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The daily computed weighted averaging basic reproduction number R_{0,k,w}^n for MERS-CoV in South Korea … Darae Jeong, Chang Hyeong Lee, Yongho Choi, and Junseok Kim, Physica A, Vol. 451, pp. 190-197, 2016.
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Computational Finance Workshop 2009 An accurate and efficient numerical method for the Black-Scholes equations … Darae Jeong, Junseok Kim, and In-Suk Wee, Commun. Korean Math. Soc. 24, No. 4, pp. 617-628, 2009. An operator splitting method for ELS option pricing … Darae Jeong, In-Suk Wee, and Junseok Kim, J. KSIAM Vol 14, No. 3, pp. 175-187, 2010. An adaptive multigrid technique for option pricing under the Black-Scholes model … Darae Jeong, Yibao Li, Yongho Choi, Kyoung-sook Moon, and Junseok Kim, J. KSIAM, Vol. 17, pp. 295-306, 2013. A comparison study of ADI and operator splitting methods on option pricing models … Darae Jeong and Junseok Kim, Journal of Computational and Applied Matheamtics, Vol. 247, pp. 162-171, 2013. A fast and robust numerical method for option prices and Greeks in a jump-diffusion model … Darae Jeong, Young Rock Kim, Seunggyu Lee, Yongho Choi, Woong-Ki Lee, Jae-Man Shin, Hyo-Rim An, Hyeongseok Hwang, and Junseok Kim, J. Korean Soc. Math. Educ. Ser. B: Pure Appl. Math., Vol. 22, pp. 159-168, 2015. A regime-switching model for exotic options on two assets and volatility smile … Junseok Kim, Darae Jeong, and Dong-Hoon Shin, Automatica, Robust and accurate method for the Black-Scholes equations with payoff-consistent extrapolation … Yongho Choi, Darae Jeong, Junseok Kim, Young Rock Kim, Seunggyu Lee, and Minhyun Yoo, Commun. Korean Math. Soc. Vol. 30, pp. 297-311, 2015. (Finance) A practical finite difference method for the three-dimensional Black-Scholes equation … Junseok Kim, Taekkeun Kim, Jaehyun Jo, Minhyun Yoo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, and Darae Jeong, European Journal of Operational Research, Vol. 252, pp. 183-190, 2016. (Finance) Path Averaged Option Value Criteria for Selecting Better Options … Junseok Kim, Minhyun Yoo, Hyeju Son, Seunggyu Lee, Myeong-Hyeon Kim, Yongho Choi, Darae Jeong, and Young Rock Kim, J. KSIAM, Vol. 20, pp. 163-174, 2016. Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations … Darae Jeong, Minhyun Yoo, and Junseok Kim, Discrete Dynamics in Nature and Society, Vol. 2016 ID 1586786, 2016. (NIMS) Finite difference method for the Black-Scholes equation without boundary conditions … Darae Jeong, Minhyun Yoo, and Junseok Kim, accepted, Computational Economics, 2017. (NIMS,KIAS) Reconstruction of the time-dependent volatility Finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition … Youngjin Heo, Hyunsoo Han, Hanbyeol Jang, Yongho Choi, and Junseok Kim, J. KSIAM, Vol. 23, pp. 19-30, 2019. Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge … Hanbyeol Jang, Jian Wang, and Junseok Kim, Monte Carlo Methods and Applications, Vol. 25, pp. 291-305, 2019. (BK21 Plus) Android application for pricing two-and three-asset equity-linked securities … Hanbyeol Jang, Hyunsoo Han, Hayeon Park, Wonjin Lee, Jisang Lyu, Jintae Park, Hyundong Kim, Chaeyoung Lee, Sangkwon Kim, Yongho Choi, and Junseok Kim, J. KSIAM, Vol. 23, pp. 237-251, 2019. (BK21 PLUS) Fast Monte-Carlo simulation for equity-linked securities … Hanbyeol Jang, Sangkwon Kim, Junhee Han, Seongjin Lee, Jungyup Ban, Hyunsoo Han, Chaeyoung Lee, Darae Jeong, Junseok Kim, accepted, Computational Economics, 2020. (BK21 Plus) Domain of influence of local volatility function on the solutions of the general Black-Scholes equation … Hyundong Kim, Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Chaeyoung Lee, and Junseok Kim, accepted, Journal of the Korean Society of Mathematical Education Series B: THE PURE AND APPLIED MATHEMATICS, 2020. (BK21 PLUS) Super-fast computation for the three-asset equity-linked securities using finite difference method … Chaeyoung Lee, Jisang Lyu, Eunchae Park, Wonjin Lee, Sangkwon Kim, Darae Jeong, and Junseok Kim, accepted, Mathematics, 2020. (BK21 PLUS) Finite difference method for the multi-asset Black-Scholes equations … Sangkwon Kim, Darae Jeong, Chaeyoung Lee, and Junseok Kim, accepted, Mathematics, 2020. (BK21 PLUS) Fast Android application for pricing Equity-Linked Securities … Hanbyeol Jang, Hyundong Kim, Subeom Jo, Hanrim Kim, Seri Lee, Juwon Lee, and Junseok Kim, accepted, J. KSIAM, 2020. (BK21 PLUS) Black-Scholes 방정식의 수치해석 입문(pdf) 정다래, 김준석, 2010. Computational Finance Workshop 2011 NIMS-KU Financial Mathematics
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The Industrial Problems 1. 암치료의 방사선치료와 약물치료에 대한 최적의 환자 맞춤형 2. 메르스와 같은 전염병 전파 예측 및 예방 3. 최적의 물류 이동 4. 3D 바이오프린팅, 3D 금속프린팅에서의 최적화 형상 디자인 소프트웨어 5. 병원 환자 대기 알람 시스템
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An immersed boundary method for simulating a single axisymmetric cell growth and division … Yibao Li, Ana Yun, and Junseok Kim, Journal of Mathematical Biology, Vol. 65, pp. 653-675, 2012.
