Solution of the Falkner–Skan equation by recursive evaluation of Taylor coefficients

We present a computational method for the solution of the third-order boundary value problem characterized by the well-known Falkner–Skan equation on a semi-infinite domain. Numerical treatments of this problem reported in the literature thus far are based on shooting and finite differences. While maintaining the simplicity of the shooting approach, the method presented in this paper uses a technique known as automatic differentiation, which is neither numerical nor symbolic. Using automatic differentiation, a Taylor series solution is constructed for the initial value problems by calculating the Taylor coefficients recursively. The effectiveness of the method is illustrated by applying it successfully to various instances of the Falkner–Skan equation.     

An approximate solution of the MHD Falkner–Skan flow by Hermite functions pseudospectral method

Based on a new approximation method, namely pseudospectral method, a solution for the three order nonlinear ordinary differential laminar boundary layer Falkner–Skan equation has been obtained on the semi-infinite domain. The proposed approach is equipped by the orthogonal Hermite functions that have perfect properties to achieve this goal. This method solves the problem on the semi-infinite domain without truncating it to a finite domain and transforming domain of the problem to a finite domain. In addition, this method reduces solution of the problem to solution of a system of algebraic equations. We also present the comparison of this work with numerical results and show that the present method is applicable.     

Solution of the Falkner–Skan equation for wedge by Adomian Decomposition Method

The Adomian Decomposition Method is employed in the solution of the two dimensional laminar boundary layer of Falkner–Skan equation for wedge. This work aims at the solution of momentum equation in the case of accelerated flow and decelerated flow with separation. The Adomian Decomposition Method is provided an analytical solution in the form of an infinite power series. The effect of Adomian polynomials terms is considered on accuracy of the results. The velocity profiles in boundary layer are obtained. Results show a good accuracy compared to the exact solution.     

Comment on “Existence and uniqueness results for a nonlinear differential equation arising in viscous flow over a nonlinearly stretching sheet”

The article named above appeared recently in Applied Mathematics Letters and investigated a boundary value problem governing viscous flow over a nonlinearly stretching sheet. The authors of the work assert existence and (under certain restrictions) uniqueness of a solution to the problem for all relevant values of the parameter governing the stretching rate of the sheet. Unfortunately, several proofs presented in the article are incorrect. We will prove that for a range of parameter space the solution to the BVP is not unique. For these parameter values there are infinitely many solutions to the problem. The same incorrect analysis is reproduced in several other papers (see the references). Some of the claims of these papers are contradicted by established results on, for example, the Falkner–Skan problem.     

Momentum and heat transfer of the Falkner–Skan flow with algebraic decay: An analytical solution

In this paper, an analytical solution of the Falkner–Skan equation with mass transfer and wall movement is obtained for a special case, namely a velocity power index of ?1/3, with an algebraically decaying velocity profile. The solution is given in a closed form. Under different values of the mass transfer parameter, the wall can be fixed, moving in the same direction as the free stream, or opposite to the free stream (reversal flow near the wall). The thermal boundary layer solution is also presented with a closed form for a prescribed power-law wall temperature, which is expressed by the confluent hypergeometric function of the second kind. The temperature profiles and the wall temperature gradients are plotted. Interesting but complicated variation trends for certain combinations of controlling parameters are observed. Under certain parameter combinations, there exist singular points or poles for the wall temperature gradients, namely wall heat flux. With poles, the temperature profiles can cross the zero temperature line and become negative. From the results, it is also found empirically that under certain given values of the Prandtl number (Pr) and flow controlling parameter (b), the number of times for the temperature profiles crossing the zero line is the same as the number of poles when the wall temperature power index varies between zero and a given value n. The current result provides a new analytical solution for the Falkner–Skan equation with algebraic decay and greatly enriches the understanding of this important equation as well as the heat transfer characteristics for this flow.     

A full multigrid method for nonlinear eigenvalue problems

We introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of the nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary value problems on the sequence of finite element spaces and nonlinear eigenvalue problems on the coarsest finite element space. The linearized boundary value problems are solved by some multigrid iterations. Besides the multigrid iteration, all other efficient iteration methods for solving boundary value problems can serve as the linear problem solver. We prove that the computational work of this new scheme is truly optimal, the same as solving the linear corresponding boundary value problem. In this case, this type of iteration scheme certainly improves the overfull efficiency of solving nonlinear eigenvalue problems. Some numerical experiments are presented to validate the efficiency of the new method.     

