• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.04a
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• pp.110-115
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• 1997

In this work, the constant average acceleration, which is a fundamental feature of the trapezoidal rule, is investigated and generalized. Using the generalization of average acceleration concept, a higher order accurate and unconditionally stable time-integration method is developed. The linear approximate of the present methods is exactly the same as the famous trapezoidal rule. To observe the accuracy and stability of the method, several numerical tests are performed and the results are compared with the results from the trapezoidal rule and the exact solution. From the numerical tests, it has been known that the present method has a higher order accuracy and unconditional stability.

• Structural Engineering and Mechanics
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• v.85 no.2
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• pp.207-216
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• 2023

Three time-discontinuous Galerkin quadrature element methods (TDGQEMs) are developed for structural dynamic problems. The weak-form time-discontinuous Galerkin (TDG) statements, which are capable of capturing possible displacement and/or velocity discontinuities, are employed to formulate the three types of quadrature elements, i.e., single-field, single-field/least-squares and two-field. Gauss-Lobatto quadrature rule and the differential quadrature analog are used to turn the weak-form TDG statements into a system of algebraic equations. The stability, accuracy and numerical dissipation and dispersion properties of the formulated elements are examined. It is found that all the elements are unconditionally stable, the order of accuracy is equal to two times the element order minus one or two times the element order, and the high-order elements possess desired high numerical dissipation in the high-frequency domain and low numerical dissipation and dispersion in the low-frequency domain. Three fundamental numerical examples are investigated to demonstrate the effectiveness and high accuracy of the elements, as compared with the commonly used time integration schemes.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.26 no.4
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• pp.333-342
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• 2022

In this paper, we perform a direct comparison study of real experimental data for domain rearrangement and the Cahn-Hilliard (CH) equation on the dynamics of morphological evolution. To validate a mathematical model for physical phenomena, we take initial conditions from experimental images by using an image segmentation technique. The image segmentation algorithm is based on the Mumford-Shah functional and the Allen-Cahn (AC) equation. The segmented phase-field profile is similar to the solution of the CH equation, that is, it has hyperbolic tangent profile across interfacial transition region. We use unconditionally stable schemes to solve the governing equations. As a test problem, we take domain rearrangement of lipid bilayers. Numerical results demonstrate that comparison of the evolutions with experimental data is a good benchmark test for validating a mathematical model.

• Journal of applied mathematics & informatics
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• v.40 no.3_4
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• pp.491-505
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• 2022

This paper is concerned with singularly perturbed convection-diffusion parabolic partial differential equations which have time-delayed. We used the Crank-Nicolson(CN) scheme to build a fitted operator to solve the problem. The underling method's stability is investigated, and it is found to be unconditionally stable. We have shown graphically the unstableness of CN-scheme without fitting factor. The order of convergence of the present method is shown to be second order both in space and time in relation to the perturbation parameter. The efficiency of the scheme is demonstrated using model examples and the proposed technique is more accurate than the standard CN-method and some methods available in the literature, according to the findings.

• Bulletin of the Korean Mathematical Society
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• v.61 no.1
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• pp.93-115
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• 2024

In this paper, the Gauge-Uzawa methods for the Darcy-Brinkman equations driven by temperature and salt concentration (DBTC) are proposed. The first order backward difference formula is adopted to approximate the time derivative term, and the linear term is treated implicitly, the nonlinear terms are treated semi-implicit. In each time step, the coupling elliptic problems of velocity, temperature and salt concentration are solved, and then the pressure is solved. The unconditional stability and error estimations of the first order semi-discrete scheme are derived, at the same time, the unconditional stability of the first order fully discrete scheme is obtained. Some numerical experiments verify the theoretical prediction and show the effectiveness of the proposed methods.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.1
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• pp.1-21
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• 2015

This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, $r{\leq}d$, long-time or short-time maturity T.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.18 no.2
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• pp.141-149
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• 2005

This paper deals with formulations of the energy equilibrium equation by an introduction of the algebraic description, quarternion, which meets conservations of system energy for the equation of motion. Then the equation is discretized to analyze the dynamits analysis of flexible multibody systems in such a way that the work done by the constrained force completely is eliminated. Meanwhile, Rodrigues parameters we used to express the finite rotation lot the proposed method. This method lot the initial essential step to a guarantee of developments of the 3D dynamical problem provides unconditionally stable conditions for the nonlinear problems through the numerical examples.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.14 no.5
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• pp.424-431
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• 2004

An implicit direct-time integration method for obtaining transient responses of general dynamic systems is described. The conventional Newmark method cannot be directly applied to state-space first-order differential equations, which contain no explicit acceleration terms. The method proposed here is the state-space Newmark method that incorporates the average velocity concept, and can be applied to an analysis of general dynamic systems that are expressed by state-space first-order differential equations. It is also readily coded into a program. Stability and accuracy analyses indicate that the method is numerically unconditionally stable like the conventional Newmark method, and has a period error of 2nd-order accuracy for small damping and 4th-order for large damping and an amplitude error of 2nd-order, regardless of damping. In addition, its utility and validity are confirmed by two application examples. The results suggest that the proposed state-space Newmark method based on average velocity be generally applied to the analysis of transient responses of general dynamic systems with a high degree of reliability with respect to stability and accuracy.

• 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.

• Computational Structural Engineering
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• v.8 no.3
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• pp.59-66
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• 1995

The dynamic responses of structure under impulsive loading have been investigated according to its duration, based on the theory of viscoplasticity which can appropriately represent the effects of plasticity and rheology simultaneously. The viscoplastic model has been implemented into the two-dimensional finite element system to solve plane stress, plane strain or axi-symmetric problems, and the implicit integration scheme, of which solutions are unconditionally stable for relatively large time step length, has been developed to simulate visoplastic straining with deriving the explicit relationship between stress and strain at a material point level. After simulation, one carefully concludes that the duration as well as magnitude of impulsive loading plays an important role in design of structures.