• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2004년도 춘계 학술대회논문집
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• pp.161-165
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• 2004

In the vortex particle method based on the vorticity-velocity formulation for solving the Wavier-Stokes equations, the unsteady, incompressible, viscous laminar flow over a NACA 0012 foil is simulated. By applying an operator-splitting method, the 'convection' and 'diffusion' equations are solved sequentially at each time step. The convection equation is solved using the vortex particle method, and the diffusion equation using the particle strength exchange(PSE) scheme which is modified to avoid a spurious vorticity flux. The scheme is improved for variety body shape using one image layer scheme. For a validation of the present method, we illustrate the early development of the viscous flow about an impulsively started NACA 0012 foil for Reynolds number 550.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제28권4호
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• pp.329-341
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• 2021

In this study, we consider an efficient and accurate finite difference method for the four underlying asset equity-linked securities (ELS). The numerical method is based on the operator splitting method with non-uniform grids for the underlying assets. Even though the numerical scheme is implicit, we solve the system of discrete equations in explicit manner using the Thomas algorithm for the tri-diagonal matrix resulting from the system of discrete equations. Therefore, we can use a relatively large time step and the computation of the ELS option pricing is fast. We perform characteristic computational test. The numerical test confirm the usefulness of the proposed method for pricing the four underlying asset equity-linked securities.

• Korean Journal of Hydrosciences
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• 제6권
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• pp.51-66
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• 1995

Various Eulerian-Lagerangian numerical models for the one-dimensional longtudinal dispersion equation are studied comparatively. In the models studied, the transport equation is decoupled into two component parts by the operator-splitting approach ; one part governing advection and the other dispersion. The advection equation has been solved using the method of characteristics following flud particles along the characteristic line and the result are interpolated onto an Eulerian grid on which the dispersion equation is solved by Crank-Nicholson type finite difference method. In solving the advection equation, various interpolation schemes are tested. Among those, Hermite interpo;ation po;ynomials are superor to Lagrange interpolation polynomials in reducing both dissipation and dispersion errors.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제18권1호
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• pp.61-74
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• 2014

This paper presents accurate and efficient numerical methods for calculating the sensitivities of two-asset European options, the Greeks. The Greeks are important financial instruments in management of economic value at risk due to changing market conditions. The option pricing model is based on the Black-Scholes partial differential equation. The model is discretized by using a finite difference method and resulting discrete equations are solved by means of an operator splitting method. For Delta, Gamma, and Theta, we investigate the effect of high-order discretizations. For Rho and Vega, we develop an accurate and robust automatic algorithm for finding an optimal value. A cash-or-nothing option is taken to demonstrate the performance of the proposed algorithm for calculating the Greeks. The results show that the new treatment gives automatic and robust calculations for the Greeks.

• Earthquakes and Structures
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• 제8권6호
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• pp.1325-1348
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• 2015

Real-time hybrid testing (RTHT) involves virtual splitting of the structure into two parts: physical substructure that contains the key region of interest which is tested in a laboratory and numerical substructure that contains the remaining part of the structure in the form of a numerical model. This paper numerically assesses four step-by-step integration methods (Central difference method (CDM), Operator splitting method (OSM), Rosenbrock based method (RBM) and CR-integration method (CR)) which are widely used in RTHT. The methods have been assessed in terms of stability and accuracy for various realistic damping ratios of the physical substructure. The stability is assessed in terms of the spectral radii of the amplification matrix while the accuracy in terms of numerical damping and period distortion. In order to evaluate the performance of the methods, five carefully chosen examples have been studied - undamped SDOF, damped SDOF, instantaneous softening, instantaneous hardening and hysteretic system. The performance of the methods is measured in terms of a non-dimensional error index for displacement and velocity. Based on the error indices, it is observed that OSM and RBM are robust and performs fairly well in all the cases. CDM performed well for undamped SDOF system. CR method can be used for the system showing softening behaviour. The error indices indicate that accuracy of OSM is more than other method in case of hysteretic system. The accuracy of the results obtained through time integration methods for different damping ratios of the physical substructure is addressed in the present study. In the presence of a number of integration methods, it is preferable to have criteria for the selection of the time integration scheme. As such criteria are not available presently, this paper attempts to fill this gap by numerically assessing the four commonly used step-by-step methods.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 1999년도 추계 학술대회논문집
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• pp.17-22
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• 1999