Spectral methods for initial boundary value problems with nonsmooth data

Summary. In this paper we consider hyperbolic initial boundary value problems with nonsmooth data. We show that if we extend the time domain to minus infinity, replace the initial condition by a growth condition at minus infinity and then solve the problem using a filtered version of the data by the Galerkin-Collocation method using Laguerre polynomials in time and Legendre polynomials in space, then we can recover pointwise values with spectral accuracy, provided that the actual solution is piecewise smooth. For this we have to perform a local smoothing of the computed solution. Received August 1, 1995 / Revised version received August 19, 1997     

Boundary layer analysis for the eigenvalues of hanging rod

The motion of a naturally straight inextensible flexible elastic hanging rod is formulated and then linearized about the straight solution. To solve this equation by separation of variables, an eigenvalue problem is derived. When the stiffness of the rod is small, the eigenvalue equation is a singular perturbation problem. This paper is devoted to solving this eigenvalue problem by boundary layer analysis when the stiffness is suitably small, especially on the analytic approximate solutions of the first several eigenvalues and eigenfunctions. The first three eigenvalues are also compared with the numerical results computed by a finite difference method. The excellent agreement shows the efficiency of the boundary layer analysis.     

A symmetric boundary element method for the Stokes problem in multiple connected domains

We consider a symmetric Galerkin boundary element method for the Stokes problem with general boundary conditions including slip conditions. The boundary value problem is reformulated as Steklov–Poincaré boundary integral equation which is then solved by a standard approximation scheme. An essential tool in our approach is the invertibility of the single layer potential which requires the definition of appropriate factor spaces due to the topology of the domain. Here we describe a modified boundary element approach to solve Dirichlet boundary value problems in multiple connected domains. A suitable extension of the standard single layer potential leads to an operator which is elliptic on the original function space. Copyright © 2003 John Wiley & Sons, Ltd.     

Weak Galerkin finite element method for valuation of American options

We introduce a weak Galerkin finite element method for the valuation of American options governed by the Black-Scholes equation. In order to implement, we need to solve the optimal exercise boundary and then introduce an artificial boundary to make the computational domain bounded. For the optimal exercise boundary, which satisfies a nonlinear Volterra integral equation, it is resolved by a higher-order collocation method based on graded meshes. With the computed optimal exercise boundary, the front-fixing technique is employed to transform the free boundary problem to a one- dimensional parabolic problem in a half infinite area. For the other spatial domain boundary, a perfectly matched layer is used to truncate the unbounded domain and carry out the computation. Finally, the resulting initial-boundary value problems are solved by weak Galerkin finite element method, and numerical examples are provided to illustrate the efficiency of the method.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

Analytical and numerical solutions to an electrohydrodynamic stability problem

A linear hydrodynamic stability problem corresponding to an electrohydrodynamic convection between two parallel walls is considered. The problem is an eighth order eigenvalue one supplied with hinged boundary conditions for the even derivatives up to sixth order. It is first solved by a direct analytical method. By variational arguments it is shown that its smallest eigenvalue is real and positive. The problem is cast into a second order differential system supplied only with Dirichlet boundary conditions. Then, two classes of methods are used to solve this formulation of the problem, namely, analytical methods (based on series of Chandrasekar-Galerkin type and of Budiansky-DiPrima type) and spectral methods (tau, Galerkin and collocation) based on Chebyshev and Legendre polynomials. For certain values of the physical parameters the numerically computed eigenvalues from the low part of the spectrum are displayed in a table. The Galerkin and collocation results are fairly closed and confirm the analytical results.     

An accurate a posteriori error estimator for the Steklov eigenvalue problem and its applications

In this paper, a type of accurate a posteriori error estimator is proposed for the Steklov eigenvalue problem based on the complementary approach, which provides an asymptotic exact estimate for the approximate eigenpair. Besides, we design a type of cascadic adaptive finite element method for the Steklov eigenvalue problem based on the proposed a posteriori error estimator. In this new cascadic adaptive scheme, instead of solving the Steklov eigenvalue problem in each adaptive space directly, we only need to do some smoothing steps for linearized boundary value problems on a series of adaptive spaces and solve some Steklov eigenvalue problems on a low dimensional space. Furthermore, the proposed a posteriori error estimator provides the way to refine mesh and control the number of smoothing steps for the cascadic adaptive method. Some numerical examples are presented to validate the efficiency of the algorithm in this paper.

     

A new type of full multigrid method for the elasticity eigenvalue problem

This paper introduces a new type of full multigrid method for the elasticity eigenvalue problem. The main idea is to avoid solving large scale elasticity eigenvalue problem directly by transforming the solution of the elasticity eigenvalue problem into a series of solutions of linear boundary value problems defined on a multilevel finite element space sequence and some small scale elasticity eigenvalue problems defined on the coarsest correction space. The involved linear boundary value problems will be solved by performing some multigrid iterations. Besides, some efficient techniques such as parallel computing and adaptive mesh refinement can also be absorbed in our algorithm. The efficiency and validity of the multigrid methods are verified by several numerical experiments.     

