A parameter‐uniform scheme for the parabolic singularly perturbed problem with a delay in time

In this paper, a parameter‐uniform numerical scheme for the solution of singularly perturbed parabolic convection–diffusion problems with a delay in time defined on a rectangular domain is suggested. The presence of the small diffusion parameter ? leads to a parabolic right boundary layer. A collocation method consisting of cubic B ‐spline basis functions on an appropriate piecewise‐uniform mesh is used to discretize the system of ordinary differential equations obtained by using Rothe's method on an equidistant mesh in the temporal direction. The parameter‐uniform convergence of the method is shown by establishing the theoretical error bounds. The numerical results of the test problems validate the theoretical error bounds.     

Improved radial basis function methods for multi-dimensional option pricing

In this paper, we have derived a radial basis function (RBF) based method for the pricing of financial contracts by solving the Black–Scholes partial differential equation. As an example of a financial contract that can be priced with this method we have chosen the multi-dimensional European basket call option. We have shown numerically that our scheme is second-order accurate in time and spectrally accurate in space for constant shape parameter. For other non-optimal choices of shape parameter values, the resulting convergence rate is algebraic. We propose an adapted node point placement that improves the accuracy compared with a uniform distribution. Compared with an adaptive finite difference method, the RBF method is 20–40 times faster in one and two space dimensions and has approximately the same memory requirements.     

Parallel algorithm for the solutions of PDEs in linux clustered workstations

In this paper we propose parallel algorithm for the solution of partial differential equations over a rectangular domain using the Crank–Nicholson method by cooperation with the DuFort–Frankel method and apply it on a model problem, namely, the heat conduction equation. One of the well known parallel techniques in solving partial differential equations in cluster computing environment is the domain decomposition technique. Using this technique, the whole domain is decomposed into subdomains, each of them has its own boundaries that are called the interface points. Parallelization is realized by approximating interface values using the unconditionally stable DuFort–Frankel explicit scheme, and these values serve as Neumann boundary conditions for the Crank–Nicholson implicit scheme in the subdomains. The numerical results show that our algorithm is more accurate than the algorithm based on the forward explicit method to approximate the values of the interface points, especially, when we use a small number of time steps. Moreover, these numerical results show that increasing the number of processors which are used in the cluster, yields an increase in the algorithm speedup.     

Mixed convection magnetohydrodynamic heat and mass transfer past a stretching surface in a micropolar fluid-saturated porous medium under the influence of Ohmic heating,Soret and Dufour effects

A numerical model is developed to examine the combined effects of Soret and Dufour on mixed convection magnetohydrodynamic heat and mass transfer in micropolar fluid-saturated Darcian porous medium in the presence of thermal radiation, non-uniform heat source/sink and Ohmic dissipation. The governing boundary layer equations for momentum, angular momentum (microrotation), energy and species transfer are transformed to a set of non-linear ordinary differential equations by using similarity solutions which are then solved numerically based on shooting algorithm with Runge–Kutta–Fehlberg integration scheme over the entire range of physical parameters with appropriate boundary conditions. The influence of Darcy number, Prandtl number, Schmidt number, Soret number and Dufour number, magnetic parameter, local thermal Grashof number and local solutal Grashof number on velocity, temperature and concentration fields are studied graphically. Finally, the effects of related physical parameters on local Skin-friction, local Nusselt number and local Sherwood number are also studied. Results showed that the fields were influenced appreciably by the Soret and Dufour effects, thermal radiation and magnetic field, etc.     

Group method analysis of combined heat and mass transfer by MHD non-Darcy non-Newtonian natural convection adjacent to horizontal cylinder in a saturated porous medium

The group theoretic method is applied for solving problem of combined magneto-hydrodynamic heat and mass transfer of non-Darcy natural convection about an impermeable horizontal cylinder in a non-Newtonian power law fluid embedded in porous medium under coupled thermal and mass diffusion, inertia resistance, magnetic field, thermal radiation effects. The application of one-parameter groups reduces the number of independent variables by one and consequently, the system of governing partial differential equations with the boundary conditions reduces to a system of ordinary differential equations with appropriate boundary conditions. The ordinary differential equations are solved numerically for the velocity using shooting method. The effects of magnetic parameter M, Ergun number Er, power law (viscosity) index n, buoyancy ratio N, radiation parameter R_d, Prandtl number Pr and Lewis number Le on the velocity, temperature fields within the boundary layer, heat and mass transfer are presented graphically and discussed.     

Similarity solutions for mixed convection boundary layer flow over a permeable horizontal flat plate

The effects of suction and injection on steady laminar mixed convection boundary layer flow over a permeable horizontal flat plate in a viscous and incompressible fluid is investigated in this paper. The similarity solutions of the governing boundary layer equations are obtained for some values of the suction and injection parameter f₀, the constant exponent n of the wall temperature as well as the mixed convection parameter λ. The resulting system of nonlinear ordinary differential equations is solved numerically for both assisting and opposing flow regimes using a finite-difference scheme known as the Keller-box method. Numerical results for the reduced skin friction coefficient, the reduced local Nusselt number, and the velocity and temperature profiles are obtained for various values of the parameters considered. Dual solutions are found to exist for the opposing flow.     

