Publications (update: 2023.09.26)

ORCID: 0000-0002-8495-819X

SCIE/SSCI: 39, ESCI/KCI: 4, Book: 21

Thesis

M.S.(2019) Numerical simulation of the fluid flow on stairs.
Ph.D.(2021) Numerical analysis and simulation of partial differential equation in various fields.

Published or Accepted Papers

SCIE/SSCI

Reconstruction of the time-dependent volatility function using the Black-Scholes model. Yuzi Jin, Jian Wang, Sangkwon Kim, Youngjin Heo, Changwoo Yoo, Young Rock Kim, Junseok Kim, and Darae Jeong, Discrete Dynamics in Nature and Society, 2018, 3093708, 2018.05.07. ISSN 1026-0226, EISSN 1607-887X. PDF
Mathematical modeling and simulation for 3D pattern formation of honeycombs. Darae Jeong, Yibao Li, Sangkwon Kim, Yongho Choi, Chaeyoung Lee, and Junseok Kim, Scientific reports, 9, 20364, 2019.12.30. ISSN 2045-2322, EISSN 2045-2322. PDF
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, Mathematics, 8(3), 307, 2020.02.26. EISSN 2227-7390. PDF
Finite difference method for the multi-asset Black-Scholes equations. Sangkwon Kim, Darae Jeong, Chaeyoung Lee, and Junseok Kim, Mathematics, 8(3), 391, 2020.03.10. EISSN 2227-7390. PDF
An accurate and practical explicit hybrid method for the Chan-Vese image segmentation model. Darae Jeong, Sangkwon Kim, Chaeyoung Lee, Junseok Kim, Mathematics, 8(7), 1173, 2020.07.17. EISSN 2227-7390. PDF
Fourier-spectral method for the phase-field equations. Sungha Yoon, Darae Jeong, Chaeyoung Lee, Hyundong Kim, Sangkwon Kim, Hyun Geun Lee, and Junseok Kim, Mathematics, 8(8), 1385, 2020.08.18. EISSN 2227-7390. PDF
Shape transformation using the modified Allen-Cahn equation. Hyundong Kim, Sungha Yoon, Jian Wang, Chaeyoung Lee, Sangkwon Kim, Jintae Park, and Junseok Kim, Applied Mathematics Letters, 107, 106487, 2020.09.01. ISSN 0893-9659, EISSN 1873-5452. PDF
Periodic travelling wave solutions for a reaction-diffusion system on landscape fitted domains. Sangkwon Kim, Jintae Park, Chaeyoung Lee, Darae Jeong, Yongho Choi, Soobin Kwak, and Junseok Kim, Chaos, Solitons & Fractals, 139, 110300, 2020.10.01. ISSN 0960-0779, EISSN 1873-2887. PDF
Phase-field modeling and computer simulation of the coffee-ring effect. Junxiang Yang, Hyundong Kim, Chaeyoung Lee, Sangkwon Kim, Jian Wang, Sungha Yoon, Jintae Park, and Junseok Kim, Theoretical and Computational Fluid Dynamics, 34, 679-692, 2020.12.01. ISSN 0935-4964, EISSN 1432-2250. PDF
Fast Monte-Carlo simulation for equity-linked securities. Hanbyeol Jang, Sangkwon Kim, Junhee Han, Seongjin Lee, Jungyup Ban, Hyunsoo Han, Chaeyoung Lee, Darae Jeong, and Junseok Kim, Computational Economics, 56, 865-882, 2020.12.01. ISSN 0927-7099, EISSN 1572-9974. PDF
On the evolutionary dynamics of the Cahn-Hilliard equation with cut-off mass source. Chaeyoung Lee, Hyundong Kim, Sungha Yoon, Jintae Park, Sangkwon Kim, Junxiang Yang, and Junseok Kim, Numerical Mathematics: Theory, Methods and Applications, 14(1), 242-260, 2021.02.01. ISSN 1004-8979, EISSN 2079-7338. PDF
Modeling and simulation of droplet evaporation using a modified Cahn-Hilliard equation. Hyun Geun Lee, Junxiang Yang, Sangkwon Kim, and Junseok Kim, Applied Mathematics and Computation, 390, 125591, 2021.02.01. ISSN 0096-3003, EISSN 1873-5649. PDF
Automatic binary data classification using a modified Allen-Cahn equation. Sangkwon Kim and Junseok Kim, International Journal of Pattern Recognition and Artificial Intelligence, 35(4), 2150013, 2021.03.30. ISSN 0218-0014, EISSN 1793-6381. PDF
Optimal non-uniform finite difference grids for the Black-Scholes equations. Jisang Lyu, Eunchae Park, Sangkwon Kim, Wonjin Lee, Chaeyoung Lee, Sungha Yoon, Jintae Park, and Junseok Kim, Mathematics and Computers in Simulation, 182, 690-704, 2021.04.01. ISSN 0378-4754, EISSN 1872-7166. PDF
