A computational method for singularly perturbed nonlinear differential-difference equations with small shift

This paper is devoted to the numerical study of the boundary value problems for nonlinear singularly perturbed differential-difference equations with small delay. Quasilinearization process is used to linearize the nonlinear differential equation. After applying the quasilinearization process to the nonlinear problem, a sequence of linearized problems is obtained. To obtain parameter-uniform convergence, a piecewise-uniform mesh is used, which is dense in the boundary layer region and coarse in the outer region. The parameter-uniform convergence analysis of the method has been discussed. The method has shown to have almost second-order parameter-uniform convergence. The effect of small shift on the boundary layer(s) has also been discussed. To demonstrate the performance of the proposed scheme two examples have been carried out. The maximum absolute errors and uniform rates of convergence have been presented in the form of the tables.     

Well-posedness of thermal boundary layer equation in two-dimensional incompressible heat conducting flow with analytic datum

In this paper, we study the well-posedness of the thermal boundary layer equation in two-dimensional incompressible heat conducting flow. The thermal boundary layer equation describes the behavior of thermal layer and viscous layer for the two-dimensional incompressible viscous flow with heat conduction in the small viscosity and heat conductivity limit. When the initial datum are analytic, with respect to the tangential variable of the boundary, and without the monotonicity condition of the tangential velocity, by using the Littlewood-Paley theory, we obtain the local-in-time existence and uniqueness of solution to this thermal boundary layer problem.     

Group solution for unsteady free-convection flow from a vertical moving plate subjected to constant heat flux

The problem of heat and mass transfer in an unsteady free-convection flow over a continuous moving vertical sheet in an ambient fluid is investigated for constant heat flux using the group theoretical method. The nonlinear coupled partial differential equation governing the flow and the boundary conditions are transformed to a system of ordinary differential equations with appropriate boundary conditions. The obtained ordinary differential equations are solved numerically using the shooting method. The effect of Prandlt number on the velocity and temperature of the boundary-layer is plotted in curves. A comparison with previous work is presented.     

Natural convection boundary layer flow of fluid with temperature-dependent viscosity from a horizontal elliptical cylinder with constant surface heat flux

This study deals with the temperature-dependent viscosity effects on the natural convection boundary layer on a horizontal elliptical cylinder with constant surface heat flux. The mathematical problem is reduced to a pair of coupled partial differential equations for the temperature and the stream function, and the resulting nonlinear equations are solved numerically by cubic spline collocation method. Results for the heat transfer characteristics are presented as functions of eccentric angle for various values of viscosity variation parameters, Prandtl numbers and aspect ratios. Results show that an increase in the viscosity variation parameter tends to accelerate the fluid flow near the surface and increase the maximum velocity, thus decreasing the velocity boundary layer thickness. As the viscosity variation parameter is increased, the surface temperature tends to decrease, thus increasing the local Nusselt number. Moreover, the local Nusselt number of the elliptical cylinder increases as the Prandtl number of the fluid is increased.     

Heat transfer in MHD viscoelastic fluid flow over a stretching sheet with variable thermal conductivity,non-uniform heat source and radiation

An analysis has been carried out to study the magnetohydrodynamic boundary layer flow and heat transfer characteristics of a non-Newtonian viscoelastic fluid over a flat sheet with a linear velocity in the presence of thermal radiation and non-uniform heat source. The thermal conductivity is assumed to vary as a linear function of temperature. The basic equations governing the flow and heat transfer are in the form of partial differential equations, the same have been reduced to a set of non-linear ordinary differential equations by applying suitable similarity transformation. The transformed equations are solved analytically by regular perturbation method. Numerical solution of the problem is also obtained by the efficient shooting method, which agrees well with the analytical solution. The effects of various physical parameters such as viscoelastic parameter, Chandrasekhar number, Prandtl number, variable thermal conductivity parameter, Eckert number, thermal radiation parameter and non-uniform heat source/sink parameters which determine the temperature profiles are shown in several plots and the heat transfer coefficient is tabulated for a range of values of said parameters. Some important findings reported in this work reveals that combined effect of variable thermal conductivity, radiation and non-uniform heat source have significant impact in controlling the rate of heat transfer in the boundary layer region.     

