• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.10 no.4
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• pp.237-246
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• 2012

In this study, numerical model for transport of radionuclide and colloid was developed. In order to solve reaction-migration governing equation for colloid and radionuclide, Strang-splitting Sequential Non-Iterative (SNI), which is one of Operator Splitting Method, was used for numerical method and this was coded by MATLAB. From the verification by comparing the simulation results with analytical solution considering only solute transport and rock diffusion, the Pearson's correlation coefficient was greater than 0.99 which demonstrates the accuracy of the model.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.22 no.1
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• pp.75-89
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• 2018

This paper presents the numerical valuation of the arithmetic Asian option by using the operator-splitting method (OSM). Since there is no closed-form solution for the arithmetic Asian option, finding a good numerical algorithm to value the arithmetic Asian option is important. In this paper, we focus on a two-dimensional PDE. The OSM is famous for dealing with plural-dimensional PDE using finite difference discretization. We provide a detailed numerical algorithm and compare results with MCS method to show the performance of the method.

• Transactions of the Korean Society of Mechanical Engineers
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• v.17 no.12
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• pp.2995-3006
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• 1993

An automatic mesh generation scheme has been developed for finite element analysis with two-dimensional, quadrilateral elements. The basic strategies of the method are to transform the analysis domain into loops with key nodes and the loops are recursively subdivided into subloops with the use of best split lines. Finally by using the basic loop operators, the meshes are completed. In this algorithm an eight-node loop operator is proposed, which is useful in the area where the change of element size is large and the splitting criteria for subdividing the loops have also been modified to the existing algorithms. Lines, arcs, and cubic spline curves are used to define the boundaries of analysis domain. Sample meshes for several geometries are presented to demonstrate the robustness of the algorithm.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.6 no.1
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• pp.1-15
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• 2002

Advection-dominated transport problems possess difficulties in the design of numerical methods for solving them. Because of the hyperbolic nature of advective transport, many characteristic numerical methods have been developed such as the classical characteristic method, the Eulerian-Lagrangian method, the transport diffusion method, the modified method of characteristics, the operator splitting method, the Eulerian-Lagrangian localized adjoint method, the characteristic mixed method, and the Eulerian-Lagrangian mixed discontinuous method. In this paper relationships among these characteristic methods are examined. In particular, we show that these sometimes diverse methods can be given a unified formulation. This paper focuses on characteristic finite element methods. Similar examination can be presented for characteristic finite difference methods.

• Bulletin of the Korean Mathematical Society
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• v.50 no.6
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• pp.2035-2051
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• 2013

In this paper, we study numerical schemes for solving multi-dimensional option pricing problem. We compare the direct solving method and the Operator Splitting Method(OSM) by using finite difference approximations. By varying parameters of the Black-Scholes equations for the maximum on the call option problem, we observed that there is no significant difference between the two methods on the convergence criterion except a huge difference in computation cost. Therefore, the two methods are compatible in practice and one can improve the time efficiency by combining the OSM with parallel computation technique. We show numerical examples including the Equity-Linked Security(ELS) pricing based on either two assets or three assets by using the OSM with the Monte-Carlo Simulation as the benchmark.

• Journal of Environmental Science International
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• v.11 no.9
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• pp.907-914
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• 2002

Various Eulerian-Lagrangian models for the one-dimensional longitudinal dispersion equation in nonuniform flow were studied comparatively. In the models studied, the transport equation was decoupled into two component parts by the operator-splitting approach; one part is governing advection and the other is governing dispersion. The advection equation has been solved by using the method of characteristics following fluid particles along the characteristic line and the results were interpolated onto an Eulerian grid on which the dispersion equation was solved by Crank-Nicholson type finite difference method. In the solution of the advection equation, Lagrange fifth, cubic spline, Hermite third and fifth interpolating polynomials were tested by numerical experiment and theoretical error analysis. Among these, Hermite interpolating polynomials are generally superior to Lagrange and cubic spline interpolating polynomials in reducing both dissipation and dispersion errors.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.23 no.1
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• pp.31-38
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• 2019

We present an explicit numerical algorithm for surface reconstruction from unorganized points using the Gaussian filter. We construct a surface from unorganized points and solve the modified heat equation coupled with a fidelity term which keeps the given points. We apply the operator splitting method. First, instead of solving the diffusion term, we use the Gaussian filter which has the effect of diffusion. Next, we solve the fidelity term by using the fully implicit scheme. To investigate the proposed algorithm, we perform computational experiments and observe good results.

• Coupled systems mechanics
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• v.8 no.2
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• pp.147-168
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• 2019

This work aims to simulate three-dimensional heavy oil flow in a reservoir with heater-wells. Mass, momentum and energy balances, as well as correlations for rock and fluid properties, are used to obtain non-linear partial differential equations for the fluid pressure and temperature, and for the rock temperature. Heat transfer is simulated using a two-equation model that is more appropriate when fluid and rock have very different thermal properties, and we also perform comparisons between one- and two-equation models. The governing equations are discretized using the Finite Volume Method. For the numerical solution, we apply a linearization and an operator splitting. As a consequence, three algebraic subsystems of linearized equations are solved using the Conjugate Gradient Method. The results obtained show the suitability of the numerical method and the technical feasibility of heating the reservoir with static equipment.

• Bulletin of the Korean Chemical Society
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• v.35 no.11
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• pp.3294-3298
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• 2014

We theoretically investigated the coherent control of Autler-Townes splitting in photoelectron spectroscopy of K2 molecule within an ultrafast laser pulse by solving the time-dependent Schrodinger equation using a quantum wave packet method. It was theoretically shown that we can manipulate the splitting of photoelectron spectroscopy by altering the laser intensity. Furthermore, it was found that the percentages of each peak in photoelectron spectroscopy can be controlled by changing the envelope of the laser pulse.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.18 no.1
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• pp.27-41
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• 2014

In this paper, we present an efficient numerical method for multiphase image segmentation using a multiphase-field model. The method combines the vector-valued Allen-Cahn phase-field equation with initial data fitting terms containing prescribed interface width and fidelity constants. An efficient numerical solution is achieved using the recently developed hybrid operator splitting method for the vector-valued Allen-Cahn phase-field equation. We split the modified vector-valued Allen-Cahn equation into a nonlinear equation and a linear diffusion equation with a source term. The linear diffusion equation is discretized using an implicit scheme and the resulting implicit discrete system of equations is solved by a multigrid method. The nonlinear equation is solved semi-analytically using a closed-form solution. And by treating the source term of the linear diffusion equation explicitly, we solve the modified vector-valued Allen-Cahn equation in a decoupled way. By decoupling the governing equation, we can speed up the segmentation process with multiple phases. We perform some characteristic numerical experiments for multiphase image segmentation.