[P2] A multigrid solver for the Allen-Cahn equation on a cubic surface,
In preparation (2025) ISI
[P1] Reconstruction of the time-dependent volatility function using a time-fractional Black-Scholes equation
In preparation (2025)
[S12] An unconditionally stable adaptive finite difference scheme for the Allen-Cahn equation,
Submitted (2025) ISI
[S11] An efficient and accurate adaptive time-stepping method for the Allen-Cahn equation,
Submitted (2024) ISI
[S10] Pricing five-asset Equity-Linked Securities (ELS) with step-down and knock-in barrier conditions on Android platform
Submitted (2024)
[S9] Numerical simulation of a normalized time-fractional SUC epidemic model
Submitted (2024)
[S8] Reconstructing the quadratic local volatility surface for European options
Submitted (2024)
[S7] Fully explicit numerical method for the incompressible Navier-Stokes equation
Submitted (2024) ISI
[S6] Stability analysis for maximum principle preserving fully explicit approach of the surface Allen-Cahn equation on curved surfaces
Submitted (2024) ISI
[S5] Numerical investigation of reverse Equity-Linked Securities
Submitted (2024)
[S4] Reconstruction of convexity preserving local volatility functions
Submitted (2024)
[S3] Optimal calibration of the temporally varying volatility function
Submitted (2024)
[S2] Curvature-dependent area preserving immersed boundary method for binary immiscible fluids
Submitted (2024) ISI
[S1] Fast pricing in Android platform calculator for four-asset step-down structure ELS using Brownian bridge
Submitted (2024)
[R2] A review of the numerical methods for solving the binary Allen-Cahn equation
Revision Submitted (2025) ISI
[R1] Accurate computation of Greeks for equity-linked security (ELS) near early redemption dates
Submitted (2025)
[42] Reconstructing piecewise constant volatility surfaces
Accepted, Journal of the Korean Society for Industrial and Applied Mathematics, (2025)
[41] A practically stable explicit numerical method for the ternary Cahn-Hilliard system
Accepted, Mathematical Modelling and Control, (2025) ISI
[40] Impact of prey-taxis on a harvested intraguild predation predator-prey model
Accepted, European Journal of Applied Mathematics, (2025)
[39] Designing team projects for envy-free group collaboration to overcome free-rider problem
Accepted, Discrete Dynamics in Nature and Society, (2025)
Accepted, Engineering with Computers, (2025) ISI
[37] A cell structure implementation of the multigrid method for the two-dimensional diffusion equation
Accepted, AIP Advances, (2025) ISI
[36] An efficient and accurate adaptive time-stepping method for the Landau-Lifshitz equation
Algorithms, (2024) ISI
[35] An explicit finite difference scheme for the conservative Allen-Cahn equation on a cubic surface
American Institute of Mathematical Sciences (AIMS) Mathematics, Special Issue: Mathematical model and numerical simulation, (2024) ISI
[34] An efficient and accurate adaptive time-stepping method for the Black-Scholes equations
Journal of the Korean Society for Industrial and Applied Mathematics, (2024)
[33] A novel phase-field model for three-dimensional shape transformation
Computers & Mathematics with Applications, (2024) ISI
[32] Numerical algorithms for the phase-field equations using discrete cosine transform
Mechanics Research Communications, (2024) ISI
[31] In silico investigation of the formation of multiple intense zebra stripes using extending domain
Mathematics and Computers in Simulation, (2024)
[30] Calibration of local volatility surfaces from observed market call and put option prices
Computational Economics, (2024)
[29] Shape transformation on curved surfaces using a phase-field model
Communications in Nonlinear Science and Numerical Simulation, (2024)
[28] Hybrid numerical method for the Allen-Cahn equation on nonuniform grids
Computers & Mathematics with Applications, (2024)
[27] Pattern dynamics of a harvested predator-prey model
Chaos, Solitons and Fractals, (2023)
[26] Optimal orientation of solar panels for multi-apartment buildings
Mathematics, (2023)
[25] Mobile APP for computing option price of the four-underlying asset step-down ELS
Journal of the Korean Society for Industrial and Applied Mathematics, (2022)
[24] Phase-field computations of anisotropic ice crystal growth on a spherical surface