Heat and mass transfer in MHD non-Darcian flow of a micropolar fluid over a stretching sheet embedded in a porous media with non-uniform heat source and thermal radiation

A mathematical analysis has been carried out to study magnetohydrodynamic boundary layer flow, heat and mass transfer characteristic on steady two-dimensional flow of a micropolar fluid over a stretching sheet embedded in a non-Darcian porous medium with uniform magnetic field. Momentum boundary layer equation takes into account of transverse magnetic field whereas energy equation takes into account of Ohmic dissipation due to transverse magnetic field, thermal radiation and non-uniform source effects. An analysis has been performed for heating process namely the prescribed wall heat flux (PHF case). The governing system of partial differential equations is first transformed into a system of non-linear ordinary differential equations using similarity transformation. The transformed equations are non-linear coupled differential equations which are then linearized by quasi-linearization method and solved very efficiently by finite-difference method. Favorable comparisons with previously published work on various special cases of the problem are obtained. The effects of various physical parameters on velocity, temperature, concentration distributions are presented graphically and in tabular form.     

Combined effects of non-uniform heat source/sink and thermal radiation on heat transfer over an unsteady stretching permeable surface

The present paper is concerned with the study of flow and heat transfer characteristics in the unsteady laminar boundary layer flow of an incompressible viscous fluid over continuously stretching permeable surface in the presence of a non-uniform heat source/sink and thermal radiation. The unsteadiness in the flow and temperature fields is because of the time-dependent stretching velocity and surface temperature. Similarity transformations are used to convert the governing time-dependent nonlinear boundary layer equations for momentum and thermal energy are reduced to a system of nonlinear ordinary differential equations containing Prandtl number, non-uniform heat source/sink parameter, thermal radiation and unsteadiness parameter with appropriate boundary conditions. These equations are solved numerically by applying shooting method using Runge–Kutta–Fehlberg method. Comparison of numerical results is made with the earlier published results under limiting cases. The effects of the unsteadiness parameter, thermal radiation, suction/injection parameter, non-uniform heat source/sink parameter on flow and heat transfer characteristics as well as on the local Nusselt number are shown graphically.     

Unsteady flow and heat transfer of a second grade fluid over a stretching sheet

The problem of unsteady boundary layer flow of a second grade over a stretching sheet is investigated in this paper. The governing equations of motion are reduced into a partial differential equation with two independent variables by using similarity transformations. The heat transfer analysis has been also carried out for two heating processes namely the prescribed surface temperature (PST case) and prescribed surface heat flux (PHF case). The series solutions of the problem are developed by employing homotopy analysis method (HAM). Convergence of the obtained series solutions are analyzed. It is noted that the present solutions of a second grade are valid for all dimensionless times. Finally, the results are obtained and discussed through graphs for various parameters of interest.     

具非线性边界条件的Volterra型泛函微分方程边值问题奇摄动

首先利用微分不等式理论和一些分析技巧,探讨了一类具非线性边界条件的二阶Volterra型泛函微分方程边值问题解的存在性问题.然后通过对右端边界层函数和外部解的构造,进一步研究了一类具小参数的二阶Votterra型非线性边值问题.利用微分中值定理和上、下解方法得到了边值问题解的存在性,并给出了解的关于小参数的一致有效渐近展开式.     

Inverse shape and surface heat transfer coefficient identification

In this paper, an inverse geometric problem for the modified Helmholtz equation arising in heat conduction in a fin is considered. This problem which consists of determining an unknown inner boundary of an annular domain and possibly its surface heat transfer coefficient from one or two pairs of boundary Cauchy data (boundary temperature and heat flux) is solved numerically using the meshless method of fundamental solutions (MFS). A nonlinear unconstrained minimisation of the objective function is regularised when noise is added to the input boundary data. The stability of the numerical results is investigated for several test examples with respect to noise in the input data and various values of the regularisation parameters.     

Solution of a laminar boundary layer flow via a numerical method

In this paper, the numerical solution of the Blasius problem is obtained using the collocation method based on rational Chebyshev functions. The Blasius equation is a nonlinear ordinary differential equation which arises in the boundary layer flow. The method reduces solving the equation to solving a system of nonlinear algebraic equations. The results presented here demonstrate reliability and efficiency of the method.     

A local iteration scheme for nonlinear two-dimensional steady-state heat conduction: a BEM approach

An efficient algorithm is proposed to solve the steady-state nonlinear heat conduction equation using the boundary element method (BEM). Nonlinearity of the heat conduction equation arises from nonlinear boundary conditions and temperature dependence of thermal conductivity. Using Kirchhoff's transformation, the case of temperature dependence of thermal conductivity can be transformed to the nonlinear boundary conditions case. Applying the BEM technique, the resulting matrix equation becomes nonlinear. The nonlinearity, however, only involves the boundary nodes that have nonlinearboundary conditions. The proposed local iterative scheme reduces the entire BEM matrix equation to a smaller matrix equation whose rank is the same as the number of boundary nodes with nonlinear boundary conditions. The Newton-Raphson iteration scheme is used to solve the reduced nonlinear matrix equation. The local iterative scheme is first applied to two one-dimensional problems (analytical solutions are possible) with different nonlinear boundary conditions. It is then applied to a two-region problem. Finally, the local iterative scheme is applied to two cavity problems in which radiation plays a role in the heat transfer.     