Natural convection flow from a horizontal circular cylinder with uniform heat flux in presence of heat generation

Natural convection boundary layer laminar flow from a horizontal circular cylinder with uniform heat flux in presence of heat generation has been investigated. The governing boundary layer equations are transformed into a non-dimensional form and the resulting non-linear systems of partial differential equations, which are solved numerically by two distinct methods namely: (i) implicit finite difference method together with the Keller-box scheme and (ii) perturbation solution technique. The results of the surface shear stress in terms of local skin-friction and the rate of heat transfer in terms of local Nusselt number, velocity distribution, velocity vectors, temperature distribution as well as streamlines, isotherms and isolines of pressure are shown by graphically for a selection of parameter set consisting of heat generation parameter.     

A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

On choosing “optimal” shape parameters for RBF approximation

Many radial basis function (RBF) methods contain a free shape parameter that plays an important role for the accuracy of the method. In most papers the authors end up choosing this shape parameter by trial and error or some other ad hoc means. The method of cross validation has long been used in the statistics literature, and the special case of leave-one-out cross validation forms the basis of the algorithm for choosing an optimal value of the shape parameter proposed by Rippa in the setting of scattered data interpolation with RBFs. We discuss extensions of this approach that can be applied in the setting of iterated approximate moving least squares approximation of function value data and for RBF pseudo-spectral methods for the solution of partial differential equations. The former method can be viewed as an efficient alternative to ridge regression or smoothing spline approximation, while the latter forms an extension of the classical polynomial pseudo-spectral approach. Numerical experiments illustrating the use of our algorithms are included.     

MHD non-Darcy mixed convective diffusion of species over a stretching sheet embedded in a porous medium with non-uniform heat source/sink, variable viscosity and Soret effect

The effects of temperature dependent viscosity and non-uniform heat source/sink on non-Darcy MHD mixed convection boundary layer flow over a vertical stretching sheet embedded in a fluid-saturated porous media is studied in this paper. Boundary layer equations are transformed into ordinary differential equations using self-similarity transformation which are then solved numerically using fifth-order Runge-Kutta-Fehlberg method with shooting technique for various values of the governing parameters. The effects of variable viscosity, porosity, electric field parameter, non-uniform heat source/sink parameters, Soret number and Schmidt number on concentration profiles are analyzed and discussed. Favorable comparisons with previously published work on various special cases of the problem are obtained. Numerical results for variation of the local Sherwood number with buoyancy parameter, Schmidt number, and Soret number are reported graphically to show some interesting aspects of the physical parameters.     

A characteristic nonoverlapping domain decomposition method for multidimensional convection‐diffusion equations

We develop a quasi‐two‐level, coarse‐mesh‐free characteristic nonoverlapping domain decomposition method for unsteady‐state convection‐diffusion partial differential equations in multidimensional spaces. The development of the domain decomposition method is carried out by utilizing an additive Schwarz domain decomposition preconditioner, by using an Eulerian‐Lagrangian method for convection‐diffusion equations and by delicately choosing appropriate interface conditions that fully respect and utilize the hyperbolic nature of the governing equations. Numerical experiments are presented to illustrate the method. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Effect of pressure work on free convection flow along a vertical circular cone with suction and variable surface temperature

Free convection laminar flow from a vertical circular cone maintained a variable surface temperature with suction and pressure work effects has been investigated. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear system of partial differential equations are reduced to local non-similarity equations. The governing non-similarity equations are then solved numerically by implicit finite difference method together with Keller box scheme. Numerical results are presented in terms of velocity and temperature profiles of the fluid as well as the local skin-friction coefficients and the local heat transfer rate for different values of Prandtl number Pr, suction parameter ξ, temperature gradient parameter n and the pressure work parameter ∈. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

非齐次弹性力学问题双互易边界元方法研究北大核心CSCD

基于弹性力学边界元方法理论,将边界元法与双互易法结合,采用指数型基函数对非齐次项进行插值得到双互易边界积分方程.将边界积分方程离散为代数方程组,利用已知边界条件和方程特解求解方程组,得出域内位移和边界面力.指数型基函数的形状参数是由插值点最近距离的最小值决定,采用这种形状参数变化方案,分析径向基函数(RBF)插值精度以及插值稳定性.再次将指数型基函数应用到双互易边界元法中,分析双互易边界元方法下计算精度及稳定性,验证了指数型插值函数作为双互易边界元方法的径向基函数解决弹性力学域内体力项问题的有效性.     

A uniformly convergent hybrid scheme for singularly perturbed system of reaction-diffusion Robin type boundary-value problems

This paper deals with the study on system of reaction diffusion differential equations for Robin or mixed type boundary value problems (MBVPs). A cubic spline approximation has been used to obtain the difference scheme for the system of MBVPs, on a piecewise uniform Shishkin mesh defined in the whole domain. It has been shown that our proposed scheme, i.e., central difference approximation for outer region with cubic spline approximation for inner region of boundary layers, leads to almost second order parameter uniform convergence whereas the standard method i.e., the forward-backward approximation for mixed boundary conditions with central difference approximation inside the domain leads to almost first order convergence on Shishkin mesh. Numerical results are provided to show the efficiency and accuracy of these methods.     