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Computational Biology Computational design of tissue engineering scaffolds Cell growth Analysis of cell growth in three-dimensional scaffolds … James C.Y. Dunn, Wan-Yin Chana, Vittorio Cristini, J. S. Kim, John Lowengrub, Shivani Singha, and Benjamin M. Wu, Tissue Mathematical model and numerical simulation of the cell growth in scaffolds … Darae Jeong, Ana Yun, and Junseok Kim, Biomechanics and Modeling in Mechanobiology, Vol. 11, pp. 677-688, 2012. Finite element analysis of Schwarz P surface pore geometries for tissue engineered scaffolds … Jae Min Shin, Sungki Kim, Darae Jeong, Hyun Geun Lee, Dongsun Lee, Joong Yeon Lim, and Junseok Kim, Mathematical Problems in Engineering, Vol. 2012, Article ID 694194, 2012. A phase-field model for articular cartilage regeneration from degradable scaffolds … Ana Yun, Soon-Hyuck Lee, and Junseok Kim, Bulletin of Mathematical Biology, Vol. 75, pp. 2389-2409, 2013.
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A parallel multigrid method for the Cahn-Hilliard equation … Jae Min Shin, Dongsun Lee, Sungki Kim, and Junseok Kim, Computational Materials Science, Vol. 71, pp. 89-96, 2013. |
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Artificial joints
The effects of mesh style on the finite element analysis for artificial hip joints … Jae Min Shin, Dongsun Lee, Sungki Kim, Darae Jeong, Hyun Geun Lee, Junseok Kim, J. KSIAM Vol 15, No. 1, pp. 57-65, 2011. (AJ) |
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Computational Fluid Dynamics |
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Image analysis
Fast and automatic inpainting of binary images using a phase-field model … Darae Jeong, Yibao Li, Hyun Geun Lee, and Junseok Kim, J. KSIAM Vol.13, No.3, 225-236, 2009. A fast and accurate numerical method for medical image segmentation … Yibao Li and Junseok Kim, J. KSIAM Vol 14, No. 4, pp. 201-210, 2010. An unconditionally stable hybrid method for image segmentation … Yibao Li and Junseok Kim, Applied Numerical Mathematics, Vol. 82, pp. 32-43, 2014. |
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Building Honeycomb
Modeling and simulation of the hexagonal pattern formation of honeycombs by the immersed boundary method … Darae Jeong, Yongho Choi, and Junseok Kim, Communications in Nonlinear Science and Numerical Simulation, Vol. 62, pp. 61-77, 2018. (3D Printing) |
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Multiphase and multicomponent fluid flows
Phase field computations for ternary fluid flows … Junseok Kim, Computer Methods in Applied Mechanics and Engineering,Vol 196(45-48), pp. 4779-4788, 2007. Numerical simulations of phase separation dynamics A continuous surface tension force formulation for diffuse-interface models … Junseok Kim, Journal of Conservative multigrid methods for Cahn-Hilliard fluids … Junseok Kim, Kyungkeun Kang, and John Lowengrub, Journal of Computational Physics, 193(2), pp. 511-543, 2004. A diffuse-interface model for axisymmetric immiscible two-phase flow … Junseok Kim, Applied Mathematics and Computation, Vol 160(2), pp 589-606, 2005. Conservative multigrid methods for ternary Cahn-Hilliard system … Junseok Kim, Kyungkeun Kang, and John Lowengrub, Communications in Mathematical Sciences, Vol2, No. 1, pp. 53-77, 2004. Phase field modeling and simulation of three-phase flows … Junseok Kim and John Lowengrub, Interfaces and Free Boundaries, Vol 7/4, pp. 435-466, 2005. Interfaces and multicomponent fluids … Junseok A generalized continuous surface tension force formulation for phase-field models for immiscible multi-component fluid flows ... Junseok Kim, Computer Methods in Applied Mechanics and Engineering, Vol. 198, pp. 3105-3112, 2009. A phase-field model for the pinchoff of liquid-liquid On the long time simulation of the Rayleigh-Taylor instability … Hyun Geun Lee, Kyoungmin Kim, and Junseok Kim, International Journal for Numerical Methods in Engineering, Vol 85, pp. 1633-1647, 2011.
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