Solution of the Falkner–Skan equation by recursive evaluation of Taylor coefficients

We present a computational method for the solution of the third-order boundary value problem characterized by the well-known Falkner–Skan equation on a semi-infinite domain. Numerical treatments of this problem reported in the literature thus far are based on shooting and finite differences. While maintaining the simplicity of the shooting approach, the method presented in this paper uses a technique known as automatic differentiation, which is neither numerical nor symbolic. Using automatic differentiation, a Taylor series solution is constructed for the initial value problems by calculating the Taylor coefficients recursively. The effectiveness of the method is illustrated by applying it successfully to various instances of the Falkner–Skan equation.     

Numerical solution of the momentum and heat transfer equations for a hydromagnetic flow due to a stretching sheet of a non-uniform property micropolar liquid

A study of the hydromagnetic flow due to a stretching sheet and heat transfer in an incompressible micropolar liquid is made. Temperature-dependent thermal conductivity and a non-uniform heat source/sink render the problem analytically intractable and hence a numerical study is made using the shooting method based on Runge-Kutta and Newton-Raphson methods. The two problems of horizontal and vertical stretching are considered to implement the numerical method. The former problem involves one-way coupling between linear momentum and heat transport equations and the latter involves two-way coupling. Further, both the problems involve two-way coupling between the non-linear equations of conservation of linear and angular momentums. A similarity transformation arrived at for the problem using the Lie group method facilitates the reduction of coupled, non-linear partial differential equations into coupled, non-linear ordinary differential equations. The algorithm for solving the resulting coupled, two-point, non-linear boundary value problem is presented in great detail in the paper. Extensive computation on velocity and temperature profiles is presented for a wide range of values of the parameters, for prescribed surface temperature (PST) and prescribed heat flux (PHF) boundary conditions.     

Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems

A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article.     

Spectral corrections for Sturm–Liouville problems

The numerical solution of the Sturm–Liouville problem can be achieved using shooting to obtain an eigenvalue approximation as a solution of a suitable nonlinear equation and then computing the corresponding eigenfunction. In this paper we use the shooting method both for eigenvalues and eigenfunctions. In integrating the corresponding initial value problems we resort to the boundary value method. The technique proposed seems to be well suited to supplying a general formula for the global discretization error of the eigenfunctions depending on the discretization errors arising from the numerical integration of the initial value problems. A technique to estimate the eigenvalue errors is also suggested, and seems to be particularly effective for the higher-index eigenvalues. Numerical experiments on some classical Sturm–Liouville problems are presented.     

A collocation-shooting method for solving fractional boundary value problems

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley–Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.     

Hunting for homoclinic orbits in reversible systems: A shooting technique

A dynamical system is said to be reversible if there is an involution of phase space that reverses the direction of the flow. Examples are Hamiltonian systems with quadratic potential energy. In such systems, homoclinic orbits that are invariant under the reversible transformation are typically not destroyed as a parameter is varied. A strategy is proposed for the direct numerical approximation to paths of such homoclinic orbits, exploiting the special properties of reversible systems. This strategy incorporates continuation using a simplification of known methods and a shooting approach, based on Newton's method, to compute starting solutions for continuation. For Hamiltonian systems, the shooting uses symplectic numerical integration. Strategies are discussed for obtaining initial guesses for the unknown parameters in Newton's method. An example system, for which there is an infinity of symmetric homoclinic orbits, is used to test the numerical techniques. It is illustrated how the orbits can be systematically located and followed. Excellent agreement is found between theory and numerics.This paper is presented as an outcome of the LMS Durham Symposium convened by Professor C.T.H. Baker on 4–14 July 1992 with support from the SERC under grant reference number GR/H03964.     

Numerical Continuation of Hamiltonian Relative Periodic Orbits

The bifurcation theory and numerics of periodic orbits of general dynamical systems is well developed, and in recent years, there has been rapid progress in the development of a bifurcation theory for dynamical systems with structure, such as symmetry or symplecticity. But as yet, there are few results on the numerical computation of those bifurcations. The methods we present in this paper are a first step toward a systematic numerical analysis of generic bifurcations of Hamiltonian symmetric periodic orbits and relative periodic orbits (RPOs). First, we show how to numerically exploit spatio-temporal symmetries of Hamiltonian periodic orbits. Then we describe a general method for the numerical computation of RPOs persisting from periodic orbits in a symmetry breaking bifurcation. Finally, we present an algorithm for the numerical continuation of non-degenerate Hamiltonian relative periodic orbits with regular drift-momentum pair. Our path following algorithm is based on a multiple shooting algorithm for the numerical computation of periodic orbits via an adaptive Poincaré section and a tangential continuation method with implicit reparametrization. We apply our methods to continue the famous figure eight choreography of the three-body system. We find a relative period doubling bifurcation of the planar rotating eight family and compute the rotating choreographies bifurcating from it.      