The Lions domain decomposition algorithm on non-matching cell-centred finite volume meshes

A finite volume scheme for convection diffusion equations onnon-matching grids is presented. Sharp error estimates for H²solutions of the continuous problem are obtained. A finite volumeversion of an adaptation of the Schwarz algorithm due to P.L. Lions is then studied. For a fixed mesh, its convergencetowards the finite volume scheme on the whole domain is proven.Numerical experiments are performed to illustrate the theoreticalrate of convergence of the finite volume sequences of solutionsas the mesh is refined, together with the speed of convergenceof the Schwarz algorithm.     

A high accuracy hybrid method for two-dimensional Navier–Stokes equations

A dual-mesh hybrid numerical method is proposed for high Reynolds and high Rayleigh number flows. The scheme is of high accuracy because of the use of a fourth-order finite-difference scheme for the time-dependent convection and diffusion equations on a non-uniform mesh and a fast Poisson solver DFPS2H based on the HODIE finite-difference scheme and algorithm HFFT [R.A. Boisvert, Fourth order accurate fast direct method for the Helmholtz equation, in: G. Birkhoff, A. Schoenstadt (Eds.), Elliptic Problem Solvers II, Academic Press, Orlando, FL, 1984, pp. 35–44] for the stream function equation on a uniform mesh. To combine the fast Poisson solver DFPS2H and the high-order upwind-biased finite-difference method on the two different meshes, Chebyshev polynomials have been used to transfer the data between the uniform and non-uniform meshes. Because of the adoption of a hybrid grid system, the proposed numerical model can handle the steep spatial gradients of the dependent variables by using very fine resolutions in the boundary layers at reasonable computational cost. The successful simulation of lid-driven cavity flows and differentially heated cavity flows demonstrates that the proposed numerical model is very stable and accurate within the range of applicability of the governing equations.     

Lie group analysis of radiation natural convection flow past an inclined surface

Radiation effects on natural convection heat transfer past an inclined semi-infinite surface is investigated using Lie group analysis. Symmetries found reduce the partial differential equations governing the fluid motion to a system of ordinary differential equations with appropriate boundary conditions. Numerical solution obtained using the fourth order Runge–Kutta scheme with shooting method shows that the thickness of the thermal boundary layer decreases and velocity increases with increasing Grashof number. Also it is observed that increasing the value of the radiation parameter increases both the temperature and velocity of the fluid.     

A parallel implementation of overlapping Schwarz method for the dual reciprocity method

We present a parallel algorithm for the overlapping domain decomposition boundary integral equation method for two dimensional partial differential equations. In addition to the improvement of the ill-conditioning and the computational efficiency achieved by domain partitioning, using a parallel computer with p processors can offer up to p times efficiency. Assuming direct solution is used throughout, partitioning the domain into p subregions and employing a processor for each subproblem, overall, result in p² times efficiency over using a single domain and a single processor, taking into account that a sequential algorithm of the underlying method can improve the computational efficiency at least p times over using a single domain. Some numerical results showing the efficiency of the parallel technique will be presented.     

Convective heat and mass transfer in three-dimensional mixed convection flow of viscoelastic fluid in presence of chemical reaction and heat source/sink

Heat and mass transfer effects in the three-dimensional mixed convection flow of a viscoelastic fluid with internal heat source/sink and chemical reaction have been investigated in the present work. The flow generation is because of an exponentially stretching surface. Magnetic field normal to the direction of flow is considered. Convective conditions at the surface are also encountered. Appropriate similarity transformations are utilized to reduce the boundary layer partial differential equations into the ordinary differential equations. The homotopy analysis method is used to develop the solution expressions. Impacts of different controlling parameters such as ratio parameter, Hartman number, internal heat source/sink, chemical reaction, mixed convection, concentration buoyancy parameter and Biot numbers on the velocity, temperature and concentration profiles are analyzed. The local Nusselt and Sherwood numbers are sketched and examined.     

Lie symmetry group analysis of magnetic field effects on free convective flow of a nanofluid over a semi-infinite stretching sheet

We investigate the steady two-dimensional flow of an incompressible water based nanofluid over a linearly semi-infinite stretching sheet in the presence of magnetic field numerically. The basic boundary layer equations for momentum and heat transfer are non-linear partial differential equations. Lie symmetry group transformations are used to convert the boundary layer equations into non-linear ordinary differential equations. The dimensionless governing equations for this investigation are solved numerically using Nachtsheim–Swigert shooting iteration technique together with fourth order Runge–Kutta integration scheme. Effects of the nanoparticle volume fraction ϕ, magnetic parameter M, Prandtl number Pr on the velocity and the temperature profiles are presented graphically and examined for different metallic and non-metallic nanoparticles. The skin friction coefficient and the local Nusselt number are also discussed for different nanoparticles.