• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.17 no.4
• /
• pp.295-306
• /
• 2013

In this paper, we consider the adaptive multigrid method for solving the Black-Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black-Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.

• 한국전산유체공학회:학술대회논문집
• /
• 2008.03b
• /
• pp.25-28
• /
• 2008

An aerodynamic calculation in hover of KUH main rotor blade is performed using a three-dimensional unstructured hybrid mesh viscous flow solver. The flow solver utilizes a vertex-centered finite-volume scheme that is based on the Roe's flux-difference splitting with an implicit Jacobi/Gauss-Seidel time integration. The eddy viscosity are estimated by the Spalart-Allmaras one-equation turbulence model. A solution-adaptive mesh refinement technique is used for efficient capturing of the tip vortex. Calculations are performed at several operating conditions with varying collective pitch setting for KUH main rotor blade in hover. Good agreements are obtained between the present and other results using HOST and CAMRAD II in overall rotor performance. It is demonstrated that the present vertex-centered flow solver is an efficient and accurate tool for the assessment of rotor performance in hover.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.29 no.6 s.237
• /
• pp.895-903
• /
• 2005

In this paper, we present a cutter location (CL) surface deformation approach for constant scallop height tool path generation from triangular mesh. The triangular mesh model of the stereo lithography (STL) format is offset to the CL surface and then deformed in accordance with the deformation vectors, which are computed by the slope and the curvature of the CL surface. In addition, the tool path which is computed by slicing the deformed CL surface is inversely deformed by those same deformation vectors to a tool path with a constant scallop height. The proposed method is implemented, and a tool path generated by the proposed method is tested by simulation and by numerical control (NC) machining. The scallop height was found to be constant over the entire machined surface, demonstrating much better quality than that of mesh slicing, under the same constraints for machining time.

• Journal of KIISE:Computing Practices and Letters
• /
• v.16 no.6
• /
• pp.683-687
• /
• 2010

In this paper, we propose an anycast routing scheme for large-scale wireless mesh networks, which requires only one-hop local information with no flooding overhead. We develop an analytical model for anycast mesh networks based on an electrostatic theory. A finite difference method contributes to achieving gateway load balancing with constant control overheads. We verify the performance of the proposed scheme by simulations.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.4 no.2
• /
• pp.193-198
• /
• 2004

This paper describes an automatic finite element (FE) mesh generation for three-dimensional structures consisting of tree-form surfaces. This mesh generation process consists of three subprocesses: (a) definition of geometric model, (b) generation of nodes, and (c) generation of elements. One of commercial solid modelers is employed for three-dimensional solid structures. Node is generated if its distance from existing node points is similar to the node spacing function at the point. The node spacing function is well controlled by the fuzzy knowledge processing. The Voronoi diagram method is introduced as a basic tool for element generation. Automatic generation of FE meshes for three-dimensional solid structures holds great benefits for analyses. Practical performances of the present system are demonstrated through several mesh generations for three-dimensional complex geometry.

• Transactions of Materials Processing
• /
• v.9 no.1
• /
• pp.59-65
• /
• 2000

Most studies of failure analysis in ductile metals have been based on the classical plasticity theory using the local constitutive relations. These frequently yields a physically unrealistic solution, in which a numerical prediction of the onset of a deformation localization shows an inherent mesh-size sensitivity. A one way to remedy the spurious mesh sensitivity resulted in the unreasonable results is to incorporate the non-local plasticity into the simulation model, which introduce an internal (material) length-scale parameter into the classical constitutive relations. In this paper, a non-local version of the modified Gurson constitutive relation has been introduced into the finite element formulation of the simulation for plane strain compression of the visco elastic-plastic void material. By introducing the non-local constitutive relations we could successfully removed the inherent mesh-size sensitivity for the prediction of the deformation localization. The effects of non-local constitutive relation are discussed in terms of the load-stroke curve and the strain distributions accross the shear band.

• Korean Journal of Computational Design and Engineering
• /
• v.7 no.2
• /
• pp.89-95
• /
• 2002

VRML data, which is mainly structural element, is frequently used for modeling and visualizing 3D objects. Although there can be variations, it is a usual practice to represent 3D shapes in VRML format. Ever since the advent of Internet, there have been strong needs to transfer shape data through Internet. Because of this need, it is necessary to transform a data file in VRML or similar format into a more convenient form to transfer through the network. In a VRML file, a model is sometimes divided into a set of triangle meshes due to several practical reasons. However, this causes various demerits for the fast transmission. Therefore, it is more efficient to merge the mesh sets into one mesh set for the transmission. In this paper, we present the problems in the merge process and the techniques to handle the situation.

• Proceedings of the KSME Conference
• /
• 2000.04a
• /
• pp.894-899
• /
• 2000

An automatic mesh generation system with unstructured quadrilateral elements on trimmed NURBS surfaces has been developed.. In this paper, NURBS surface geometries in the IGES format have been used to represent model shape. NURBS surface is represented as parametric surface. So each surface could be mapped to a 2D parametric plane through the parametric domain. And then meshes with quadrilateral elements are constructed in this plane. Finally, the constructed meshes are mapped back to the original 3D surface through the parametric domain. In this paper, projection plane, quasi-expanded plane and parametric Plane are used as 2D mesh generation plane. For mapping 3D surface to parametric domain, Newton-Rhapson Method is employed. For unstructured mesh generation with quadrilateral elements on 2D plane, a domain decomposition algorithm using loop operators has been employed. Sample meshes are represented to demonstrate the effectiveness of the proposed algorithm.

• Proceedings of the Korea Information Processing Society Conference
• /
• 2007.05a
• /
• pp.1310-1312
• /
• 2007

Throughput improvement problem in wireless mesh network can be alleviated by equipped mesh router with multiple radios tuned into orthogonal channels. However, some links on the same channel also can be activated concurrently if the Signal-to-Noise and Interference Ratio (SNIR) at their receiver endpoints is not lower than the threshold. We propose a greedy algorithm to investigate the problem of how to schedule a set of feasible transmission under physical interference model by using the spatial time-division multiple-access (STDMA) scheme. We also consider the fairness in scheduling to prevent some border nodes from starvation. We evaluate our algorithms through extensive simulation and the results show that our algorithms can achieve better aggregate throughput and fairness performance than 802.11 standard.

• The KIPS Transactions:PartB
• /
• v.15B no.4
• /
• pp.307-314
• /
• 2008

This paper presents a new robust watermarking method for curves that uses informed-detection. To embed watermarks, the presented algorithm parameterizes a curve using the B-spline model and acquires the control points of the B-spline model. For these control points, 2D mesh are created by applying Delaunay triangulation and then the mesh spectral analysis is performed to calculate the mesh spectral coefficients where watermark messages are embedded in a spread spectrum way. The watermarked coefficients are inversely transformed to the coordinates of the control points and the watermarked curve is reconstructed by calculating B-spline model with the control points. To detect the embedded watermark, we apply curve matching algorithm using inflection points of curve. After curve registration, we calculate the difference between the original and watermarked mesh spectral coefficients with the same process for embedding. By calculating correlation coefficients between the detected and candidate watermark, we decide which watermark was embedded. The experimental results prove the proposed scheme is more robust than previous watermarking schemes against print-scan process as well as geometrical distortions.