Skip to main content
Log in

Free Boundary Formulation for BVPs on a Semi-infinite Interval and Non-iterative Transformation Methods

  • Published:
Acta Applicandae Mathematicae Aims and scope Submit manuscript

Abstract

This paper is concerned with two examples on the application of the free boundary formulation to BVPs on a semi-infinite interval. In both cases we are able to provide the exact solution of both the BVP and its free boundary formulation. Therefore, these problems can be used as benchmarks for the numerical methods applied to BVPs on a semi-infinite interval and to free BVPs. Moreover, we emphasize how for two classes of free BVPs, we can define non-iterative initial value methods, whereas BVPs are usually solved iteratively. These non-iterative methods can be deduced within Lie’s group invariance theory. Then, we show how to apply the non-iterative methods to the two introduced free boundary formulations in order to obtain meaningful numerical results. Finally, we indicate several problems from the literature where our non-iterative transformation methods can be applied.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. Horwarth, L.: On the solution of the laminar boundary layer equations. Proc. R. Soc. Lond. A 164, 547–579 (1938)

    Article  Google Scholar 

  2. Goldstein, S.: Modern Developments in Fluid Dynamics. Clarendon, Oxford (1938)

    MATH  Google Scholar 

  3. Blasius, H.: Grenzschichten in Flüssigkeiten mit kleiner Reibung. Z. Math. Phys. 56, 1–37 (1908)

    Google Scholar 

  4. Fox, L.: Numerical Solution of Two-Point Boundary Value Problems in Ordinary Differential Equations. Clarendon, Oxford (1957)

    Google Scholar 

  5. Collatz, L.: The Numerical Treatment of Differential Equations, 3rd edn. Springer, Berlin (1960)

    Book  MATH  Google Scholar 

  6. Lentini, M., Keller, H.B.: The von Karman swirling flows. SIAM J. Appl. Math. 38, 52–64 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  7. de Hoog, F.R., Weiss, R.: An approximation theory for boundary value problems on infinite intervals. Computing 24, 227–239 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  8. Lentini, M., Keller, H.B.: Boundary value problems on semi-infinite intervals and their numerical solutions. SIAM J. Numer. Anal. 17, 577–604 (1980)

    Article  MATH  MathSciNet  Google Scholar 

  9. Markowich, P.A.: A theory for the approximation of solution of boundary value problems on infinite intervals. SIAM J. Math. Anal. 13, 484–513 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  10. Markowich, P.A.: Analysis of boundary value problems on infinite intervals. SIAM J. Math. Anal. 14, 11–37 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  11. Ockendon, J.R.: Free boundary formulation for BVPs on a semi-infinite interval and non-iterative transformation methods. Math. Rev. 84c:34021

  12. Beyn, W.J.: Global bifurcation and their numerical computation. In: Rossed, D., Dier, B.D., Spence, A. (eds.) Bifurcation: Numerical Techniques and Applications, pp. 169–181. Kluwer Academic, Dordrecht (1990)

    Chapter  Google Scholar 

  13. Beyn, W.J.: The numerical computation of connecting orbits in dynamical systems. IMA J. Numer. Anal. 9, 379–405 (1990)

    Article  MathSciNet  Google Scholar 

  14. Beyn, W.J.: Numerical methods for dynamical systems. In: Light, W. (ed.) Advances in Numerical Analysis, pp. 175–236. Clarendon, Oxford (1992)

    Google Scholar 

  15. Friedman, M.J., Doedel, E.J.: Numerical computation and continuation of invariant manifolds connecting fixed points. SIAM J. Numer. Anal. 28, 789–808 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  16. Bai, F., Spence, A., Stuart, A.M.: The numerical computation of heteroclinic connections in systems of gradient partial differential equations. SIAM J. Appl. Math. 53, 743–769 (1993)

    Article  MATH  MathSciNet  Google Scholar 

  17. Liu, L., Moore, G., Russell, R.D.: Computation and continuation of homoclinic and heteroclinic orbits with arclength parameterization. SIAM J. Sci. Comput. 18, 69–93 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  18. Landau, H.G.: Heat conduction in melting solid. Q. Appl. Math. 8, 81–94 (1950)

