• Computers and Concrete
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• 제29권2호
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• pp.93-105
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• 2022

The degrees of freedom (DOFs) of high-rise structures increase rapidly due to the need for refined analysis, which poses a challenge toward a computationally efficient method for numerical analysis of high-rise structures using the finite element method (FEM). This paper presented an efficient iterative method, an algebraic multigrid (AMG) with a Jacobi overrelaxation smoother preconditioned conjugate gradient method (AMG-CG) used for solving large-scale structural system equations running on heterogeneous platforms with parallel accelerator graphics processing units (GPUs) enabled. Furthermore, an AMG-CG FEM application framework was established for the numerical analysis of high-rise structures. In the proposed method, the coarsening method, the optimal relaxation coefficient of the JOR smoother, the smoothing times, and the solution method for the coarsest grid of an AMG preconditioner were investigated via several numerical benchmarks of high-rise structures. The accuracy and the efficiency of the proposed FEM application framework were compared using the mature software Abaqus, and there were speedups of up to 18.4x when using an NVIDIA K40C GPU hosted in a workstation. The results demonstrated that the proposed method could improve the computational efficiency of solving structural system equations, and the AMG-CG FEM application framework was inherently suitable for numerical analysis of high-rise structures.

• 수산해양기술연구
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• 제35권4호
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• pp.435-447
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• 1999

It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method: the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, whereas the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they can be readily adapted to fit into the existing finite element codes whose element derivative matrices can be explicitly generated. The numerical results of two cases -2 dimensional portal frame for the comparison with reference and 3-dimensional frame structure - for the deterministic sensitivity analysis are presented.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제27권4호
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• pp.231-249
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• 2020

We present an efficient and robust finite difference method for a two-asset jump diffusion model, which is a partial integro-differential equation (PIDE). To speed up a computational time, we compute a matrix so that we can calculate the non-local integral term fast by a simple matrix-vector operation. In addition, we use bilinear interpolation to solve integral term of PIDE. We can obtain more stable value by using the payoff-consistent extrapolation. We provide numerical experiments to demonstrate a performance of the proposed numerical method. The numerical results show the robustness and accuracy of the proposed method.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제25권3호
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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.

• Journal of Ship and Ocean Technology
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• 제8권3호
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• pp.8-17
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• 2004

A numerical method is developed for computing the free surface flows around a transom stern of a ship at a high Froude number. At high speed, the flow may be detached from the flat transom stern. In the limit of the high Froude number, the problem becomes a planning problem. In the present study, we make the finite-element computations for a transom stern flows around a wedge-shaped floating ship. The numerical method is based on the Hamilton's principle. The problem is formulated as an initial value problem with nonlinear free surface conditions. In the numerical procedures, the domain was discretized into a set of finite elements and the numerical quadrature was used for the functional equation. The time integrations of the nonlinear free surface condition are made iteratively at each time step. A set of large algebraic equations is solved by GMRES(Generalized Minimal RESidual, Saad and Schultz 1986) method which is proven very efficient. The computed results are compared with previous numerical results obtained by others.

• Nuclear Engineering and Technology
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• 제46권5호
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• pp.641-654
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• 2014

A new computer code, named CORONA (Core Reliable Optimization and thermo-fluid Network Analysis), was developed for the core thermo-fluid analysis of a prismatic gas cooled reactor. The CORONA code is targeted for whole-core thermo-fluid analysis of a prismatic gas cooled reactor, with fast computation and reasonable accuracy. In order to achieve this target, the development of CORONA focused on (1) an efficient numerical method, (2) efficient grid generation, and (3) parallel computation. The key idea for the efficient numerical method of CORONA is to solve a three-dimensional solid heat conduction equation combined with one-dimensional fluid flow network equations. The typical difficulties in generating computational grids for a whole core analysis were overcome by using a basic unit cell concept. A fast calculation was finally achieved by a block-wise parallel computation method. The objective of the present paper is to summarize the motivation and strategy, numerical approaches, verification and validation, parallel computation, and perspective of the CORONA code.

• Nuclear Engineering and Technology
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• 제54권6호
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• pp.2084-2093
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• 2022

Probabilistic safety assessment is widely used to quantify the risks of nuclear power plants and their uncertainties. When the lognormal distribution describes the uncertainties of basic events, the uncertainty of the top event in a fault tree is approximated with the sum of lognormal random variables after minimal cutsets are obtained, and rare-event approximation is applied. As handling complicated analytic expressions for the sum of lognormal random variables is challenging, several approximation methods, especially Monte Carlo simulation, are widely used in practice for uncertainty analysis. In this study, a theoretical approach for analyzing the sum of lognormal random variables using an efficient numerical integration method is proposed for uncertainty analysis in probability safety assessments. The change of variables from correlated random variables with a complicated region of integration to independent random variables with a unit hypercube region of integration is applied to obtain an efficient numerical integration. The theoretical advantages of the proposed method over other approximation methods are shown through a benchmark problem. The proposed method provides an accurate and efficient approach to calculate the uncertainty of the top event in probabilistic safety assessment when the uncertainties of basic events are described with lognormal random variables.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 추계학술대회논문집
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• pp.725-730
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• 2002

This paper presents an efficient modeling method for open cracked beam structures. An equivalent bending spring model is introduced to represent the structural weakening effect in the presence of open cracks. The proposed method adopts the exact dynamic element method (EDEM) to avoid the difficulty and numerical errors in association with re-meshing the structure. The proposed method is rigorously compared with a commercial finite element code. Experiments are also performed to validate the proposed modeling method. Finally, a diagnostic scheme for open cracked beam structures is proposed and demonstrated through a numerical example.

• Journal of Ship and Ocean Technology
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• 제8권3호
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• pp.40-49
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• 2004

Welding deformations injure the beauty of appearance of a structure, decrease its buckling strength and prevent increase of productivity. Welding deformations of real structures are complicated and the accurate prediction of welding deformations has been a difficult problem. This study proposes a method to predict the welding deformations of large structures accurately and practically based on the simplified thermal elasto-plastic analysis method. The proposed method combines the inherent strain theory with the numerical or theoretical analysis method and the experimental results. The weld joint is assumed to be divided into 3 regions such as inherent strain region, material softening region and base metal region. Characteristic material properties are used in structural modeling and analysis for reasonable simplification. Calculated results by this method show good agreement with the experimental results. It was proven that this method gives an accurate and efficient solution for the problem of welding deformation calculation of large structures.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제28권3호
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• pp.88-95
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• 2024

In this article, we propose an efficient and accurate adaptive time-stepping numerical method for the Black-Scholes (BS) equations. The numerical scheme used is the finite difference method (FDM). The proposed adaptive time-stepping computational scheme is based on the maximum norm of the discrete Laplacian values of option values on a discrete domain. Most numerical solvers for the BS equations require a small time step when there are large variations in the solutions. To resolve this problem, we propose an adaptive time-stepping algorithm that uses a small time step size when the maximum norm of the discrete Laplacian values on a discrete domain is large; otherwise, a larger time step size is used to speed up the computation. To demonstrate the high performance of the proposed adaptive time-stepping methodology, we conduct several computational experiments. The numerical tests confirm that the proposed adaptive time-stepping method improves both the efficiency and accuracy of computations for the BS equations.