An unconditionally stable scheme for the Allen-Cahn equation with high-order polynomial free energy. Chaeyoung Lee, Hyundong Kim, Sungha Yoon, Sangkwon Kim, Dongsun Lee, Jintae Park, Soobin Kwak, Junxiang Yang, Jian Wang, and Junseok Kim, Communications in Nonlinear Science and Numerical Simulation, 95, 105658, 2021.04.01. ISSN 1007-5704, EISSN 1878-7274. PDF
Reconstruction of the local volatility function using the Black-Scholes model. Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Darae Jeong, Chaeyoung Lee, Wonjin Lee, and Junseok Kim, Journal of Computational Science, 51, 101341, 2021.04.01. ISSN 1877-7503, EISSN 1877-7511. PDF
A simple visualization method for three-dimensional (3D) network. Sangkwon Kim, Chaeyoung Lee, Jintae Park, Sungha Yoon, Yongho Choi, Junseok Kim, Discrete Dynamics in Nature and Society, 2021, 1426212, 2021.05.27. ISSN 1026-0226, EISSN 1607-887X. PDF
Calibration of the temporally varying volatility and interest rate functions. Eunchae Park, Jisang Lyu, Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Yongho Choi, Soobin Kwak, Changwoo Yoo, Hyeongseok Hwang, and Junseok Kim, International Journal of Computer Mathematics, 99(5), 1066-1099, 2021.07.05. ISSN 0020-7160, EISSN 1029-0265. PDF
Robust and accurate construction of the local volatility surface using the Black-Scholes equation. Sangkwon Kim, Junseok Kim, Chaos, Solitons & Fractals, 150, 111116, 2021.09.01. ISSN 0960-0779, EISSN 1873-2887. PDF
An Unconditionally Stable Positivity-Preserving Scheme for the One-Dimensional Fisher–Kolmogorov–Petrovsky–Piskunov Equation. Sangkwon Kim, Chaeyoung Lee, Hyun Geun Lee, Hyundong Kim, Soobin Kwak, Youngjin Hwang, Seungyoon Kang, Seokjun Ham, and Junseok Kim, Discrete Dynamics in Nature and Society, 2021, 7300471, 2021.10.19. ISSN 1026-0226, EISSN 1607-887X. PDF
Fast and Efficient Numerical Finite Difference Method for Multiphase Image Segmentation. Yibao Li, Sungha Yoon, Jian Wang, Jintae Park, Sangkwon Kim, Chaeyoung Lee, Hyundong Kim, and Junseok Kim, Mathematical Problems in Engineering, 2021, 2414209, 2021.11.20. ISSN 1024-123X, EISSN 1563-5147. PDF
Robust optimal parameter estimation for the susceptible-unidentified infected-confirmed model. Chaeyoung Lee, Soobin Kwak, Sangkwon Kim, Youngjin Hwang, Yongho Choi, and Junseok Kim, Chaos, Solitons & Fractals, 153(1), 111556, 2021.12.01. ISSN 0960-0779, EISSN 1873-2887. PDF
Benchmark problems for the numerical discretization of the Cahn-Hilliard equation with a source term. Sungha Yoon, Hyun Geun Lee, Yibao Li, Chaeyoung Lee, Jintae Park, Sangkwon Kim, Hyundong Kim, and Junseok Kim, Discrete Dynamics in Nature and Society, 2021, 1290895, 2021.12.06. ISSN 1026-0226, EISSN 1607-887X. PDF
Non-uniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation. Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Soobin Kwak, Darae Jeong, and Junseok Kim, Journal of Function Spaces, 2021, 9984473, 2021.12.24. ISSN 2314-8896, EISSN 2314-8888. PDF
A robust and efficient fingerprint image restoration method based on a phase-field model. Yibao Li, Qing Xia, Chaeyoung Lee, Sangkwon Kim, and Junseok Kim, Pattern Recognition, 123, 108405, 2022.03.01. ISSN 0031-3203, EISSN 1873-5142. PDF
Three-dimensional volume reconstruction from multi-slice data using a shape transformation. Hyundong Kim, Chaeyoung Lee, Soobin Kwak, Youngjin Hwang, Sangkwon Kim, Yongho Choi, and Junseok Kim, Computers & Mathematics with Applications, 113, 52-58, 2022.05.01. ISSN 0898-1221, EISSN 1873-7668. PDF
Numerical simulation of the coffee-ring effect inside containers with time-dependent evaporation rate. Hyundong Kim, Junxiang Yang, Sangkwon Kim, Chaeyoung Lee, Sungha Yoon, Soobin Kwak, and Junseok Kim, Theoretical and Computational Fluid Dynamics, 26, 423-433, 2022.06.01. ISSN 0935-4964, EISSN 1432-2250. PDF
Classification of ternary data using the ternary Allen-Cahn system for small data sets. Donghun Lee, Sangkwon Kim, Hyun Geun Lee, Soobin Kwak, Jian Wang, and Junseok Kim, AIP Advances, 12(6), 065324, 2022.06.28. EISSN 2158-3226. PDF
