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Journal of the Korean Society for Industrial and Applied Mathematics最新文献

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ADVANCED DOMAIN DECOMPOSITION METHOD BY LOCAL AND MIXED LAGRANGE MULTIPLIERS 基于局部和混合拉格朗日乘子的高级区域分解方法
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2014-03-25 DOI: 10.12941/JKSIAM.2014.18.017
Jun-young Kwak, Taeyoung Chun, H. Cho, Sang-Joon Shin, O. Bauchau
{"title":"ADVANCED DOMAIN DECOMPOSITION METHOD BY LOCAL AND MIXED LAGRANGE MULTIPLIERS","authors":"Jun-young Kwak, Taeyoung Chun, H. Cho, Sang-Joon Shin, O. Bauchau","doi":"10.12941/JKSIAM.2014.18.017","DOIUrl":"https://doi.org/10.12941/JKSIAM.2014.18.017","url":null,"abstract":"This paper presents development of an improved domain decomposition method for large scale structural problem that aims to provide high computational efficiency. In the previous researches, we developed the domain decomposition algorithm based on augmented Lagrangian formulation and proved numerical efficiency under both serial and parallel computing environment. In this paper, new computational analysis by the proposed domain decomposition method is performed. For this purpose, reduction in computational time achieved by the proposed algorithm is compared with that obtained by the dual-primal FETI method under serial computing condition. It is found that the proposed methods significantly accelerate the computational speed for a linear structural problem.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2014-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78747490","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION 一类具有跳跃扩散的非线性随机偏微分方程的Euler-maruyama方法
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2014-03-25 DOI: 10.12941/JKSIAM.2014.18.043
H. Ahmed
{"title":"EULER-MARUYAMA METHOD FOR SOME NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH JUMP-DIFFUSION","authors":"H. Ahmed","doi":"10.12941/JKSIAM.2014.18.043","DOIUrl":"https://doi.org/10.12941/JKSIAM.2014.18.043","url":null,"abstract":"In this paper we discussed Euler-Maruyama method for stochastic differential equations with jump diffusion. We give a convergence result for Euler-Maruyama where the coefficients of the stochastic differential equation are locally Lipschitz and the pth moments of the exact and numerical solution are bounded for some p> 2.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2014-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82976142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
OPTIMAL STRATEGIES FOR PREVENTION OF ECSTASY USE 预防摇头丸使用的最佳策略
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2014-03-25 DOI: 10.12941/JKSIAM.2014.18.001
S. W. Choi, Jonggul Lee, Eunok Jung
{"title":"OPTIMAL STRATEGIES FOR PREVENTION OF ECSTASY USE","authors":"S. W. Choi, Jonggul Lee, Eunok Jung","doi":"10.12941/JKSIAM.2014.18.001","DOIUrl":"https://doi.org/10.12941/JKSIAM.2014.18.001","url":null,"abstract":"We have investigated optimal control strategies for prevention of ecstasy use. Ecstasy use has continued at raves and nightclubs in recent years and the reduction of ecstasy use has become one of the important issues in society. We apply optimal control theory to a model of the peer-driven dynamics of ecstasy use. Our goal is to minimize the ecstasy use class and the intervention cost. Optimal control is characterized in terms of the solution of optimality system, which is the state system coupled with the adjoint system and the optimality equations. The numerical simulations show the optimal prevention policies of ecstasy use in various scenarios.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2014-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88982133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A REVIEW OF THE SUPRA-CONVERGENCES OF SHORTLEY-WELLER METHOD FOR POISSON EQUATION 泊松方程的shortley-weller方法的超收敛性综述
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2014-03-25 DOI: 10.12941/JKSIAM.2014.18.051
G. Yoon, Chohong Min
{"title":"A REVIEW OF THE SUPRA-CONVERGENCES OF SHORTLEY-WELLER METHOD FOR POISSON EQUATION","authors":"G. Yoon, Chohong Min","doi":"10.12941/JKSIAM.2014.18.051","DOIUrl":"https://doi.org/10.12941/JKSIAM.2014.18.051","url":null,"abstract":"The Shortley-Weller method is a basic finite difference method for solving the Poisson equation with Dirichlet boundary condition. In this article, we review the analysis for supra-convergence of the Shortley-Weller method. Though consistency error is first order accurate at some locations, the convergence order is globally second order. We call this increase of the order of accuracy, supra-convergence. Our review is not a simple copy but serves a basic foundation to go toward yet undiscovered analysis for another supra-convergence: we present a partial result for supra-convergence for the gradient of solution.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2014-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86506662","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 18
ADAPTIVE GRID SIMULATION OF HYPERBOLIC EQUATIONS 双曲方程的自适应网格模拟
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-12-25 DOI: 10.12941/JKSIAM.2013.17.279
Haojun Li, Myung-joo Kang
{"title":"ADAPTIVE GRID SIMULATION OF HYPERBOLIC EQUATIONS","authors":"Haojun Li, Myung-joo Kang","doi":"10.12941/JKSIAM.2013.17.279","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.279","url":null,"abstract":"We are interested in an adaptive grid method for hyperbolic equations. A multiresolution analysis, based on a biorthogonal family of interpolating scaling functions and lifted interpolating wavelets, is used to dynamically adapt grid points according to the physical field profile in each time step. Traditional finite-difference schemes with fixed stencils produce high oscillations around sharp discontinuities. In this paper, we hybridize high-resolution schemes, which are suitable for capturing singularities, and apply a finite-difference approach to the scaling functions at non-singular points. We use a total variation diminishing Runge?Kutta method for the time integration. The computational cost is proportional to the number of points present after compression. We provide several numerical examples to verify our approach.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86571537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
