• Proceedings of the Korean Geotechical Society Conference
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• 2000.11a
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• pp.665-672
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• 2000

The problems of discontinuous layer interface are very important in the algorithm and programming for the analysis of multi-layered consolidation using a numerical analysis, finite difference method(F.D,M.). Better results can be obtained by the process for discontinuous layer interface, since it can help consolidation analysis to model the actual ground Explicit method is simple for analysis algorithm and convenient for use except for applying the operator Crank-Nicolson method represents implicit method, which have different analysis method according to weighting factor. This method uses different algorithm according to dimension. And, this paper uses alternative direction implicit method. The purpose of this paper provides an efficient computer algorithm based on numerical analysis using finite difference method which account for multi-layered soils with confined aquifer to determine the degree of consolidation and excess pore pressures relative to time and positions more realistically.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.413-426
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• 2011

Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.25 no.5
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• pp.439-446
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• 2012

This paper presents an implicit moving least squares(MLS) difference method for improving the solution accuracy of 1-D free boundary problems, which implicitly updates the topology change of moving interface. The conventional MLS difference method explicitly updates the moving interface; it requires no iterative solution procedure but results in the loss of accuracy. However, the newly developed implicit scheme makes the total system nonlinear involving iterative solution procedure, but numerical verification show that it dramatically elevates the solution accuracy with moderate computation increase. Through numerical experiments for melting problems having moving singularity, it is verified that the proposed method can achieve the second order accuracy.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.4
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• pp.315-322
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• 2009

This paper presents a novel numerical method based on the extended moving least squares finite difference method(MLS FDM) for solving 1-D Stefan problem. The MLS FDM is employed for easy numerical modelling of the moving boundary and Taylor polynomial is extended using wedge function for accurate capturing of interfacial singularity. Difference equations for the governing equations are constructed by implicit method which makes the numerical method stable. Numerical experiments prove that the extended MLS FDM show high accuracy and efficiency in solving semi-infinite melting, cylindrical solidification problems with moving interfacial boundary.

• Korean Journal of Optics and Photonics
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• v.15 no.6
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• pp.555-562
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• 2004

We propose a hybrid method combining the implicit with the explicit methods in order to reduce the calculation time and improve the convergence problem of the 3-dimensional finite-difference beam propagation method. The numerical simulation of a directional coupler is carried out by the proposed method. It is found from the simulation results that the calculation speed of our method is 10 times faster than that of direct solving techniques.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.18 no.1
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• pp.15-22
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• 1985

The study on computation time, accuracy, and convergency characteristic of the implicit finite difference method is presented with the variation of the space increment and time step in a two-dimensional transient heat conduction problem with a dirichlet boundary condition. Numerical analysis were conducted by the model having the conditions of the solution domain from 0 to 3m, thermal diffusivity of 1.26 $m^2/h$, initial condition of 272 K, and boundary condition of 255.4 K. The results obtained are summarized as follows : 1) The degree of influence with respect to the accuracy of the time step and space increment in the alternating-direction implicit method and Crank-Nicholson implicit method were relatively small, but in case of the fully implicit method showed opposite tendency. 2) To prescribe near the zero for the space increment and tine step in a two dimensional transient problem were good in a accuracy aspect but unreasonable in a computational time aspect. 3) The reasonable condition of the space increment and the time step considering accuracy and computation time could be generalized with the Fourier modulus increment, F, ana dimensionless space increment, X, irrespective of the solution domain.

• Geomechanics and Engineering
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• v.25 no.4
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• pp.267-273
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• 2021

In this work, we compare the analytical solutions with the numerical solutions for photothermal interactions in semiconductor medium containing cylindrical cavity. This paper is devoted to a study of the photothermal interactions in semiconductor medium in the context of the coupled photo-thermal model. The basic equations are formulated in the domain of Laplace transform and the eigenvalue scheme are used to get the analytical solutions. The numerical solution is obtained by using the implicit finite difference method (IFDM). A comparison between the analytical solution and the numerical solutions are obtained. It is found that the implicit finite difference method (IFDM) is applicable, simple and efficient for such problems.

• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.269-282
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• 2007

In this paper, we consider a two-dimensional fractional space-time diffusion equation (2DFSTDE) on a finite domain. We examine an implicit difference approximation to solve the 2DFSTDE. Stability and convergence of the method are discussed. Some numerical examples are presented to show the application of the present technique.

• Journal of applied mathematics & informatics
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• v.39 no.5_6
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• pp.655-676
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• 2021

A parameter uniform numerical scheme is proposed for solving singularly perturbed parabolic partial differential-difference convection-diffusion equations with a small delay and advance parameters in reaction terms and spatial variable. Taylor's series expansion is applied to approximate problems with the delay and advance terms. The resulting singularly perturbed parabolic convection-diffusion equation is solved by utilizing the implicit Euler method for the temporal discretization and finite difference method for the spatial discretization on a uniform mesh. The proposed numerical scheme is shown to be an ε-uniformly convergent accurate of the first order in time and second-order in space directions. The efficiency of the scheme is proved by some numerical experiments and by comparing the results with other results. It has been found that the proposed numerical scheme gives a more accurate approximate solution than some available numerical methods in the literature.

• Journal of KIISE:Computer Systems and Theory
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• v.32 no.9
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• pp.445-456
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• 2005

We propose a fast and accurate fluid solver of the Wavier-Stokes equations for the physics-based fluid simulations. Our method utilizes the solution of the Stokes equation as an initial guess for the velocity of the nonlinear term in the Wavier-Stokes equations. By guessing the initial velocity close to the exact solution of the given nonlinear differential equations, we can develop remarkably accurate and stable fluid solver. Our solver is based on the implicit scheme of finite difference methods, that makes it work well for large time steps. Since we employ the ADI method, our solver is also fast and has a uniform computation time. The experimental results show that our solver is excellent for fluids with high Reynolds numbers such as smoke and clouds.