Computers & Mathematics with Applications, (2022)
[23] Linear stability analysis of the Cahn-Hilliard equation in spinodal region
Journal of Function Spaces, (2022)
[22] Effective time step analysis for the Allen-Cahn equation with a high-order polynomial free energy
International Journal for Numerical Methods in Engineering, (2022)
[21] Motion by mean curvature with constraints using a modified Allen-Cahn equation
Journal of Scientific Computing, (2022)
[20] Three-dimensional volume reconstruction from multi-slice data using a shape transformation
Computers & Mathematics with Applications, (2022)
[19] A fast shape transformation using a phase-field model
Extreme Mechanics Letters, (2022)
Theoretical and Computational Fluid Dynamics, (2022)
[17] Benchmark Problems for the numerical discretization of the Cahn-Hilliard equation with a source term
Discrete Dynamics in Nature and Society, (2021)
[16] Fast and efficient numerical finite difference method for multiphase image segmentation
Mathematical Problems in Engineering, (2021)
Discrete Dynamics in Nature and Society, (2021)
[14] Explicit hybrid numerical method for the Allen-Cahn type equations on curved surfaces
Numerical Mathematics-Theory Methods and Applications, (2021)
[13] Numerical investigation to the effect of initial guess for phase-field models
East Asian Journal on Applied Mathematics, (2021)
[12] An unconditionally stable scheme for the Allen-Cahn equation with high-order polynomial free energy
Communications in Nonlinear Science and Numerical Simulation, (2021)
[11] On the evolutionary dynamics of the Cahn-Hilliard equation with cut-off mass source
Numerical Mathematics-Theory Methods and Applications, (2021)
[10] Fourier-Spectral method for the phase-field equations
Mathematics, (2020)
[9] Phase-field modeling and computer simulation of the coffee-ring effect
Theoretical and Computational Fluid Dynamics, (2020)
[8] Pattern formation in reaction-diffusion systems on evolving surfaces
Computers & Mathematics with Applications, (2020)
[7] Shape transformation using the modified Allen-Cahn equation
Applied Mathematics Letters, (2020)
Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (2020)
[5] Fast Android implementation of Monte Carlo simulation for pricing Equity-Linked Securities
Journal of the Korean Society for Industrial and Applied Mathematics, (2020)
[4] Android application for pricing two- and three-asset Equity-Linked Securities
Journal of the Korean Society for Industrial and Applied Mathematics, (2019)
Journal of the Korean Society for Industrial and Applied Mathematics, (2019)
[2] Comparison study on the different dynamics between the Allen-Cahn and the Cahn-Hilliard equations
Computers & Mathematics with Applications, (2019)
[1] Efficient 3D volume reconstruction from a point cloud using a phase-field method
Mathematical Problems in Engineering, (2018)
Hyundong Kim → Junseok Kim → John Samuel Lowengrub → Russel Edward Caflisch → George C. Papanicolaou → Joseph Bishop Keller → Richard Courant → David Hilbert
This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Education (2021R1A6A1A03044326).
Institute for Smart Infrastructure, Gangneung-Wonju National University, Jukheon-gil 7, Gangneung 25457, Republic of Korea
스마트 인프라 연구소
This study was supported by 2023 Academic Research Support Program in Gangneung-Wonju National University.
신임교수 학술연구조성비
This study was supported by 2022 New Professor Support Program of Natural Science Research Institute in Gangneung-Wonju National University.
자연과학연구소 신임교수 연구지원
This paper was supported by research funds for newly appointed professors of Gangneung-Wonju National University in 2022.
신임교원 연구지원
Hyundong Kim was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2020R1A6A3A13077105).
한국연구재단
None declared.
The authors declare there is no conflicts of interest.
Prof. Hyundong Kim is the Guest Editor of Special Issue “Mathematical model and numerical simulation” for AIMS Mathematics.
Prof. Hyundong Kim was not involved in the editorial review and the decision to publish this article.
Data will be made available on request.
All data used in this article can be shared upon appropriate request.
The data used to support the findings of this study are available from the corresponding author upon request.
This article was not created using Artificial Intelligence (AI) tools.
