• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.28 no.3
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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.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.24 no.3
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• pp.331-336
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• 2013

In this paper, plasma modeling is achieved using fluid dynamics, thereby electron density is derived. The way proposes the key to overcoming the limitations of conventional researches which adopt simplified plasma model. The result is coupled with Maxwell-Boltzmann system in order to calculate scattering waves in various incident angle. The first part is dedicated to perform plasma modeling in dielectric barrier discharge(DBD) structure. Suzen-Huang model is adopted among various models due to the fact that it uses time independent variables to calculated potential and electron distribution in static system. The second part deals with finite difference time domain(FDTD) scheme which computes the scattered waves when the modulated Gaussian pulse is incident. Founded on it, radar cross section(RCS) is observed. Consequently, RCS is decreased by 1~2 dB with DBD plasma. The result is analogous to the RCS measurement in other researches.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.28 no.1
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• pp.42-48
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• 2017

Characteristics of ground-penetrating radar(GPR) signals for detecting buried pipes are investigated numerically. Transmitting and receiving parts of a GPR system, a subsurface soil and a plastic pipe filled with a dielectric material are modeled by using the finite-difference time-domain(FDTD) method. FDTD simulations for observing aspects of GPR signals are performed as a function of the diameter of the pipe and the permittivity of the filling material in the pipe. GPR signals scattered by a dielectric filled pipe appear as a superposition of two waves, such as the specular wave from the front convex surface of the pipe and the axial wave from the rear concave surface of the pipe. We show that the amplitude, the polarity, the delay time of two waves depend on the size of the pipe and the permittivity of the filling material in the pipe.

• Geophysics and Geophysical Exploration
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• v.19 no.3
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• pp.145-152
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• 2016

We used graphics processing units for an efficient time-domain 3D wave propagation modeling. Since graphics processing units are designed for massively parallel processes, we need to optimize the calculation and memory management to fully exploit graphics processing units. We focused on the memory management and examined the performance of programs with respect to the memory management methods. We also tested the effects of memory transfer on the performance of the program by varying the order of finite difference equation and the size of velocity models. The results show that the memory transfer takes a larger portion of the running time than that of the finite difference calculation in programs transferring whole 3D wavefield.

• Fire Science and Engineering
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• v.6 no.1
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• pp.17-22
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• 1992

We have derived the general transfer equation for governing the continuity, energy transfer, mass and momentum transfer, and turbulent energy dissipation rate within the fire compartment which has the 800t fire source at the center of the floor. The governing transfer equations have been descretized using the finite volume approach and numerically experimented under the SIMPLE algorithm. In order for the SIMPLE algorithm approach to be physically reliable, the test results are compared with those of Morita's SOR Method using Conjugate Residual Method and found to be close to physical values though the computational convergence time still remains to be upgraded. The treatment of source terms in the system of finite difference equations has been critical in order to converge the governing equations within the appropriate time steps. The criteria of convergence allowance for the whole domain have been checked and the sudden change of the non-linear effects from the source term have been avoided. The criteria has been allowed to be for 5$\times$10$^{-5}$ .

• ETRI Journal
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• v.23 no.1
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• pp.33-38
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• 2001

A numerical simulation and an experimental implementation of T-shaped microstrip-fed printed slot array antenna are presented in this paper. The proposed antenna with relative permittivity 4.3 and thickness 1.0mm is analyzed by the finite-difference time-domain (FDTD) method. The dependence of design parameters on the bandwidth characteristics is investigated. The measured bandwidth of twin-slot array antenna is from 1.37 GHz to 2.388 GHz, which is approximately 53.9 % for return loss less than or equal to -10 dB. The bandwidth of twin-slot is about 1.06 % larger than that of single-slot antenna. The measured results are in good agreement with the FDTD results.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2010.05a
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• pp.507-508
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• 2010

• Journal of the Optical Society of Korea
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• v.12 no.1
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• pp.7-12
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• 2008

Directional emission of light exiting a photonic crystal waveguide by a coherent action of radiative surface modes was recently demonstrated, and subsequently the substantial enhancement of the directional emission was achieved by engineering the surface and adjusting relevant parameters. Here we present the analysis of surface modes causing the enhanced emission by the plane wave expansion method and the finite-difference time-domain method. In particular, surface band structures are calculated for nonradiative and radiative surface modes, respectively, and intensity profiles of some representative modes for nonradiative and radiative cases are given.

• Proceedings of the International Microelectronics And Packaging Society Conference
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• 1999.11a
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• pp.33-36
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• 1999

In this paper, we proposed a simultaneous switching noise(SSN) reduction technique in muti-layer beards(MLB) for high-speed digital applications and analyzed them using the Finite Difference Time Domain(FDTD) method. The new method by conductive dielectric substrates reduces SSN couplings and resonances, significantly, which cause series malfunctions in the modem high-speed digital applications.

• Proceedings of the Korea Electromagnetic Engineering Society Conference
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• 2000.11a
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• pp.354-358
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• 2000

T-모양의 급전구조를 갖는 마이크로스트립 슬롯 안테나는 정합을 쉽게 이룰 수 있고, 대역 폭이 기존의 슬롯을 가로지르는 급전구조에 비하여 넓었다. 본 논문에서는 역 L-형 마이크로스트립 급전구조를 제안하여 FDTD(Finite Difference Time Domain)법으로 해석하여 안테나를 최적화 설계하였다. 슬롯 폭이 16 mm일 때, 전압 정재파비가 2.0 이하인 조건에서 대역폭은 2.3 GHz를 중심으로 약 48 % 정도의 광대역 특성을 얻었다. 제안된 급전구조는 기존의 슬롯 가로지르는 급전구조의 복사 저항보다 매우 낮았다. 또한 역 L-형 급전구조의 대역폭 특성을 기존의 급전구조의 슬롯릇 안테나들과 비교하였다.