• 제목/요약/키워드: mixed boundary condition

검색결과 77건 처리시간 0.02초

CONFORMAL FIELD THEORY OF DIPOLAR SLE(4) WITH MIXED BOUNDARY CONDITION

  • Kang, Nam-Gyu
    • 대한수학회지
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    • 제50권4호
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    • pp.899-916
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    • 2013
  • We develop a version of dipolar conformal field theory in a simply connected domain with the Dirichlet-Neumann boundary condition and central charge one. We prove that all correlation functions of the fields in the OPE family of Gaussian free field with a certain boundary value are martingale-observables for dipolar SLE(4).

ROBUST AND ACCURATE METHOD FOR THE BLACK-SCHOLES EQUATIONS WITH PAYOFF-CONSISTENT EXTRAPOLATION

  • CHOI, YONGHO;JEONG, DARAE;KIM, JUNSEOK;KIM, YOUNG ROCK;LEE, SEUNGGYU;SEO, SEUNGSUK;YOO, MINHYUN
    • 대한수학회논문집
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    • 제30권3호
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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.

비분리형 비등방성 완전 정합층(UAPML)을 이용한 원형편파 등각 마이크로스트립 패치 안테나의 해석 (An Analysis of A Circularly Polarized Conformal Microstrip Parch Antenna Using The Unsplit Anisotropic Perfectly Matched Layer(UAPML))

  • 박동희;김정기
    • 한국전자파학회논문지
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    • 제9권6호
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    • pp.813-823
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    • 1998
  • 본 논문은 비분리형 비등방성 완전정합충(UAPML)을 이용하여 이동통신용 원형편파 등각 마이크로스트립 패치 안테나를 해석하였다 또한 3차원 U따까1L에 대한 모서리 및 모퉁이 부분에 대하여 특별히 다루었다. 특히 동축 여기선을 갖는 마이크로스트립 패치 안테나를 해석하기 위해서 Mur의 1차 흡수경계조건을 혼합 적용하였다 결과적으로 본 논문은 UAPML법이 모서리 및 모퉁이 부분에서 수렴함은 물론 Mur의 1차 흡수 경계조건과 혼합하여 홈수경계조건으로서 충분히 사용 가능함을 제시한다. 수치해석 결과는 이동통신 대역인 L밴드 및 C 밴드에서 중심주파수 1.575 GHz, 1.778 GHz 그리고 4.8 GHz를 갖는 단일 및 병렬 패치에 대한 전자장의 $E_z$$H\chi$에 대한 시간응답, 동축선의 입력임피던스 및 마이크로 스트립 패치의 복사특성을 해석 하였다 본 논문의 해석 결과는 2차 분산 경계조건(SDBC) Mur의 1차 흡수경계조건을 혼합한 수치해석 방법 그리고 순수 Mur의 1차 흡수경계조건과 비교하였다. 따라서 본 논문에서 제시된 해석방법이 합당함을 입 증할 수 있다.

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혼합 및 유체윤활하에서 Micro-Scale Dimple Pattern의 마찰특성 (Friction Characteristics of Micro-scale Dimple Pattern under Mixed and Hydrodynamic Lubrication Condition)

  • 채영훈;김석삼
    • 한국정밀공학회지
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    • 제22권2호
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    • pp.188-193
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    • 2005
  • Surface texturing of tribological application is another attractive technology of friction reducing. Also, reduction of friction is therefore considered to be a necessary requirement for improved efficiency of machine. In this paper attempts to investigate the effect of density for micro-scale dimple pattern on bearing steel flat mated with pin-on-disk. We demonstrated the lubrication mechanism for a Stribeck curve, which has a relationship between the friction coefficient and a dimensionless parameter for lubrication condition. It is found that friction coefficient is depended on the density of surface pattern. It was thus verified that micro-scale dimple could affect the friction reduction considerably under mixed and hydrodynamic lubrication conditions from based on friction map. Lubrication condition regime has an influence on the friction coefficient induced the density of micro dimple.

혼합 정식화를 이용한 섬유 강화 적층보의 변형해석 (Static Analysis of Continuous Fiber-Reinforced Laminated Beams Based on Hybrid-Mixed Formulation)

  • 김진곤;이재곤
    • 동력기계공학회지
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    • 제15권6호
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    • pp.47-52
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    • 2011
  • In this study, an accurate 2-noded hybrid-mixed element for continuous fiber-reinforced laminated beams is newly proposed. The present element including the effect of shear deformation is based on Hellinger-Reissner variational principle, and introduces additional consistent node less degrees for displacement field interpolation in order to enhance the numerical performance. The micromechanical and lamination theory are employed in the finite element description to consider the effects of the laminate stacking sequences, material orthotropy, and fiber volume fraction, etc. The element stiffness matrix can be explicitly derived through the stationary condition and static condensation using Mathematica program. Several numerical examples confirm the accuracy of the present hybrid-mixed element and also show in detail the effects of the continuous fiber volume fraction, stacking sequences and boundary condition on the bending behavior of laminated beams.