The authors have not used Artificial Intelligence (AI) tools in the creations of this article.
https://orcid.org/0009-0007-3986-3777
https://orcid.org/0000-0002-5415-6719
-Academic Family
Junseok Kim
cfdkim@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
https://mathematicians.korea.ac.kr/cfdkim
Hyun Geun Lee
leeh1@dongguk.edu
Department of Mathematics, Dongguk University, Seoul 04620, Republic of Korea
Darae Jeong
tinayoyo@kangwon.ac.kr
Department of Mathematics, Kangwon National University, Gangwon-do 24341, Republic of Korea
Ana Yun
School of Liberal Arts & Science , Korea Aerospace University, Republic of Korea
anayun@kau.ac.kr
http://college.kau.ac.kr/web/pages/gc29132h.do
Chaeyoung Lee
cylee@kyonggi.ac.kr
Department of Mathematics, Kyonggi University, Suwon 16227, Republic of Korea
https://www.kyonggi.ac.kr/u_math/index.do
Jaemin Shin
jmshin20@chungbuk.ac.kr
Department of Mathematics, Chungbuk National University, Cheongju 28644, Republic of Korea
https://sites.google.com/view/najmshin/
Donsen Lee
esen@inu.ac.kr
Department of Mathematics Education, Incheon National University
https://inu.ac.kr/sites/edumath
https://sites.google.com/view/donsenlee
Seunggyu Lee
sky509@korea.ca.kr
Department of Applied Mathematics, Korea University, Sejong 30019, Republic of Korea
https://sites.google.com/view/sglee
Yongho Choi
yongho_choi@daegu.ac.kr
Department of Computer & Information Engineering, Daegu University, Gyeongsan-si 38453, Republic of Korea
https://infosec.daegu.ac.kr/hakgwa_home/infosec
Sangkwon Kim
ksk8863@korea.ac.kr
Institute of Basic Science, Korea University, Seoul 02841, Republic of Korea
https://ksk8863.github.io/ksk8863
Sungha Yoon
sunghay@uci.edu
Department of Mathematics, University of California Irvine, U.S.A.
Soobin Kwak
soobin23@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Youngjin Hwang
youngjin_hwang@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Seokjun Ham
seokjun@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Seungyoon Kang
hero2401@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Gyeonggyu Lee
ssoss787@korea.ac.kr
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Juho Ma
mjh3406@gmail.com
Department of Mathematics and Physics, Gangneung-Wonju National University, Gangneung 25457, Republic of Korea
-Chinese Academic Family
Yibao Li
yibaoli@xjtu.edu.cn
School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049, China
https://gr.xjtu.edu.cn/web/yibaoli
Jian Wang
003328@nuist.edu.cn
super_wj150@163.com
School of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, China
https://faculty.nuist.edu.cn/JianWang
Junxiang Yang
jxyang@must.edu.mo
nexusxiang@outlook.com
School of Computer Science and Technology, Faculty of Innovation Engineering, Macau University of Science and Technology, Macao Special Administrative Region of China
Haobo Hua
huabo@qq.com
Department of Mathematics, Zhengzhou University of Aeronautics, Zhengzhou 450046, China
-Financial Research Team
Changwoo Yoo
coreapoa@korea.ac.kr
coreapoa@gmail.com
Department of Financial Engineering, Korea University, Seoul 02841, Republic of Korea
Program in Actuarial Science and Financial Engineering, Korea University, Seoul 02841, Republic of Korea
신한은행
Hyeongseok Hwang
hhs288@korea.ac.kr
Department of Financial Engineering, Korea University, Seoul 02841, Republic of Korea
Program in Actuarial Science and Financial Engineering, Korea University, Seoul 02841, Republic of Korea
산업은행
Hanbyeol Jang
styliststar@korea.ac.kr
Department of Financial Engineering, Korea University, Seoul 02841, Republic of Korea
국민연금 기금운영본부
-Alumni
Daeun Jeong (Graduated, 2025.02)
B. S. (2023. 02)
Computational Finance
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Dongkwon Choi (Graduate Student of Master Course)
B. S. (2023. 02)
Computational Finance
Program in Actuarial Science and Financial Engineering, Korea University, Seoul 02841, Republic of Korea
Sanghyun Lee (Graduate Student of Master Course)
B. S. (2024. 02)
Computational Finance
Department of Mathematics, Sungkyunkwan University, Suwon, 16419, Republic of Korea
Juho Ma (Graduate Student of Integrated Master & Doctoral Course)
B. S. (2025. 02)
Computational Physics, Computational Finance
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea
Hyunho Shin (Graduate Student of Master Course)
B. S. (2025. 02)
Computational Finance
Department of Mathematics, Korea University, Seoul 02841, Republic of Korea