Computation of Travelling Combustion Waves in a Porous Medium

Numerical solutions for travelling combustion waves in a porous medium are sought. The algorithm of computation is based on a shooting method used in an existence proof. The numerical result suggests that there is a limit for the inlet gas velocity below which no travelling wave solution can be constructed.     

A Shooting Algorithm for Optimal Control Problems with Singular Arcs

In this article, we propose a shooting algorithm for a class of optimal control problems for which all control variables appear linearly. The shooting system has, in the general case, more equations than unknowns and the Gauss–Newton method is used to compute a zero of the shooting function. This shooting algorithm is locally quadratically convergent, if the derivative of the shooting function is one-to-one at the solution. The main result of this paper is to show that the latter holds whenever a sufficient condition for weak optimality is satisfied. We note that this condition is very close to a second order necessary condition. For the case when the shooting system can be reduced to one having the same number of unknowns and equations (square system), we prove that the mentioned sufficient condition guarantees the stability of the optimal solution under small perturbations and the invertibility of the Jacobian matrix of the shooting function associated with the perturbed problem. We present numerical tests that validate our method.     

Unitary rotation of square-pixellated images

The unitary rotation of square-pixellated images is based on the finite su(2)-oscillator model, which describes systems whose values for position, momentum and energy, are discrete and finite. In a two-dimensional position space, this allows the construction of angular momentum states, orthonormal and complete, for which rotations are defined as multiplication by phases that carry the rotation angle. The decomposition of a digital square images in terms of these angular momentum states determines a unitary (hence invertible) rotation of the image, whose kernel can be computed as a four-dimensional array of real numbers.     

Mixed convection magnetohydrodynamic heat and mass transfer past a stretching surface in a micropolar fluid-saturated porous medium under the influence of Ohmic heating,Soret and Dufour effects

A numerical model is developed to examine the combined effects of Soret and Dufour on mixed convection magnetohydrodynamic heat and mass transfer in micropolar fluid-saturated Darcian porous medium in the presence of thermal radiation, non-uniform heat source/sink and Ohmic dissipation. The governing boundary layer equations for momentum, angular momentum (microrotation), energy and species transfer are transformed to a set of non-linear ordinary differential equations by using similarity solutions which are then solved numerically based on shooting algorithm with Runge–Kutta–Fehlberg integration scheme over the entire range of physical parameters with appropriate boundary conditions. The influence of Darcy number, Prandtl number, Schmidt number, Soret number and Dufour number, magnetic parameter, local thermal Grashof number and local solutal Grashof number on velocity, temperature and concentration fields are studied graphically. Finally, the effects of related physical parameters on local Skin-friction, local Nusselt number and local Sherwood number are also studied. Results showed that the fields were influenced appreciably by the Soret and Dufour effects, thermal radiation and magnetic field, etc.     

Numerical Method for Singularly Perturbed Third Order Ordinary Differential Equations of Convection-Diffusion Type

In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of convection-diffusion type of third order Ordinary Differential Equations (ODEs) in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. In order to get a numerical solution for the derivative of the solution, the domain is divided into two regions namely inner region and outer region. The shooting method is applied to the inner region while standard finite difference scheme (FD) is applied for the outer region. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing.     

