Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

Effects of viscous dissipation and boundary conditions on forced convection in a channel occupied by a saturated porous medium

Forced convection with viscous dissipation in a parallel plate channel filled by a saturated porous medium is investigated numerically. Three different viscous dissipation models are examined. Two different sets of wall conditions are considered: isothermal and isoflux. Analytical expressions are also presented for the asymptotic temperature profile and the asymptotic Nusselt number. With isothermal walls, the Brinkman number significantly influences the developing Nusselt number but not the asymptotic one. At constant wall heat flux, both the developing and the asymptotic Nusselt numbers are affected by the value of the Brinkman number. The Nusselt number is sensitive to the porous medium shape factor under all conditions considered.

Effects of viscous dissipation and boundary conditions on forced convection in a channel occupied by a saturated porous medium

Forced convection with viscous dissipation in a parallel plate channel filled by a saturated porous medium is investigated numerically. Three different viscous dissipation models are examined. Two different sets of wall conditions are considered: isothermal and isoflux. Analytical expressions are also presented for the asymptotic temperature profile and the asymptotic Nusselt number. With isothermal walls, the Brinkman number significantly influences the developing Nusselt number but not the asymptotic one. At constant wall heat flux, both the developing and the asymptotic Nusselt numbers are affected by the value of the Brinkman number. The Nusselt number is sensitive to the porous medium shape factor under all conditions considered.

An improved novel method for solving nonlinear boundary value problems

A modified formula for the integral transform of a nonlinear function is proposed for a class of nonlinear boundary value problems. The technique presented in this paper results in analytical solutions. Iterations and initial guess, which are needed in other techniques, are not required in this novel technique. The analytical solutions are found to agree surprisingly well with the numerically exact solutions for two examples of power law reaction and Langmuir-Hinshelwood reaction in a catalyst pellet.

Integrable open-boundary conditions for the q-deformed supersymmetric U model of strongly correlated electrons

A general graded reflection equation algebra is proposed and the corresponding boundary quantum inverse scattering method is formulated. The formalism is applicable to all boundary lattice systems where an invertible R-matrix exists. As an application, the integrable open-boundary conditions for the q-deformed supersymmetric U model of strongly correlated electrons are investigated. The diagonal boundary K-matrices are found and a class of integrable boundary terms are determined. The boundary system is solved by means of the coordinate space Bethe ansatz technique and the Bethe ansatz equations are derived. As a sideline, it is shown that all R-matrices associated with a quantum affine superalgebra enjoy the crossing-unitarity property. (C) 1998 Elsevier Science B.V.

New integrable boundary conditions for the q-deformed supersymmetric U model and Bethe ansatz equations

New classes of integrable boundary conditions for the q-deformed (or two-parameter) supersymmetric U model are presented. The boundary systems are solved by using the coordinate space Bethe ansatz technique and Bethe ansatz equations are derived. (C) 1998 Elsevier Science B.V.

Nine classes of integrable boundary conditions for the eight-state supersymmetric fermion model

Nine classes of integrable boundary conditions for the eight-state supersymmetric model of strongly correlated fermions are presented. The boundary systems are solved by using the coordinate Bethe ansatz method and the Bethe ansatz equations for all nine cases are given.

Algebraic Bethe ansatz for integrable one-dimensional extended Hubbard models with open boundary conditions

Nine classes of integrable open boundary conditions, further extending the one-dimensional U-q (gl (212)) extended Hubbard model, have been constructed previously by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary systems are now solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained for all nine cases.

Three-point boundary value problems for second-order, ordinary, differential equations

We establish existence results for solutions to three-point boundary value problems for nonlinear, second-order, ordinary differential equations with nonlinear boundary conditions. (C) 2001 Elsevier Science Ltd. All rights reserved.

Integrable open boundary conditions for the Bariev model of three coupled X Y spin chains

The integrable open-boundary conditions for the Bariev model of three coupled one-dimensional XY spin chains are studied in the framework of the boundary quantum inverse scattering method. Three kinds of diagonal boundary K-matrices leading to nine classes of possible choices of boundary fields are found and the corresponding integrable boundary terms are presented explicitly. The boundary Hamiltonian is solved by using the coordinate Bethe ansatz technique and the Bethe ansatz equations are derived. (C) 2001 Elsevier Science B.V. All rights reserved.

The effect of channel geometry and wall boundary conditions on the formation of extrusion surface instabilities for LLDPE

It is believed that surface instabilities can occur during the extrusion of linear low density polyethylene due to high extensional stresses at the exit of the die. Local crack development can occur at a critical stress level when melt rupture is reached. This high extensional stress results from the rearrangement of the flow at the boundary transition between the wall exit and the free surface. The stress is highest at the extrudate surface and decreases into the bulk of the material. The location of the region where the critical level is reached can determine the amplitude of the extrudate surface distortion, This paper studies the effect of wall slip on the numerically simulated extensional stress level at the die exit and correlates this to the experimentally determined amplitude of the surface instability. The effect of die exit radius and die wall roughness on extrusion surface instabilities is also correlated to the exit stress level in the same way. Whereas full slip may completely suppress the surface instability, a reduction in the exit stress level and instability amplitude is also shown for a rounded die exit and a slight increase in instability is shown to result from a rough die wall. A surface instability map demonstrates how the shear rate for onset of extrusion surface instabilities can be predicted on the basis of melt strength measurements and simulated stress peaks at the exit of the die. (C) 2001 Elsevier Science B.V. All rights reserved.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.