• Communications of the Korean Mathematical Society
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• v.30 no.4
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• pp.447-456
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• 2015

In this paper, we investigate the differential-difference equation $(f(z+c)-f(z))^2+P(z)^2(f^{(k)}(z))^2=Q(z)$, where P(z), Q(z) are nonzero polynomials. In addition, we also investigate Fermat type q-difference differential equations $f(qz)^2+(f^{(k)}(z))^2=1$ and $(f(qz)-f(z))^2+(f^{(k)}(z))^2=1$. If the above equations admit a transcendental entire solution of finite order, then we can obtain the precise expression of the solution.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2006.05a
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• pp.73-80
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• 2006

In order to examine the validity of an asymptotic solution for nonlinear interaction in asymmetric vibration modes of a perfect circular plate, we obtain the numerical solution. The motion of the plate is governed by nonlinear partial differential equation. The initial and boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution. It is found that traveling waves relating clockwise and counterclockwise as well as standing wave are depicted by the numerical solution.

• Journal of applied mathematics & informatics
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• v.13 no.1_2
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• pp.11-27
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• 2003

A fourth order in time and second order in space scheme using a finite-difference method is developed for the non-linear Boussinesq equation. For the solution of the resulting non-linear system a predictor-corrector pair is proposed. The method is analyzed for local truncation error and stability. The results of a number of numerical experiments for both the single and the double-soliton waves are given.

• Journal of KSNVE
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• v.7 no.1
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• pp.55-60
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• 1997

In order to examine the validity of an asymptotic solution obtained from the method of multiple scales, we investigate a third-order subharmonic resonance response of a bar constrained by a nonlinear spring to a harmonic excitation. The motion of the bar is governed by a linear partial differential equation with a nonlinear boundary condition. The nonlinear boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2002.04a
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• pp.102-105
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• 2002

A new finite difference model is developed for solute transport in a fractured medium that can consider advection, adsorption, first-order decay, and scale-dependent dispersivity of individual fractures. In the model, the dispersivity of individual fractures is employed as a variable increasing with travel distance from a source. The model is verified using an analytical solution for a single fracture. A solution from the new model is independent of the outlet boundary condition of fractures, and has little numerical dispersion error.

• Geomechanics and Engineering
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• v.25 no.4
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• pp.267-273
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• 2021

In this work, we compare the analytical solutions with the numerical solutions for photothermal interactions in semiconductor medium containing cylindrical cavity. This paper is devoted to a study of the photothermal interactions in semiconductor medium in the context of the coupled photo-thermal model. The basic equations are formulated in the domain of Laplace transform and the eigenvalue scheme are used to get the analytical solutions. The numerical solution is obtained by using the implicit finite difference method (IFDM). A comparison between the analytical solution and the numerical solutions are obtained. It is found that the implicit finite difference method (IFDM) is applicable, simple and efficient for such problems.

• Computational Structural Engineering
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• v.9 no.3
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• pp.187-197
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• 1996

An explicit direct time integration method based solution algorithm is presented to predict dynamic buckling response of Euler column. On the basis of large deflection beam theory, a plane frame finite element is formulated and implemented into the solution algorithm. The element formulation takes into account geometrical nonlinearity and overall buckling of steel structural frames. The solution algorithm employs the central difference method. Using the computer program developed by the author, dynamic instability behavior of Euler column under impact loading is investigated by considering the time variation of load, load magnitude, and load duration. The free vibration of Euler column caused by a short duration impact load is also studied. The validity and efficiency of the present formulation and solution algorithm are verified through illustrative numerical examples.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.14 no.3
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• pp.175-187
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• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Korean Journal of Mathematics
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• v.13 no.2
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• pp.149-159
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• 2005

We study an age-dependent s-i-s epidemic model with spatial diffusion. The model equations are described by a nonlinear and nonlocal system of integro-differential equations. Finite difference methods along the characteristics in age-time domain combined with finite elements in the spatial variable are applied to approximate the solution of the model. Stability of the discrete periodic solution is investigated.

• 한국전산유체공학회:학술대회논문집
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• 2003.10a
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• pp.56-57
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• 2003

A numerical solution is presented for the natural convection heat transfer from two vertical fins using a spectral finite difference method. Virtual distant boundary conditions for two bodies that are compatible with plume behavior and with an overall continuity condition are introduced. A boundary-fitted coordinate system is formed. Streamlines, isotherms, mean Nusselt numbers and drag & lift coefficients are presented for a variety of dimensionless parameters such as a Grashof number and a Prandtl number at a steady-state. Extensive effectiveness of a spectral finite difference method was established.