• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.25-37
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• 2001

We consider the finite element method applied to nonlinear Sobolev equation with smooth data and demonstrate for arbitrary order ($k{\geq}2$) finite element spaces the optimal rate of convergence in $L_{\infty}\;W^{1,{\infty}}({\Omega})$ and $L_{\infty}(L_{\infty}({\Omega}))$ (quasi-optimal for k = 1). In other words, the nonlinear Sobolev equation can be approximated equally well as its linear counterpart. Furthermore, we also obtain superconvergence results in $L_{\infty}(W^{1,{\infty}}({\Omega}))$ for the difference between the approximate solution and the generalized elliptic projection of the exact solution.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.1
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• pp.19-30
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• 2019

In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

• Journal of Environmental Science International
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• v.11 no.1
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• pp.57-61
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• 2002

To investigate the flow characteristics by the water stage variation between stream-aquifer, the new solution of nonlinear Boussinesq equation was derived and extended using the Boltzmann transformation. The soundness of the analytic solution obtained from this study was examined by the comparison with the linearized analytic solution and the numerical solution by finite difference method. And the movement, velocity, flowrate and volume of flow caused by the stage variation of stream and the existence of regional gradient were estimated. This new analytic solution can express the groundwater movement between stream-aquifer. So, it might be helpful to manage water environment.

• Journal of KSNVE
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• v.6 no.5
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• pp.607-616
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• 1996

A combined computational fluid dynamics(CFD)-Kirchhoff method is presented for predicting high-speed impulsive noise generated by a hovering blade. Two types of Kirchhoff integral formula are used; one for the classical linear Kirchhoff formulation and the other for the nonlinear Kirchhoff formulation. An Euler finite difference solver is solved first to obtain the flow field close to the blade, and then this flow field is used as an input to a Kirchhoff formulation to predict the acoustic far-field. These formulas are used at Mach numbers of 0.90 and 0.95 to investigate the effectiveness of the linear and nonlinear Kirchhoff formulas for delocalized flow. During these calculiations, the retarded time equation is also carefully examined, in particular, for the cases of the control surface located outside of the sonic cylinder, where multiple roots are obtained. Predicted results of acoustic far-field pressure with the linear Kirchhoff formulation agree well with experimental data when the control surface is at the certain location(R=1.46), but the correlation is getting worse before or after this specific location of the control surface due to the delocalized nonlinear aerodynamic flow field. Calculations based on the nonlinear Kirchhoff equation using a linear sonic cylinder as a control surface show a reasonable agreement with experimental data in negative amplitudes for both tip Mach numbers of 0.90 and 0.95, except some computational integration problems over a shock. This concliudes that a nonlinear formulation is necessary if the control surface is close to the blade and the flow is delocalized.

• Journal of Ocean Engineering and Technology
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• v.17 no.6
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• pp.7-15
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• 2003

A Digital Wave Tank simulation technique, based on a finite-difference method and a modified marker-and-cell (MAC) algorithm, is applied in order to investigate the characteristics of nonlinear Tsunami propagations and their interactions with a 2D sloping beach, Ohkushiri Island, and to predict maximum wove run-up around the island. The Navier-Stokes (NS) and continuity equation are governed in the computational domain, and the boundary values are updated at each time step, by a finite-difference time-marching scheme in the frame of the rectangular coordinate system. The fully nonlinear, kinematic, free-surface condition is satisfied by the modified marker-density function technique. The near shore Tsunami is assumed to be a solitary wave, and is generated from the numerical wave-maker in the developed Digital Wave Tank. The simulation results are compared with the experiments and other numerical methods, based on the shallow-water wave theory.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2003.05a
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• pp.231-239
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• 2003

A Digital Wave Tank simulation technique based on a finite-difference method and a modified marker-and-cell (MAC) algorithm is applied to investigate the characteristics of nonlinear Tsunami propagations and their interactions with a 2D sloping beach and Ohkushiri island, and to predict maximum wave run-up around the island. The Navier-Stokes (NS) and continuity equation are governed in the computational domain and the boundary values updated at each time step by a finite-difference time-marching scheme in the frame of rectangular coordinate system. The fully nonlinear kinematic free-surface condition is satisfied by the modified marker-density function technique. The Nearshore Tsunami is assumed to be a solitary wave and generated from the numerical wavemaker in the developed Digital Wave Tank. The simulation results are compared with the experiments and other numerical methods based on the shallow-water wave theory.

• Journal of the Korean Society for Precision Engineering
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• v.17 no.4
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• pp.142-147
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• 2000

An overhead crane system which transports an object by girder motion, trolley motion, and hoist motion becomes a nonlinear system because the length of a rope changes. To develope the position control algorithm for the nonlinear crane systems, we apply a nonlinear optimal control method which uses forward and backward difference methods and obtain optimal inputs. This method is suitable for the overhead crane system which is characterized by the differential equation of higher degree and swing motion. From the results of computer simulation, it is founded that the position of the overhead crane system is controlled, and the swing of the object is suppressed.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.299-306
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• 2008

Finite difference schemes are considered for a $Ca^{2+}$ diffusion equations, which discribe $Ca^{2+}$ buffering by using stationary and mobile buffers. Stability and $L^\infty$ error estimates of approximate solutions for the corresponding schemes are obtained using the extended Lax-Richtmyer equivalence theorem.

• Journal of Ocean Engineering and Technology
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• v.5 no.1
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• pp.55-63
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• 1991

This study is to predict accurately the wave induced current accuring by the radiation stress which acts as the driving force around Nearshore structure. For the wave induced current, the depth integrated and time averaged governing equation of an unsteady nonlinear form is derived from the continuity and momentum equation of an incompressible fluid. Numerical solutions are obtained by a finite difference method for the governing equation. In the vicinity of a structure, computed flow patterns show good agreement with the hydraulic experimental data. The numerical results obtained by neglecting the convective term show a large change of alongshore and offshore current.

• Proceedings of the KSME Conference
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• 2001.11a
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• pp.746-752
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• 2001

Design sensitivity analysis for nonlinear structural problems has been emerged in the last decade as a glowing area of engineering research. As a result, theoretical formulations and computational algorithms have already developed for design sensitivity of nonlinear structural problems. There is not enough research for practical nonlinear problems using multi-element, due to difficulties of implementation into FEA. Therefore, nonlinear response analysis for stiffened shell which consists of Mindlin plate and Timoshenko beam, was considered. Specially, it presents the backward-Euler method which is adopted to describe an exact yield state in the stress computation procedure. Then, design sensitivity analysis of nonlinear structures, particularly elasto-perfectly-plastic structure, is developed using direct differentiation method. The accuracy of the developed sensitivity analysis was compared with the central finite difference method. Finally, on the basis of above results, design improvement for stiffened shell is suggested.