• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 2006.05a
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• pp.99-104
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• 2006

A semi-Lagrangian finite element scheme with objective time stepping algorithm for solving viscoelastic flow problem is presented. The convection terms in the momentum and constitutive equations are treated using a quasi-monotone semi-Lagrangian scheme, in which characteristic feet on a regular grid are traced backwards over a single time-step. Concerned with the generalized midpoint rule type of algorithms formulated to exactly preserve objectivity, we use the geometric transformation such as pull-back, push-forward operation. The method is applied to the 4:1 planar contraction problem for an Oldroyd B fluid for both creeping and inertial flow conditions.

• Journal of computational fluids engineering
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• v.9 no.3
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• pp.8-17
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• 2004

A Semi-Lagrangian method based on CIP(Cubic Interpolated Pseudoparticle)method is proposed and it is applied to solve the two dimensional advection equation. Especially the attentions are given to settle the pole problem and to enhance the accuracy in solving the advection equation on the spherical coordinate system. Tn this algorithm, the CU method is employed as the Semi-Lagrangian method and extended to the spherical coordinate system. To enhance the accuracy of the solution, the spatial discretization is made by CIP method. The mathematical formulation and numerical results are also described. To verify the efficiency, accuracy and capability of proposed algorithm, two dimensional rotating cosine bell problem and the frontogenesis problem are simulated by the present scheme. As results, it is confirmed that the present scheme gives an accurate solution and settles the pole problem in the advection equation on the sphere.

• 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.

• 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.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.6
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• pp.675-682
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• 2010

The flood impact pressure acting on a vertical wall resulting from a dam-breaking problem is simulated using a navier-Stokes(N-S) solver. The N-S solver uses Eulerian Finite Volume Method(FVM) along with Volume Of Fluid(VOF) method for 2-D incompressible free surface flows. A Split Lagrangian Advection(SLA) scheme for VOF method is implemented in this paper. The SLA scheme is developed based on an algorithm of Piecewise Linear Interface Calculation(PLIC). The coupling between the continuity and momentum equations is affected by using a well-known Semi-Implicit Method for Pressure-Linked Equations (SIMPLE) algorithm. Several two-dimensional numerical simulations of the dam-breaking problem are presented to validate the accuracy and demonstrate the capability of the present algorithm. The significance of the time step and grid resolution are also discussed. The computational results are compared with experimental data and with computations by other numerical methods. The results showed a favorable agreement of water impact pressure as well as the global fluid motion.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.11 s.242
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• pp.1455-1462
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• 2005

In this paper, we intend to introduce a nonlinear finite element method based on the fully nonlinear potential flow theory in order to simulate the large amplitude sloshing flow in two-dimensional baffled tank subject to horizontally forced excitation. The free surface is tracked by a direct time differentiation scheme with the four-step predictor-corrector time integration method. The flow velocity is accurately recovered from the velocity potential by second-order least square method. In order to maintain the finite element mesh regularity and total mass, the semi-Lagrangian surface tracking method with area conservation is applied. According to the numerical formulae, we perform the parametric experiments by varying the installation height and the opening width of baffles, in order to examine the effects of baffle on the nonlinear liquid sloshing. From the numerical results, the hydrodynamic characteristics of the large amplitude sloshing are investigated.

• Journal of Ocean Engineering and Technology
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• v.27 no.2
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• pp.39-46
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• 2013

In this study, the impact loads on tank walls by sloshing phenomena and on a tall structure in a three-dimensional rectangular tank were predicted using multiphase flow simulations. The solver was based on the CIP/CCUP (Constraint interpolation CIP/CIP combined unified procedure) method, and the THINC-WLIC (Tangent hyperbola for interface capturing-weighted line interface calculation) scheme was used to capture the air-water interface. For the convection terms of the Navier-Stokes equations, the USCIP (Unsplit semi-lagrangian CIP) method was adopted. The results of simulations were compared with those of experiments. Overall, the comparisons were reasonably good.

• 한국전산유체공학회:학술대회논문집
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• 2011.05a
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• pp.25-30
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• 2011

In this study, it is performed numerical simulation on multi-phase flow by means of CIP-CSI2 scheme. It is applied In a two-phase free surface flow problem at a high density ratio equivalent to that of an air-water system, for examining the computational capability. The method that is being developed and improved is a CIP(Constrained Interpolation Profile) and CSL2(Conservative Semi-Lagrangian) based Cartesian Grid Method.

• Journal of computational fluids engineering
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• v.10 no.2
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• pp.7-14
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• 2005

In this study, the shallow water equations on the sphere is simulated by the proposed method which has high spatial resolution and is based on the CIP(Cubic Interpolated Pseudoparticle) method. The governing equations are approximated on the longitude-latitudinal coordinate system. To avoid the problems resulting from the convergence of the meridians toward high-latitude and singularities on the poles, the semi-Lagrangian and finite volume method are employed. in addition, the CIP method is employed to solve the advection equations and is extended to apply on the equations in the polar coordinate system. The mathematical formulation and numerical results are also described. To verify of the efficiency, accuracy and capability of proposed algorithm, the standard test cases proposed bv Williamson et. al are simulated and the results are compared with other results. As a result, it is found that the present scheme gives a good properties in preserving shapes of solution and settles the pole problems in solving the shallow water equations on the sphere.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.6
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• pp.2595-2618
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• 2018

In this paper, we investigate secure communication with the presence of multiple eavesdroppers (Eves) in a two-tier downlink dense heterogeneous network, wherein there is a macrocell base station (MBS) and multiple femtocell base stations (FBSs). Each base station (BS) has multiple users. And Eves attempt to wiretap a macrocell user (MU). To keep Eves ignorant of the confidential message, we propose a physical-layer security scheme based on cross-layer cooperation to exploit interference in the considered network. Under the constraints on the quality of service (QoS) of other legitimate users and transmit power, the secrecy rate of system can be maximized through jointly optimizing the beamforming vectors of MBS and cooperative FBSs. We explore the problem of maximizing secrecy rate in both non-colluding and colluding Eves scenarios, respectively. Firstly, in non-colluding Eves scenario, we approximate the original non-convex problem into a few semi-definite programs (SDPs) by employing the semi-definite relaxation (SDR) technique and conservative convex approximation under perfect channel state information (CSI) case. Furthermore, we extend the frame to imperfect CSI case and use the Lagrangian dual theory to cope with uncertain constraints on CSI. Secondly, in colluding Eves scenario, we transform the original problem into a two-tier optimization problem equivalently. Among them, the outer layer problem is a single variable optimization problem and can be solved by one-dimensional linear search. While the inner-layer optimization problem is transformed into a convex SDP problem with SDR technique and Charnes-Cooper transformation. In the perfect CSI case of both non-colluding and colluding Eves scenarios, we prove that the relaxation of SDR is tight and analyze the complexity of proposed algorithms. Finally, simulation results validate the effectiveness and robustness of proposed scheme.