Combined vertex-based - cell-centred finite volume method for flows in complex geometries

CFD modelling of 'real-life' processes often requires solutions in complex three dimensional geometries, which can often result in meshes where aspects of it are badly distorted. Cell-centred finite volume methods, typical of most commercial CFD tools, are computationally efficient, but can lead to convergence problems on meshes which feature cells with high non-orthogonal shapes. The vertex-based finite volume method handles distorted meshes with relative ease, but is computationally expensive. A combined vertex-based - cell-centred (VB-CC) technique, detailed in this paper, allows solutions on distorted meshes that defeat purely cell-centred physical models to be employed in the solution of other transported quantities. The VB-CC method is validated with benchmark solutions for thermally driven flow and turbulent flow. An early application of this hybrid technique is to three-dimensional flow over an aircraft wing, although it is planned to use it in a wide variety of processing applications in the future.

On a parallel time-domain method for the nonlinear Black-Scholes equation

A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.

A hybrid Laplace transform/finite difference boundary element method for diffusion problems

The solution process for diffusion problems usually involves the time development separately from the space solution. A finite difference algorithm in time requires a sequential time development in which all previous values must be determined prior to the current value. The Stehfest Laplace transform algorithm, however, allows time solutions without the knowledge of prior values. It is of interest to be able to develop a time-domain decomposition suitable for implementation in a parallel environment. One such possibility is to use the Laplace transform to develop coarse-grained solutions which act as the initial values for a set of fine-grained solutions. The independence of the Laplace transform solutions means that we do indeed have a time-domain decomposition process. Any suitable time solver can be used for the fine-grained solution. To illustrate the technique we shall use an Euler solver in time together with the dual reciprocity boundary element method for the space solution