• Wind and Structures
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• v.20 no.3
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• pp.423-448
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• 2015

In this paper the unsteady fluid-structure interaction (FSI) problems with large structural displacement are solved by partitioned solution approaches in the arbitrary Lagrangian-Eulerian finite element framework. The incompressible Navier-Stokes equations are solved by the characteristic-based split (CBS) scheme. Both a rigid body and a geometrically nonlinear solid are considered as the structural models. The latter is solved by Newton-Raphson procedure. The equation governing the structural motion is advanced by Newmark-${\beta}$ method in time. The dynamic mesh is updated by using moving submesh approach that cooperates with the ortho-semi-torsional spring analogy method. A mass source term (MST) is introduced into the CBS scheme to satisfy geometric conservation law. Three partitioned coupling strategies are developed to take FSI into account, involving the explicit, implicit and semi-implicit schemes. The semi-implicit scheme is a mixture of the explicit and implicit coupling schemes due to the fluid projection splitting. In this scheme MST is renewed for interfacial elements. Fixed-point algorithm with Aitken's ${\Delta}^2$ method is carried out to couple different solvers within the implicit and semi-implicit schemes. Flow-induced vibrations of a bridge deck and a flexible cantilever behind an obstacle are analyzed to test the performance of the proposed methods. The overall numerical results agree well with the existing data, demonstrating the validity and applicability of the present approaches.

• East Asian mathematical journal
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• v.35 no.1
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• pp.59-66
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• 2019

In this paper we study implicit-explicit (IMEX) methods combined with a semi-Lagrangian scheme to evaluate the prices of fixed strike arithmetic Asian options under jump-diffusion models. An Asian option is described by a two-dimensional partial integro-differential equation (PIDE) that has no diffusion term in the arithmetic average direction. The IMEX methods with the semi-Lagrangian scheme to solve the PIDE are discretized along characteristic curves and performed without any fixed point iteration techniques at each time step. We implement numerical simulations for the prices of a European fixed strike arithmetic Asian put option under the Merton model to demonstrate the second-order convergence rate.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.9
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• pp.3583-3589
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• 2010

The semi-implicit scheme proposed by Backhaus is introduced to solve two-dimensional shallow water equation. This mothod is applied for the numerical model solving surface elevation and velocity field of Geum River estuary. For the verification of the method, numerical solutions by this model are compared with ones by Heap's well known explicit model. Solutions of two models resemble each other. The time-step chosen for the semi-implicit scheme turned out to be 3 to 6 times longer than explicit model depending on the stringent CFL criterion. The computation time could be reduced at least 50%. It was proved that this scheme is easy to handle dry banks which can be seen in Geum River estuary and numerical stability is obtained for long time computation.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.17 no.3
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• pp.197-207
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• 2013

The Cahn-Hilliard equation was proposed as a phenomenological model for describing the process of phase separation of a binary alloy. The equation has been applied to many physical applications such as amorphological instability caused by elastic non-equilibrium, image inpainting, two- and three-phase fluid flow, phase separation, flow visualization and the formation of the quantum dots. To solve the Cahn-Hillard equation, many numerical methods have been proposed such as the explicit Euler's, the implicit Euler's, the Crank-Nicolson, the semi-implicit Euler's, the linearly stabilized splitting and the non-linearly stabilized splitting schemes. In this paper, we investigate each scheme in finite-difference schemes by comparing their performances, especially stability and efficiency. Except the explicit Euler's method, we use the fast solver which is called a multigrid method. Our numerical investigation shows that the linearly stabilized stabilized splitting scheme is not unconditionally gradient stable in time unlike the known result. And the Crank-Nicolson scheme is accurate but unstable in time, whereas the non-linearly stabilized splitting scheme has advantage over other schemes on the time step restriction.

• Journal of the Korean Mathematical Society
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• v.51 no.4
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• pp.665-678
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• 2014

We present a new space-time discontinuous Galerkin (DG) method for solving the time dependent, positive symmetric hyperbolic systems. The main feature of this DG method is that the discrete equations can be solved semi-explicitly, layer by layer, in time direction. For the partition made of triangle or rectangular meshes, we give the stability analysis of this DG method and derive the optimal error estimates in the DG-norm which is stronger than the $L_2$-norm. As application, the wave equation is considered and some numerical experiments are provided to illustrate the validity of this DG method.

• Nuclear Engineering and Technology
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• v.16 no.2
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• pp.47-57
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• 1984

Mathematically-rigorous time-volume averaged conservation equations were simplified to established the differential equations of THERMIT-6S, which is a two-fluid 3-D code. The difference equations of THERMIT-6S were obtained by discretizing the proceeding set of differential equations. The spatial discretization is characterized by a first-order spatial scheme, donor cell method, and staggered mesh layout. For time discretization, a first order semi-implicit scheme treats implictly sonic terms and terms relating to local transport phenomena and explicitly convective terms. The results were linearized by the Newton-Raphson method. In order to construct the reduced pressure equation, the linearized equations were manipulated so that all variables are coupled between mesh cells through only the pressure variable. By simulating numerically the OPERA-15 experiment, it was found that THERMIT-6S is a very powerful code in predicting reactor behavior after sodium boiling including flow coastdown, reversal flow and flow oscillation.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.13-23
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• 2009

Some strong convergence theorems of explicit iteration scheme for asymptotically nonexpansive semi-groups in Banach spaces are established. The results presented in this paper extend and improve some recent results in [T. Suzuki. On strong convergence to common fixed points of nonexpansive semigroups in Hilbert spaces, Proc. Amer. Math. Soc. 131(2002)2133-2136; H. K. Xu. A strong convergence theorem for contraction semigroups in Banach spaces, Bull. Aust. Math. Soc. 72(2005)371-379; N. Shioji and W. Takahashi. Strong convergence theorems for continuous semigroups in Banach spaces, Math. Japonica. 1(1999)57-66; T. Shimizu and W. Takahashi. Strong convergence to common fixed points of families of nonexpansive mappings, J. Math. Anal. Appl. 211(1997)71-83; N. Shioji and W. Takahashi. Strong convergence theorems for asymptotically nonexpansive mappings in Hilbert spaces, Nonlinear Anal. TMA, 34(1998)87-99; H. K. Xu. Approximations to fixed points of contraction semigroups in Hilbert space, Numer. Funct. Anal. Optim. 19(1998), 157-163.]

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.5
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• pp.1145-1158
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• 1994

A three-dimensional, finite difference, numerical model with free surface was developed on ${\sigma}$-coordinate. A semi-implicit numerical scheme in time has been adopted for computational efficiency. The scheme is essentially independent of the stringent stability criteria (CFL condition) for explicit schemes of external surface gravity wave. Implicit algorithm was applied for vertical shear stress, Coriolis force and pressure gradient terms. The reliability of the model with vertically variable grid system was checked by the comparison of simulation results with analytic solution of wind-driven currents in a one-dimensional channel. Sensitivity analysis of differencing parameters was carried out by applying the model to the calculation of wind-driven currents in a square lake.