• Journal of Mechanical Science and Technology
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• v.15 no.5
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• pp.671-680
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• 2001

Boundary condition is one of the major factors to influence the numerical stability and solution accuracy in numerical analysis. One of the most important physical boundary conditions in the flowfield analysis is the wall boundary condition imposed on the body surface. To solve a two-dimensional Euler equation, totally four numerical wall boundary conditions should be prescribed. Two of them are supplied by the flow tangency condition. The other two conditions, therefore, should be prepared additionally in a suitable way. In this paper, four different sets of wall boundary conditions are proposed and then applied to solve high-speed flowfields around a quarter circle geometry. A two-dimensional compressible Euler solver is prepared based on the finite volume method. This solver hires three different upwind schemes; Steger-Warmings flux vector splitting, Roes flux difference splitting, and Lious advection upstream splitting method. It is found that the way to specify the additional numerical wall boundary conditions strongly affects the overall stability and accuracy of the upwind schemes in high-speed flow calculation. The optimal wall boundary conditions should be also chosen very carefully depending on the numerical schemes used to solve the problem.

• Water Engineering Research
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• v.2 no.2
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• pp.75-87
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• 2001

A new moving boundary technique for leap-frog finite difference numerical mode is proposed for the resonable simulation of coastal inundation over discontinuous topography. The new scheme improves the moving boundary technique developed by Imamura(1996). The present scheme is tested using the analytical solution of Thacker(1981) for the case of free oscillation with moving boundary in a parabolic bowl. Finally, a numerical simulation is conducted for the flooding over a tidal barrier constructed on a simple concave geometry. A general feature of inundation over a discontinuous topography is well described by the numerical model.

• Journal of Mechanical Science and Technology
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• v.14 no.4
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• pp.441-447
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• 2000

Direct numerical simulation has been used to study turbulent boundary layers with convex curvature. A direct numerical simulation program has been developed to solve incompressible Navier-Stokes equations in generalized coordinates with the finite volume method. We considered two boundary layer thicknesses. When the curvature effect is small, mean velocity statistics show little difference with those of a plane channel flow. Turbulent intensity decreases as curvature increases. Contours suggest that streamwise vorticities are strong where large pressure fluctuations exist.

• Communications of the Korean Mathematical Society
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• v.16 no.3
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• pp.509-518
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• 2001

The purpose of this paper is to propose a numerical algorithm for the problem of coefficient identification of the scalar wave equation based on a local observation on the boundary: Determine the unknown coefficient function with the knowledge of simultaneous Dirichlet and Neumann boundary values on a part of boundary. To find the unknown coefficient function, the unknown Neumann boundary value is also identified. We recast our inverse problem to variational problem. The gradient method is applied to find the minimizing functions. We confirm the effectiveness of our algorithm by numerical experiments.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.441-452
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• 2009

In this paper, a fifth order numerical method is presented for solving singularly perturbed differential-difference equations with negative shift. In recent papers the term negative shift has been using for delay. Similar boundary value problems are associated with expected first exit time problem of the membrane, potential in models for neuron and in variational problems in control theory. In the numerical treatment for such type of boundary value problems, first we use Taylor approximation to tackle terms containing small shifts which converts it to a boundary value problem for singularly perturbed differential equation. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system and is solved using the boundary conditions. Several numerical examples are solved and compared with exact solution. It is observed that present method approximates the exact solution very well.

• Proceedings of the KSME Conference
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• 2001.06e
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• pp.410-415
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• 2001

An analytical and numerical examination of second-order fractional-step methods and boundary condition for the incompressible Navier-Stokes equations is presented. In this study, the compatibility condition for pressure Poisson equation and its boundary conditions, stability, and numerical accuracy of canonical fractional-step methods has been investigated. It has been found that satisfaction of compatibility condition depends on tentative velocity and pressure boundary condition, and that the compatible boundary conditions for type D method and approximately compatible boundary conditions for type P method are proper for divergence-free velocity for type D and approximately divergence-free for type P method. Instability of canonical fractional-step methods is induced by approximation of implicit viscous term with explicit terms, and the stability criteria have been founded with simple model problems and numerical experiments of cavity flow and Taylor vortex flow. The numerical accuracy of canonical fractional-step methods with its consistent boundary conditions shows second-order accuracy except $D_{MM}$ condition, which make approximately first-order accuracy due to weak coupling of boundary conditions.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.31 no.7 s.262
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• pp.620-627
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• 2007

In this paper, we adapt a modified internal energy non-equilibrium first-order extrapolation thermal boundary condition to the thermal lattice Boltzmann model (TLBM). This model is the double populations approach to simulate hydrodynamic and thermal fields. The bounce-back boundary condition which is a traditional boundary condition of lattice Boltzmann method has only a first order in numerical accuracy at the boundary and numerical instability. A non-equilibrium first-order extrapolation boundary condition has been verified to be of better numerical stability than the bounce-back boundary condition and this boundary condition is proved to be of second-order accuracy for the flat boundaries. The two-dimensional natural convection flow in a square cavity with Pr=0.71 and various Rayleigh numbers are simulated. The results are found to be in good agreement with those of previous studies.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.1
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• pp.19-30
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• 2019

In this paper, we develop an accurate explicit finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition. In general, the correlation term in multi-asset options is problematic in numerical treatments partially due to cross derivatives and numerical boundary conditions at the far field domain corners. In the proposed hybrid boundary condition, we use a linear boundary condition at the boundaries where at least one asset is zero. After updating the numerical solution by one time step, we reduce the computational domain so that we do not need boundary conditions. To demonstrate the accuracy and efficiency of the proposed algorithm, we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. Computational results show that the proposed method is accurate and is very useful for nonlinear boundary conditions.

• Journal of Korean Society for Atmospheric Environment
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• v.13 no.1
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• pp.65-77
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• 1997

A theoretical and numerical investigation on the boundary-layer flow over a two- or three-dimensional hill is presented. The numerical model is based on the finite volume method with boundary-fitted coordinates. The k-$\varepsilon$ turbulence model with modified wall function and the low-Reynolds-number model are employed. The hypothesis of Reynolds number independency for the atmospheric boundary-layer flow over aerodynamically rough terrain is confirmed by the numerical simulation. Comparisons of the mean velocity profiles and surface pressure distributions between the numerical predictions and the wind-tunnel experiments on the flow over a hill show good agreement. The linear theory provides generally good prediction of speed-up characteristics for the gentle-sloped hills. The flow separation occurs in the hill slope of 0.5 and the measured reattachment points are compared with the numerical prediction. It is found that the k- $\varepsilon$ turbulence model is reasonably accurate in predicting the attached flow, while the low- Reynolds-number model is more suitable to simulate the separated flows.ows.

• Communications of the Korean Mathematical Society
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• v.30 no.3
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• pp.297-311
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• 2015

We present a robust and accurate boundary condition for pricing financial options that is a hybrid combination of the payoff-consistent extrapolation and the Dirichlet boundary conditions. The payoff-consistent extrapolation is an extrapolation which is based on the payoff profile. We apply the new hybrid boundary condition to the multi-dimensional Black-Scholes equations with a high correlation. Correlation terms in mixed derivatives make it more difficult to get stable numerical solutions. However, the proposed new boundary treatments guarantee the stability of the numerical solution with high correlation. To verify the excellence of the new boundary condition, we have several numerical tests such as higher dimensional problem and exotic option with nonlinear payoff. The numerical results demonstrate the robustness and accuracy of the proposed numerical scheme.