scholarly journals Two Simple Numerical Methods for the Free Boundary in One-Phase Stefan Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Seung Hyun Kim
Keyword(s):  
Numerical Methods ◽  
Free Boundary ◽  
Stefan Problem ◽  
Quadratic Equation ◽  
Numerical Results ◽  
Surface Temperatures ◽  
Solution Surface

We present two simple numerical methods to find the free boundary in one-phase Stefan problem. The work is motivated by the necessity for better understanding of the solution surface (temperatures) near the free boundary. We formulate a log-transform function with the unfixed and fixed free boundary that has Lipschitz character near free boundary. We solve the quadratic equation in order to locate the free boundary in a time-recursive way. We also present several numerical results which illustrate a comparison to other methods.

scholarly journals A Simple Numerical Method for Pricing an American Put Option

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Beom Jin Kim ◽  
Yong-Ki Ma ◽  
Hi Jun Choe
Keyword(s):  
Free Boundary ◽  
Numerical Method ◽  
Quadratic Equation ◽  
Numerical Results ◽  
American Put Option ◽  
Optimal Exercise Boundary ◽  
Put Option ◽  
Exercise Boundary ◽  
American Put

We present a simple numerical method to find the optimal exercise boundary in an American put option. We formulate an intermediate function with the fixed free boundary that has Lipschitz character near optimal exercise boundary. Employing it, we can easily determine the optimal exercise boundary by solving a quadratic equation in time-recursive way. We also present several numerical results which illustrate a comparison to other methods.

scholarly journals On the Two-phase Fractional Stefan Problem

2020 ◽  
Vol 20 (2) ◽  
pp. 437-458 ◽  
Author(s):  
Félix del Teso ◽  
Jørgen Endal ◽  
Juan Luis Vázquez
Keyword(s):  
Free Boundary ◽  
Stefan Problem ◽  
Free Boundary Problems ◽  
Classical Problem ◽  
Nonlocal Diffusion ◽  
Two Phase ◽  
Boundary Problems ◽  
Numerical Studies ◽  
The One ◽  
Evolution Type

AbstractThe classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing the main properties of the classical problem that are of interest to us. Then we introduce the fractional Stefan problem and develop the basic theory. After that we center our attention on selfsimilar solutions, their properties and consequences. We first discuss the results of the one-phase fractional Stefan problem, which have recently been studied by the authors. Finally, we address the theory of the two-phase fractional Stefan problem, which contains the main original contributions of this paper. Rigorous numerical studies support our results and claims.

scholarly journals Numerical methods for solving the multi-term time-fractional wave-diffusion equation

2013 ◽  
Vol 16 (1) ◽  
Author(s):  
Fawang Liu ◽  
Mark Meerschaert ◽  
Robert McGough ◽  
Pinghui Zhuang ◽  
Qingxia Liu
Keyword(s):  
Numerical Methods ◽  
Theoretical Analysis ◽  
Diffusion Equation ◽  
Fractional Derivatives ◽  
Fractional Laplacian ◽  
Numerical Results ◽  
Diffusion Equations ◽  
Time Space ◽  
Methods And Techniques ◽  
Wave Diffusion

AbstractIn this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

Observations Regarding Numerical Results Obtained by the Floquet-Method

2013 ◽  
Author(s):  
Till J. Kniffka ◽  
Horst Ecker
Keyword(s):  
Numerical Methods ◽  
Monodromy Matrix ◽  
Mathieu Equation ◽  
Numerical Results ◽  
The Other ◽  
Benchmark Problem ◽  
Stability Studies ◽  
Floquet Method ◽  
System Equations ◽  
Time Periodic