Steklov eigenvalue problem and its applications An accurate a posteriori error estimator for the

In this paper, a type of accurate a posteriori error estimator is proposed for the Steklov eigenvalue problem based on the complementary approach, which provides an asymptotic exact estimate for the approximate eigenpair. Besides, we design a type of cascadic adaptive finite element method for the Steklov eigenvalue problem based on the proposed a posteriori error estimator. In this new cascadic adaptive scheme, instead of solving the Steklov eigenvalue problem in each adaptive space directly, we only need to do some smoothing steps for linearized boundary value problems on a series of adaptive spaces and solve some Steklov eigenvalue problems on a low dimensional space. Furthermore, the proposed a posteriori error estimator provides the way to refine meshes and control the number of smoothing steps for the cascadic adaptive method. Some numerical examples are presented to validate the efficiency of the algorithm in this paper.     

Laguerre reproducing kernel method in Hilbert spaces for unsteady stagnation point flow over a stretching/shrinking sheet

This paper investigates the nonlinear boundary value problem resulting from the exact reduction of the Navier-Stokes equations for unsteady magnetohydrodynamic boundary layer flow over the stretching/shrinking permeable sheet submerged in a moving fluid. To solve this equation, a numerical method is proposed based on a Laguerre functions with reproducing kernel Hilbert space method. Using the operational matrices of derivative, we reduced the problem to a set of algebraic equations. We also compare this work with some other numerical results and present a solution that proves to be highly accurate.     

The Klein–Gordon Equation in a Domain with Time‐Dependent Boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time‐dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.     

New estimates of the stability of one-dimensional plane-parallel flows of a viscous incompressible fluid

The stability of a number of one-dimensional plane-parallel steady flows of a viscous incompressible fluid is investigated analytically using the method of integral relations. The mathematical formulation is reduced to eigenvalue problems for the Orr–Sommerfeld equation. One of three versions is chosen as the boundary conditions: all the components of the velocity perturbation are equal to zero on both boundaries of the layer (in this case we have the classical Orr–Sommerfeld problem), all the components of the velocity perturbation on one of the boundaries are equal to zero and the perturbations of the shear component of the stress vector and of the normal component of the velocity are equal to zero on the other, and all the components of the velocity perturbation are equal to zero on one boundary and the other boundary should be free. The boundary conditions derived in the latter case, are characterized by the occurrence of a spectral parameter in them. For kinematic conditions the lower estimates of the critical Reynolds number – the Joseph–Yih estimates, are improved. In the remaining cases the technique of the integral-relations method is developed, leading to new estimates of the stability. Analogs of Squire's theorem are derived for the boundary conditions of all the types mentioned above. Upper estimates of the increment of the increase in perturbations in eigenvalue problems for the Rayleigh equation with two types of boundary conditions are given.     

Iterative solution of a singular convection-diffusion perturbation problem

An iterative domain decomposition method is developed to solve a singular perturbation problem. The problem consists of a convection-diffusion equation with a discontinuous (piecewise-constant) diffusion coefficient, and the problem domain is decomposed into two subdomains, on each of which the coefficient is constant. After showing that the boundary value problem is well posed, we indicate a specific numerical implementation of the iterative technique that combines the finite element method on one subdomain with the method of matched asymptotic expansions on the other subdomain. This procedure extends work by Carlenzoli and Quarteroni, which was originally intended for a boundary layer problem with an outer region and an inner region. Our extension carries over to a problem where the domain consists of the outer and inner boundary layer regions plus a region in which the diffusion coefficient is constant and significant in magnitude. An unexpected benefit of our new implementation is its efficiency, which is due to the fact that at each iteration the problem needs to be solved explicitly only on one subdomain. It is only when the final approximation on the entire domain is desired that the matched asymptotic expansions approximation need be computed on the second subdomain. Two-dimensional convergence results and numerical results illustrating the method for a two-dimensional test problem are given.     

Root vectors for geometrically simple two-parameter eigenvalues

A class of two-parameter eigenvalue problems involving generally nonselfadjoint and unbounded operators is studied. A basis for the root subspace at a geometrically simple eigenvalue of Fredholm type is computed in terms of the underlying two-parameter system. Comparison with Faierman's work on two-parameter boundary value problems of Sturm-Liouville type is given as an application.