• Coupled systems mechanics
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• v.1 no.4
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• pp.325-343
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• 2012

We present different numerical methods for solving the shallow shelf equations with basal drag (SSAB). An alternative approach of splitting the SSAB equation into a Laplacian and diagonal shift operator is discussed with respect to the underlying eigenvalue problem. First, we solve the equations using standard methods. Then, the coupled equations are decomposed into operators for membranes stresses, basal shear stress and driving stress. Applying reasonable parameter values, we demonstrate that the operator of the membrane stresses is much stiffer than the operator of the basal shear stress. Here, we could apply a new splitting method, which alternates between the iteration on the membrane-stress operator and the basal-shear operator, with a more frequent iteration on the operator of the membrane stresses. We show that this splitting accelerates and stabilize the computational performance of the numerical method, although an appropriate choice of the standard method used to solve for all operators in one step speeds up the scheme as well.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.21 no.1
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• pp.1-16
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• 2017

The Allen-Cahn equation is solved numerically by operator splitting Fourier spectral methods. The basic idea of the operator splitting method is to decompose the original problem into sub-equations and compose the approximate solution of the original equation using the solutions of the subproblems. The purpose of this paper is to characterize higher order operator splitting schemes and propose several higher order methods. Unlike the first and the second order methods, each of the heat and the free-energy evolution operators has at least one backward evaluation in higher order methods. We investigate the effect of negative time steps on a general form of third order schemes and suggest three third order methods for better stability and accuracy. Two fourth order methods are also presented. The traveling wave solution and a spinodal decomposition problem are used to demonstrate numerical properties and the order of convergence of the proposed methods.

• The Pure and Applied Mathematics
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• v.21 no.2
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• pp.129-139
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• 2014

In this paper, we present a detailed comparison of the performance of the numerical solvers such as the biconjugate gradient stabilized, operator splitting, and multigrid methods for solving the two-dimensional Black-Scholes equation. The equation is discretized by the finite difference method. The computational results demonstrate that the operator splitting method is fastest among these solvers with the same level of accuracy.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.6 no.1
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• pp.1-15
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• 2002

Advection-dominated transport problems possess difficulties in the design of numerical methods for solving them. Because of the hyperbolic nature of advective transport, many characteristic numerical methods have been developed such as the classical characteristic method, the Eulerian-Lagrangian method, the transport diffusion method, the modified method of characteristics, the operator splitting method, the Eulerian-Lagrangian localized adjoint method, the characteristic mixed method, and the Eulerian-Lagrangian mixed discontinuous method. In this paper relationships among these characteristic methods are examined. In particular, we show that these sometimes diverse methods can be given a unified formulation. This paper focuses on characteristic finite element methods. Similar examination can be presented for characteristic finite difference methods.

• Communications of the Korean Mathematical Society
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• v.17 no.2
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• pp.349-361
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• 2002

The ill-posed elliptic wave propagation problems can be transformed into well-posed initial value problems of the reflection and transmission operators characterizing the material structure of the given model by the combination of wave field splitting and invariant imbedding methods. In general, the derived scattering operator equations are of first-order in range, nonlinear, nonlocal, and stiff and oscillatory with a subtle fixed and movable singularity structure. The phase space and path integral analysis reveals that construction and reconstruction algorithms depend crucially on a detailed symbol analysis of the scattering operators. Some information about the singularity structure of the scattering operator symbols is presented and analyzed in the transversely homogeneous limit.

• 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.

