• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.229-241
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• 2007

Multi-term fractional differential equations have been used to simulate fractional-order control system. It has been demonstrated the necessity of the such controllers for the more efficient control of fractional-order dynamical system. In this paper, the multi-term fractional ordinary differential equations are transferred into equivalent a system of equations. The existence and uniqueness of the new system are proved. A fractional order difference approximation is constructed by a decoupled technique and fractional-order numerical techniques. The consistence, convergence and stability of the numerical approximation are proved. Finally, some numerical results are presented to demonstrate that the numerical approximation is a computationally efficient method. The new method can be applied to solve the fractional-order control system.

• International journal of steel structures
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• v.18 no.5
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• pp.1699-1709
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• 2018

Suspen-dome structures are extensively used due to their superiority over traditional structures. The friction between cable and joints may severely influence the distribution of cable force, especially during the pre-stressing construction period. An accurate and efficient numerical method has not yet been developed that can be used for estimating the influence of friction on cable force distribution. Thus, this study proposes an efficient friction element to simulate friction between cable and joint. A flowchart for estimating the value of friction force is introduced. These novel numerical methods were adopted to estimate the influence of friction on cable force distribution. The accuracy and efficiency of these numerical methods were validated through numerical tests.

• The Pure and Applied Mathematics
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• v.28 no.4
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• pp.329-341
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• 2021

In this study, we consider an efficient and accurate finite difference method for the four underlying asset equity-linked securities (ELS). The numerical method is based on the operator splitting method with non-uniform grids for the underlying assets. Even though the numerical scheme is implicit, we solve the system of discrete equations in explicit manner using the Thomas algorithm for the tri-diagonal matrix resulting from the system of discrete equations. Therefore, we can use a relatively large time step and the computation of the ELS option pricing is fast. We perform characteristic computational test. The numerical test confirm the usefulness of the proposed method for pricing the four underlying asset equity-linked securities.

• 한국전산유체공학회:학술대회논문집
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• 2011.05a
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• pp.261-265
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• 2011

An adaptive wavelet transformation method with high order accuracy is proposed to allow efficient and accurate flow computations. While maintaining the original numerical accuracy of a conventional solver, the scheme offers efficient numerical procedure by using only adapted dataset. The main algorithm includes 3rd order wavelet decomposition and thresholding procedure. After the wavelet transformation, 3rd order of spatial and temporal accurate high order interpolation schemes are executed only at the points of the adapted dataset. For the other points, high order of interpolation method is utilized for residual evaluation. This high order interpolation scheme with high order adaptive wavelet transformation was applied to unsteady Euler flow computations. Through these processes, both computational efficiency and numerical accuracy are validated even in case of high order accurate unsteady flow computations.

• Journal of Power System Engineering
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• v.15 no.6
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• pp.27-34
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• 2011

The increasing capabilities of the computers enable us to utilize various numerical schemes for the time-domain simulations concerned with 3-dimensional free-surface wave problems. There are still difficulties to solve such kind of problems, however. That's because long time simulations with large computational domain are needed in time-domain analysis. So, we need faster and more efficient numerical schemes to get the solutions practically for these problems. In this paper, a high-order spectral/boundary-element method is used for the numerical investigation of physics involved in wave-body interaction. This method is one of the most efficient numerical methods by which the nonlinear gravity waves can be simulated and hydrodynamic forces also can be calculated in time-domain. To get the robust study in these topics, various numerical tests are performed and compared with others' works.

• The KSFM Journal of Fluid Machinery
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• v.2 no.1 s.2
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• pp.29-34
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• 1999

To develop the efficient numerical optimization method for the design of an airfoil, an evaluation of various methods coupled with two-dimensional Naviev-Stokes analysis is presented. Simplex method and Hook-Jeeves method we used as direct search methods, and steepest descent method, conjugate gradient method and DFP method are used as indirect search methods and are tested to determine the search direction. To determine the moving distance, the golden section method and cubic interpolation method are tested. The finite volume method is used to discretize two-dimensional Navier-Stokes equations, and SIMPLEC algorithm is used for a velocity-pressure correction method. For the optimal design of two-dimensional airfoil, maximum thickness, maximum ordinate of camber line and chordwise position of maximum ordinate are chosen as design variables, and the ratio of drag coefficient to lift coefficient is selected as an objective function. From the results, it is found that conjugate gradient method and cubic interpolation method are the most efficient for the determination of search direction and the moving distance, respectively.

• Geomechanics and Engineering
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• v.2 no.1
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• pp.45-56
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• 2010

The current study presents a mathematical model and numerical method for free vibration of tapered piles embedded in two-parameter elastic foundations. The method of Discrete Singular Convolution (DSC) is used for numerical simulation. Bernoulli-Euler beam theory is considered. Various numerical applications demonstrate the validity and applicability of the proposed method for free vibration analysis. The results prove that the proposed method is quite easy to implement, accurate and highly efficient for free vibration analysis of tapered beam-columns embedded in Winkler- Pasternak elastic foundations.

• 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.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.1
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• pp.50-59
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• 2014

In this paper, we develop an efficient approach to solve a multiple-item budget-constraint newsboy problem with a reservation policy. A conventional approach for solving such problem utilizes an approximation for the evaluation of an inverse of a Gaussian cumulative density function when the argument of the function is small, and a heuristic method for finding an optimal Lagrangian multiplier. In contrast to the conventional approach, this paper proposes more accurate method of evaluating the function by using the normalization and an effective numerical integration method. We also propose an efficient way to find an optimal Lagrangian multiplier by proving that the equation for the budget-constraint is in fact a monotonically increasing function in the Lagrangian multiplier. Numerical examples are tested to show the performance of the proposed approach with emphases on the behaviors of the inverse of a Gaussian cumulative density function and the Lagrangian multiplier. By using sensitivity analysis of different budget constraints, we show that the reservation policy indeed provides greater expected profit than the classical model of not having the reservation policy.

• Structural Engineering and Mechanics
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• v.55 no.4
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• pp.885-900
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• 2015

This paper introduces Romberg-Richardson's method as one of the numerical integration tools for computation of stress intensity factor in a pre-cracked specimen subjected to a complex stress field across the crack faces. Also, the computation of stress intensity factor for various stress fields using existing three methods: average stress over interval method, piecewise linear stress method, piecewise quadratic method are modified by using Richardson extrapolation method. The direct integration method is used as reference for constant and linear stress distribution across the crack faces while Gauss-Chebyshev method is used as reference for nonlinear distribution of stress across the crack faces in order to obtain the stress intensity factor. It is found that modified methods (average stress over intervals-Richardson method, piecewise linear stress-Richardson method, piecewise quadratic-Richardson method) yield more accurate results after a few numbers of iterations than those obtained using these methods in their original form. Romberg-Richardson's method is proven to be more efficient and accurate than Gauss-Chebyshev method for complex stress field.