Radiation effects on natural convection laminar flow from a horizontal circular cylinder

The effect of radiation on natural convection flow from an isothermal circular cylinder has been investigated numerically in this study. The governing boundary layer equations of motion are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are reduced to convenient boundary layer equations, which are then solved numerically by two distinct efficient methods namely: (i) implicit finite differencemethod or the Keller-Box Method (KBM) and (ii) Straight Forward Finite Difference Method (SFFD). Numerical results are presented by velocity and temperature distribution of the fluid as well as heat transfer characteristics, namely the shearing stress and the local heat transfer rate in terms of the local skin-friction coefficient and the local Nusselt number for a wide range of surface heating parameter and radiation-conduction parameter. Due to the effects of the radiation the skin-friction coefficients as well as the rate of heat transfer increased and consequently the momentum and thermal boundary layer thickness enhanced.

The effect of temperature dependent viscosity on MHD natural convection flow from an isothermal sphere

Laminar magnetohydrodynamic (MHD) natural convection flow from an isothermal sphere immersed in a fluid with viscosity proportional to linear function of temperature has been studied. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear system of partial differential equations are reduced to convenient form which are solved numerically by two very efficient methods, namely, (i) Implicit finite difference method together with Keller box scheme and (ii) Direct numerical scheme. Numerical results are presented by velocity and temperature distribution, streamlines and isotherms of the fluid as well as heat transfer characteristics, namely the local skin-friction coefficients and the local heat transfer rate for a wide range of magnetohydrodynamic paramagnet and viscosity-variation parameter.

Natural convection flow with combined buoyancy effects due to thermal and mass diffusion in a thermally stratified media

We present here a numerical study of laminar doubly diffusive free convection flows adjacent to a vertical surface in a stable thermally stratified medium. The governing equations of mass, momentum, energy and species are non-dimensionalized. These equations have been solved by using an implicit finite difference method and local non-similarity method. The results show many interesting aspects of complex interaction of the two buoyant mechanisms that have been shown in both the tabular as well as graphical form.

Natural convection from a plane vertical porous surface in non-isothermal surroundings

In this paper, laminar natural convection flow from a permeable and isothermal vertical surface placed in non-isothermal surroundings is considered. Introducing appropriate transformations into the boundary layer equations governing the flow derives non-similar boundary layer equations. Results of both the analytical and numerical solutions are then presented in the form of skin-friction and Nusselt number. Numerical solutions of the transformed non-similar boundary layer equations are obtained by three distinct solution methods, (i) the perturbation solutions for small � (ii) the asymptotic solution for large � (iii) the implicit finite difference method for all � where � is the transpiration parameter. Perturbation solutions for small and large values of � are compared with the finite difference solutions for different values of pertinent parameters, namely, the Prandtl number Pr, and the ambient temperature gradient n.

MHD natural convection flow from an isothermal horizontal circular cylinder under consideration of temperature dependent viscosity

Magnetohydrodynamic (MHD) natural convection laminar flow from an iso-thermal horizontal circular cylinder immersed in a fluid with viscosity proportional to a linear function of temperature will be discussed with numerical simulations. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear system of partial differential equa-tions are reduced to convenient form, which are solved numerically by two very efficient methods, namely, (i) Implicit finite difference method together with Keller box scheme and (ii) Direct numerical scheme. Numerical results are presented by velocity and temperature distributions of the fluid as well as heat transfer characteristics, namely the shearing stress and the local heat transfer rate in terms of the local skin-friction coefficient and the local Nusselt number for a wide range of magnetohydrodynamic parameter, viscosity-variation parameter and viscous dissipation parameter. MHD flow in this geometry with temperature dependent viscosity is absent in the literature. The results obtained from the numerical simulations have been veri-fied by two methodologies.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

The field of fractional differential equations provides a means for modelling transport processes within complex media which are governed by anomalous transport. Indeed, the application to anomalous transport has been a significant driving force behind the rapid growth and expansion of the literature in the field of fractional calculus. In this paper, we present a finite volume method to solve the time-space two-sided fractional advection dispersion equation on a one-dimensional domain. Such an equation allows modelling different flow regime impacts from either side. The finite volume formulation provides a natural way to handle fractional advection-dispersion equations written in conservative form. The novel spatial discretisation employs fractionally-shifted Gr¨unwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes, while the L1-algorithm is used to discretise the Caputo time fractional derivative. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

