• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.3
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• pp.179-202
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• 2019

This paper presents second derivative generalized extended backward differentiation formulas (SDGEBDFs) based on the second derivative linear multi-step formulas of Cash [1]. This class of second derivative linear multistep formulas is implemented as boundary value methods on stiff problems. The order, error constant and the linear stability properties of the new methods are discussed.

• Journal of applied mathematics & informatics
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• v.6 no.3
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• pp.697-726
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• 1999

In this paper we develop a now procedure to control stepsize for linear multistep methods applied to semi-explicit index 1 differential-algebraic equations. in contrast to the standard approach the error control mechanism presented here is based on monitoring and contolling both the local and global errors of multistep formulas. As a result such methods with the local-global stepsize control solve differential-algebraic equation with any prescribed accuracy (up to round-off errors). For implicit multistep methods we give the minimum number of both full and modified Newton iterations allowing the iterative approxima-tions to be correctly used in the procedure of the local-global stepsize control. We also discuss validity of simple iterations for high accuracy solving differential-algebraic equations. Numerical tests support the the-oretical results of the paper.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.3
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• pp.243-291
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• 2020

In this paper, multi-block generalized backward differentiation methods for numerical solutions of ordinary differential and differential algebraic equations are introduced. This class of linear multi-block methods is implemented as multi-block boundary value methods (MB₂ VMs). The root distribution of the stability polynomial of the new class of methods are determined using the Wiener-Hopf factorization of a matrix polynomial for the purpose of their correct implementation. Numerical tests, showing the potential of such methods for output of multi-block of solutions of the ordinary differential equations in the new approach are also reported herein. The methods which output multi-block of solutions of the ordinary differential equations on application, are unlike the conventional linear multistep methods which output a solution at a point or the conventional boundary value methods and multi-block methods which output only a block of solutions per step. The MB₂ VMs introduced herein is a novel approach at developing very large scale integration methods (VLSIM) in the numerical solution of differential equations.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.4
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• pp.224-261
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• 2021

The interest in implicit-explicit (IMEX) integration methods has emerged as an alternative for dealing in a computationally cost-effective way with stiff ordinary differential equations arising from practical modeling problems. In this paper, we introduce implicit-explicit second derivative linear multi-step methods (IMEX SDLMM) with error control. The proposed IMEX SDLMM is based on second derivative backward differentiation formulas (SDBDF) and recursive SDBDF. The IMEX second derivative schemes are constructed with order p ranging from p = 1 to 8. The methods are numerically validated on well-known stiff equations.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.27 no.4
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• pp.458-465
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• 2003

The main objective of the research is to develop a research code solving transient incompressible Navier-Stokes equation. In this research code, Adams-Bashforth method was applied to the convective terms of the navier stokes equation and the splitted equations were discretized spatially by finite element methods to solve the complex geometry problems easily. To reduce the divergence on the boundaries of pressure poisson equation due to the unsuitable pressure boundary conditions, multi step approximation pressure boundary conditions derived from the boundary linear momentum equations were used. Simulations of Lid Driven Flow and Flow over Cylinder were conducted to prove the accuracy by means of the comparison with results of the previous workers.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.16 no.3
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• pp.311-319
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• 2003

This paper aims at investigating the exact dynamic response of the system undergoing a exponential impact force from the viewpoints of conservations of momentum and energy. The midpoint method applied in the Newmark's family algorithm is found to be identical to the case of the application of the trapezoidal method which provides conservations of momentum and energy. For the linear impact force the mid point, the trapezoidal and the (n+1) point method exactly meet the conservation characteristics independent of the size of integration interval. On the other hand, constants for the dynamic motion resulting from the nonlinear impact are underestimated or overestimated by these method mentioned above. To overcome this indispensible error, the Simpson 1/3 method as one of multi step methods whose advantages is to use longer time interval with the same number of evaluation functions is adopted for the exact conservations of momentum and energy. Moreover, the suggested method is expected to expand the similar algorithm for the general dynamic motion including finite rotations.