수두차를 이용한 해저퇴적물 흡입현상의 수치시뮬레이션 (NUMERICAL SIMULATION ON THE FLOW PHENOMENON OF SEDIMENT INHALATION BY DIFFERENCE OF WATER HEAD)

  • 정광열;이영길;정우철;손충렬
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2005년도 추계 학술대회논문집
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    • pp.213-217
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    • 2005
  • In this study the water including sediment is assumed that the density is different from fresh water. And the phenomenon inhaled by low pressure around the pipe is numerically simulated in two dimension. The simulation is done using finite difference method in rectangular staggered mesh system and Navier-Stokes equations and continuty equation are employed as governing equations. The method of Irregular leg lengths and stars are adopted to satisfy boundary condition of body boundary. Marker-Density method is used to calculate the density of mixed flow. Also SGS turbulence model is applied to consider vortex smaller then grid at high Renolds number. This study is to analyze inhalation phenomenon of mixed flow with sediment and to verify the numerical method for mixed flow. To verify the numerical results are compared with experimental results

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개선된 입자와법을 이용한 급 출발하는 실린더 주위의 비정상 점성 유동 시뮬레이션 (Simulations of the Unsteady Viscous Flow Around an Impulsively Started Cylinder Using Improved Vortex Particle Method)

  • 진동식;이상환;이주희
    • 대한기계학회논문집B
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    • 제24권5호
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    • pp.733-743
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    • 2000
  • We solve the integral representation of the Navier-Stokes equations in a lagrangian view by tracking the particles, which have vortex strengths. We simulate the unsteady viscous flow around an impulsively started cylinder using the vortex particle method. Particles are advanced via the Biot-Savart law for a lagrangian evolution of particles. The particle strength is modified based on the scheme of particle strength exchange. The solid boundary satisfies the no-slip boundary condition by the vorticity generation algorithm. We newly modify the diffusion scheme and the boundary condition for simulating an unsteady flow efficiently. To save the computation time, we propose the mixed scheme of particle strength exchange and core expansion. We also use a lot of panels to ignore the curvature of the cylinder, and not to solve the evaluation of the surface density. Results are compared to those from other theoretical and experimental works.

REMARKS ON FINITE ELEMENT METHODS FOR CORNER SINGULARITIES USING SIF

  • Kim, Seokchan;Kong, Soo Ryun
    • 호남수학학술지
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    • 제38권3호
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    • pp.661-674
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    • 2016
  • In [15] they introduced a new finite element method for accurate numerical solutions of Poisson equations with corner singularities, which is useful for the problem with known stress intensity factor. They consider the Poisson equations with homogeneous Dirichlet boundary condition, compute the finite element solution using standard FEM and use the extraction formula to compute the stress intensity factor, then they pose a PDE with a regular solution by imposing the nonhomogeneous boundary condition using the computed stress intensity factor, which converges with optimal speed. From the solution we could get accurate solution just by adding the singular part. This approach works for the case when we have the accurate stress intensity factor. In this paper we consider Poisson equations with mixed boundary conditions and show the method depends the accrucy of the stress intensity factor by considering two algorithms.

NUMERICAL METHOD FOR SINGULAR PERTURBATION PROBLEMS ARISING IN CHEMICAL REACTOR THEORY

  • Andargie, Awoke
    • Journal of applied mathematics & informatics
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    • 제28권1_2호
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    • pp.411-423
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    • 2010
  • In this paper, a numerical method for singular perturbation problems arising in chemical reactor theory for general singularly perturbed two point boundary value problems with boundary layer at one end(left or right) of the underlying interval is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

중해상도 전지구 해양대순환 모형의 상층 수온과 혼합층 깊이 모사 성능 평가 (Evaluation of Upper Ocean Temperature and Mixed Layer Depth in an Eddy-permitting Global Ocean General Circulation Model)

  • 장찬주;민홍식;김철호;강석구;이흥재
    • Ocean and Polar Research
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    • 제28권3호
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    • pp.245-258
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    • 2006
  • We investigated seasonal variations of the upper ocean temperature and the mixed layer depth (MLD) in an eddy-permitting global ocean general circulation model (OGCM) to assess the OGCM perfermance. The OGCM is based on the GFDL MOM3 which has a horizontal resolution of 0.5 degree and 30 vertical levels. The OGCM was integrated for 68 years using a monthly-mean climatological wind stress forcing. The model sea surface temperature (SST) and sea surface salinity were restored to the Levitus climatology with a time scale of 30 days. Annual-mean model SST shows a cold bias $(<\;-2^{\circ}C)$ in the summer hemisphere and a warm bias $(>\;1^{\circ}C)$ in the winter hemisphere mainly due to the restoring boundary condition of temperature. The model MLD captures well the observed features in most areas, with a slightly deep bias. However, in the Ross Sea and Weddell Sea, the model shows significantly deeper MLD than the climatology-mainly due to weak salinity stratifications in the model. For amplitude of seasonal variation, the model SST is smaller $(1{\sim}3^{\circ}C)$ than the observation largely due to the restoring surface boundary condition while the model MLD has larger seasonal variation $({\sim}50m)$. It is suggested that for more realistic simulation of the upper ocean structure in the present eddy-permitting ocean model, more refinements in the surface boundary condition for the thermohaline forcing and parameterization for vertical mixing are required, together with the incorporation of a sea-ice model.