Sensitivity of the NMR density matrix to pulse sequence parameters : a simplified analytic approach

We present a formalism for the analysis of sensitivity of nuclear magnetic resonance pulse sequences to variations of pulse sequence parameters, such as radiofrequency pulses, gradient pulses or evolution delays. The formalism enables the calculation of compact, analytic expressions for the derivatives of the density matrix and the observed signal with respect to the parameters varied. The analysis is based on two constructs computed in the course of modified density-matrix simulations: the error interrogation operators and error commutators. The approach presented is consequently named the Error Commutator Formalism (ECF). It is used to evaluate the sensitivity of the density matrix to parameter variation based on the simulations carried out for the ideal parameters, obviating the need for finite-difference calculations of signal errors. The ECF analysis therefore carries a computational cost comparable to a single density-matrix or product-operator simulation. Its application is illustrated using a number of examples from basic NMR spectroscopy. We show that the strength of the ECF is its ability to provide analytic insights into the propagation of errors through pulse sequences and the behaviour of signal errors under phase cycling. Furthermore, the approach is algorithmic and easily amenable to implementation in the form of a programming code. It is envisaged that it could be incorporated into standard NMR product-operator simulation packages.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Self excitation in equity indices

A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

Non-Newtonian mixed convection flow from a horizontal circular cylinder with uniform surface heat flux

Mixed convection laminar two-dimensional boundary-layer flow of non-Newtonian pseudo-plastic fluids is investigated from a horizontal circular cylinder with uniform surface heat flux using a modified power-law viscosity model, that contains no unrealistic limits of zero or infinite viscosity; consequently, no irremovable singularities are introduced into boundary-layer formulations for such fluids. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are solved numerically applying marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning fluids in terms of the fluid temperature distributions, rate of heat transfer in terms of the local Nusselt number.

Mass transfer effects on the generalised vortex flow over a stationary surface with or without magnetic field

The effect of injection and suction on the generalised vortex flow of a steady laminar incompressible fluid over a stationary infinite disc with or without magnetic field under boundary-layer approximations has been studied. The coupled nonlinear ordinary differential equations governing the self-similar flow have been numerically solved using the finite-difference scheme. The results indicate that the injection produces a deeper inflow layer and de-stabilises the motion while suction or magnetic field suppresses the inflow layer and produces stability. The effect of decreasingn, the parameter characterising the nature of vortex flow, is similar to that of increasing the injection rate.

Unsteady Self-similar Stagnation Point Boundary Layers for Micropolar Fluids

The self-similar solution of the unsteady laminar incompressible two-dimensional and axisymmetric stagnation point boundary layers for micropolar fluids governing the flow and heat transfer problem has been obtained when the free stream velocity and the square of the mass transfer vary inversely as a linear function of time. The nonlinear ordinary differential equations governing the flow have been solved numerically using a quasilinear finite-Difference scheme. The results indicate that the coupling parameter, mass transfer and unsteadiness in the free stream velocity strongly affect the skin friction, microrotation gradient and heat transfer whereas the effect of microrotation parameter is strong only on the microrotation gradient. The heat transfer is strongly dependent on the prandtl number whereas the skin friction gradient are unaffected by it.

Spinup or spindown of a rotating electrically conducting fluid in a magnetic field

The hydromagnetic spinup or spindown of an incompressible, rotating, electrically conducting fluid over an infinite insulated disk with an applied magnetic field is studied when the impulsive motion is imparted either to the fluid or to the disk. The nonlinear partial differential equations governing the flow are solved numerically using an implicit finite-difference scheme. It is found that the spinup (or spindown) time due to impulsive motion of the disk is much shorter than the spinup (or spindown) time due to the impulsive motion of the distant fluid. The spinup (or spindown) time for the hydromagnetic case is comparatively smaller than the corresponding nonmagnetic case. Spindown is not merely a mirror reflection of spinup. Physics of Fluids is copyrighted by The American Institute of Physics.

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.