• Communications of the Korean Mathematical Society
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• v.14 no.4
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• pp.815-832
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• 1999

High-order weighted difference schemes with uniform meshes are considered for the convection-diffusion problem depending on Reynolds numbers. For small Reynolds numbers, a weighed cen-tral difference scheme is suggested since there is no boundary layer. For large Reynolds numbers, we propose a modified up wind method with an artificial diffusion in order to overcome nonphysical oscilla-tion of central schemes and obtain good accuracy in the boundary later. Existence and corresponding error estimates of the solution for the difference scheme have been shown. Numerical experiments are provided to back up the analysis.

• Journal of applied mathematics & informatics
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• v.28 no.5_6
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• pp.1035-1054
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• 2010

We consider a mixed type singularly perturbed one dimensional elliptic problem with discontinuous source term. The domain under consideration is partitioned into two subdomains. A convection-diffusion and a reaction-diffusion type equations are posed on the first and second subdomains respectively. Two hybrid difference schemes on Shishkin mesh are constructed and we prove that the schemes are almost second order convergence in the maximum norm independent of the diffusion parameter. Error bounds for the numerical solution and its numerical derivative are established. Numerical results are presented which support the theoretical results.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.17 no.3
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• pp.197-207
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• 2013

The Cahn-Hilliard equation was proposed as a phenomenological model for describing the process of phase separation of a binary alloy. The equation has been applied to many physical applications such as amorphological instability caused by elastic non-equilibrium, image inpainting, two- and three-phase fluid flow, phase separation, flow visualization and the formation of the quantum dots. To solve the Cahn-Hillard equation, many numerical methods have been proposed such as the explicit Euler's, the implicit Euler's, the Crank-Nicolson, the semi-implicit Euler's, the linearly stabilized splitting and the non-linearly stabilized splitting schemes. In this paper, we investigate each scheme in finite-difference schemes by comparing their performances, especially stability and efficiency. Except the explicit Euler's method, we use the fast solver which is called a multigrid method. Our numerical investigation shows that the linearly stabilized stabilized splitting scheme is not unconditionally gradient stable in time unlike the known result. And the Crank-Nicolson scheme is accurate but unstable in time, whereas the non-linearly stabilized splitting scheme has advantage over other schemes on the time step restriction.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.7 no.2
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• pp.75-81
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• 2003

Compact schemes are shown to be effective for a class of problems including convection-diffusion equations when combined with multigrid algorithms [7, 8] and V-cycle convergence is proved[5]. We apply the multigrid algorithm for an semianalytic finite difference scheme, which is desinged to preserve high order accuracy despite of singularities.

• Transactions of the Korean Society of Automotive Engineers
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• v.6 no.5
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• pp.86-96
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• 1998

A numerical study has been carried out of three-dimensional turbulent flows around a MIRA reference vehicle model both with and without wheels in computation. Two convective difference schemes with two k-$\varepsilon$ turbulence models are evaluated for the performance such as drag coefficient, velocity and pressure fields. Pressure coefficients along the surfaces of the model are compared with experimental data. The drag coefficient, the velocity and pressure fields are found to change considerably with the adopted finite difference schemes. Drag forces computed in the various regions of the model indicate that design change decisions should not rely just on the total drag and that local flow structures are important. The results also indicate that the RNG model with the QUICK scheme predicts fairly well the tendency of velocity and pressure fields and gives more reliable drag coefficient rather than the other cases.

• Bulletin of the Korean Mathematical Society
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• v.50 no.6
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• pp.2035-2051
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• 2013

In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

• Proceedings of the SAREK Conference
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• 2006.06a
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• pp.116-121
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• 2006

Numerical simulations for dendritic growth of crystals are conducted in this study by the level set method. The effect of order of difference is tested for reinitialization error in simple problems and authors founded in case of 1st order of difference that very fine grids have to be used to minimize the error and higher order of difference is desirable to minimize the reinitialization error The 2nd and 4th order Runge-Kutta scheme in time and 3rd and 5th order of WENO schemes with Godunov scheme are applied for space discretization. Numerical results are compared with the analytical theory, phase-field method and other researcher's level set method.