Stability studies of parametrically excited systems are frequently carried out by numerical methods. Especially for LTP-systems, several such methods are known and in practical use. This study investigates and compares two methods that are both based on Floquet’s theorem. As an introductary benchmark problem a 1-dof system is employed, which is basically a mechanical representation of the damped Mathieu-equation. The second problem to be studied in this contribution is a time-periodic 2-dof vibrational system. The system equations are transformed into a modal representation to facilitate the application and interpretation of the results obtained by different methods. Both numerical methods are similar in the sense that a monodromy matrix for the LTP-system is calculated numerically. However, one method uses the period of the parametric excitation as the interval for establishing that matrix. The other method is based on the period of the solution, which is not known exactly. Numerical results are computed by both methods and compared in order to work out how they can be applied efficiently.

scholarly journals On the pointwise jump condition at the free boundary in the 1-phase Stefan problem

2005 ◽  
Vol 4 (2) ◽  
pp. 357-366
Author(s):  
Donatella Danielli ◽  
◽  
Marianne Korten ◽  
Keyword(s):  
Free Boundary ◽  
Stefan Problem ◽  
Jump Condition

scholarly journals A PRACTICAL PERFORMANCE INDEX FOR COMPARING OF OPTIMIZATION SOFTWARE

2014 ◽  
pp. 7-12
Author(s):  
Andrea Attanasio ◽  
Patrizia Beraldi ◽  
Francesca Guerriero
Keyword(s):  
Numerical Methods ◽  
Performance Index ◽  
Relative Efficiency ◽  
Numerical Results ◽  
Optimization Software ◽  
Practical Performance

In this paper we propose a new practical performance index for ranking of numerical methods. This index may be very helpful especially when several methods are tested on a large number of instances, since it provides a concise and precise idea of the relative efficiency of a method with the respect to the others. In order to evaluate the efficiency of the proposed rule, we have applied it to the numerical results presented on previously published papers.

scholarly journals Free Interfaces at the Tips of the Cilia in the One-Dimensional Periciliary Layer

Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 1961
Author(s):  
Kanognudge Wuttanachamsri
Keyword(s):  
Mathematical Model ◽  
Exact Solution ◽  
Free Boundary ◽  
Horizontal Plane ◽  
Numerical Solutions ◽  
Numerical Results ◽  
Brinkman Equation ◽  
Average Height ◽  
Free Interface ◽  
The Mathematical Model

Cilia on the surface of ciliated cells in the respiratory system are organelles that beat forward and backward to generate metachronal waves to propel mucus out of lungs. The layer that contains the cilia, coating the interior epithelial surface of the bronchi and bronchiolesis, is called the periciliary layer (PCL). With fluid nourishment, cilia can move efficiently. The fluid in this region is named the PCL fluid and is considered to be an incompressible, viscous, Newtonian fluid. We propose there to be a free boundary at the tips of cilia underlining a gas phase while the cilia are moving forward. The Brinkman equation on a macroscopic scale, in which bundles of cilia are considered rather than individuals, with the Stefan condition was used in the PCL to determine the velocity of the PCL fluid and the height/shape of the free boundary. Regarding the numerical methods, the boundary immobilization technique was applied to immobilize the moving boundaries using coordinate transformation (working with a fixed domain). A finite element method was employed to discretize the mathematical model and a finite difference approach was applied to the Stefan problem to determine the free interface. In this study, an effective stroke is assumed to start when the cilia make a 140∘ angle to the horizontal plane and the velocitiesof cilia increase until the cilia are perpendicular to the horizontal plane. Then, the velocities of the cilia decrease until the cilia make a 40∘ angle with the horizontal plane. From the numerical results, we can see that although the velocities of the cilia increase and then decrease, the free interface at the tips of the cilia continues increasing for the full forward phase. The numerical results are verified and compared with an exact solution and experimental data from the literature. Regarding the fixed boundary, the numerical results converge to the exact solution. Regarding the free interface, the numerical solutions were compared with the average height of the PCL in non-cystic fibrosis (CF) human tissues and were in excellent agreement. This research also proposes possible values of parameters in the mathematical model in order to determine the free interface. Applications of these fluid flows include animal hair, fibers and filter pads, and rice fields.

Sign in / Sign up

Export Citation Format

Share Document