A numerical finite difference study has been earned out for two dimensional radiation-natural convection interaction phenomena in a vertical circular pin located at a non-participating (i.e. transparent) fluid. The coupled conservation equations in boundary layer (continuity, momentum, and energy equations) and pin energy equation are solved simultaneously using modified box method and fully im...

In this paper a new time-stepping method for simulating systems of rigid bodies is given. Unlike methods which take an instantaneous point of view, our method is based on impulse-momentum equations, and so does not need to explicitly resolve impulsive forces. On the other hand, our method is distinct from previous impulsive methods in that it does not require explicit collision checking and it ...

An explicit/implicit domain decomposition method is applied to the time-dependent heatconduction problem in a 2-d, strongly anisotropic medium (a magnetized plasma), using a formulation of the spatial derivatives which avoids the pollution of perpendicular by parallel heat fluxes. The time-stepping at the sub-domain boundaries is done using a DuFort-Frankel scheme, which leads to a time step li...

A fully-implicit numerical method based upon adaptively refined meshes for the simulation of binary alloy solidification in 2D is presented. In addition we combine a second-order fully-implicit time discretisation scheme with variable steps size control to obtain an adaptive time and space discretisation method. The superiority of this method, compared to widely used fully-explicit methods, wit...

This paper is concerned with the solvability of implicit time-stepping methods for simulating the dynamics of multi-body systems. The standard approach is to select a time-step based on desired level of accuracy and computational efficiency of integration. Implicit methods impose an additional but often overlooked requirement that the resulting nonlinear root-finding problem is solvable and has...

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise from stochastic volatility models in option pricing. Our approach combines different high-order spatial discretisations with Hundsdorfer and Verwer’s ADI time...

In this work, we derive a goal-oriented a posteriori error estimator for the error due to time-discretization of nonlinear parabolic partial differential equations by the fractional step theta method. This time-stepping scheme is assembled by three steps of the general theta method, that also unifies simple schemes like forward and backward Euler as well as the Crank–Nicolson method. Further, b...

A block lower-upper symmetric Gauss-Seidel (BLU-SGS) implicit dual time-stepping method is developed for moving body problems with hybrid dynamic grids. To simulate flows over complex configurations, a hybrid grid method is adopted in this paper. Body-fitted quadrilateral (quad) grids are generated first near solid bodies. An adaptive Cartesian mesh is then generated to cover the entire computa...

We present a new method for the evolution of inextensible vesicles immersed in a Stokesian fluid. We use a standard boundary integral formulation for the fluid, which results in a set of nonlinear integro-differential equations for the vesicle dynamics. This dynamics is driven by hydrodynamic and elastic forces. In 2D, the elastic forces are given by the Euler-Bernoulli elasticity. Fluid-struct...