• Steel and Composite Structures
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• v.28 no.6
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• pp.655-670
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• 2018

A coupled method, that combines the Ritz method and the finite element (FE) method, is proposed to solve the vibration problem of rectangular thin and thick plates with general boundary conditions. The eigenvalue partial differential equation(s) of the plate is (are) first reduced to a set of eigenvalue ordinary differential equations by the application of the Ritz method. The resulting eigenvalue differential equations are then reduced to an eigenvalue algebraic equation system using the finite element method. The natural boundary conditions of the plate problem including the free edge and free corner boundary conditions are also implemented in a simple and accurate manner. Various boundary conditions including simply supported, clamped and free boundary conditions are considered. Comparisons with existing numerical and analytical solutions show that the proposed mixed method can produce highly accurate results for the problems considered using a small number of Ritz terms and finite elements. The proposed mixed Ritz-FE formulation is also compared with the mixed FE-Ritz formulation which has been recently proposed by the present author and his co-author. It is found that the proposed mixed Ritz-FE formulation is more efficient than the mixed FE-Ritz formulation for free vibration analysis of rectangular plates with Levy-type boundary conditions.

• 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 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 the Korean Society for Precision Engineering
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• v.20 no.8
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• pp.175-184
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• 2003

A method of the shape design sensitivity analysis based on the boundary integral equation formulation is presented for two-dimensional inhomogeneous thermal conducting solids with multiple domains. Shape variation of the external and interface boundary is considered. A sensitivity formula of a general performance functional is derived by taking the material derivative to the boundary integral identity and by introducing an adjoint system. In numerical analysis, state variables of the primal and adjoint systems are solved by the boundary element method using quadratic elements. Two numerical examples of a compound cylinder and a thermal diffuser are taken to show implementation of the shape design sensitivity analysis. Accuracy of the present method is verified by comparing analyzed sensitivities with those by the finite difference. As application to the shape optimization, an optimal shape of the thermal diffuser is found by incorporating the sensitivity analysis algorithm in an optimization program.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.207-220
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• 1999

In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.

• 한국전산유체공학회:학술대회논문집
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• 2009.04a
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• pp.165-169
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• 2009

The effect of the Dirichlet boundary condition for the redistance equation of level set method on the solutionof sloshing problem is investigated by adopting four Dirichlet boundary conditions. For the solution of the incompressible Navier-Stokes equations, P1P1 four-step fractional finite element method is employed and a least-square finite element method is used for the solutions of the two hyperbolic type equations of level set method; advection and redistance equation. ALE (Arbitrary Lagrangian Eulerian) method is used to deal with a moving computational domain. It has been shown that the free surface motion in a sloshing tank is strongly dependent on the type of the Dirichlet boundary condition and the results of broken dam and sloshing problems using various Dirichlet boundary conditions are discussed and compared with the existing experimental results.

• Proceedings of the KSME Conference
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• 2003.04a
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• pp.740-745
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• 2003

The so-called boundary node method (or NDIF method) that was developed by the authors has been extended for free vibration analysis of arbitrarily shaped plates with free edges. Since the proposed method is based on the collocation method, no integration procedure is needed on boundary edges of the plates and only a small amount of numerical calculation is required. A special coordinate transformation has been devised to consider the complicated free boundary conditions at boundary nodes. By the use of the special coordinate transformation, the radius of curvature involved in the free boundary conditions can be successfully dealt with. Finally, verification examples show that natural frequencies obtained by the present method agree well with those given by exact method and other analytical methods.

• Transactions of the Korean Society of Mechanical Engineers
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• v.12 no.4
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• pp.926-933
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• 1988

A Numerical method has been introduced to handle a pressure-based boundary condition of the incompressible viscous flow field. This method, based on SIMPLER algorithm, has been applied to analyze the flow characteristics within a two-dimensional duct of two-exit, as an example. From this, it is possible to determine the ratio of flow rate through two exits imposed on different static pressure. In order to check the validity of the present method, calculated velocity at the boundary imposed on pressure condition by the use of present method has been transferred to the velocity boundary condition of the conventional numerical method workable only with the velocity-based boundary condition. It is found that the calculated boundary pressure from conventional method are almost identical to those endowed originally. Present method, therefore will be widely applicable to the practical situations specified by the pressure-based boundary condition rather than the velocity one.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.916-921
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• 2003

In most industrial applications, the geometrical complexity is combined with the moving boundaries. These problems considerably increase the computational difficulties since they require, respectively, regeneration and deformation of the grid. As a result, engineering flow simulation is restricted. In order to solve this kind of problems the immersed boundary method was developed. In this study, the immersed boundary method is applied to the numerical simulation of stationary, rotating and oscillating cylinders in the 2-dimensional square cavity. No-slip velocity boundary conditions are given by imposing feedback forcing term to the momentum equation. Besides, this technique is used with a second-order accurate interpolation scheme in order to improve the accuracy of flow near the immersed boundaries. The governing equations for the mass and momentum using the immersed boundary method are discretized on the non-staggered grid by using the finite volume method(FVM). This study presents the possibility of the immersed boundary method to apply to the complex flow experienced in the industrial applications.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.33 no.3
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• pp.93-100
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• 2021

Since the IB (Immersed Boundary) method, which can perform coupling analysis with objects and fluids having an impermeable boundary of arbitrary shape on a fixed grid system, has been developed, the IB method in various CFD models is increasing. The representative IB methods are the directing-forcing method and the ghost cell method. The directing-forcing type method numerically satisfies the boundary condition from the fluid force calculated at the boundary surface of the structure, and the ghost-cell type method is a computational method that satisfies the boundary condition through interpolation by placing a virtual cell inside the obstacle. These IB methods have a disadvantage in that the computational algorithm is complex. In this study, the simplified immersed boundary (SIB) method enables the analysis of temporary structures on a fixed grid system and is easy to expand to three proposed dimensions. The SIB method proposed in this study is based on a one-field model for immiscible two-phase fluid that assumes that the density function of each phase moves with the center of local mass. In addition, the volume-weighted average method using the density function of the solid was applied to handle moving solid structures, and the CIP method was applied to the advection calculation to prevent numerical diffusion. To examine the analysis performance of the proposed SIB method, a numerical simulation was performed on an object falling to the free water surface. The numerical analysis result reproduced the object falling to the free water surface well.