In a transformation method, the numerical solution of a given boundary value problem is obtained by solving one or more related initial value problems. Therefore, a transformation method, like a shooting method, is an initial value method. The main difference between a transformation and a shooting method is that the former is conceived and derive its formulation from the scaling invariance theory. This paper is concerned with the application of the iterative transformation method to several problems in the boundary layer theory. The iterative method is an extension of the T{ö}pfer's non-iterative algorithm developed as a simple way to solve the celebrated Blasius problem. This iterative method provides a simple numerical test for the existence and uniqueness of solutions. Here we show how the method can be applied to problems with a homogeneous boundary conditions at infinity and in particular we solve the Sakiadis problem of boundary layer theory. Moreover, we show how to couple our method with Newton's root-finder. The obtained numerical results compare well with those available in the literature. The main aim here is that any method developed for the Blasius, or the Sakiadis, problem might be extended to more challenging or interesting problems. In this context, the iterative transformation method has been recently applied to compute the normal and reverse flow solutions of Stewartson for the Falkner-Skan model [Comput. \& Fluids, {\bf 73} (2013) pp. 202-209].
In this paper, we define a non-iterative transformation method for boundary-layer flows of non-Newtonian fluids past a flat plate. The problem to be solved is an extended Blasius problem depending on a parameter. This method allows us to solve numerically the extended Blasius problem by solving a related initial value problem and then rescaling the obtained numerical solution. Therefore, it is a non-iterative initial value method. We find that our computed numerical results, for a wide range of the parameter involved, are in very good agreement with the data reported in the literature.
In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is defined on a semi-infinite interval. Using our transformation method we are able to solve the problem in point for a large range of the parameter involved. As far as the accuracy of our numerical method is concerned, for two specific values of the involved parameter, we are able to compare favorably the obtained numerical result for the so-called missing initi…
In this paper, we have defined and applied a non-ITM to an extended Blasius problem describing a 2D laminar boundary-layer with power-law viscosity for Newtonian fluids. For a particular value of the parameter involved, this problem reduces to the celebrated Blasius problem and in this particular case, our method reduces to the Töpfer non-iterative algorithm. In this case, we are able to compare favourably the obtained numerical result for the so-called missing initial condition with those available in the literature. Moreover, we have listed the computed values of the missing initial conditio…
This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their well-posedness is essential before attempting to derive an approximate solution by analytical or numerical means. Our utmost contribution in this context is the definition of a numerical test for investigating the existence and uniqueness of solutions of boundary problems defined on semi-infinite intervals. The main result is given by a theorem relating the existe…
A least-squares method for solving the hyperbolic Monge-Ampère equation with transport boundary condition is introduced. The method relies on an iterative procedure for the gradient of the solution, the so-called mapping. By formulating error functionals for the interior domain, the boundary, both separately and as linear combination, three minimization problems are solved iteratively to compute the mapping. After convergence, a fourth minimization problem, to compute the solution of the Monge-Ampère equation, is solved. The approach is based on a least-squares method for the elliptic Monge-Am…
Study of boundary conditions in the Iterative Filtering method for the decomposition of nonstationary signals
Istituto Nazionale di Alta Matematica（意大利高等数学研究所）；DISIM, Università degli Studi dell’Aquila（阿奎拉大学DISIM学院）；Gran Sasso Science Institute（格兰萨索科学研究所）；Libera Università di Bolzano（博尔扎诺自由大学）
A Finite-Volume based POD-Galerkin reduced order model is developed for fluid dynamics problems where the (time-dependent) boundary conditions are controlled using two different boundary control strategies: the lifting function method, whose aim is to obtain homogeneous basis functions for the reduced basis space and the penalty method where the boundary conditions are enforced in the reduced order model using a penalty factor. The penalty method is improved by using an iterative solver for the determination of the penalty factor rather than tuning the factor with a sensitivity analysis or num…
In this work, based on the moving-least-squares immersed boundary method, we proposed a new technique to improve the calculation of the volume force representing the body boundary. For boundary with simple geometry, we theoretically analyse the error between the desired volume force at boundary and the actual force given by the original method. The ratio between the two forces is very close to a constant. Numerical experiments reveal that for complex geometry, this ratio exhibits very narrow distribution around certain value. A spatially uniform coefficient is then introduced to correct the fo…
The first contribution of this paper is the extension of the non-iterative transformation method, proposed by Töpfer more than a century ago and defined for the numerical solution of the Blasius problem, to a Blasius problem with extended boundary conditions. This method, which makes use of the invariance of two physical parameters with respect to a scaling group of point transformation, allows us to solve numerically the Blasius problem with extended boundary conditions by solving a related initial value problem and then rescaling the obtained numerical solution. Therefore, our method is an i…
Inverse boundary value problem for the Helmholtz equation: Multi-level approach and iterative reconstruction
Politecnico di Milano（米兰理工大学）；Universita’ di Roma ”La Sapienza”（罗马第一大学）；Purdue University（普渡大学）；University of Minnesota（明尼苏达大学）；University of Vienna（维也纳大学）
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology framework that allows to enhance "stiffness resistance" capabilities of pretty much all the known numerical methods for solving two-point BVPs. The latter is demonstrated on the example of the {\it trapezoidal scheme} with the corresponding C++ source code available at \url{https://github.com/imathsoft/MathSoftDevelopment}. Results of numerical experiments are …
We use the Method of Difference Potentials (MDP) to solve a non-overlapping domain decomposition formulation of the Helmholtz equation. The MDP reduces the Helmholtz equation on each subdomain to a Calderon's boundary equation with projection on its boundary. The unknowns for the Calderon's equation are the Dirichlet and Neumann data. Coupling between neighboring subdomains is rendered by applying their respective Calderon's equations to the same data at the common interface. Solutions on individual subdomains are computed concurrently using a straightforward direct solver. We provide numerica…
A framework is developed for a robust and highly accurate numerical solution of the coupled Stokes-Darcy system in three dimensions. The domain decomposition method is based on a Dirichlet-Neumann type splitting of the interface conditions and solving separate Stokes and Darcy problems iteratively. Second kind boundary integral equations are formulated for each problem. The integral equations use a smoothing of the kernels that achieves high accuracy on the boundary, and a straightforward quadrature to discretize the integrals. Numerical results demonstrate the convergence, accuracy, and depen…
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations
Comenius University（布拉迪斯拉发大学）；Department of Applied Mathematics and Statistics, Faculty of Mathematics, Physics & Informatics, Comenius University（布拉迪斯拉发大学数学、物理与信息学院应用数学与统计系）
