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.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.

Unsteady nonsimilar compressible laminar two-dimensional and axisymmetric boundary-layer flows

Unsteady nonsimilar laminar compressibletwo-dimensional and axisymmetric boundarylayer flows have been studied when external velocity varies arbitrarily with time and the flow is nonhomentropic. The governing nonlinear partial differential equations with three independent variables have been solved using an implicit finite difference scheme with quasilinearization technique from the origin to the point of zero skin-friction. The results have been obtained for (i) an accelerating stream and (ii) a fluctuating stream. The skin friction responds to the fluctuations in the free stream more compared to the heat transfer. It is observed that Mach number and hot wall cause the point of zero skin friction to occur earlier whereas cold wall delays it.

Nonlinear mode coupling of surface acoustic waves on an isotropic solid

The nonlinear mode coupling between two co-directional quasi-harmonic Rayleigh surface waves on an isotropic solid is analysed using the method of multiple scales. This procedure yields a system of six semi-linear hyperbolic partial differential equations with the same principal part governing the slow variations in the (complex) amplitudes of the two fundamental, the two second harmonic and the two combination frequency waves at the second stage of the perturbation expansion. A numerical solution of these equations for excitation by monochromatic signals at two arbitrary frequencies, indicates that there is a continuous transfer of energy back and forth among the fundamental, second harmonic and combination frequency waves due to mode coupling. The mode coupling tends to be more pronounced as the frequencies of the interacting waves approach each other.

Stability of large flexible damped spacecraft modeled as elastic continua

Vibrational stability of a large flexible, structurally damped spacecraft subject to large rigid body rotations is analysed modelling the system as an elastic continuum. Using solution of rigid body attitude motion under torque free conditions and modal analysis, the vibrational equations are reduced to ordinary differential equations with time-varying coefficients. Stability analysis is carried out using Floquet theory and Sonin-Polya theorem. The cases of spinning and non-spinning spacecraft idealized as a flexible beam plate undergoing simple structural vibration are analysed in detail. The critical damping required for stabilization is shown to be a function of the spacecraft's inertia ratio and the level of disturbance.

A quantum stochastic Lie-Trotter product formula

A Trotter product formula is established for unitary quantum stochastic processes governed by quantum stochastic differential equations with constant bounded coefficients.

Unsteady mixed convection flow of a thermomicropolar fluid on a long thin vertical cylinder

The unsteady laminar mixed convection boundary layer flow of a thermomicropolar fluid over a long thin vertical cylinder has been studied when the free stream velocity varies with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite difference scheme in combination with the quasilinearization technique. The results show that the buoyancy, curvature and suction parameters, in general, enhance the skin friction, heat transfer and gradient of microrotation, but the effect of injection is just opposite. The skin friction and heat transfer for the micropolar fluid are considerably less than those for the Newtonian fluids. The effect of microrotation parameter is appreciable only on the microrotation gradient. The effect of the Prandtl number is appreciable on the skin friction, heat transfer and gradient of microtation.

Simultaneous heat and mass transfer in unsteady free convection from two-dimensional and axisymmetric bodies

The unsteady laminar free convection boundary layer flows around two-dimensional and axisymmetric bodies placed in an ambient fluid of infinite extent have been studied when the flow is driven by thermal buoyancy forces and buoyancy forces from species diffusion. The unsteadiness in the flow field is caused by both temperature and concentration at the wall which vary arbitrarily with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. Computations have been performed for a circular cylinder and a sphere. The skin friction, heat transfer and mass transfer are strongly dependent on the variation of the wall temperature and concentration with time. Also the skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist and oppose, respectively, the thermal buoyancy force, whereas the mass transfer rate is higher for small values of the ratio of the buoyancy parameters than for large values. The local heat and mass transfer rates are maximum at the stagnation point and they decrease progressively with increase of the angular position from the stagnation point.

Double diffusive unsteady free convection on two-dimensional and axisymmetric bodies in a porous medium

The unsteady laminar free convection flow of an incompressible electrically conducting fluid over two-dimensional and axisymmetric bodies embedded in a highly porous medium with an applied magnetic field has been studied. The unsteadiness in the flow field is caused by the variation of the wall temperature and concentration with time. The coupled nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. It is observed that the skin friction, heat transfer and mass transfer increase with the permeability parameter but decrease with the magnetic parameter. The results are strongly dependent on the variation of wall temperature and concentration with time. The skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist or oppose the thermal buoyancy force. However, the mass transfer is found to be higher for small values of the ratio of the buoyancy parameters than for large values

Unsteady mixed convection over two-dimensional and axisymmetric bodies

The unsteady laminar incompressible mixed convection flow over a two-dimensional body (cylinder) and an axisymmetric body (sphere) has been studied when the buboyancy forces arise from both thermal and mass diffusion and the unsteadiness in the flow field is introduced by the time dependent free stream velocity. The nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. The results indicate that for the thermally assisting flow the local skin friction, heat transfer and mass diffusion are enhanced when the buoyancy force from mass diffusion assists the thermal buoyancy force. But this trend is opposite for the thermally opposing flow. The point of zero skin friction moves upstream due to unsteadiness. No singularity is observed at the point of zero skin friction for unsteady flow unlike steady flow. The flow reversal is observed after a certain instant of time. The velocity overshoot occurs for assisting flows.