    MATH  Google Scholar 

  19. Fazio, R.: The Blasius problem formulated as a free boundary value problem. Acta Mech. 95, 1–7 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  20. Ariel, P.D.: Stagnation point flow—a free boundary value problem formulation. Int. J. Comput. Math. 49, 123–131 (1993)

    Article  MATH  Google Scholar 

  21. Fazio, R.: The Falkner-Skan equation: numerical solutions within group invariance theory. Calcolo 31, 115–124 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  22. Zhang, J., Chen, B.: An iterative method for solving the Falkner-Skan equation. Appl. Math. Comput. 210, 215–222 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  23. Zhu, S., Wu, Q., Cheng, X.: Numerical solution of the Falkner-Skan equation based on quasilinearization. Appl. Math. Comput. 215, 2472–2485 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  24. Fazio, R.: A novel approach to the numerical solution of boundary value problems on infinite intervals. SIAM J. Numer. Anal. 33, 1473–1483 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  25. Fazio, R.: A survey on free boundary identification of the truncated boundary in numerical BVPs on infinite intervals. J. Comput. Appl. Math. 140, 331–344 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  26. Fazio, R.: A free boundary approach and Keller’s box scheme for BVPs on infinite intervals. Int. J. Comput. Math. 80, 1549–1560 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  27. Grosch, C.E., Orszag, S.A.: Numerical solution of problems in unbounded regions: coordinate transforms. J. Comput. Phys. 25, 273–296 (1977)

    Article  MATH  MathSciNet  Google Scholar 

  28. Koleva, M.N.: Numerical solution of the heat equation in unbounded domains using quasi-uniform grids. In: Lirkov, I., Margenov, S., Wasniewski, J. (eds.) Large-Scale Scientific Computing. Lecture Notes in Comput. Sci., vol. 3743, pp. 509–517 (2006)

    Chapter  Google Scholar 

  29. Fazio, R., Jannelli, A.: Finite difference schemes on quasi-uniform grids for BVPs on infinite intervals. J. Comput. Appl. Math. 269, 14–23 (2014)

    Article  MATH  MathSciNet  Google Scholar 

  30. Fazio, R.: A similarity approach to the numerical solution of free boundary problems. SIAM Rev. 40, 616–635 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  31. Bluman, G.W., Cole, J.D.: Similarity Methods for Differential Equations. Springer, Berlin (1974)

    Book  MATH  Google Scholar 

  32. Bluman, G.W., Kumei, S.: Symmetries and Differential Equations. Springer, Berlin (1989)

    Book  MATH  Google Scholar 

  33. Barenblatt, G.I.: Scaling, Self-similarity and Intermediate Asymptotics. Cambridge University Press, Cambridge (1996)

    Book  MATH  Google Scholar 

  34. Dresner, L.: Applications of Lie’s Theory of Ordinary and Partial Differential Equations. Institute of Physics Publishing, London (1999)

    Book  MATH  Google Scholar 

  35. Töpfer, K.: Bemerkung zu dem Aufsatz von H. Blasius: Grenzschichten in Flüssigkeiten mit kleiner Reibung. Z. Math. Phys. 60, 397–398 (1912)

    MATH  Google Scholar 

  36. Klamkin, M.S.: On the transformation of a class of boundary value problems into initial value problems for ordinary differential equations. SIAM Rev. 4, 43–47 (1962)

    Article  MATH  MathSciNet  Google Scholar 

  37. Na, T.Y.: Transforming boundary conditions to initial conditions for ordinary differential equations. SIAM Rev. 9, 204–210 (1967)

    Article  MATH  MathSciNet  Google Scholar 

  38. Na, T.Y.: Further extension on transforming from boundary value to initial value problems. SIAM Rev. 20, 85–87 (1968)

    Article  MathSciNet  Google Scholar 

  39. Fazio, R., Evans, D.J.: Similarity and numerical analysis for free boundary value problems. Int. J. Comput. Math. 31, 215–220 (1990). 39, 249 (1991)