AN INITIAL VALUE METHOD FOR SINGULARLY PERTURBED SYSTEM OF REACTION–DIFFUSION TYPE DELAY DIFFERENTIAL EQUATIONS 反应扩散型时滞微分方程奇摄动系统的初值法
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-12-25 DOI: 10.12941/JKSIAM.2013.17.221
V. Subburayan, N. Ramanujam
{"title":"AN INITIAL VALUE METHOD FOR SINGULARLY PERTURBED SYSTEM OF REACTION–DIFFUSION TYPE DELAY DIFFERENTIAL EQUATIONS","authors":"V. Subburayan, N. Ramanujam","doi":"10.12941/JKSIAM.2013.17.221","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.221","url":null,"abstract":"In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction?diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85248251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL black-scholes模型下期权定价的自适应多网格技术
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-12-25 DOI: 10.12941/JKSIAM.2013.17.295
Darae Jeong, Yibao Li, Yongho Choi, Kyoung-Sook Moon, Junseok Kim
{"title":"AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL","authors":"Darae Jeong, Yibao Li, Yongho Choi, Kyoung-Sook Moon, Junseok Kim","doi":"10.12941/JKSIAM.2013.17.295","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.295","url":null,"abstract":"In this paper, we consider the adaptive multigrid method for solving the Black- Scholes equation to improve the efficiency of the option pricing. Adaptive meshing is generally regarded as an indispensable tool because of reduction of the computational costs. The Black- Scholes equation is discretized using a Crank-Nicolson scheme on block-structured adaptively refined rectangular meshes. And the resulting discrete equations are solved by a fast solver such as a multigrid method. Numerical simulations are performed to confirm the efficiency of the adaptive multigrid technique. In particular, through the comparison of computational results on adaptively refined mesh and uniform mesh, we show that adaptively refined mesh solver is superior to a standard method.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79939480","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
CONDENSATION IN DENSITY DEPENDENT ZERO RANGE PROCESSES 与密度有关的零范围过程中的凝结
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-12-25 DOI: 10.12941/JKSIAM.2013.17.267
Intae Jeon
{"title":"CONDENSATION IN DENSITY DEPENDENT ZERO RANGE PROCESSES","authors":"Intae Jeon","doi":"10.12941/JKSIAM.2013.17.267","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.267","url":null,"abstract":"We consider zero range processes with density dependent jump rates g given by g = g(n, k) = g1(n)g2(k/n) with g1(x) = x ?α and In this case, with 1/2 0, we show that non-complete condensation occurs with maximum cluster size an. More precisely, for any _ > 0, there exists M*> 0 such that, for any 0 > 1) and supports the instability of the condensation transition.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78874291","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
HIGH ORDER EMBEDDED RUNGE-KUTTA SCHEME FOR ADAPTIVE STEP-SIZE CONTROL IN THE INTERACTION PICTURE METHOD 交互图法中自适应步长控制的高阶嵌入式龙格-库塔格式
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-10-20 DOI: 10.12941/JKSIAM.2013.17.238
S. Balac
{"title":"HIGH ORDER EMBEDDED RUNGE-KUTTA SCHEME FOR ADAPTIVE STEP-SIZE CONTROL IN THE INTERACTION PICTURE METHOD","authors":"S. Balac","doi":"10.12941/JKSIAM.2013.17.238","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.238","url":null,"abstract":"The Interaction Picture (IP) method is a valuable alternative to Split-step methods for solving certain types of partial differential equations such as the nonlinear Schrodinger equation or the Gross-Pitaevskii equation. Although very similar to the Symmetric Split-step (SS) method in its inner computational structure, the IP method results from a change of unknown and therefore do not involve approximation such as the one resulting from the use of a splitting formula. In its standard form the IP method such as the SS method is used in conjunction with the classical 4th order Runge-Kutta (RK) scheme. However it appears to be relevant to look for RK scheme of higher order so as to improve the accuracy of the IP method. In this paper we investigate 5th order Embedded Runge-Kutta schemes suited to be used in conjunction with the IP method and designed to deliver a local error estimation for adaptive step size control.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73540561","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
EXTENSION OF AUSMPW+ SCHEME FOR TWO-FLUID MODEL 双流体模型ausmpw +格式的推广
IF 0.6
Journal of the Korean Society for Industrial and Applied Mathematics Pub Date : 2013-09-25 DOI: 10.12941/JKSIAM.2013.17.209
J. Park, Chongam Kim
{"title":"EXTENSION OF AUSMPW+ SCHEME FOR TWO-FLUID MODEL","authors":"J. Park, Chongam Kim","doi":"10.12941/JKSIAM.2013.17.209","DOIUrl":"https://doi.org/10.12941/JKSIAM.2013.17.209","url":null,"abstract":"The present paper deals with the extension of AUSMPW+ scheme into two-fluid model for multiphase flow. AUSMPW+ scheme is the improvement of a single-phase AUSM+ scheme by designing pressure-based weighting functions to prevent oscillations near a wall and shock instability after a strong shock. Recently, Kitamura and Liou assessed a family of AUSM-type schemes with two-fluid model governing equations [K. Kitamura and M.-S. Liou, Comparative study of AUSM-Family schemes in compressible multi-phase flow simulations, ICCFD7-3702 (2012)]. It was observed that the direct application of the single-phase AUSMPW+ did not provide satisfactory results for most of numerical test cases, which motivates the current study. It turns out that, by designing pressure-based weighting functions, which play a key role in controlling numerical diffusion for two-fluid model, problems reported in can be overcome. Various numerical experiments validate the proposed modification of AUSMPW+ scheme is accurate and robust to solve multiphase flow within the framework of two-fluid model.","PeriodicalId":41717,"journal":{"name":"Journal of the Korean Society for Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2013-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85304420","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
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