• Journal of the Korean Mathematical Society
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• v.48 no.1
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• pp.133-146
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• 2011

We employ a hyperbolic tangent function to construct nonlinear transformations which are useful in numerical evaluation of weakly singular integrals and Cauchy principal value integrals. Results of numerical implementation based on the standard Gauss quadrature rule show that the present transformations are available for the singular integrals and, in some cases, give much better approximations compared with those of existing non-linear transformation methods.

• 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 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.

• Journal of applied mathematics & informatics
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• v.5 no.3
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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.

• Journal of Mechanical Science and Technology
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• v.15 no.12
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• pp.1750-1756
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• 2001

Three-dimensional and unsteady flow analysis is a practical target of high performance computation. As recently advances of computers, a numerical prediction by the large eddy simulation (LES) are introduced and evaluated for various engineering problems. Its advanced methods for the complex turbulent flows are discussed by several examples applied for aerodynamic designs, analysis of fluid flow mechanisms and their interaction to complex phenomena. These results of time-dependent and three-dimensional phenomena are visualized by interactive graphics and animations.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1993.10a
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• pp.207-215
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• 1993

With the aid of finite element method, this paper deals with the problem of structural response variability of transmission tower subjected to the spatial variability of material properties, Young's modulus herein. The spatial variability of material property are modeled as two-dimensional stochastic field which has an isotropic auto-correlation function. Response variability has been computed based on two numerical techniques, such as the Neumann expansion method in conjunction with the Monte Carlo simulation method. The results by these numerical methods are compared with those by the deterministic approach.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2006.04a
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• pp.675-680
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• 2006

This paper deals with the flexural free vibrations of strip foundations. Based on dynamic equilibrium equations of a beam element resting on Winkler foundation, differential equations governing free vibration of strip foundation are derived, in which effects of rotatory inertia and shear deformation are included. For obtaining the natural frequencies, differential equations are solved by numerical methods. As the numerical results, relationships between natural frequencies and various strip parameters are obtained and presented in Tables and Figures.

• Proceedings of the Korean Geotechical Society Conference
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• 2001.03a
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• pp.265-272
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• 2001

Excavation in a big city is different from excavation in a local area because construction methods and stability are directly connected in a loss of life. Especially, estimate of rock mass slope stability is excuted by more detail and safty work. In this study, we are made reserches in rock mass slope stability and safety method that the slope is closed by elementary school in a big city. The result of many field study and numerical analysis is shown up direct reinforcement used to anchor.

• Coupled systems mechanics
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• v.5 no.2
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• pp.145-156
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• 2016

An efficient and general numerical strategy for fluid-structure interaction problems is presented where either the fluid or the structure part are represented by nonlinear models. This partitioned strategy is implemented under the form of code coupling that allows to (re)-use previous made developments in a more general multi-physics context. This strategy and its numerical implementation is verified on classical fluid-structure interaction benchmarks, and then applied to the impact of tsunamis waves on submerged structures.

• Structural Engineering and Mechanics
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• v.65 no.4
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• pp.409-413
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• 2018

In this paper, He's Variational Approach (VA) is used to solve high nonlinear vibration equations. The proposed approach leads us to high accurate solution compared with other numerical methods. It has been established that this method works very well for whole range of initial amplitudes. The method is sufficient for both linear and nonlinear engineering problems. The accuracy of this method is shown graphically and the results tabulated and results compared with numerical solutions.