Heat transfer at high energy devices with prescribed cooling flow

We study the heat transfer from a high‐energy electric device into a surrounding cooling flow. We analyse several simplifications of the model to allow an easier numerical treatment. First, the flow variables velocity and pressure are assumed to be independent from the temperature which allows a reduction to Prandtl's boundary layer model and leads to a coupled nonlinear transmission problem for the temperature distribution. Second, a further simplification using a Kirchhoff transform leads to a coupled Laplace equation with nonlinear boundary conditions. We analyse existence and uniqueness of both the continuous and discrete systems. Finally, we provide some numerical results for a simple two‐dimensional model problem. Copyright © 2006 John Wiley & Sons, Ltd.     

具有多重解的非线性Robin问题的奇摄动[英文]

本文利用边界层法，研究了具有多重解的非线性Robin问题εx″ f(t,x)x′ g(t,x)=0,0≤t≤1,x′(0,ε）-ax(0,ε)=A,x′(1,ε） bx(1,ε）=B其中ε为正的小参数。在适当的假设下，我们通过给出外部解展开式系数的一般表达式，得到了退化问题的边值为某方程的多重根时的渐近解，推广了有关结果。     

有限振幅T-S波在非平行边界层中的非线性演化研究

研究对非平行边界层稳定性有重要影响的非线性演化问题,导出与其相应的抛物化稳定性方程组,发展了求解有限振幅T-S波的非线性演化的高效数值方法。这一数值方法包括预估-校正迭代求解各模态非线性方程并避免模态间的耦合,采用高阶紧致差分格式,满足正规化条件,确定不同模态非线性项表和数值稳定地作空间推进。通过给出T-S波不同的初始幅值,研究其非线性演化。算例与全Navier-Stokes方程的直接数值模拟(DNS)的结果作了比较。     

A free boundary problem of elliptic equation arising in supersonic flow past a conical body

We study free boundary value problems of elliptic equation caused by a supersonic flow past a non-symmetric conical body. The flow is described by the potential flow equation. In the self-similar coordinate system the problem can be reduced to a boundary value problem of second order nonlinear elliptic equation with a free boundary. Applying the partial hodograph transformation and the method of nonlinear alternative iteration we proved the existence of solution to this boundary value problem. Consequently, we also proved the conclusion that for the problem of supersonic flow past a conical body, if the conical body is slightly different from a circular cone with its vertex angle less than a given value determined by the parameters of the coming flow, then there exists a weak entropy solution with an attached conical shock.     

An inverse heat conduction problem with a nonlinear source term

In this paper, the nonlinear problem of an inhomogeneous heat equation with linear boundary conditions will be considered. The surface heat flux history of a heated conducting body will be identified. The approach of the proposed method is to approximate the unknown function using linear polynomial pieces which are determined consecutively from the solution of the minimization problem on the basis of overspecified data. Some numerical examples will also be presented.     

Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

Abstract

In this article, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equation involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary, in using the penalization method. We also give a characterization of the solution as the value function of an optimal stopping time problem. Then we give a probabilistic formula for the viscosity solution of an obstacle problem for PDEs with a nonlinear Neumann boundary condition.     

Application of homotopy analysis method for natural convection of Darcian fluid about a vertical full cone embedded in pours media prescribed surface heat flux

In this paper, a powerful analytical method, called homotopy analysis method (HAM) is used to obtain the analytical solution for a nonlinear ordinary deferential equation that often appear in boundary layers problems arising in heat and mass transfer which these kinds of the equations contain infinity boundary condition. The boundary layer approximations of fluid flow and heat transfer of vertical full cone embedded in porous media give us the similarity solution for full cone subjected to surface heat flux boundary conditions. Nonlinear ODE which is obtained by similarity solution has been solved through homotopy analysis method (HAM). The main objective is to propose alternative methods of solution, which do not require small parameters and avoid linearization and physically unrealistic assumptions. The obtained analytical solution in comparison with the numerical ones represents a remarkable accuracy. The results also indicate that HAM can provide us with a convenient way to control and adjust the convergence region.     

含开边界二维Stokes问题的Galerkin边界元解法

本文推导了含有开边界的二维有限域上Stokes问题的边界积分方程, 得出基于单层位势的第一类间接边界积分方程.对与之等价的边界变分方程用Galerkin边界元求解以得出单层位势的向量密度. 对于含有开边界端点的边界单元,采用特别的插值函数, 以模拟其固有的奇异性.论文用若干数值算例模拟了含有开边界的有限区域上不可压缩粘性流体的绕流.