• Nuclear Engineering and Technology
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• v.15 no.2
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• pp.98-109
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• 1983

A two-step alternating direction explicit method is developed to solve the space-dependent reactor kinetics equations in two space dimensions. As a special case in the general class of alternating direction implicit methods, this method is analysed for accuracy and stability. To test the validity of this method it is compared with the implicit-difference method used in the TWIGL program. It is shown that the two methods are closely related. The time dependent neutron fluxes of the pressurized water reactor (PWR), during control rod insertion, and, of the CANDU-PHW reactor, in case of postulated loss of coolant accident, are obtained from the numerical calculation results.

• Honam Mathematical Journal
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• v.37 no.4
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• pp.441-455
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• 2015

In this paper, we perform a comparison study of explicit and implicit numerical methods for the equity-linked securities (ELS). The option prices of the two-asset ELS are typically computed using an implicit finite diffrence method because an explicit finite diffrence scheme has a restriction for time steps. Nowadays, the three-asset ELS is getting popularity in the real world financial market. In practical applications of the finite diffrence methods in computational finance, we typically use relatively large space steps and small time steps. Therefore, we can use an accurate and effient explicit finite diffrence method because the implementation is simple and the computation is fast. The computational results demonstrate that if we use a large space step, then the explicit scheme is better than the implicit one. On the other hand, if the space step size is small, then the implicit scheme is more effient than the explicit one.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 1996.06a
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• pp.97-109
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• 1996

In the present work computations are carried out for analysis of complicated sheet metal forming process such as forming of a rear hinge. Finite element formulation using dynamic explicit time integration scheme and step-wise combined Implicit/Explicit scheme are introduced for numerical analysis of sheet metal forming process. The rigid-plastic finite element method based on membrane elements has long been employed as a useful numerical technique for the analysis of sheet metal forming because of its time effectiveness. The explicit scheme in general use is based on the elastic-plastic modelling of material requiring large computation time. In finite element simulation of sheet metal forming processes, the robustness and stability of computation are important requirements since the computation time and convergency become major points of consideration besides the solution accuracy due to the complexity of geometry and boundary conditions. The implicit scheme employs a more reliable and rigorous scheme in considering the equilibrium at each step of deformation, while in the explicit scheme the problem of convergency is eliminated at the cost of solution accuracy. The explicit approach and the implicit approach have merits and demerits, respectively. In order to combine the merits of these two methods a step-wise combined implicit/explicit scheme has been developed.

• Journal of the Korean Society for Precision Engineering
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• v.13 no.12
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• pp.86-98
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• 1996

An combined implicit/explicit scheme for the analysis of sheet forming problems has been proposed in this work. In finite element simulation of sheet metal forming processes, the robustness and stability of computation are important requirements since the computation time and convergency become major points of consideration besides the solution accuracy due to the complexity of geometry and boundary conditions. The implicit scheme dmploys a more reliable and rigorous scheme in considering the equilibrium at each step of deformation, while in the explict scheme the problem of convergency is elimented at thecost of solution accuracy. The explicit approach and the implicit approach have merits and demerits, respectively. In order to combine the merits of these two methods a step-wise combined implici/explicit scheme has been developed. In the present work, the rigid-plastic finite element method using bending energy augmented membraneelements(BEAM)(1) is employed for computation. Computations are carried out for some typical sheet forming examples by implicit, combined implicit/explicit schemes including deep drawing of an oil pan, front fender and fuel tank. From the comparison between the methods the advantages and disadvantages of the methods are discussed.

• Smart Structures and Systems
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• v.14 no.6
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• pp.1269-1289
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• 2014

With the sub-stepping technique, the numerical analysis in real-time dynamic hybrid testing is split into the response analysis and signal generation tasks. Two target computers that operate in real-time may be assigned to implement these two tasks, respectively, for fully extending the simulation scale of the numerical substructure. In this case, the integration time-step of solving the dynamic response of the numerical substructure can be dozens of times bigger than the sampling time-step of the controller. The time delay between the real and desired feedback forces becomes more striking, which challenges the well-developed delay compensation methods in real-time dynamic hybrid testing. This paper focuses on displacement prediction and force correction for delay compensation in the real-time dynamic hybrid testing with a large integration time-step. A new displacement prediction scheme is proposed based on recently-developed explicit integration algorithms and compared with several commonly-used prediction procedures. The evaluation of its prediction accuracy is carried out theoretically, numerically and experimentally. Results indicate that the accuracy and effectiveness of the proposed prediction method are of significance.

• Kyungpook Mathematical Journal
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• v.56 no.2
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• pp.311-327
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• 2016

In this paper, we propose an error embedded Runge-Kutta method to improve the traditional embedded Runge-Kutta method. The proposed scheme can be applied into most explicit embedded Runge-Kutta methods. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, the van der Pol equation and another one having a difficulty for the global error control are numerically solved. Finally, a two-body Kepler problem is also used to assess the efficiency of the proposed algorithm.

• Proceedings of the Korea Water Resources Association Conference
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• 1982.07a
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• pp.91-98
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• 1982

The formulation of depth-averaged two-dimensional mathematical model for the analysis of tide induced circulation in a harbor by the Galerkin finite element techique is presented. In integration of the Galerkin approach in time both explicit and implicit method have been tested for one and two dimentional water bodies, and the two step Lax-Wendroff explicit method is found to be effective than the implicit in reducing computing time. The essential characteristics of the tide induced flow in Busan Harbor with two open boundaries has been foccud to be reproduceable in the numerical model and the simulated results encourage that the model can be used as a predictive tool.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.373-376
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• 2006

In general, there are three kinds of methods in analyzing dynamic robust design experiment: loss model approach, response function approach, and response model approach. In this talk, we review the three modeling approaches in terms of several criteria in comparison. This talk also generalizes the response model approach based on a generalized linear model. We develop a generalized two-step optimization procedure to substantially reduce the process variance by dampening the effect of both explicit and hidden noise variables. The proposed method provides more reliable results through iterative modeling of the residuals from the fitted response model. The method is compared with three existing approaches in practical examples.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.3
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• pp.93-106
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• 2021

In this paper, an efficient hybrid numerical method for solving two-asset option pricing problem is presented based on the Crank-Nicolson and the radial basis function methods. For this purpose, the two-asset Black-Scholes partial differential equation is considered. Also, the convergence of the proposed method are proved and implementation of the proposed hybrid method is specifically studied on Exchange and Call on maximum Rainbow options. In addition, this method is compared to the explicit finite difference method as the benchmark and the results show that the proposed method can achieve a noticeably higher accuracy than the benchmark method at a similar computational time. Furthermore, the stability of the proposed hybrid method is numerically proved by considering the effect of the time step size to the computational accuracy in solving these problems.

• Nonlinear Functional Analysis and Applications
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• v.27 no.1
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• pp.1-22
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• 2022

The purpose of this research is to formulate a new proximal-type algorithm to solve the equilibrium problem in a real Hilbert space. A new algorithm is analogous to the famous two-step extragradient algorithm that was used to solve variational inequalities in the Hilbert spaces previously. The proposed iterative scheme uses a new step size rule based on local bifunction details instead of Lipschitz constants or any line search scheme. The strong convergence theorem for the proposed algorithm is well-proven by letting mild assumptions about the bifunction. Applications of these results are presented to solve the fixed point problems and the variational inequality problems. Finally, we discuss two test problems and computational performance is explicating to show the efficiency and effectiveness of the proposed algorithm.