• The Journal of the Acoustical Society of Korea
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• v.36 no.1
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• pp.1-11
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• 2017

In this study, novel approximate form of the square-root operator of three dimensional acoustic Parabolic Equation (3D PE) is proposed using a rational approximant for two variables. This form has two advantages in comparison with existing approximation studies of the square-root operator. One is the wide-angle capability. The proposed form has wider angle accuracy to the inclination angle of ${\pm}62^{\circ}$ from the range axis of 3D PE at the bearing angle of $45^{\circ}$, which is approximately three times the angle limit of the existing 3D PE algorithm. Another is that the denominator of our approximate form can be expressed into the product of one-dimensional operators for depth and cross-range. Such a splitting form is very preferable in the numerical analysis in that the 3D PE can be easily transformed into the tridiagonal matrix equation. To confirm the capability of the proposed approximate form, comparative study of other approximation methods is conducted based on the phase error analysis, and the proposed method shows best performance.

• Coupled systems mechanics
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• v.8 no.2
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• pp.129-146
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• 2019

The main goal of this work is to develop a numerical simulator to study an isothermal single-phase two-component flow in a naturally fractured oil reservoir, taking into account advection and diffusion effects. We use the Peng-Robinson equation of state with a volume translation to evaluate the properties of the components, and the discretization of the governing partial differential equations is carried out using the Finite Difference Method, along with implicit and first-order upwind schemes. This process leads to a coupled non-linear algebraic system for the unknowns pressure and molar fractions. After a linearization and the use of an operator splitting, the Conjugate Gradient and Bi-conjugated Gradient Stabilized methods are then used to solve two algebraic subsystems, one for the pressure and another for the molar fraction. We studied the effects of fractures in both the flow field and mass transport, as well as in computing time, and the results show that the fractures affect, as expected, the flow creating a thin preferential path for the mass transport.

• East Asian mathematical journal
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• v.27 no.5
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• pp.545-555
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• 2011

Based on the A-maximal(m)-relaxed monotonicity frameworks, the approximation solvability of a general class of variational inclusion problems using the relaxed proximal point algorithm is explored, while generalizing most of the investigations, especially of Xu (2002) on strong convergence of modified version of the relaxed proximal point algorithm, Eckstein and Bertsekas (1992) on weak convergence using the relaxed proximal point algorithm to the context of the Douglas-Rachford splitting method, and Rockafellar (1976) on weak as well as strong convergence results on proximal point algorithms in real Hilbert space settings. Furthermore, the main result has been applied to the context of the H-maximal monotonicity frameworks for solving a general class of variational inclusion problems. It seems the obtained results can be used to generalize the Yosida approximation that, in turn, can be applied to first- order evolution inclusions, and can also be applied to Douglas-Rachford splitting methods for finding the zero of the sum of two A-maximal (m)-relaxed monotone mappings.

• Earthquakes and Structures
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• v.8 no.6
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• pp.1325-1348
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• 2015

Real-time hybrid testing (RTHT) involves virtual splitting of the structure into two parts: physical substructure that contains the key region of interest which is tested in a laboratory and numerical substructure that contains the remaining part of the structure in the form of a numerical model. This paper numerically assesses four step-by-step integration methods (Central difference method (CDM), Operator splitting method (OSM), Rosenbrock based method (RBM) and CR-integration method (CR)) which are widely used in RTHT. The methods have been assessed in terms of stability and accuracy for various realistic damping ratios of the physical substructure. The stability is assessed in terms of the spectral radii of the amplification matrix while the accuracy in terms of numerical damping and period distortion. In order to evaluate the performance of the methods, five carefully chosen examples have been studied - undamped SDOF, damped SDOF, instantaneous softening, instantaneous hardening and hysteretic system. The performance of the methods is measured in terms of a non-dimensional error index for displacement and velocity. Based on the error indices, it is observed that OSM and RBM are robust and performs fairly well in all the cases. CDM performed well for undamped SDOF system. CR method can be used for the system showing softening behaviour. The error indices indicate that accuracy of OSM is more than other method in case of hysteretic system. The accuracy of the results obtained through time integration methods for different damping ratios of the physical substructure is addressed in the present study. In the presence of a number of integration methods, it is preferable to have criteria for the selection of the time integration scheme. As such criteria are not available presently, this paper attempts to fill this gap by numerically assessing the four commonly used step-by-step methods.