Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Boundary value problems for third-order nonlinear ordinary differential equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.

Adaptive mesh generation for singularly perturbed fourth-order ordinary differential equations

In this paper, we consider a singularly perturbed boundary-value problem for fourth-order ordinary differential equation (ODE) whose highest-order derivative is multiplied by a small perturbation parameter. To solve this ODE, we transform the differential equation into a coupled system of two singularly perturbed ODEs. The classical central difference scheme is used to discretize the system of ODEs on a nonuniform mesh which is generated by equidistribution of a positive monitor function. We have shown that the proposed technique provides first-order accuracy independent of the perturbation parameter. Numerical experiments are provided to validate the theoretical results.

A parallel multistep predictor-corrector algorithm for solving ordinary differential equations

In this paper we give a generalized predictor-corrector algorithm for solving ordinary differential equations with specified initial values. The method uses multiple correction steps which can be carried out in parallel with a prediction step. The proposed method gives a larger stability interval compared to the existing parallel predictor-corrector methods. A method has been suggested to implement the algorithm in multiple processor systems with efficient utilization of all the processors.

Effect of boundary condition description on convergence of solution in a boundary-value problem

It is well known that the numerical accuracy of a series solution to a boundary-value problem by the direct method depends on the technique of approximate satisfaction of the boundary conditions and on the stage of truncation of the series. On the other hand, it does not appear to be generally recognized that, when the boundary conditions can be described in alternative equivalent forms, the convergence of the solution is significantly affected by the actual form in which they are stated. The importance of the last aspect is studied for three different techniques of computing the deflections of simply supported regular polygonal plates under uniform pressure. It is also shown that it is sometimes possible to modify the technique of analysis to make the accuracy independent of the description of the boundary conditions.

Unsteady flow over a stretching surface with a magnetic field in a rotating fluid

The effect of the magnetic field on the unsteady flow over a stretching surface in a rotating fluid has been studied. The unsteadiness in the flow field is due to the time-dependent variation of the velocity of the stretching surface and the angular velocity of the rotating fluid. The Navier-Stokes equations and the energy equation governing the flow and the heat transfer admit a self-similar solution if the velocity of the stretching surface and the angular velocity of the rotating fluid vary inversely as a linear function of time. The resulting system of ordinary differential equations is solved numerically using a shooting method. The rotation parameter causes flow reversal in the component of the velocity parallel to the strerching surface and the magnetic field tends to prevent or delay the flow reversal. The surface shear stresses dong the stretching surface and in the rotating direction increase with the rotation parameter, but the surface heat transfer decreases. On the other hand, the magnetic field increases the surface shear stress along the stretching surface, but reduces the surface shear stress in the rotating direction and the surface heat transfer. The effect of the unsteady parameter is more pronounced on the velocity profiles in the rotating direction and temperature profiles.

Nonaxisymmetric unsteady motion over a rotating disk in the presence of free convection and magnetic field

The nonaxisymmetric unsteady motion produced by a buoyancy-induced cross-flow of an electrically conducting fluid over an infinite rotating disk in a vertical plane and in the presence of an applied magnetic field normal to the disk has been studied. Both constant wall and constant heat flux conditions have been considered. It has been found that if the angular velocity of the disk and the applied magnetic field squared vary inversely as a linear function of time (i.e. as (1??t*)?1, the governing Navier-Stokes equation and the energy equation admit a locally self-similar solution. The resulting set of ordinary differential equations has been solved using a shooting method with a generalized Newton's correction procedure for guessed boundary conditions. It is observed that in a certain region near the disk the buoyancy induced cross-flow dominates the primary von Karman flow. The shear stresses induced by the cross-flow are found to be more than these of the primary flow and they increase with magnetic parameter or the parameter ? characterizing the unsteadiness. The velocity profiles in the x- and y-directions for the primary flow at any two values of the unsteady parameter ? cross each other towards the edge of the boundary layer. The heat transfer increases with the Prandtl number but reduces with the magnetic parameter.

Effect of longitudinal surface curvature on boundary layers

We consider here the higher order effect of moderate longitudinal surface curvature on steady, two-dimensional, incompressible laminar boundary layers. The basic partial differential equations for the problem, derived by the method of matched asymptotic expansions, are found to possess similarity solutions for a family of surface curvatures and pressure gradients. The similarity equations obtained by this anaylsis have been solved numerically on a computer, and show a definite decrease in skin friction when the surface has convex curvature in all cases including zero pressure gradient. Typical velocity profiles and some relevant boundary-layer characteristics are tabulated, and a critical comparison with previous work is given.

Generalized Burgers equations and Euler-Painlev transcendents. I

Initial-value problems for the generalized Burgers equation (GBE) ut+u betaux+lambdaualpha =(delta/2)uxx are discussed for the single hump type of initial data both continuous and discontinuous. The numerical solution is carried to the self-similar ``intermediate asymptotic'' regime when the solution is given analytically by the self-similar form. The nonlinear (transformed) ordinary differential equations (ODE's) describing the self-similar form are generalizations of a class discussed by Euler and Painlevé and quoted by Kamke. These ODE's are new, and it is postulated that they characterize GBE's in the same manner as the Painlev equations categorize the Kortweg-de Vries (KdV) type. A connection problem for some related ODE's satisfying proper asymptotic conditions at x=±[infinity], is solved. The range of amplitude parameter is found for which the solution of the connection problem exists. The other solutions of the above GBE, which display several interesting features such as peaking, breaking, and a long shelf on the left for negative values of the damping coefficient lambda, are also discussed. The results are compared with those holding for the modified KdV equation with damping. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Free convection heat transfer from vertical cylinders part I: Power law surface temperature variation

This paper reports on the investigations of laminar free convection heat transfer from vertical cylinders and wires whose surface temperature varies along the height according to the relation TW - T∞ = Nxn. The set of boundary layer partial differential equations and the boundary conditions are transformed to a more amenable form and solved by the process of successive substitution. Numerical solutions of the first approximated equations (two-point nonlinear boundary value type of ordinary differential equations) bring about the major contribution to the problem (about 95%), as seen from the solutions of higher approximations. The results reduce to those for the isothermal case when n=0. Criteria for classifying the cylinders into three broad categories, viz., short cylinders, long cylinders and wires, have been developed. For all values of n the same criteria hold. Heat transfer correlations obtained for short cylinders (which coincide with those of flat plates) are checked with those available in the literature. Heat transfer and fluid flow correlations are developed for all the regimes.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Solutions of a system of forced Burgers equation

In this article, we obtain explicit solutions of a system of forced Burgers equation subject to some classes of bounded and compactly supported initial data and also subject to certain unbounded initial data. In a series of papers, Rao and Yadav (2010) 1-3] obtained explicit solutions of a nonhomogeneous Burgers equation in one dimension subject to certain classes of bounded and unbounded initial data. Earlier Kloosterziel (1990) 4] represented the solution of an initial value problem for the heat equation, with initial data in L-2 (R-n, e(vertical bar x vertical bar 2/2)), as a series of self-similar solutions of the heat equation in R-n. Here we express the solutions of certain classes of Cauchy problems for a system of forced Burgers equation in terms of self-similar solutions of some linear partial differential equations. (C) 2013 Elsevier Inc. All rights reserved.