    Article  Google Scholar 

  40. Fazio, R.: Normal variables transformation method applied to free boundary value problems. Int. J. Comput. Math. 37, 189–199 (1990)

    Article  MATH  Google Scholar 

  41. Fazio, R., Iacono, S.: On the translation groups and non-iterative transformation methods. In: De Bernardis, E., Spligher, R., Valenti, V. (eds.) Applied and Industrial Mathematics in Italy III, pp. 331–340. World Scientific, Singapore (2010)

    Chapter  Google Scholar 

  42. Fazio, R.: A moving boundary hyperbolic problem for a stress impact in a bar of rate-type material. Wave Motion 16, 299–305 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  43. Fox, V.G., Erickson, L.E., Fan, L.I.: The laminar boundary layer on a moving continuous flat sheet in a non-Newtonian fluid. AIChE J. 15, 327–333 (1969)

    Article  Google Scholar 

  44. Meyer, G.H.: Initial Value Methods for Boundary Value Problems; Theory and Application of Invariant Imbedding. Academic Press, New York (1973)

    MATH  Google Scholar 

  45. Na, T.Y.: Computational Methods in Engineering Boundary Value Problems. Academic Press, New York (1979)

    MATH  Google Scholar 

  46. Sachdev, P.L.: Nonlinear Ordinary Differential Equations and Their Applications. Dekker, New York (1991)

    MATH  Google Scholar 

  47. Seshadri, R., Na, T.Y.: Group Invariance in Engineering Boundary Value Problems. Springer, New York (1985)

    Book  MATH  Google Scholar 

  48. Birkhoff, G.: Hydrodynamics: A Study on Logic, Fact and Similitude, Princeton University Press, Princeton (1950). 2nd edn. (1960)

    Google Scholar 

  49. Na, T.Y.: An initial value method for the solution of a class of nonlinear equations in fluid mechanics. J. Basic Eng. Trans. ASME 92, 503–509 (1970)

    Article  Google Scholar 

  50. Fazio, R.: The Falkner-Skan equation: numerical solutions within group invariance theory. Calcolo 31, 115–124 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  51. Fazio, R.: Numerical transformation methods: a constructive approach. J. Comput. Appl. Math. 50, 299–303 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  52. Countryman, M., Kannan, R.: A class of nonlinear boundary value problems on the half line. Comput. Math. Appl. 28, 121–130 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  53. Ascher, U.M., Russell, R.D.: Reformulation of boundary value problems into “standard” form. SIAM Rev. 23, 238–254 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  54. Runge, C.: Ueber die numerische Auflösung von Differentialgleichungen. Math. Ann. 46, 167–178 (1895)

    Article  MATH  MathSciNet  Google Scholar 

  55. Kutta, M.W.: Beitrag zur näherungweisen Integration totaler Differentialgleichungen. Z. Math. Phys. 46, 435–453 (1901)

    MATH  Google Scholar 

  56. Butcher, J.C.: Numerical Methods for Ordinary Differential Equations. Wiley, Chichester (2003)

    Book  MATH  Google Scholar 

  57. Seshadri, R., Na, T.Y.: Invariant solution for nonlinear viscoplastic impact. Indag. Math. 25, 37–44 (1975)

    MATH  MathSciNet  Google Scholar 

  58. Dresner, L.: Similarity Solutions of Non-linear Partial Differential Equations. Research Notes in Math., vol. 88. Pitman, London (1983)

    Google Scholar 

  59. Fazio, R.: Numerical length estimation for tubular flow reactors. J. Comput. Appl. Math. 41, 313–321 (1992)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgements

This work was partially supported by GNCS of INDAM and by University of Messina.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Riccardo Fazio.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Fazio, R. Free Boundary Formulation for BVPs on a Semi-infinite Interval and Non-iterative Transformation Methods. Acta Appl Math 140, 27–42 (2015). https://doi.org/10.1007/s10440-014-9977-x

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10440-014-9977-x

Keywords

Mathematics Subject Classification

Navigation