• Communications of the Korean Mathematical Society
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• v.30 no.3
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• pp.297-311
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• 2015

We present a robust and accurate boundary condition for pricing financial options that is a hybrid combination of the payoff-consistent extrapolation and the Dirichlet boundary conditions. The payoff-consistent extrapolation is an extrapolation which is based on the payoff profile. We apply the new hybrid boundary condition to the multi-dimensional Black-Scholes equations with a high correlation. Correlation terms in mixed derivatives make it more difficult to get stable numerical solutions. However, the proposed new boundary treatments guarantee the stability of the numerical solution with high correlation. To verify the excellence of the new boundary condition, we have several numerical tests such as higher dimensional problem and exotic option with nonlinear payoff. The numerical results demonstrate the robustness and accuracy of the proposed numerical scheme.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1994.10a
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• pp.21-28
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• 1994

The forced vibration with the symmetric boundary condition in nonlinear structure is studied by utilizing the characteristic of the free vibration which have two modes with the similar natural frequency. Two linear modes exist to have no concern with the amplitude. It is found that the normal mode or elliptic orbit as the newly coupled modes is generated in accordance with changing the stability. It is also known that responses for forced vibration having the small external force and damping are near mode of free vibration and the stability for each response is determined according to the stability for each response is determined according to the stability in mode of free vibration. Finally the stability and bifurcation are analyzed in proportion to increment of external force and damping.

• International Journal of Aeronautical and Space Sciences
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• v.7 no.2
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• pp.155-174
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• 2006

Parabolized stability equations for compressible flows in general curvilinear coordinate system are derived to deal with a broad range of transition prediction problems on complex geometry. A highly accurate finite difference PSE code has been developed using an implicit marching procedure. Compressible and incompressible flat plate flow stability under two-dimensional and three¬dimensional disturbances has been investigated to test the present code. Results of the present computation are found to be in good agreement with the multiple scale analysis and DNS data. Stability calculation results by the present PSE code for compressible boundary layer at Mach numbers ranging from 0.02 to 1.5 are also presented and are again seen to be as accurate as the spectral method.

• Journal of the Korea Society for Simulation
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• v.8 no.2
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• pp.111-122
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• 1999

The paper presents a stability analysis of uniform Timoshenko beams resting on two-parameter elastic foundations. The two-parameter elastic foundations were considered as a shearing layer and Winkler springs in soil models. Governing equations of motion were derived using the Hamilton's principle and finite element analysis was performed and the eigenvalues were obtained for the stability analysis. The numerical results for the buckling stability of beams under axial forces are demonstrated and compared with the exact or available confirmed solutions. Finally, several examples were given for Euler-Bernoulli and Timoshenko beams with various boundary conditions.

• Korean Chemical Engineering Research
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• v.57 no.1
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• pp.142-147
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• 2019

The onset of buoyancy-driven convection in an initially isothermal and quiescent horizontal fluid layer was analyzed theoretically. It is well-known that at the critical Rayleigh number $Ra_c=669$ convective motion sets in with a constant-heat-flux cooling through the upper boundary. Here, based on the momentary instability concept, the dimensionless critical time ${\tau}_m$ to mark the onset of convective motion for Ra > 669 was analyzed theoretically. The energy method under the momentary stability concept was used to find the critical conditions as a function of the Rayleigh number Ra and the Prandtl number Pr. The predicted critical conditions were compared with the previous theoretical and experimental results. The momentary stability criterion gives more reasonable wavenumber than the conventional energy method.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.4
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• pp.1813-1818
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• 2014

This paper presents the stability analysis of the haptic system including a human impedance using the Routh-Hurwitz criterion. The reflective force is computed from a virtual spring model and is transferred to a human operator using the first-order-hold method. The stability boundary conditions are induced and the relation among a virtual spring ($K_w$), the mass ($M_h$), the damping ($B_h$) and the stiffness ($K_h$) of a human impedance is analyzed. Hence the stability boundary of the virtual spring ($K_w$) is proposed as $K_w{\leq}54413{\sqrt{(M_h+M_d)(B_h+B_d)}}-0.486K_h$ when the sampling time is 1 ms. The average relative error is about 0.5% when the mathematical analysis results are compared with the results of the stability boundary model.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.7
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• pp.12-17
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• 2006

Longitudinal static stability and steady aerodynamic characteristics of wings flying over nonplanar ground surfaces (rail and channel) are investigated using the boundary-element method. For a channel with it's fence higher than the wing height, the lift and the nose-down pitching moment increase as the gap between the wingtip and the fence decreases. For a rail with it's width wider than the wing span, the lift and the nose-down pitching moment increase as the rail height decreases. Longitudinal static stability of a single wing flying over nonplanar surfaces is worse than the case of the flat ground. In case of tandem wings, longitudinal static stability of the wings flying over the channel is better than the case of the flat ground. It is believed that the present results can be applied to the conceptual design of high-speed ground transporters.

• Journal of the Chungcheong Mathematical Society
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• v.28 no.3
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• pp.465-472
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• 2015

In this paper, we study the existence and the stability of equilibria of predator-prey models with Ivlev's functional response. We give a simple proof for the uniqueness of limit cycles of the predator-prey system. The existence and the stability at the origin and a boundary equilibrium point(including the positive equilibrium point) are also investigated.

• Communications of the Korean Mathematical Society
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• v.29 no.4
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• pp.505-518
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• 2014

Considered here is the first initial boundary value problem for the two-dimensional g-Navier-Stokes equations in bounded domains. We first study the long-time behavior of strong solutions to the problem in term of the existence of a global attractor and global stability of a unique stationary solution. Then we study the long-time finite dimensional approximation of the strong solutions.

• Bulletin of the Korean Mathematical Society
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• v.50 no.6
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• pp.1827-1840
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• 2013

This paper is concerned with the positive steady states of a diffusive Holling type II predator-prey system, in which two predators and one prey are involved. Under homogeneous Neumann boundary conditions, the local and global asymptotic stability of the spatially homogeneous positive steady state are discussed. Moreover, the large diffusion of predator is considered by proving the nonexistence of non-constant positive steady states, which gives some descriptions of the effect of diffusion on the pattern formation.