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General Characteristics of 32/64bit precision on the perspective of Computational Science
Dongwoo Sheen,Taeyoung Ha,Imbumn Kim 한국기상학회 2005 한국기상학회 학술대회 논문집 Vol.2005 No.-
64bit computing has several benefits in terms of amount of memory and the size of data. But higher precision computing need more computing time and cost.
A COMPARISON OF SEVERAL MATHEMATICAL GLUCOSE-INSULIN DYNAMICS MODELS
Yongjin Cho,Dongwoo Sheen 한국산업응용수학회 2011 한국산업응용수학회 학술대회 논문집 Vol.6 No.1
Many mathematical models have been developed to understand the mechanisms of the Glucose-Insulin dynamics. In general, mathematical models have been used to estimate the glucose dis-appearance and insulin sensitivity which are used to study relative dependencies of Glucose-Insulin. Among them, the real start of modeling the Glucose-Insulin dynamics might be the minimal model proposed by the group of Bergman and Cobelli in the 1980’s [2]. Since then, variant versions based on the minimal model have been considered by many authors [1]. In this talk, we compare and analyze several mathematical models for Glucose-Insulin dynamics containing the developed models by Bergman et al. [17,19], Arino et al. [12] and Roy et al. [21]. We present efficient numerical algorithms to solve the system of non-linear differential equations as well as efficient parameter estimation methods. Also parameter sensitivity analysis [22] is performed for each model. Numerical results are shown.
OPTION PRICING OF WEATHER DERIVATIVES FOR SEOUL
Jiwoon Kim,Dongwoo Sheen 한국산업응용수학회 2011 한국산업응용수학회 학술대회 논문집 Vol.6 No.1
In Korea the only method for protection against weather risk is using insurance product. But Korean insurance market of weather-related is extremely stagnant. On the other hand, most of advanced countries has observed the importance of weather risk and started to provide against uncertain climatic changes. They already introduced the weather derivative and has provided a chance to do the Risk Management. In this study, with recordings of daily average temperatures from 1954 to 2009 at Seoul, we concentrate on analysis the temperature of Seoul using the method which is introduced in Alaton et al(2002), Benth et al(2007). First, we construct a deterministic model for the average temperature and then simulate weather patterns in the future. Finally, we price weather options such as HDD, CDD, CAT. Also we consider the market price of risk(MPR).
Option Pricing of Weather Derivatives for Seoul
Kim, Jiwoon,Sheen, Dongwoo,Shin, Sungwon Global Science Press 2012 East Asian Journal on Applied Mathematics Vol.2 No.4
<B>Abstract.</B><P>This article analyses temperature data for Seoul based on a well defined daily average temperature (DAT) derived from records dating from 1954 to 2009, and considers related weather derivatives using a previous methodology. The temperature data exhibit some quite distinctive features, compared to other cities that have been considered before. Thus Seoul has: (i) four clear seasons; (ii) a significant seasonal range, with high temperature and humidity in the summer but low temperature and very dry weather in winter; and (iii) cycles of three cold days and four warmer days in winter. Due to these characteristics, seasonal variance and oscillation in Seoul is more apparent in winter and less evident in summer than in the other cities. We construct a deterministic model for the average temperature and then simulate future weather patterns, before pricing various weather derivative options and calculating the market price of risk (MPR).</P>
A quadrilateral Morley element for biharmonic problems
Chunjae Park,Dongwoo Sheen 한국산업응용수학회 2011 한국산업응용수학회 학술대회 논문집 Vol.6 No.1
In this talk, we propose a Morley-type finite element for quadrilateral meshes to solve bihar-monic problems. For each quadrilateral Q, the finite element space is defined by the span of P₂(Q) plus two cubic polynomials. Each of the cubic polynomials vanishes at a pair of opposite edges and the bimedian between them. We will prove the values at vertices and integrals of normal derivatives over edges are the degrees of freedom of the proposed element. An optimal order of convergence is analyzed and several numerical tests confirm it.
Nonconforming Finite Element Method Applied to the Driven Cavity Problem
Lim, Roktaek,Sheen, Dongwoo Global Science Press 2017 Communications in computational physics Vol.21 No.4
<B>Abstract</B><P>A cheapest stable nonconforming finite element method is presented for solving the incompressible flow in a square cavity without smoothing the corner singularities. The stable cheapest nonconforming finite element pair based on <I>P</I>1×<I>P</I>0 on rectangularmeshes [29] is employed with a minimal modification of the discontinuous Dirichlet data on the top boundary, where is the finite element space of piecewise constant pressures with the globally one-dimensional checker-board pattern subspace eliminated. The proposed Stokes elements have the least number of degrees of freedom compared to those of known stable Stokes elements. Three accuracy indications for our elements are analyzed and numerically verified. Also, various numerous computational results obtained by using our proposed element show excellent accuracy.</P>