KSIAM > Notice > (J-KSIAM) Volume 21 Number 3 (September 2017 issue) TOC

(J-KSIAM) Volume 21 Number 3 (September 2017 issue) TOC

 
작성일 : 17-09-21 14:13
(J-KSIAM) Volume 21 Number 3 (September 2017 issue) TOC
 글쓴이 : Kim, Junseok
조회 : 571  

Dear colleagues and researchers,

The Journal of the Korean Society for Industrial and Applied Mathematics (J-KSIAM) Volume 21 Number 3
(June 2017 issue) has been posed on http://www.ksiam.org/archive/ Aims and scope or other information
on the journal is available on the KSIAM website http://www.ksiam.org or http://www.ksiam.org/jksiam
The journal is one of Korea Citation Indexed (KCI) journals since 2007. Readers interested in the following
articles may download each of articles free of charge from our website and authors are encouraged to submit
a paper via the online submission site http://www.ksiam.org/jksiam/

Sincerely yours,
Jin Keun Seo, Editor-in-Chief
Zhiming Chen, June-Yub Lee, Tao Tang, Associate Editors-In-Chief
Jin Yeon Cho, Sung-Ik Sohn, Junseok Kim, Managing Editors



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JKSIAM-v21n3 pp109-124
Spectral Legendre and Chebyshev approximation for the Stokes interface problems
Peyman Hessari, Byeong-Chun Shin
http://www.ksiam.org/archive/files/jksiam-2017v21p109.pdf


The numerical solution of the Stokes equation with discontinuous viscosity and singular force term is challenging,
due to the discontinuity of pressure, non-smoothness of velocity, and coupled discontinuities along interface.
In this paper, we give an efficient algorithm to solve this problem by employing spectral Legendre and Chebyshev
approximations. First, we present the algorithm for a problem defined in rectangular domain with straight line
interface. Then it is generalized to a domain with smooth curve boundary and interface by employing spectral
element method. Numerical experiments demonstrate the accuracy and efficiency of our algorithm and its spectral
convergence.


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JKSIAM-v21n3 pp125-142
Development of an Improved Three-dimensional Static and Dynamic Structural Analysis based on
FETI-local Method with Penalty Term
Seil Kim, Hyunshig Joo, Haeseong Cho, Sangjoon Shin
http://www.ksiam.org/archive/files/jksiam-2017v21p125.pdf


In this paper, development of the three-dimensional structural analysis is performed by applying FETI-local method.
In the FETI-local method, the penalty term is added as a preconditioner. The OPT-DKT shell element is used in the
present structural analysis. Newmark-beta method is employed to conduct the dynamic analysis. The three-dimensional
FETI-local static structural analysis is conducted. The contour and the displacement of the results are compared
following the different number of sub-domains. The computational time and memory usage are compared with respect to
the number of CPUs used. The three-dimensional dynamic structural analysis is conducted while applying FETI-local
method. The present results show appropriate scalability in terms of the computational time and memory usage. It is
expected to improve the computational efficiency by combining the advantages of the original FETI method, i.e.,
FETI-mixed using the mixed local-global Lagrange multiplier.


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JKSIAM-v21n3 pp143-154
Optimal control analysis for the MERS-CoV outbreak: South Korea perspectives
DongHo Lee, M. A. Masud, Byul Nim Kim, Chunyoung Oh
http://www.ksiam.org/archive/files/jksiam-2017v21p143.pdf

This paper presents the mathematical model for the MERS-CoV outbreak in South Korea, and the optimal control for
two intervention strategies (contact, hospitalization) is implemented. After the MERS-CoV outbreak, hospitalizing
infected individuals did not help to prevent the spread of infection. However, the intervention to control contact
was effective. It was effective the intervention to controlling both of contact and hospitalization of infection
population.


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JKSIAM-v21n3 pp155-165
Development of the Hansel-Spittel constitutive model gazed from a probabilistic perspective
Kyunghoon Lee, Ji Hoon Kim, Beom-Soo Kang
http://www.ksiam.org/archive/files/jksiam-2017v21p155.pdf

The Hansel-Spittel constitutive model requires a total of nine parameters for flow stress prediction. Typically,
the parameters are estimated by least squares methods for given tensile test measurements from a deterministic
perspective. In this research we took a different approach, a probabilistic viewpoint, to see through the
development of the Hansel-Spittel constitutive model. This perspective change showed that deterministic least
squares methods are closely related to statistical maximum likelihood methods via Gaussian noise assumption. More
intriguingly, this perspective shift revealed that the Hansel-Spittel constitutive model may leave out deterministic
trends in residuals despite nearly perfect agreement with measurements. With tensile test measurements of AA1070
aluminum alloy, we demonstrated this deficiency of the Hansel-Spittel constitutive model, suggesting room for
improvement.


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JKSIAM-v21n3 pp167-180
The novelty of infinite series for the complete elliptic integral of the first kind
A.Y. Rohedi, E. Yahya, Y.H. Pramono, B. Widodo
http://www.ksiam.org/archive/files/jksiam-2017v21p167.pdf

According to the fact that the low convergence level of the complete elliptic integral of the first kind for the
modulus which having values approach to one. In this paper we propose novelty of the complete elliptic integral
which having new infinite series that consists of new modulus introduced as own modulus function. We apply scheme
of iteration by substituting the common modulus with own modulus function into the new infinite series. We obtained
so many new exact formulas of the complete elliptic integral derived from this method correspond to the number of
iterations. On the other hand, it has been also obtained a lot of new transformation functions with the corresponding
own modulus functions. The calculation results show that the enhancement of the number of significant figures of the
new infinite series of the complete elliptic integral of the first kind corresponds to the level of quadratic
convergence.


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JKSIAM-v21n3 pp181-202
Mobile platform for pricing of equity-linked securities
Wang Jian, Jungyup Ban, Junhee Han, Seongjin Lee, Darae Jeong
http://www.ksiam.org/archive/files/jksiam-2017v21p181.pdf

In this paper, we develop a mobile platform for pricing equity linked securities(ELS) using Monte Carlo simulation.
Mobile phone or smartphone is an important part of most people's lives and has become an everyday item at the present
day. Moreover, importance of technologies for anytime and anywhere is increasing daily. Thus, we construct a mobile
computing environment for pricing ELS instead of desktops or laptop computers. We provide a detailed Java programming
code and a process manual to easily follow up all processes of this paper.


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