Convergence characteristics and efficiency of three implicit approximate factorization schemes(ADI, DDADI and MAF) are examined using 2-Dimensional compressible upwind Navier-Stokes code. Second-order CSCM(Conservative Supra Characteristic Method) upwind flux difference splitting method with Fromm scheme is used for the right-hand side residual evaluation, while generally first-order upwind differencing is used for the implicit operator on the left-hand side. Convergence studies are performed using an example of the flow past a NACA0012 airfoil at steady transonic flow condition, i. e. Mach number 0.8 at $1.25^{\circ}$ angle of attack. The results were compared with other computational results in order to validate the current numerical analysis. The results from the implicit AF algorithms were compared well in low surface with the other computational results; however, not well in upper surface. It might be due to lack of the grid around the shock position. Because the algorithm minimizes the errors of the approximate decomposition, the improved convergence rate with MAF were observed.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2004년도 추계학술대회 논문집
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• pp.503-509
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• 2004

With modem computational fluid dynamics method (CFD), air-charging models of the air brake pipe system and auxiliary reservoir are built. Compared with one-dimension model, no empirical formula is introduced to solve branch pipe fields for two-dimension model. A modified operator-splitting method is presented to solve the coupled equations of pressure and velocity, and numerical simulation shows that it is very stable. Compare the numerical results with empirical data of heavy haul trains in home and abroad so as to prove the correctness of the theory and algorithm presented. This paper gives theoretic reference to the experiments of braking effects of heavy haul trains, and forms a basis for development of complete freight train air brake system simulation.

• 한국정밀공학회지
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• 제13권3호
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• pp.158-164
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• 1996

In this paper, the CNC cutting planning module for product with three dimensional solid shape is realized to develop a smart CAD/CAM system which performs systematically from the shape design of procuct by the B-Rep solid modeler to the CNC cutting of product by a machining center. The three dimensional solid shape of product can be easily designed and constructed by the Euler operators and Boolean operators of the solid modeler. And the various functions such as the automatic generation of tool path for the rough and finish cutting processes, the automatic elimination of overcut, the automatic generation of CNC code for the machining center and do on, are established. Especially, the overcut-free tool paths are obtained by splitting the CL solid which is composed of the offset surfaces of the solid shape of product.

• 천문학회지
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• 제28권2호
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• pp.223-243
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• 1995

We describe the implementation of a multi-dimensional numerical code to solve the equations for idea! magnetohydrodynamics (MHD) in cylindrical geometry. It is based on an explicit finite difference scheme on an Eulerian grid, called the Total Variation Diminishing (TVD) scheme, which is a second-order-accurate extension of the Roe-type upwind scheme. Multiple spatial dimensions are treated through a Strang-type operator splitting. Curvature and source terms are included in a way to insure the formal accuracy of the code to be second order. The constraint of a divergence-free magnetic field is enforced exactly by adding a correction, which involves solving a Poisson equation. The Fourier Analysis and Cyclic Reduction (FACR) method is employed to solve it. Results from a set of tests show that the code handles flows in cylindrical geometry successfully and resolves strong shocks within two to four computational cells. The advantages and limitations of the code are discussed.

• 물과 미래
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• 제27권2호
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• pp.155-166
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• 1994

Eulerian-Lagrangian 방법을 이용하여 1차원 종확산방정식의 수치모형을 비교·분석하였다. 본 연구에서서 비교·분석한 모형은 지배방정식을 연산자 분리방법에 의해서 이송만을 지배하는 이송방정식과 확산만을 지배하는 확산방정식으로 분리한다. 이송방정식은 특성곡선을 따라서 유체입자를 추적하는 특성곡선법을 사용하여 해를 구하고, 그 결과를 고정된 Eulerian 격자상에 보간하였고, 확산방정식은 상기 고정격자상에서 Crank-Nicholson 유한차분법을 사용하여 해를 구하였다. 이송방정식의 풀이에서 다양한 보간방법이 적용되었는데, 일반적으로 Hermite 보간다항식을 사용한 경우가 Lagrange 보간다항식을 사용한 경우보다 수치확산 및 수치진동 등의 오차를 최소화할 수 있어서 더욱 우수한 것으로 밝혀졌다.