Alternate treatments of jacobian singularities in polar coordinates within finite-difference schemes

Jacobian singularities of differential operators in curvilinear coordinates occur when the Jacobian determinant of the curvilinear-to-Cartesian mapping vanishes, thus leading to unbounded coefficients in partial differential equations. Within a finite-difference scheme, we treat the singularity at the pole of polar coordinates by setting up complementary equations. Such equations are obtained by either integral or smoothness conditions. They are assessed by application to analytically solvable steady-state heat-conduction problems.

Finite-difference calculation of donor energy levels in a spherical quantum dot subject to a magnetic field

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Neurite, a finite difference large scale parallel program for the simulation of the electrical signal propagation in neurites under mechanical loading

With the growing body of research on traumatic brain injury and spinal cord injury, computational neuroscience has recently focused its modeling efforts on neuronal functional deficits following mechanical loading. However, in most of these efforts, cell damage is generally only characterized by purely mechanistic criteria, function of quantities such as stress, strain or their corresponding rates. The modeling of functional deficits in neurites as a consequence of macroscopic mechanical insults has been rarely explored. In particular, a quantitative mechanically based model of electrophysiological impairment in neuronal cells has only very recently been proposed (Jerusalem et al., 2013). In this paper, we present the implementation details of Neurite: the finite difference parallel program used in this reference. Following the application of a macroscopic strain at a given strain rate produced by a mechanical insult, Neurite is able to simulate the resulting neuronal electrical signal propagation, and thus the corresponding functional deficits. The simulation of the coupled mechanical and electrophysiological behaviors requires computational expensive calculations that increase in complexity as the network of the simulated cells grows. The solvers implemented in Neurite-explicit and implicit-were therefore parallelized using graphics processing units in order to reduce the burden of the simulation costs of large scale scenarios. Cable Theory and Hodgkin-Huxley models were implemented to account for the electrophysiological passive and active regions of a neurite, respectively, whereas a coupled mechanical model accounting for the neurite mechanical behavior within its surrounding medium was adopted as a link between lectrophysiology and mechanics (Jerusalem et al., 2013). This paper provides the details of the parallel implementation of Neurite, along with three different application examples: a long myelinated axon, a segmented dendritic tree, and a damaged axon. The capabilities of the program to deal with large scale scenarios, segmented neuronal structures, and functional deficits under mechanical loading are specifically highlighted.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Radiation effect on free convection laminar flow along a vertical flat plate with streamwise sinusoidal surface temperature

The effect of thermal radiation on a steady two-dimensional natural convection laminar flow of viscous incompressible optically thick fluid along a vertical flat plate with streamwise sinusoidal surface temperature has been investigated in this study. Using the appropriate variables; the basic governing equations are transformed to convenient form and then solved numerically employing two efficient methods, namely, Implicit finite difference method (IFD) together with Keller box scheme and Straight forward finite difference (SFFD) method. Effects of the variation of the physical parameters, for example, conduction-radiation parameter (Planck number), surface temperature parameter, and the amplitude of the surface temperature, are shown on the skin friction and heat transfer rate quantitatively are shown numerically. Velocity and temperature profiles as well as streamlines and isotherms are also presented and discussed for the variation of conduction-radiation parameter. It is found that both skin-friction and rate of heat transfer are enhanced considerably by increasing the values of conduction radiation parameter, Rd.

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.

Viscous dissipation effects on natural convection from a vertical plate with uniform surface heat flux placed in a thermally stratified media

In the present study we investigate the effect of viscous dissipation on natural convection from a vertical plate placed in a thermally stratified environment. The reduced equations are integrated by employing the implicit finite difference scheme of Keller box method and obtained the effect of heat due to viscous dissipation on the local skin friction and local Nusselt number at various stratification levels, for fluids having Prandtl numbers of 10, 50, and 100. Solutions are also obtained using the perturbation technique for small values of viscous dissipation parameters $\xi$ and compared to the finite difference solutions for 0 · $\xi$ · 1. Effect of viscous dissipation and temperature stratification are also shown on the velocity and temperature distributions in the boundary layer region.

Natural convection adjacent to an inclined flat plate and in an attic space under various thermal forcing conditions

The effect of viscous dissipation on natural convection from a vertical plate placed in a thermally stratified environment has been investigated numerically. The reduced equations are integrated by employing the implicit finite difference scheme or Ke1ler-box method and obtained the effect of heat due to viscous dissipation on the local skin-friction and loca1 Nusselt number at various stratification levels, for fluids having Prandtl number equals 10, 50, and 100. Solutions are also obtained using the perturbation technique for small values of viscous dissipation parameters and compared with the Finite Difference solutions. Effect of the heat transfer due to viscous dissipation and the temperature stratification are also shown on the velocity and temperature distributions in the boundary layer region. A numerical study of laminar doubly diffusive free convection flows adjacent to a vertical surface in a stable thermally stratified medium is also considered for this study. Solutions are obtained using the implicit Finite Difference method and compared with the local non-similarity method. The velocity and temperature distributions for different values of stratification parameter are shown graphically. The results show many interesting aspects of complex interaction of the two buoyant mechanisms.

Natural convection from a vertical plate embedded in a stratified medium with uniform heat source

Natural convection flow from an isothermal vertical plate with uniform heat source embedded in a stratified medium has been discussed in this paper. The resulting momentum and energy equations of boundary layer approximation are made non-similar by introducing the usual non-similarity transformations. Numerical solutions of these equations are obtained by an implicit finite difference method for a wide range of the stratification parameter, X. The solutions are also obtained for different values of pertinent parameters, namely, the Prandtl number, Pr and the heat generation or absorption parameter, λ and are expressed in terms of the local skin-friction and local heat transfer, which are shown in the graphical form. Effect of heat generation or absorption on the streamlines and isotherms are also shown graphically for different values of λ.

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.