Related papers: A Non-Iterative Transformation Method for Newton's…
In a transformation method, the numerical solution of a given boundary value problem is obtained by solving one or more related initial value problems. Therefore, a transformation method, like a shooting method, is an initial value method.…
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.…
In this paper we define a non-iterative transformation method for an Extended Blasius Problem. The original non-iterative transformation method, which is based on scaling invariance properties, was defined for the classical Blasius problem…
The aim of this work is to point out that the class of free boundary problems governed by second order autonomous ordinary differential equations can be transformed to initial value problems. Interest in the numerical solution of free…
The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla options that can be modelled by class of…
In this paper we apply a scaling invariance analysis to reduce a class of parabolic moving boundary problems to free boundary problems governed by ordinary differential equations. As well known free boundary problems are always non-linear…
We develop a shape-Newton method for solving generic free-boundary problems where one of the free-boundary conditions is governed by the Bernoulli equation. The Newton-like scheme is developed by employing shape derivatives in the weak…
The first contribution of this paper is the extension of the non-iterative transformation method, proposed by T\"opfer more than a century ago and defined for the numerical solution of the Blasius problem, to a Blasius problem with extended…
The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A…
In a transformation method the numerical solution of a given boundary value problem is obtained by solving one or more related initial value problems. This paper is concerned with the application of the iterative transformation method to…
In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…
This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…
In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…
In this paper, we define a non-iterative transformation method for boundary-layer flows of non-Newtonian fluids past a flat plate. The problem to be solved is an extended Blasius problem depending on a parameter. This method allows us to…
A new reformulation of a free boundary problem for the Stokes equations governing a viscous flow with overdetermined condition on the free boundary is proposed. The idea of the method is to transform the governing equations to a boundary…
In this paper, we have defined and applied a non-ITM to an extended Blasius problem describing a 2D laminar boundary-layer with power-law viscosity for Newtonian fluids. For a particular value of the parameter involved, this problem reduces…
Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…
This work is concerned with an inverse elastic scattering problem of identifying the unknown rigid obstacle embedded in an open space filled with a homogeneous and isotropic elastic medium. A Newton-type iteration method relying on the…
An iterative solution method for fully nonlinear boundary value problems governing self-similar flows with a free boundary is presented. Specifically, the method is developed for application to water entry problems, which can be studied…
Boundary value problems in ODEs arise in modelling many physical situations from microscale to mega scale. Such two-point boundary value problems (BVPs) are complex and often possess no analytical closed form solutions. So, one has to rely…