Combined effects of non-uniform heat source/sink and thermal radiation on heat transfer over an unsteady stretching permeable surface

The present paper is concerned with the study of flow and heat transfer characteristics in the unsteady laminar boundary layer flow of an incompressible viscous fluid over continuously stretching permeable surface in the presence of a non-uniform heat source/sink and thermal radiation. The unsteadiness in the flow and temperature fields is because of the time-dependent stretching velocity and surface temperature. Similarity transformations are used to convert the governing time-dependent nonlinear boundary layer equations for momentum and thermal energy are reduced to a system of nonlinear ordinary differential equations containing Prandtl number, non-uniform heat source/sink parameter, thermal radiation and unsteadiness parameter with appropriate boundary conditions. These equations are solved numerically by applying shooting method using Runge–Kutta–Fehlberg method. Comparison of numerical results is made with the earlier published results under limiting cases. The effects of the unsteadiness parameter, thermal radiation, suction/injection parameter, non-uniform heat source/sink parameter on flow and heat transfer characteristics as well as on the local Nusselt number are shown graphically.     

The Lie-Group Shooting Method for Solving Multi-dimensional Nonlinear Boundary Value Problems

This paper presents a Lie-group shooting method for the numerical solutions of multi-dimensional nonlinear boundary-value problems, which may exhibit multiple solutions. The Lie-group shooting method is a powerful technique to search unknown initial conditions through a single parameter, which is determined by matching the multiple targets through a minimum of an appropriately defined measure of the mis-matching error to target equations. Several numerical examples are examined to show that the novel approach is highly efficient and accurate. The number of solutions can be identified in advance, and all possible solutions can be numerically integrated by using the fourth-order Runge–Kutta method. We also apply the Lie-group shooting method to a numerical solution of an optimal control problem of the Duffing oscillator.     

Analysis of unsteady stagnation‐point flow over a shrinking sheet and solving the equation with rational Chebyshev functions

This paper investigates the nonlinear boundary value problem, resulting from the exact reduction of the Navier–Stokes equations for unsteady laminar boundary layer flow caused by a stretching surface in a quiescent viscous incompressible fluid. We prove existence of solutions for all values of the relevant parameters and provide unique results in the case of a monotonic solution. The results are obtained using a topological shooting argument, which varies a parameter related to the axial shear stress. To solve this equation, a numerical method is proposed based on a rational Chebyshev functions spectral method. Using the operational matrices of derivative, we reduced the problem to a set of algebraic equations. We also compare this work with some other numerical results and present a solution that proves to be highly accurate. Copyright © 2016 John Wiley & Sons, Ltd.     

An efficient algorithm for the computation of the metric average of two intersecting convex polygons, with application to morphing

Motivated by the method for the reconstruction of 3D objects from a set of parallel cross sections, based on the binary operation between 2D sets termed “metric average”, we developed an algorithm for the computation of the metric average between two intersecting convex polygons in 2D. For two 1D sets there is an algorithm for the computation of the metric average, with linear time in the number of intervals in the two 1D sets. The proposed algorithm has linear computation time in the number of vertices of the two polygons. As an application of this algorithm, a new technique for morphing between two convex polygons is developed. The new algorithm performs morphing in a non-intuitive way.     

Piecewise-Linear Pathways to the Optimal Solution Set in Linear Programming

An optimal control problem with four linear controls describing a sophisticated concern model is investigated. The numerical solution of this problem by combination of a direct collocation and an indirect multiple shooting method is presented and discussed. The approximation provided by the direct method is used to estimate the switching structure caused by the four controls occurring linearly. The optimal controls have bang-bang subarcs as well as constrained and singular subarcs. The derivation of necessary conditions from optimal control theory is aimed at the subsequent application of an indirect multiple shooting method but is also interesting from a mathematical point of view. Due to the linear occurrence of the controls, the minimum principle leads to a linear programming problem. Therefore, the Karush–Kuhn–Tucker conditions can be used for an optimality check of the solution obtained by the indirect method.     

A Taylor series method for the numerical solution of two-point boundary value problems

Summary For the numerical solution of two-point boundary value problems a shooting algorithm based on a Taylor series method is developed. Series coefficients are generated automatically by recurrence formulas. The performance of the algorithm is demonstrated by solving six problems arising in nonlinear shell theory, chemistry and superconductivity.     

Numerische Behandlung von Verzweigungsproblemen bei gewöhnlichen Differentialgleichungen

Summary We present a new method for the numerical solution of bifurcation problems for ordinary differential equations. It is based on a modification of the classical Ljapunov-Schmidt-theory. We transform the problem of determining the nontrivial branch bifurcating from the trivial solution into the problem of solving regular nonlinear boundary value problems, which can be treated numerically by standard methods (multiple shooting, difference methods).