(J-KSIAM) Volume 23 Number 1 (March 2019 issue) TOC
글쓴이 : KSIAM
작성일 : 2019-03-20

Dear colleagues and researchers,

The Journal of the Korean Society for Industrial and Applied Mathematics (J-KSIAM) Volume 23 Number 1 (March 2019 issue) has been posed on https://www.ksiam.org/archive or other information on the journal is available on the KSIAM website http://www.ksiam.org or https://www.ksiam.org/journal. 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://submission.ksiam.org/journal.do?method=journalintro&journalSeq=J000039

Sincerely yours,

Hi Jun Choe, Editor-in-Chief

Zhiming Chen, Hyeong-Ohk Bae, Tao Tang, Associate Editors-In-Chief

Jae Hoon Jung, Jaemyung Ahn, Wanho Lee, Managing Editors


JKSIAM-v23n1 pp1-18

A constrained convex splitting scheme for the vector-valued Cahn--Hilliard equation



In contrast to the well-developed convex splitting schemes for

gradient flows of two-component system, there were few efforts on

applying the convex splitting idea to gradient flows of

multi-component system, such as the vector-valued Cahn--Hilliard

(vCH) equation. In the case of the vCH equation, one need to consider

not only the convex splitting idea but also a specific method to

manage the partition of unity constraint to design an unconditionally energy stable

scheme. In this paper, we propose a constrained Convex Splitting

(cCS) scheme for the vCH equation, which is based on a convex

splitting of the energy functional for the vCH equation under the

constraint. We show analytically that the cCS scheme is mass

conserving and unconditionally uniquely solvable. And it satisfies the

constraint at the next time level for any time step thus is

unconditionally energy stable. Numerical

experiments are presented demonstrating the accuracy, energy

stability, and efficiency of the proposed cCS scheme.


JKSIAM-v23n1 pp19-30

Finite difference method for the two-dimensional Black--Scholes equation with a hybrid boundary condition

Youngjin Heo, Hyunsoo Han, Hanbyeol Jang, Yongho Choi, Junseok Kim


In this paper, we develop an accurate explicit finite difference method for the two-dimensional 

Black--Scholes equation with a hybrid boundary condition. In general, the correlation term 

in multi-asset options is problematic in numerical treatments partially due to cross derivatives 

and numerical boundary conditions at the far field domain corners. In the proposed 

hybrid boundary condition, we use a linear boundary condition at the boundaries 

where at least one asset is zero. After updating the numerical solution by one time step, 

we reduce the computational domain so that we do not need boundary conditions. 

To demonstrate the accuracy and efficiency of the proposed algorithm, 

we calculate option prices and their Greeks for the two-asset European call and cash-or-nothing options. 

Computational results show that the proposed method is accurate and is very useful

for nonlinear boundary conditions.


JKSIAM-v23n1 pp31-38

An explicit numerical algorithm for surface reconstruction from unorganized points using Gaussian filter

Hyundong Kim, Chaeyoung Lee, Jaehyun Lee, Jaeyeon Kim, Taeyoung Yu, Gene Chung, Junseok Kim


We present an explicit numerical algorithm for surface reconstruction from unorganized points

using the Gaussian filter. We construct a surface from unorganized points and solve the modified

heat equation coupled with a fidelity term which keeps the given points.

We apply the operator splitting method. First, instead of solving the diffusion term, 

we use the Gaussian filter which has the effect of diffusion. Next, we solve the fidelity term 

by using the fully implicit scheme. To investigate the proposed algorithm, 

we perform computational experiments and observe good results.


JKSIAM-v23n1 pp39-63

Global stability of virus dynamics model with immune response, cellular infection and Holling type-II

A. M. Elaiw, Sh. A. Ghaleb


In this paper, we study the effect of Cytotoxic T Lymphocyte (CTL) and

antibody immune responses on the virus dynamics with both virus-to-cell and

cell-to-cell transmissions. The infection rate is given by Holling type-II. We

first show that the model is biologically acceptable by showing that the

solutions of the model are nonnegative and bounded. We find the equilibria of

the model and investigate their global stability analysis. We derive five

threshold parameters which fully determine the existence and stability of the

five equilibria of the model. The global stability of all equilibria of the

model is proven using Lyapunov method and applying LaSalle's invariance

principle. To support our theoretical results we have performed some numerical

simulations for the model. The results show the CTL and antibody immune

response can control the disease progression.