Influence of viscous dissipation on the flow and heat transfer of a Jeffrey fluid towards horizontal circular cylinder with free convection: A numerical study

This paper focuses on the numerical solution of free convection boundary layer flow past a horizontal circular cylinder in non-Newtonian Jeffrey fluid. The impact of viscous dissipation is discussed. The non-dimensional variables and non-similar transformations are implemented to transform the dimensional partial differential equations into two nonlinear partial differential equations (PDEs). Then, the implicit, unconditionally stable and well-tested Keller-box method is used to solve the PDEs by adding an extra boundary condition at infinity. The impacts of emerging parameters such as ratio of relaxation to retardation times, Deborah number, Prandtl number and Eckert number towards the quantities of physical interest are deliberated through graphical representation. The critical point for Prandtl number and ratio of relaxation to retardation times are investigated to achieve the physically acceptable solutions. It appears from this study that a rise in ratio of relaxation to retardation times tends to boost the velocity profile while declining the temperature profile. The opposite trend of graph is observed for the Deborah number where an increase in Deborah number give rise to decrement in velocity profile but increment in temperature profile. For increasing values of the Eckert number, the skin friction coefficient is found to increase while the Nusselt number is decreased. This study also reveals that for different values of Eckert number, the non-Newtonian Jeffrey fluid pronounces an effective heat transfer rate in comparison to Newtonian fluid

Nonoverlapping domain decomposition preconditioners for discontinuous Galerkin approximations of Hamilton--Jacobi--Bellman equations

We analyse a class of nonoverlapping domain decomposition preconditioners for nonsymmetric linear systems arising from discontinuous Galerkin finite element approximation of fully nonlinear Hamilton--Jacobi--Bellman (HJB) partial differential equations. These nonsymmetric linear systems are uniformly bounded and coercive with respect to a related symmetric bilinear form, that is associated to a matrix $\mathbf{A}$. In this work, we construct a nonoverlapping domain decomposition preconditioner $\mathbf{P}$, that is based on $\mathbf{A}$, and we then show that the effectiveness of the preconditioner for solving the} nonsymmetric problems can be studied in terms of the condition number $\kappa(\mathbf{P}^{-1}\mathbf{A})$. In particular, we establish the bound $\kappa(\mathbf{P}^{-1}\mathbf{A}) \lesssim 1+ p^6 H^3 /q^3 h^3$, where $H$ and $h$ are respectively the coarse and fine mesh sizes, and $q$ and $p$ are respectively the coarse and fine mesh polynomial degrees. This represents the first such result for this class of methods that explicitly accounts for the dependence of the condition number on $q$; our analysis is founded upon an original optimal order approximation result between fine and coarse discontinuous finite element spaces. Numerical experiments demonstrate the sharpness of this bound. Although the preconditioners are not robust with respect to the polynomial degree, our bounds quantify the effect of the coarse and fine space polynomial degrees. Furthermore, we show computationally that these methods are effective in practical applications to nonsymmetric, fully nonlinear HJB equations under $h$-refinement for moderate polynomial degrees

Phase description of oscillatory convection with a spatially translational mode

We formulate a theory for the phase description of oscillatory convection in a cylindrical Hele-Shaw cell that is laterally periodic. This system possesses spatial translational symmetry in the lateral direction owing to the cylindrical shape as well as temporal translational symmetry. Oscillatory convection in this system is described by a limit-torus solution that possesses two phase modes; one is a spatial phase and the other is a temporal phase. The spatial and temporal phases indicate the position and oscillation of the convection, respectively. The theory developed in this paper can be considered as a phase reduction method for limit-torus solutions in infinite-dimensional dynamical systems, namely, limit-torus solutions to partial differential equations representing oscillatory convection with a spatially translational mode. We derive the phase sensitivity functions for spatial and temporal phases; these functions quantify the phase responses of the oscillatory convection to weak perturbations applied at each spatial point. Using the phase sensitivity functions, we characterize the spatiotemporal phase responses of oscillatory convection to weak spatial stimuli and analyze the spatiotemporal phase synchronization between weakly coupled systems of oscillatory convection.Comment: 35 pages, 14 figures. Generalizes the phase description method developed in arXiv:1110.112

Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

Harmonic expansion of the effective potential in Functional Renormalization Group at finite chemical potential

In this paper we propose a method to study the Functional Renormalization Group at finite chemical potential. The method consists of mapping the FRG equations within the Fermi surface into a differential equation defined on a rectangle with zero boundary conditions. To solve this equation we use an expansion of the potential in a harmonic basis. With this method we determined the phase diagram of a simple Yukawa-type model; as expected, the bosonic fluctuations decrease the strength of the transition.Comment: 15 pages, 10 figure

Splitting and composition methods in the numerical integration of differential equations

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE can be decomposed into several pieces and each of them is integrable. This class of integrators are explicit, simple to implement and preserve structural properties of the system. In consequence, they are specially useful in geometric numerical integration. In addition, the numerical solution obtained by splitting schemes can be seen as the exact solution to a perturbed system of ODEs possessing the same geometric properties as the original system. This backward error interpretation has direct implications for the qualitative behavior of the numerical solution as well as for the error propagation along time. Closely connected with splitting integrators are composition methods. We analyze the order conditions required by a method to achieve a given order and summarize the different families of schemes one can find in the literature. Finally, we illustrate the main features of splitting and composition methods on several numerical examples arising from applications.Comment: Review paper; 56 pages, 6 figures, 8 table