• Transactions of the Korean Society of Mechanical Engineers B
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• v.24 no.10
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• pp.1317-1325
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• 2000

A new efficient numerical method for computing three-dimensional, unsteady, incompressible flows is presented. To eliminate the restriction of CFL condition, a fully-implicit time advancement in which the Crank-Nicolson method is used for both the diffusion and convection terms, is adopted. Based on an approximate block LU decomposition method, the velocity -pressure decoupling is achieved. The additional decoupling of the intermediate velocity components in the convection term is made for the fully -implicit time advancement scheme. Since the iterative procedures for the momentum equations are not required, the velocity components decouplings bring forth the reduction of computational cost. The second-order accuracy in time of the present numerical algorithm is ascertained by computing decaying vortices. The present decoupling method is applied to minimal channel flow unit with DNS (Direct Numerical Simulation).

• Proceedings of the KSME Conference
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• 2000.04b
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• pp.704-708
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• 2000

A new efficient numerical method for computing unsteady, incompressible flows, DRANS (Decoupled Reynolds-Averaged Navier-Stokes), is presented. To eliminate the restriction of CFL condition, a fully-implicit time advancement in which the Crank-Nicolson method is used fer both the diffusion and convection terms. is adopted. Based on decomposition method, the velocity-turbulent quantity decoupling is achieved. The additional decoupling of the intermediate velocity components in the convection term is made for the fully-implicit time advancement scheme. Since the iterative procedures for the momentum, ${\kappa}\;and\;{\varepsilon}$ equations are not required, the components decouplings bring fourth the reduction of computational cost. The second-order accuracy in time of the present numerical algorithm is ascertained by computing decaying vortices. The present decoupling method is applied to turbulent boundary layer with local forcing.

• Communications of the Korean Mathematical Society
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• v.14 no.4
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• pp.833-842
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• 1999

In this paper, we construct a fully discrete solution of the incompressible Navier Stokes equations using implicit Runge kutta method. We prove the existence of the fully discrete solution.

• Nuclear Engineering and Technology
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• v.41 no.7
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• pp.885-892
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• 2009

This manuscript will discuss a numerical method where the six equations of two-phase flow, the solid heat conduction equations, and the two equations that describe neutron diffusion and precursor concentration are solved together in a tightly coupled, nonlinear fashion for a simplified model of a nuclear reactor core. This approach has two important advantages. The first advantage is a higher level of accuracy. Because the equations are solved together in a single nonlinear system, the solution is more accurate than the traditional "operator split" approach where the two-phase flow equations are solved first, the heat conduction is solved second and the neutron diffusion is solved third, limiting the temporal accuracy to $1^{st}$ order because the nonlinear coupling between the physics is handled explicitly. The second advantage of the method described in this manuscript is that the time step control in the fully implicit system can be based on the timescale of the solution rather than a stability-based time step restriction like the material Courant limit required of operator-split methods. In this work, a pilot code was used which employs this tightly coupled, fully implicit method to simulate a reactor core. Results are presented from a simulated control rod movement which show $2^{nd}$ order accuracy in time. Also described in this paper is a simulated rod ejection demonstrating how the fastest timescale of the problem can change between the state variables of neutronics, conduction and two-phase flow during the course of a transient.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.38 no.12
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• pp.1153-1161
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• 2010

An efficient solution method for harmonic balance techniques with Fourier transform is presented for periodic unsteady flow problems. The present partially-implicit harmonic balance treats the flux terms implicitly and the harmonic source term is solved explicitly. The convergence of the partially Implicit method is much faster than the explicit Runge-Kutta harmonic balance method. The method does not need to compute the additional flux Jacobian matrix from the implicit harmonic source term. Compared with fully implicit harmonic balance method, this partial approach turns out to have good convergence property. Oscillating flows over NACA0012 airfoil are considered to verify the method and to compare with results of explicit R-K(Runge-Kutta) and dual time stepping methods.

• Proceedings of the KSME Conference
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• 2007.05a
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• pp.512-517
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• 2007

In the previous development of the recursive thermostat chained fully flexible cell molecular dynamics simulation, implicit time integration method such as generalized leapfrog integration is used. The implicit algorithm is very much complicated and not easy to show time reversibility because it is solved by the nonlinear iterative procedure. Thus we develop simple, explicit symplectic time integration formula for the recursive thermostat chained fully flexible unit cell simulation. Uniaxial tension test is performed to verify the present explicit algorithm. We check that the present simulation satisfies the ergodic hypothesis for various values of fictitious mass and coefficient of multiple thermostat system. The proposed method should be helpful to predict mechanical and thermal behavior of nano-scale structure.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.413-426
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• 2011

Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.1-28
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• 2004

We first apply a first order splitting to a semilinear reaction-diffusion equation and then discretize the resulting system by an $H^1$-Galerkin mixed finite element method in space. This semidiscrete method yields a system of differential algebraic equations (DAEs) of index one. A priori error estimates for semidiscrete scheme are derived for both differ-ential as well as algebraic components. For fully discretization, an implicit Runge-Kutta (IRK) methods is applied to the temporal direction and the error estimates are discussed for both components. Finally, we conclude the paper with a numerical example.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.3
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• pp.119-127
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• 1993

Recently, ADI scheme has been a most common tool for solving shallow water equation numerically. But ADI models of tidal flow is likely to cause so called ADI effect in such a region of the Yellow Sea which shows complex topography and has submarine canyons especially. To overcome this, a finite difference algorithm is developed which adopts fully implicit method and preconditioned conjugate gradient squared method. Applying the algorithm including simulation of intertidal zone to Sae-Man-Keum. velocity fields and flooding/drying phenomena are simulated well in spite of complex topography.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.18 no.1
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• pp.15-22
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• 1985

The study on computation time, accuracy, and convergency characteristic of the implicit finite difference method is presented with the variation of the space increment and time step in a two-dimensional transient heat conduction problem with a dirichlet boundary condition. Numerical analysis were conducted by the model having the conditions of the solution domain from 0 to 3m, thermal diffusivity of 1.26 $m^2/h$, initial condition of 272 K, and boundary condition of 255.4 K. The results obtained are summarized as follows : 1) The degree of influence with respect to the accuracy of the time step and space increment in the alternating-direction implicit method and Crank-Nicholson implicit method were relatively small, but in case of the fully implicit method showed opposite tendency. 2) To prescribe near the zero for the space increment and tine step in a two dimensional transient problem were good in a accuracy aspect but unreasonable in a computational time aspect. 3) The reasonable condition of the space increment and the time step considering accuracy and computation time could be generalized with the Fourier modulus increment, F, ana dimensionless space increment, X, irrespective of the solution domain.