• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1279-1292
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• 2009

In this paper, a numerical method that uses standard finite difference scheme defined on Shishkin mesh for a weakly coupled system of two singularly perturbed convection-diffusion second order ordinary differential equations with a discontinuous source term is presented. An error estimate is derived to show that the method is uniformly convergent with respect to the singular perturbation parameter. Numerical results are presented to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• 제27권3_4호
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• pp.517-529
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• 2009

In this paper, a singularly perturbed reaction-convection-diffusion problem with two parameters is considered. A parameter-uniform error bound for the numerical derivative is derived. The numerical method considered here is a standard finite difference scheme on piecewise-uniform Shishkin mesh, which is fitted to both boundary and initial layers. Numerical results are provided to illustrate the theoretical results.

• 대한수학회논문집
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• 제34권3호
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• pp.1015-1027
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• 2019

A class of systems of singularly perturbed convection diffusion type equations with integral boundary conditions is considered. A numerical method based on a finite difference scheme on a Shishkin mesh is presented. The suggested method is of almost first order convergence. An error estimate is derived in the discrete maximum norm. Numerical examples are presented to validate the theoretical estimates.

• Journal of applied mathematics & informatics
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• 제37권3_4호
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• pp.183-200
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• 2019

We have constructed a robust numerical method on Shishkin mesh for a class of convection diffusion type turning point problems with Robin type boundary conditions. Supremum norm is used to derive error estimates which is of order O($N^{-1}$ ln N). Theoretical results are verified by providing numerical examples.

• 반도체디스플레이기술학회지
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• 제3권3호
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• pp.19-21
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• 2004

This paper presents a 3-dimensional diffusion simulation with adaptive solution strategy. The developed diffusion simulator VLSIDIF-3 was designed to re-refine areas. Refine scheme was calculated by the difference of doping concentration between any of two nodes. Each element is greater than tolerance and redo diffusion process until error is tolerable. Numerical experiment in low doping diffusion problem showed that this adaptive solution strategy is very efficient in both memory and time, and expected this scheme would be more powerful in complex diffusion model.

• Journal of applied mathematics & informatics
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• 제17권1_2_3호
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• pp.519-536
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• 2005

The purpose of this paper is to propose several approximating methods to obtain the American option prices under jump-diffusion processes. The first method is to extend an approximating method to the optimal exercise boundary by a multipiece exponential function suggested by Ju [17]. The second approach is to modify the analytical methods of MacMillan [20] and Zhang [25] in a discrete time space. The third approach is to apply the simulation technique of Ibanez and Zapareto [14] to the problem of American option pricing when the jumps are allowed. Finally, we compare the numerical performance of each suggesting method with those of the previous numerical approaches.

• 한국전산유체공학회지
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• 제6권4호
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• pp.15-25
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• 2001

Numerical prediction of the diffusion controlled transition in a turbine gas pass is important because it can change the local heat transfer rate over a turbine blade as much as three times. In this study, the gas flow over turbine blade is simplified to the flat plate boundary layer, and an adaptive grid scheme redistributing grid points within the computation domain is proposed with a great emphasis on the construction of the grid control function. The function is sensitized to the second invariant of the mean strain tensor, its spatial gradient, and the interaction of pressure gradient and flow deformation. The transition process is assumed to be described with a κ-ε turbulence model. An elliptic solver is employed to integrate governing equations. Numerical results show that the proposed adaptive grid scheme is very effective in obtaining grid independent numerical solution with a very low grid number. It is expected that present scheme is helpful in predicting actual flow within a turbine to improve computation efficiency.

• Water Engineering Research
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• 제2권3호
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• pp.187-196
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• 2001

An approximate analytical solution of a nonlinear hydro-thermo coupled diffusion equation is derived using the dimensionless form of the equation and transformation method. To derive an analytical solution, it is drastically assumed that the product of first order derivatives in the non-dimensionalized governing equation has little influence on the solution of heat and moisture behavior problem. The validity of this drastic assumption is demonstrated. Some numerical simulation is performed to investigate the applicability of a derived approximate analytical solution. The results show a good agreement between analytical and numerical solutions. The proposed solution may provide a useful tool in the verification process of the numerical models. Also, the solution can be used for the analysis of one-dimensional coupled heat and moisture movements in unsaturated porous media.

• Journal of applied mathematics & informatics
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• 제36권3_4호
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• pp.181-203
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• 2018

In this paper, we have constructed an overlapping Schwarz method for singularly perturbed second order convection-diffusion equations. The method splits the original domain into two overlapping subdomains. A hybrid difference scheme is proposed in which on the boundary layer region we use the central finite difference scheme on a uniform mesh while on the non-layer region we use the mid-point difference scheme on a uniform mesh. It is shown that the numerical approximations which converge in the maximum norm to the exact solution. When appropriate subdomains are used, the numerical approximations generated from the method are shown to be first order convergent. Furthermore it is shown that, two iterations are sufficient to achieve the expected accuracy. Numerical examples are presented to support the theoretical results. The main advantages of this method used with the proposed scheme is it reduces iteration counts very much and easily identifies in which iteration the Schwarz iterate terminates.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2011년 춘계학술대회논문집
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• pp.477-482
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• 2011

In the present study, the diffusion process of hydrogen leaking from a FCV (Fuel Cell Vehicle) in an underground parking lot was analyzed by numerical simulations in order to assess the risk of a leakage accident. The temporal and spatial changes of the hydrogen concentration as well as the flammable region in the parking lot were predicted numerically. The effects of the leakage flow rate and an additional ventilation fan were investigated to evaluate the ventilation performance in the parking lot to relieve the accumulation of the leaked hydrogen gas. The present numerical analysis can provide useful information such as the distribution of the leaked hydrogen concentration for safety of various hydrogen applications.