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U Jin Choi

Korea Advanced Institute of Science and Technology · Mathematics

About the Lab

Professor U Jin Choi's research lab specializes in numerical analysis and scientific computing, with a focus on advanced quadrature methods for singular and hypersingular integrals, including Cauchy principal value and finite-part integrals. The lab develops high-accuracy numerical schemes such as parametric sigmoidal transformations, trigonometric quadrature, and spectral collocation methods for partial integro-differential equations. Their work also extends to applied mathematics in engineering and biomedical applications, such as inverse scattering problems and medical imaging of neurological disorders.

numerical integrationsingular integralsspectral methodsinverse scatteringscientific computing

Research Overview

Papers
46
Total Citations
454
Papers (5y)
6
Primary Field
Mathematics

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
6total
2010
2011
2018
2020
2023
Citations per year (5y)
70total
20102011201820202023

Selected Papers

15
1
Article|70 citations·1989
Fractional order Volterra equations with applications to elasticity
U Jin Choi, R. C. MacCamy
SJR Q1Journal of Mathematical Analysis and Applications
Modeling and SimulationMathematics
2
Article|66 citations·2010
Optimal investment and consumption decision of a family with life insurance
Minsuk Kwak, Yong Hyun Shin, U Jin Choi
SJR Q1Insurance Mathematics and Economics
DemographySocial Sciences
3
Article|47 citations·2005
A scheme for stable numerical differentiation
Soyoung Ahn, U Jin Choi, А. Г. Рамм
SJR Q2Journal of Computational and Applied Mathematics
Mathematical PhysicsMathematics
4
Article|42 citations·2004
Improvement of the asymptotic behaviour of the Euler–Maclaurin formula for Cauchy principal value and Hadamard finite‐part integrals
U Jin Choi, Shin Wook Kim, Beong In Yun
SJR Q1International Journal for Numerical Methods in EngineeringOA

Abstract In the recent works ( Commun. Numer. Meth. Engng 2001; 17 : 881; to appear), the superiority of the non‐linear transformations containing a real parameter b ≠ 0 has been demonstrated in numerical evaluation of weakly singular integrals. Based on these transformations, we define a so‐called parametric sigmoidal transformation and employ it to evaluate the Cauchy principal value and Hadamard finite‐part integrals by using the Euler–Maclaurin formula. Better approximation is expected due t

Applied MathematicsMathematics
5
Article|33 citations·2002
Two trigonometric quadrature formulae for evaluating hypersingular integrals
Philsu Kim, U Jin Choi
SJR Q1International Journal for Numerical Methods in Engineering

Abstract Two trigonometric quadrature formulae, one of non‐interpolatory type and one of interpolatory type for computing the hypersingular integral ${\int\hskip-0.33cm=}_{-1}^{1} w(\tau)g(\tau)/(\tau-t)^{2} \,{\rm d}\tau$ are developed on the basis of trigonometric quadrature formulae for Cauchy principal value integrals. The formulae use the cosine change of variables and trigonometric polynomial interpolation at the practical abscissae. Fast three‐term recurrence relations for evaluating the

Mechanics of MaterialsEngineering
6
Article|31 citations·2007
Optimal consumption and portfolio selection problem with downside consumption constraints
Yong Hyun Shin, Byung Hwa Lim, U Jin Choi
SJR Q1Applied Mathematics and Computation
FinanceEconomics, Econometrics and Finance
7
Article|27 citations·1998
Spectral collocation methods for a partial integro-differential equation with a weakly singular kernel
Chang Ho Kim, U Jin Choi
The Journal of the Australian Mathematical Society Series B Applied MathematicsOA

Abstract We propose and analyze the spectral collocation approximation for the partial integro-differential equations with a weakly singular kernel. The space discretization is based on the pseudo-spectral method, which is a collocation method at the Gauss-Lobatto quadrature points. We prove unconditional stability and obtain the optimal error bounds which depend on the time step, the degree of polynomial and the Sobolev regularity of the solution.

Numerical AnalysisMathematics
8
Article|22 citations·2007
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
U Jin Choi, Bong‐Gyu Jang, Hyeng-Keun Koo
SJR Q1Applied Mathematics and Computation
FinanceEconomics, Econometrics and Finance
9
Article|19 citations·2008
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
Byung Hwa Lim, Yong Hyun Shin, U Jin Choi
SJR Q1Journal of Mathematical Analysis and Applications
FinanceEconomics, Econometrics and Finance
10
Article|12 citations·2009
Optimal portfolio, consumption and retirement decision under a preference change
Minsuk Kwak, Yong Hyun Shin, U Jin Choi
SJR Q1Journal of Mathematical Analysis and Applications
FinanceEconomics, Econometrics and Finance
11
Article|11 citations·2007
A Generic Craig Form for the Two-Dimensional Gaussian Q-Function
Seungkeun Park, U Jin Choi
SJR Q2ETRI JournalOA

In this letter we present a generic Craig form for the two-dimensional (2-D) Gaussian Q-function. The presented Craig form provides an alternative solution to the problems of computing probabilities involving a form of the 2-D Gaussian Q-function.

Electrical and Electronic EngineeringEngineering
12
Article|10 citations·1999
Convergence analyses of the born iterative method and the distorted born iterative method
Sung Chan Jun, U Jin Choi
SJR Q2Numerical Functional Analysis and Optimization

The Born iterative method(BIM) and the distorted Born iterative method (DBIM) in inverse scattering problem are analyzed. The sufficient conditions of the object function for the convergence of the BIM and the DBIM are derived.

Biomedical EngineeringEngineering
13
Article|10 citations·2000
A quadrature rule of interpolatory type for Cauchy integrals
Philsu Kim, U Jin Choi
SJR Q2Journal of Computational and Applied Mathematics
Applied MathematicsMathematics
14
Article|7 citations·2009
Investment under Ambiguity and Regime-Switching Environment
Kwangmoon Kim, Minsuk Kwak, U Jin Choi
SSRN Electronic JournalOA
FinanceEconomics, Econometrics and Finance
15
Article|7 citations·2009
Optimal Consumption and Portfolio Selection with Portfolio Constraints
Byung Hwa Lim, U Jin Choi
SJR Q2Frontiers in Neurology

Neuromyelitis optica spectrum disorder (NMOSD) is an autoimmune diseases of the central nervous system, and often influence optic nerve and medulla oblongata. Previous studies found out that brain abnormalities were not rare in these patients. Medulla oblongata (MO) was commonly involved and usually located at dorsal part. Patients who diagnosed NMOSD with MO lesions were more likely to have dysphagia. Previous reports indicated that the symptoms and signs of NMOSD patients could be controlled a

FinanceEconomics, Econometrics and Finance

Research Areas

FinanceArtificial IntelligenceComputational MechanicsApplied MathematicsMechanics of MaterialsMathematical Physics

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