• Journal of Mechanical Science and Technology
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• 제20권10호
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• pp.1773-1778
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• 2006

Steady-state natural convection heat transfer characteristics from cylinders in a multiply-connected bounded region are clarified. A spectral finite difference scheme (spectral decomposition of the system of partial differential equations, semi-implicit time integration) is applied in numerical analysis, with a boundary-fitted conformal coordinate system through a Jacobian elliptic function with a successive transformation to formulate a system of governing equations in terms of a stream function, vorticity and temperature. Multiplicity of the domain is expressed explicitly.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1279-1292
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• 2009

In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.489-496
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• 2004

We study the h- stability of nonlinear difference system x(n+1) =f(n, x(n)) and its perturbed system y(n+l) =f(n, y(n))+g(n, y(n), Sy(n)).

• 대한수학회보
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• 제56권4호
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• pp.977-992
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• 2019

Mittag-Leffler stability of nonlinear fractional nabla difference systems is defined and the Lyapunov direct method is employed to provide sufficient conditions for Mittag-Leffler stability of, and in some cases the stability of, the zero solution of a system nonlinear fractional nabla difference equations. For this purpose, we obtain several properties of the exponential and one parameter Mittag-Leffler functions of fractional nabla calculus. Two examples are provided to illustrate the applicability of established results.

• 대한수학회논문집
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• 제38권1호
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• pp.281-298
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• 2023

A class of systems of Caputo fractional differential equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a uniform mesh is proposed. Supremum norm is used to derive an error estimate which is of order κ − 1, 1 < κ < 2. Numerical examples are given which validate our theoretical results.

• Structural Engineering and Mechanics
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• 제31권4호
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• pp.383-392
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• 2009

The static and dynamic analyses of simply supported beams are studied by using the U-transformation method and the finite difference method. When the beam is divided into the mesh of equal elements, the mesh may be treated as a periodic structure. After an equivalent cyclic periodic system is established, the difference governing equation for such an equivalent system can be uncoupled by applying the U-transformation. Therefore, a set of single-degree-of-freedom equations is formed. These equations can be used to obtain exact analytical solutions of the deflections, bending moments, buckling loads, natural frequencies and dynamic responses of the beam subjected to particular loads or excitations. When the number of elements approaches to infinity, the exact error expression and the exact convergence rates of the difference solutions are obtained. These exact results cannot be easily derived if other methods are used instead.

• International Journal of Safety
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• 제1권1호
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• pp.13-17
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• 2002

A new system of equations governing the nonlinear thin laminated plates with large deflections using von Karman equations is derived. The effects of transverse shear in the thin interlayer are included as part of the analysis. The finite difference method is used to perform the geometrically nonlinear behavior of the plate. The resultant equations permit the analysis of the effect of transverse shear stress deformation on the overall behavior of the interlayer using the load incremental method. For the purpose of feasibility and validity of this present method, the numerical results are compared with other available solutions for accuracy as well as efficiency. The solution techniques have been implemented and the numerical results of example problem are discussed and evaluated.

• 대한수학회논문집
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• 제34권3호
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• pp.1015-1027
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• 2019

A class of systems of singularly perturbed convection diffusion type equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The suggested method is of almost first order convergence. An error estimate is derived in the discrete maximum norm. Numerical examples are presented to validate the theoretical estimates.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제28권4호
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• pp.329-341
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• 2021

In this study, we consider an efficient and accurate finite difference method for the four underlying asset equity-linked securities (ELS). The numerical method is based on the operator splitting method with non-uniform grids for the underlying assets. Even though the numerical scheme is implicit, we solve the system of discrete equations in explicit manner using the Thomas algorithm for the tri-diagonal matrix resulting from the system of discrete equations. Therefore, we can use a relatively large time step and the computation of the ELS option pricing is fast. We perform characteristic computational test. The numerical test confirm the usefulness of the proposed method for pricing the four underlying asset equity-linked securities.

• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1001-1015
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• 2009

In this paper, two hybrid difference schemes on the Shishkin mesh are constructed for solving a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a small parameter multiplying the highest derivative. We prove that the schemes are almost second order convergence in the supremum norm independent of the diffusion parameter. Error bounds for the numerical solution and its derivative are established. Numerical results are provided to illustrate the theoretical results.