An adaptive time stepping algorithm for the Allen-Cahn equation. Chaeyoung Lee, Jintae Park, Soobin Kwak, Sangkwon Kim, Yongho Choi, Seokjun Ham, Junseok Kim, Journal of Function Spaces, 2022, 2731593, 2022.07.16. ISSN 2314-8896, EISSN 2314-8888. PDF
Reconstructing the local volatility surface from market option prices. Soobin Kwak, Youngjin Hwang, Yongho Choi, Jian Wang, Sangkwon Kim, Junseok Kim, Mathematics, 10(14), 2537, 2022.07.12. EISSN 2227-7390. PDF
Effective time step analysis for the Allen-Cahn equation with a high-order polynomial free energy. Seunggyu Lee, Sungha Yoon, Chaeyoung Lee, Sangkwon Kim, Hyundong Kim, Junxiang Yang, Soobin Kwak, Youngjin Hwang, Junseok Kim, International Journal for Numerical Methods in Engineering, 123(19), 4726-4744, 2022.10.15. ISSN 0029-5981, EISSN 1097-0207. PDF
Phase-field computations of anisotropic ice crystal growth on a spherical surface. Chaeyoung Lee, Sungha Yoon, Jintae Park, Hyundong Kim, Yibao Li, Darae Jeong, Sangkwon Kim, Soobin Kwak, Junseok Kim, Computers and Mathematics with Applications, 125(1), 25-33, 2022.11.01. ISSN 0898-1221, EISSN 1873-7668. PDF
Finite volume scheme for the lattice Boltzmann method on curved surfaces in 3D. Junxiang Yang, Zhijun Tan, Sangkwon Kim, Chaeyoung Lee, Soobin Kwak, and Junseok Kim, Engineering with Computers, 38, 44938, 2022.12.01. ISSN 0177-0667, EISSN 1435-5663. PDF
Estimation of total cost required in controlling COVID-19 outbreaks by financial incentives. Sangkwon Kim, Youngjin Hwang, Chaeyoung Lee, Soobin Kwak, Junseok Kim, International Journal of Environmental Research and Public Health, 20(2), 1217, 2023.01.10. EISSN 1660-4601. PDF
Optimal orientation of solar panels for multi-apartment buildings. Sungha Yoon, Jintae Park, Chaeyoung Lee, Sangkwon Kim, Subin Kwak, Yongho Choi, Hyundong Kim, Junseok Kim, Mathematics, 11(4), 938, 2023.02.12. EISSN 2227-7390. PDF
A practical Monte Carlo method for pricing equity-linked securities with time-dependent volatility and interest rate. Sangkwon Kim, Jisang Lyu, Wonjin Lee, Eunchae Park, Hanbyeol Jang, Chaeyoung Lee, Junseok Kim, Computational Economics, 2023.04.30. ISSN 0927-7099, EISSN 1572-9974. PDF
Monte Carlo simulation of the coffee-ring effect on porous papers. Youngjin Hwang, Sangkwon Kim, Chaeyoung Lee, Soobin Kwak, Gyeonggyu Lee, Junseok Kim, Theoretical and Computational Fluid Dynamics, 2023.06.15. ISSN 0927-7099, EISSN 1572-9974. PDF
Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen–Cahn equation. Youngjin Hwang, Ildoo Kim, Soobin Kwak, Seokjun Ham, Sangkwon Kim, Junseok Kim, Electronic Research Archive, 2023.07.17. ISSN 0927-7099, EISSN 1572-9974. PDF
Semi-automatic fingerprint image restoration algorithm using a partial differential equation. Chaeyoung Lee, Sangkwon Kim, Soobin Kwak, Youngjin Hwang, Seokjun Ham, Seungyoon Kang, Junseok Kim, AIMS Mathematics, 2023. ISSN 2473-6988. PDF

ESCI/KCI

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, Journal of the Korean Society for Industrial and Applied Mathematics, 23, 237-251, September 2019. ISSN 1226-9433, EISSN 1229-0645. PDF
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, Journal of the Korean Society of Mathematical Education Series B: THE PURE AND APPLIED MATHEMATICS, 27(1), 43-50, February 2020. ISSN 1226-0657, EISSN 2287-6081. PDF
Fast pricing of four-asset equity-linked securities using brownian bridge. Changwoo Yoo, Yongho Choi, Sangkwon Kim, Soobin Kwak, Youngjin Hwang, and Junseok Kim, Journal of the Korean Society for Industrial and Applied Mathematics, 25(3), 82-92, September 2021. ISSN 1226-9433, EISSN 1229-0645. PDF
Efficient and accurate finite difference method for the four underlying asset ELS. Hyundong Kim, Sangkwon Kim, Hyeongseok Hwang, Yongho Choi, Soobin Kwak, Youngjin Hwang, Sangkwon Kim, and Junseok Kim, Journal of the Korean Society of Mathematical Education Series B: THE PURE AND APPLIED MATHEMATICS, 28(4), 329-341, August 2021. ISSN 1226-0657, EISSN 2287-6081. PDF

Books