick hollow cylinder, which is subjected to shock loading. A micromechanical model based on the Halpin-Tsai model and rule of mixture is modified for nonlinear functionally graded distributions of graphene platelets (GPLs) in polymer matrix of composites. The governing equations are derived for an axisymmetric FGGPLs-reinforced composite cylinder with a finite length and then solved using a hybrid meshless method based on the generalized finite difference (GFD) and Newmark finite difference methods. A numerical time discretization is performed for the dynamic problem using the Newmark method. The dynamic behaviors of the displacements and stresses are obtained and discussed in detail using the modified micromechanical model and meshless GFD method. The effects of the reinforcement of the composite cylinder by GPLs on the elastic wave propagations in both displacement and stress fields are obtained for various parameters. It is concluded that the proposed micromechanical model and also the meshless GFD method have a high capability to simulate the composite structures under shock loadings, which are reinforced by FGGPLs. It is shown that the modified micromechanical model and solution technique based on the meshless GFD method are accurate. Also, the time histories of the field variables are shown for various parameters.

• Journal of applied mathematics & informatics
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• 제8권1호
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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 applied mathematics & informatics
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• 제5권3호
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• pp.759-770
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• 1998

In this paper we use uniform cubic spline polynomials to derive some new consistency relations. These relations are then used to develop a numerical method for computing smooth approxi-mations to the solution and its first second as well as third derivatives for a second order boundary value problem. The proesent method out-performs other collocations finite-difference and splines methods of the same order. numerical illustratiosn are provided to demonstrate the practical use of our method.

• 대한수학회논문집
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• 제24권4호
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• pp.617-628
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• 2009

We present an efficient and accurate finite-difference method for computing Black-Scholes partial differential equations with multiunderlying assets. We directly solve Black-Scholes equations without transformations of variables. We provide computational results showing the performance of the method for two underlying asset option pricing problems.

• 비파괴검사학회지
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• 제20권2호
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• pp.116-129
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• 2000

초음파검사에서 발생하는 물리적 현상의 복잡성을 고려할 때, 이를 이론적으로 모델링하기 위해 수치적인 기법을 이용하는 것이 효과적인 경우가 많다. 본 논문에서는 초음파검사를 수치적으로 모델링하는 기법들에 대하여 개괄적으로 살펴보고, 특히 유한차분법과 유한요소법에 대하여 상세히 알아본다. 즉, 유한차분법과 유한요소법을 이용한 해석의 개요를 설명하고, 이들의 적용시 고려사항 및 문제점에 대해 알아 본 후, 기존의 연구결과 중 중요한 것들을 참고문헌으로 열거하고 몇 가지 예를 소개한다. 계속되는 컴퓨터의 기술적 발전으로 인하여 초음파검사에 대한 수치적 모델링 기법의 신뢰성과 편의성이 지속적으로 증대될 것으로 기대된다.

• 한국전산구조공학회논문집
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• 제20권3호
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• pp.321-327
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• 2007

본 연구는 탄성균열문제를 신속하고 정확하게 해석할 수 있는 새로운 개념의 그리드(grid) 없는 유한차분법을 제시한다. 이동최소제곱법을 이용한 Taylor 전개식 구성을 통해 직접적인 미분계산 없이 근사함수와 그 미분을 손쉽게 계산한다. 그리드로 인한 절점 간의 종속성이 없어 해석영역 내의 불연속면 모델링이 용이하여 차분식 구성시 균열로 인한 불연속 효과를 고려하는 과정도 자연스럽다. 유한차분법에 근간을 두고 있어 지배 미분방정식을 직접 이산화하기 때문에 수치적분이 필요한 수치기법에 비해 계산속도도 빠르다. 모드 I과 모드 II 균열문제 해석을 통해 본 해석기법이 정확하고 효율적으로 응력확대계수를 계산할 수 있음을 보였다.

• 자원환경지질
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• 제29권2호
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• pp.183-192
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• 1996

Much computing time and large computer memory are needed to solve the wave equation in a large complex subsurface layer using finite difference method. The time and memory can be reduced by decreasing the number of grid per minimun wave length. However, decrease of grid may cause numerical dispersion and poor accuracy. In this study, we present 49 points weighted average method which save the computing time and memory and improve the accuracy. This method applies a new weighted average to the coordinate determined by transforming the coordinate of conventional 5 points finite difference stars to $0^{\circ}$ and $45^{\circ}$, 25 points finite differenc stars to $0^{\circ}$, $26.56^{\circ}$, $45^{\circ}$, $63.44^{\circ}$ and 49 finite difference stars to $0^{\circ}$, $18.43^{\circ}$, $33.69^{\circ}$, $45^{\circ}$, $56.30^{\circ}$, $71.56^{\circ}$. By this method, the grid points per minimum wave length can be reduced to 2.5, the computing time to $(2.5/13)^3$, and the required core memory to $(2.5/13)^4$ computing with the conventional method.