• Journal of Korea Multimedia Society
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• v.24 no.6
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• pp.768-788
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• 2021

The reversible data hiding technique safely transmits secret data to the recipient from malicious attacks by third parties. In addition, this technique can completely restore the image used as a transmission medium for secret data. The reversible data hiding schemes have been proposed in various forms, and recently, the reversible data hiding schemes based on interpolation are actively researching. The reversible data hiding scheme based on the interpolation method expands the original image into the cover image and embed secret data. However, the existing interpolation-based reversible data hiding schemes did not embed secret data during the interpolation process. To improve this problem, this paper proposes embedding the first secret data during the image interpolation process and embedding the second secret data into the interpolated cover image. In the embedding process, the original image is divided into blocks without duplicates, and the maximum and minimum values are determined within each block. Three way searching based on the maximum value and two way searching based on the minimum value are performed. And, image interpolation is performed while embedding the first secret data using the PVD scheme. A stego image is created by embedding the second secret data using the maximum difference value and log function in the interpolated cover image. As a result, the proposed scheme embeds secret data twice. In particular, it is possible to embed secret data even during the interpolation process of an image that did not previously embed secret data. Experimental results show that the proposed scheme can transmit more secret data to the receiver while maintaining the image quality similar to other interpolation-based reversible data hiding schemes.

• Nuclear Engineering and Technology
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• v.54 no.1
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• pp.49-60
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• 2022

Motivated by the high-resolution properties of high-order Weighted Essentially Non-Oscillatory (WENO) and flux limiter (FL) for steep-gradient problems and the robust convergence of Jacobian-free Newton-Krylov (JFNK) methods for nonlinear systems, the preconditioned JFNK fully implicit high-order WENO and FL schemes are proposed to solve the transient two-phase two-fluid models. Specially, the second-order fully-implicit BDF2 is used for the temporal operator and then the third-order WENO schemes and various flux limiters can be adopted to discrete the spatial operator. For the sake of the generalization of the finite-difference-based preconditioning acceleration methods and the excellent convergence to solve the complicated and various operational conditions, the random vector instead of the initial condition is skillfully chosen as the solving variables to obtain better sparsity pattern or more positions of non-zero elements in this paper. Finally, the WENO_JFNK and FL_JFNK codes are developed and then the two-phase steep-gradient problem, phase appearance/disappearance problem, U-tube problem and linear advection problem are tested to analyze the convergence, computational cost and efficiency in detailed. Numerical results show that WENO_JFNK and FL_JFNK can significantly reduce numerical diffusion and obtain better solutions than traditional methods. WENO_JFNK gives more stable and accurate solutions than FL_JFNK for the test problems and the proposed finite-difference-based preconditioning acceleration methods based on the random vector can significantly improve the convergence speed and efficiency.

• 한국전산유체공학회:학술대회논문집
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• 1998.11a
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• pp.7-12
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• 1998

Optimized high-order compact(OHOC) schemes were proposed, which have high spatial order of truncation and resolution to simulate the aeroacoustic problems due to unsteady compressible flows. Generally, numerical schemes are categorized explicit or implicit by time-marching method. In this research, OHOC differences which were developed with explicit time-marching method is used to have implicit formulation and the implicit OHOC differences result in block hepta-diagonal matrix. This paper presents the comparisons between the explicit and implicit OHOC schemes with a second order accuracy of time in the 1-d linear wave convection problem, and between the explicit OHOC scheme of 4th-order accuracy in time and the implicit OHOC scheme of 1st-order accuracy in tine for the 1-d nonlinear wave convection problem. With these comparisons, the characteristics of implicit OHOC scheme are shown in the point of CFL number.