Darae Jeong

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 16

Top Topics

Black Scholes Model

Finite Difference

Benchmark Suite

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

J. Sci. Comput.

Comput. Math. Appl.

J. Comput. Sci.

Publications

Seokjun Ham, Yibao Li, Soobin Kwak, Darae Jeong, Junseok Kim
An efficient and fast adaptive numerical method for a novel phase-field model of crystal growth. Commun. Nonlinear Sci. Numer. Simul. 131 (2024)
Seokjun Ham, Yibao Li, Darae Jeong, Chaeyoung Lee, Soobin Kwak, Youngjin Hwang, Junseok Kim
An Explicit Adaptive Finite Difference Method for the Cahn-Hilliard Equation. J. Nonlinear Sci. 32 (6) (2022)
Chaeyoung Lee, Sungha Yoon, Jintae Park, Hyundong Kim, Yibao Li, Darae Jeong, Sangkwon Kim, Soobin Kwak, Junseok Kim
Phase-field computations of anisotropic ice crystal growth on a spherical surface. Comput. Math. Appl. 125 (2022)
Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Darae Jeong, Chaeyoung Lee, Wonjin Lee, Junseok Kim
Reconstruction of the local volatility function using the Black-Scholes model. J. Comput. Sci. 51 (2021)
Darae Jeong, Junxiang Yang, Junseok Kim
A practical and efficient numerical method for the Cahn-Hilliard equation in complex domains. Commun. Nonlinear Sci. Numer. Simul. 73 (2019)
Yibao Li, Darae Jeong, Hyundong Kim, Chaeyoung Lee, Junseok Kim
Comparison study on the different dynamics between the Allen-Cahn and the Cahn-Hilliard equations. Comput. Math. Appl. 77 (2) (2019)
Yibao Li, Jing Wang, Bingheng Lu, Darae Jeong, Junseok Kim
Multicomponent volume reconstruction from slice data using a modified multicomponent Cahn-Hilliard system. Pattern Recognit. 93 (2019)
Darae Jeong, Junseok Kim
Fast and accurate adaptive finite difference method for dendritic growth. Comput. Phys. Commun. 236 (2019)
Darae Jeong, Junseok Kim
A Projection Method for the Conservative Discretizations of Parabolic Partial Differential Equations. J. Sci. Comput. 75 (1) (2018)
Darae Jeong, Junseok Kim
An explicit hybrid finite difference scheme for the Allen-Cahn equation. J. Comput. Appl. Math. 340 (2018)
Darae Jeong, Yongho Choi, Junseok Kim
A benchmark problem for the two- and three-dimensional Cahn-Hilliard equations. Commun. Nonlinear Sci. Numer. Simul. 61 (2018)
Darae Jeong, Yongho Choi, Junseok Kim
Modeling and simulation of the hexagonal pattern formation of honeycombs by the immersed boundary method. Commun. Nonlinear Sci. Numer. Simul. 62 (2018)
Junseok Kim, Darae Jeong, Seong-Deog Yang, Yongho Choi
A finite difference method for a conservative Allen-Cahn equation on non-flat surfaces. J. Comput. Phys. 334 (2017)
Yongho Choi, Darae Jeong, Junseok Kim
A multigrid solution for the Cahn-Hilliard equation on nonuniform grids. Appl. Math. Comput. 293 (2017)
Junseok Kim, Taekkeun Kim, Jae-Hyun Jo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, Darae Jeong
A practical finite difference method for the three-dimensional Black-Scholes equation. Eur. J. Oper. Res. 252 (1) (2016)
Seunggyu Lee, Darae Jeong, Wanho Lee, Junseok Kim
An Immersed Boundary Method for a Contractile Elastic Ring in a Three-Dimensional Newtonian Fluid. J. Sci. Comput. 67 (3) (2016)
Yibao Li, Darae Jeong, Jung-Il Choi, Seunggyu Lee, Junseok Kim
Fast local image inpainting based on the Allen-Cahn model. Digit. Signal Process. 37 (2015)
Junseok Kim, Darae Jeong, Dong-Hoon Shin
A regime-switching model with the volatility smile for two-asset European options. Autom. 50 (3) (2014)
Yibao Li, Darae Jeong, Jaemin Shin, Junseok Kim
A conservative numerical method for the Cahn-Hilliard equation with Dirichlet boundary conditions in complex domains. Comput. Math. Appl. 65 (1) (2013)
Darae Jeong, Junseok Kim
A comparison study of ADI and operator splitting methods on option pricing models. J. Comput. Appl. Math. 247 (2013)
Ana Yun, Darae Jeong, Junseok Kim
An Efficient and Accurate numerical Scheme for Turing Instability on a predator-prey Model. Int. J. Bifurc. Chaos 22 (6) (2012)
Jaemin Shin, Darae Jeong, Junseok Kim
A conservative numerical method for the Cahn-Hilliard equation in complex domains. J. Comput. Phys. 230 (19) (2011)
Darae Jeong, Junseok Kim
A Crank-Nicolson scheme for the Landau-Lifshitz equation without damping. J. Comput. Appl. Math. 234 (2) (2010)
Yibao Li, Hyun Geun Lee, Darae Jeong, Junseok Kim
An unconditionally stable hybrid numerical method for solving the Allen-Cahn equation. Comput. Math. Appl. 60 (6) (2010)