• 한국전산유체공학회:학술대회논문집
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• 2003.08a
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• pp.49-55
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• 2003

A comprehensive study has been made for the investigation of the convergence characteristics of the LU scheme for the Euler equations using von Neumann stability analysis. The stability results indicate that the convergence rate is governed by a specific parameter combination. Based on this insight it is shown that the LU scheme will not suffer convergence deterioration at any grid aspect ration if the local time step is defined using appropriate parameter combination. The numerical results demonstrate that this time step definition gives uniform convergence for grid aspect ratios from one to $1\times10^4$.

• Journal of Ocean Engineering and Technology
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• v.7 no.1
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• pp.33-55
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• 1993

선수충격파의 문제를 푸는데 있어서 Boundary Integral Method(BIM)의 여러가지 수치 해석방법이 검토되었으며, 특히 여러가지 Time stepping scheme, Green function, far-field 조건등에 따른 수치해석안정성과 정확성의 상관관계가 연구되었다. von Neumann 안정성해석과 matrix 안정성해석 등을 이용한 선형 안정성해석을 기초로하여, 수치해석방법의 안정성 여부를 체계적으로 조사할 수 있는 parameter(Free Surface Stability number)를 설정하고, 이 parameter의 변화에 따른 비선형 운동해석을 연구하였다. 그 결과 비선형성이 심하지 않은 기진파의 경우에서는 비선형 운동해석의 수치해석 안정성의 선형 수치해석 안정성과 큰 차이가 없음을 알 수 있게 된다.

• Journal of Korea Soil Environment Society
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• v.5 no.1
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• pp.3-12
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• 2000

The multi-region model, to describe preferential flow, is an equation representing solute transport in soils by dividing soil into numerous pore groups and using the hydraulic properties of the soil. As the model partial differential equation (PDE) is solved numerically with finite difference methods. a modified equivalent partial differential equation(MEPDE) of the partial differential equation of the multi-region model is derived to analyze the accuracy and consistency of the solution of the model PDE and the Von Neumann method is used to analyze the stability of the finite difference scheme. The evaluation obtained from the MEPDE indicated that the finite difference scheme was found to be consistent with the model PDE and had the second order accuracy The stability analysis is performed to analyze the model PDE with the amplification ratio and the phase lag using the Von Neumann method. The amplification ratio of the finite difference scheme gave non-dissipative results with various Peclet numbers and yielded the most high values as the Peclet number was one. The phase lag showed that the frequency component of the finite difference scheme lagged the true solution. From the result of the stability analysis for the model PDE, it is analyzed that the model domain should be discretized in the range of Pe < 1.0 and Cr < 2.0 to obtain the more accurate solution.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.9
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• pp.1-11
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• 2004

A comprehensive study has been made for the investigation of the convergence and stability characteristics of the LU scheme for solving the Euler equations on unstructured meshes. The von Neumann stability analysis technique was initially applied to a scalar model equation, and then the analysis was extended to the Euler equations. The results indicated that the convergence rate is governed by a specific combination of flow parameters. Based on this insight, it was shown that the LU scheme does not suffer any convergence deterioration at all grid aspect ratios, as long as the local time step is defined using an appropriate parameter combination.

• Journal of applied mathematics & informatics
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• v.7 no.1
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• pp.215-222
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• 2000

A multigrid algorithm is developed for solving the one- dimensional initial boundary value problem. The numerical solutions of linear and nonlinear Burgers; equation for various initial conditions are studied. The stability conditions are derived by Von -Neumann analysis . Numerical results are presented.

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.3
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• pp.253-261
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• 2004

Game theory is mathematical analysis developed to study involved in making decisions. In 1928, Von Neumann proved that every two-person, zero-sum game with finitely many pure strategies for each player is deterministic. As well, in the early 50's, Nash presented another concept as the basis for a generalization of Von Neumann's theorem. Another central achievement of game theory is the introduction of evolutionary game theory, by which agents can play optimal strategies in the absence of rationality. Not the rationality but through the process of Darwinian selection, a population of agents can evolve to an Evolutionary Stable Strategy (ESS) introduced by Maynard Smith. Keeping pace with these game theoretical studies, the first computer simulation of co-evolution was tried out by Hillis in 1991. Moreover, Kauffman proposed NK model to analyze co-evolutionary dynamics between different species. He showed how co-evolutionary phenomenon reaches static states and that these states are Nash equilibrium or ESS introduced in game theory. Since the studies about co-evolutionary phenomenon were started, however many other researchers have developed co-evolutionary algorithms, in this paper we propose Game theory based Co-Evolutionary Algorithm (GCEA) and confirm that this algorithm can be a solution of evolutionary problems by searching the ESS.To evaluate newly designed GCEA approach, we solve several test Multi-objective Optimization Problems (MOPs). From the results of these evaluations, we confirm that evolutionary game can be embodied by co-evolutionary algorithm and analyze optimization performance of GCEA by comparing experimental results using GCEA with the results using other evolutionary optimization algorithms.

• Proceedings of the KSME Conference
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• 2003.04a
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• pp.491-496
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• 2003

In sensitivity analysis, semi-analytical method(SAM) reveals severe inaccuracy problem when relatively large rigid body motions are identified for individual elements. Recently such errors of SAM resulted by the finite difference scheme have been improved by the separation of rigid body mode. But the eigenvalue should be obtained first before the sensitivity analysis is performed and it takes much time in the case that large system is considered. In the present study, by constructing a reduced one from the original system, iterative method combined with mode decomposition technique is proposed to compute reliable semi-analytical design sensitivities. The sensitivity analysis is performed by the eigenvector acquired from the reduced system. The error of SAM caused by difference scheme is alleviated by Von Neumann series approximation.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.135-145
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• 2020

This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.35 no.3
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• pp.183-195
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• 2007

Comprehensive mathematical comparison of numerical dissipation vector was made for a compressible and the preconditioned version Roe's Riemann solvers. Choi and Merkle type preconditioning method was selected from the investigation of the convergence characteristics of the various preconditioning methods for the flows over a two-dimensional bump. The investigation suggests a way of migration from a compressible code to a preconditioning code with a minor changes in Eigenvalues while maintaining the same code structure. Von Neumann stability condition and viscous Jacobian were considered additionally to improve the stability and accuracy for the viscous flow analysis. The developed code was validated through the applications to the standard validation problems.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.7 no.4
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• pp.320-327
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• 1996

This paper presents that the lossy or amplification property of the Finite Difference-Time Domain(FD-TD) method based on the leap-frog scheme is theoretically verified by using a plane wave analysis. The basic algorithm of the FD-TD method is introduced in order to help understanding the analysis procedure. Since our analysis is formulated by the Von Neumann's approach, the stability inequality is also produced as an another outcome.