Unsteady boundary layer flow on a cylinder in a channel

The unsteady laminar incompressible nonsimilar boundary layer flow over a circular cylinder placed symmetrically inside a channel has been studied when the unsteadiness and nonsimilarity are due to the free stream velocity. The nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference in combination with the quasilinearization technique. It is found that the channel blockage parameter controls the transfer of heat from the cylinder and delays separation. The skin friction and heat transfer are significantly affected by the free stream velocity distributions.

Unsteady mixed convection flow in stagnation region adjacent to a vertical surface

The unsteady two-dimensional laminar mixed convection flow in the stagnation region of a vertical surface has been studied where the buoyancy forces are due to both the temperature and concentration gradients. The unsteadiness in the flow and temperature fields is caused by the time-dependent free stream velocity. Both arbitrary wall temperature and concentration, and arbitrary surface heat and mass flux variations have been considered. The Navier-Stokes equations, the energy equation and the concentration equation, which are coupled nonlinear partial differential equations with three independent variables, have been reduced to a set of nonlinear ordinary differential equations. The analysis has also been done using boundary layer approximations and the difference between the solutions has been discussed. The governing ordinary differential equations for buoyancy assisting and buoyancy opposing regions have been solved numerically using a shooting method. The skin friction, heat transfer and mass transfer coefficients increase with the buoyancy parameter. However, the skin friction coefficient increases with the parameter lambda, which represents the unsteadiness in the free stream velocity, but the heat and mass transfer coefficients decrease. In the case of buoyancy opposed flow, the solution does not exist beyond a certain critical value of the buoyancy parameter. Also, for a certain range of the buoyancy parameter dual solutions exist.

Simultaneous heat and mass transfer under unsteady mixed convection along a vertical slender cylinder embedded in a porous medium

Unsteady laminar mixed convection flow (combined free and forced convection flow) along a vertical slender cylinder embedded in a porous medium under the combined buoyancy effect of thermal and species diffusion has been studied. The effect of the permeability of the medium as well as the magnetic field has been included in the analysis. The partial differential equations with three independent variables governing the flow have been solved numerically using a implicit finite difference scheme in combination with the quasilinearization technique. Computations have been carried out for accelerating, decelerating and oscillatory free stream velocity distributions. The effects of the permeability of the medium, buoyancy forces, transverse curvature and magnetic field on skin friction, heat transfer and mass transfer have been studied. It is found that the effect of free stream velocity distribution is more pronounced on the skin friction than on the heat and mass transfer. The permeability and magnetic parameters increase the skin friction, but reduce the heat and mass transfer. The skin friction, heat transfer and mass transfer are enhanced due to the buoyancy forces and curvature parameter. The heat transfer is strongly dependent on the viscous dissipation parameter and the Prandtl number, and the mass transfer on the Schmidt number. Untersucht wurde die instationäre laminare Mischkonvektion längs eines vertikalen, in einem porösen Medium eingebetteten Zylinders unter kombinierten Auftriebseffekten von thermischer und spezieller Diffusion. Der Einfluß der Permeabilität des Mediums sowie des magnetischen Feldes wurden in die Betrachtung einbezogen. Die partiellen Differentialgleichungen mit drei unabhängigen Variablen, welche die Strömung beschreiben, wurde numerisch anhand des Schemas der endlichen Differenzen in Verbindung mit der Technik der Quasilinearisation gelöst. Berechnungen für die beschleunigte, verzögerte und oszillierende Geschwindigkeitsverteilung der freien Strömung sind durchgeführt worden. Untersucht wurden ebenfalls die Effekte der Permeabilität des Mediums, der Auftriebskräfte, der transversalen Krümmung, des magnetischen Feldes auf die Oberflächenreibung sowie die Wärmeund Stoffübertragung. Es wurde festgestellt, daß die Geschwindigkeit mehr Einfluß auf die Oberflächenreibung als auf die Wärmeund Stoffübertragung hat. Die Oberflächenreibung sowie die Wärme- und Stoffübertragung werden durch die Auftriebskräfte und die Krümmungsparameter verbessert. Die Wärmeübertragung ist stark abhängig von den Parametern der viskosen Dissipation und der Prandtl-Zahl; die Stoffübertragung von der Schmidt-Zahl.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Closed-form solutions for axially functionally graded Timoshenko beams having uniform cross-section and fixed-fixed boundary condition

In this paper, we study the free vibration of axially functionally graded (AFG) Timoshenko beams, with uniform cross-section and having fixed-fixed boundary condition. For certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, there exists a fundamental closed form solution to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of non-homogeneous Timoshenko beams, with various material mass density, elastic modulus and shear modulus distributions having simple polynomial variations, which share the same fundamental frequency. The derived results can be used as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of non-homogeneous Timoshenko beams. They can also be useful for designing fixed-fixed non-homogeneous Timoshenko beams which may be required to vibrate with a particular frequency. (C) 2013 Elsevier Ltd. All rights reserved.