• Journal of the Chungcheong Mathematical Society
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• v.29 no.3
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• pp.503-508
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• 2016

We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.

• Journal of electromagnetic engineering and science
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• v.8 no.4
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• pp.139-143
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• 2008

In this paper, a new scheme to calculate the weighting factor of the 2-D isotropic-dispersion finite difference time domain(ID-FDTD) is proposed. The weighting factor in [1] was formulated in free space, so that it may not be optimal in dielectric media. Therefore, the weighting factor was reformulated by considering the material properties and using the least mean square method. As a result, a minimum numerical dispersion error for any dielectric media is guaranteed.

• Journal of the Korean Society of Safety
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• v.10 no.2
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• pp.129-133
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• 1995

A new approach to the analysis of thin. rectangular window giass glass supported on flexible gaskets. and subjected to uniform lateral pressures was evolved. Based on the Von Karman theory of plates and using the finite difference method. a computer program which determines the deflections and stresses in simply supported thin glass plates was developed.

• 한국전산유체공학회:학술대회논문집
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• 2003.10a
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• pp.181-182
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• 2003

A preconditioned numerical method for gas-liquid to-phase flow is applied to solve cavitating flow. The present method employs a density based finite-difference method of dual time-stepping integration procedure and Roe's flux difference splitting approximation with MUSCL-TVD scheme. A homogeneous equilibrium cavitation model is used. The method permits simple treatment of the whole gas-liquid two-phase flow field including wave propagation, large density changes and incompressible flow characteristics at low Mach number. By this method, two-dimensional internal flows through a venturi tuve and decelerating cascades are computed and discussed.

• KSTLE International Journal
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• v.2 no.1
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• pp.46-54
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• 2001

The herringbone groove journal bearing (HGJB) has chevron type grooves on stationary or rotating member of the bearing so that they pump the lubricant inward the grooves when journal rotates. As a result, the pressure is generated around the journal so that the radial stiffness and dynamic stability are improved comparing to the plain journal bearing (PJB) when the bearing operates near the concentric condition. The narrow groove theory, conventionally adopted to simulate the concentric operation of HGJB, is limited to the infinite number of grooves. A numerical study of air-lubricated HGJB is presented for the finite number of grooves. The compressible isothermal Reynolds equation is solved by using Finite Element Method together with the Newton-Raphson iterative procedure and perturbation method. The solutions render the static and dynamic performances of HGJB. Comparison of present results with a PJB validates previously published finite difference solution. The HGJB's geometric parameters influence its static and dynamic characteristics. The optimum geometric parameters are presented for the air-lubricated HGJB in particular conditions.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.3
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• pp.443-452
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• 1992

본 연구에서는 소성가공 공정의 최적설계를 위한 새로운 접근 방법이 소개 된다.이방법은 소성가공 공정의 유한요소해석 기술과 기계시스템의 최적설계 기술 에 바탕을 두고 있다. 벌칙 강소성유한요소법, 정상 상태의 소성가공 공정(steady -state metal forming process)을 위한 최적설계 문제의 수식화, 설계민감도의 해석 방법, 설계민감도의 정확성에 관한 고찰, 구배투영법(gradient projection emthod)등 이 본 논문에서 상세하게 소개된다.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.14 no.1
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• pp.38-44
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• 2010

In this paper, the higher order FDTD(Finite-Difference Time-Domain) method is used to obtain the frequency response characteristics of the cylindrical metamaterial slab. FDTD method is one of strongest electromagnetic numerical method which is widely used to analyze the metamaterial structure because of its simplicity and the dispersive FDTD equation which has the dispersive effective dielectric constant and permeability are derived to analyze the metamaterials. This derived dispersive FDTD equation has no errors in analyzing the dielectric materials but there are some time and frequency errors in case of analyzing the metamaterials. We used the higher order FDTD method to obtain the accurate frequency response of the metamaterials. Comparisons between the dispersive FDTD method and the higher order FDTD method are performed in this paper also. From the results, we concluded that more accurate frequency response for various metamaterials applications can be obtained using the proposed method in this paper.

• Structural Engineering and Mechanics
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• v.52 no.6
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• pp.1099-1120
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• 2014

In this paper, reliability-based design optimization (RBDO) of structures is addressed. For this purpose, the global search and optimization capabilities of genetic algorithm (GA) are combined with the efficiency and reasonable accuracy of an advanced moment-based finite element reliability method. For performing RBDO, three variants of GA including a real-coded, a binary-coded and an improved binary-coded GA are developed. In these methods, GA performs (finite element) reliability analyses to evaluate reliability constraints. For truss structures which include finite element modeling, reliability constraints are evaluated using finite element reliability analysis. Response sensitivity required for finite element reliability analysis is obtained by direct differentiation method (DDM) rather than finite difference method (FDM). The proposed methods are examined within four standard test examples and real-world design problems. The results illustrate the superiority and efficiency of the improved binary-coded GA. Results also illustrate that DDM significantly reduces the computational cost and improves the efficiency of the optimization procedure.

• Journal of the korean Society of Automotive Engineers
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• v.3 no.3
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• pp.24-29
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• 1981

This paper is studied an efficient temperature distribution and heat transfer of two-dimensional rectangular cross-section by the higher-order triangular finite dynamic element and finite difference. This is achieved by employing a discretization technique based on a recently developed concept of finite dynamic elements, involving higher order dynamic correction terms in the associated stiffness and convection matrices. Numerical solution results of temperature distribution presented herein clearly optimum element and show that FEM10 is the most accurate temperature distribution, but heat transfer and computational effort is the most acquired.

• Korean Journal of Optics and Photonics
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• v.6 no.4
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• pp.373-378
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• 1995

Bending losses of bent optical waveguides are calculated by virtue of the finite difference-beam p propagation method in the cylindrical coordinate system. In order to minimize the radiating losses of bent optical waveguides, we apply the trench structure to the bent waveguides and perform the a analysis to keep track of: 1) the influence of curvature radius on the bending loss without the trench, 2) the influence of curvature radius and refractive index difference on the bending loss with the trench, 3) the influence of the trench width on the bending loss.