Riccardo Fazio

Riccardo Fazio, Alessandra Jannelli

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform grids. We use a special quasi-uniform mesh in order to improve the numerical accuracy of the classical discrete fractional formula for the Caputo derivative. The stability and the convergence of the method are discussed. The error estimates established for a quasi-uniform grid and a uniform one are reported to support the theoretical results. Numerical experiments are carried out to demonstrate the effectiveness of the method.

Riccardo Fazio, Alessandra Jannelli

The classical numerical treatment of boundary value problems defined on infinite intervals is to replace the boundary conditions at infinity by suitable boundary conditions at a finite point, the so-called truncated boundary. A truncated boundary allowing for a satisfactory accuracy of the numerical solution has to be determined by trial and errors and this seems to be the weakest point of the classical approach. On the other hand, the free boundary approach overcomes the need for a priori definition of the truncated boundary. In fact, in a free boundary formulation the unknown free boundary can be identified with a truncated boundary and being unknown it has to be found as part of the solution. In this paper we consider a different way to overcome the introduction of a truncated boundary, namely finite differences schemes defined on quasi-uniform grids. A quasi-uniform grid allows us to describe the infinite domain by a finite number of intervals. The last node of such grid is placed on infinity so right boundary conditions are taken into account exactly. We apply the proposed approach to the Falkner-Skan model and to a problem of interest in foundation engineering. The obtained numerical results are found in good agreement with those available in literature. Moreover, we provide a simple way to improve the accuracy of the numerical results using Richardson's extrapolation. Finally, we indicate a possible way to extend the proposed approach to boundary value problems defined on the whole real line.

Riccardo Fazio

In this paper, we review the so-called Töpfer algorithm that allows us to find a non-iterative numerical solution of the Blasius problem, by solving a related initial value problem and applying a scaling transformation. Moreover, we remark that the applicability of this algorithm can be extended to any given problem, provided that the governing equation and the initial conditions are invariant under a scaling group of point transformations and that the asymptotic boundary condition is non-homogeneous. Then, we describe an iterative extension of Töpfer's algorithm that can be applied to a general class of problems. Finally, we solve the Falkner-Skan model, for values of the parameter where multiple solutions are admitted, and report original numerical results, in particular data related to the famous reverse flow solutions by Stewartson. The numerical data obtained by the extended algorithm are in good agreement with those obtained in previous studies.

Riccardo Fazio

We define a non-iterative transformation method for Blasius equation with moving wall or surface gasification. The defined method allows us to deal with classes of problems in boundary layer theory that, depending on a parameter, admit multiple or no solutions. This approach is particularly convenient when the main interest is on the behaviour of the considered models with respect to the involved parameter. The obtained numerical results are found to be in good agreement with those available in literature.

Riccardo Fazio

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 and, consequently, their numerical solution is often obtained iteratively. Among the numerical methods, developed for the numerical solution of this kind of problems, we focus on the iterative transformation method that has been defined within scaling invariance theory. Then, as illustrative examples, we solve two problems of interest in the applications. The obtained numerical results are found in good agreement with exact or approximate ones.

Riccardo Fazio, Alessandra Jannelli

In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how Richardson's extrapolation can be used to improve the numerical solution involving the order of accuracy and numerical solutions from two nested quasi-uniform grids. A benchmark problem is examined for which the exact solution is known and we get the following result: if the round-off error is negligible and the grids are sufficiently fine then the Richardson's error estimate gives an upper bound of the global error.

Riccardo Fazio

In this paper we present a MATLAB version of a non-standard finite difference scheme for the numerical solution of the perpetual American put option models of financial markets. These models can be derived from the celebrated Black-Scholes models letting the time goes to infinity. The considered problem is a free boundary problem defined on a semi-infinite interval, so that it is a non-linear problem complicated by a boundary condition at infinity. By using non-uniform maps, we show how it is possible to apply the boundary condition at infinity exactly. Moreover, we define a posteriori error estimator that is based on Richardson's classical extrapolation theory. Our finite difference scheme and error estimator are favourably tested for a simple problem with a known exact analytical solution.

Riccardo Fazio

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 the Sakiadis problem. This method is an extension of the Toepfer's non-iterative algorithm developed as a simple way to solve the celebrated Blasius problem. As shown by this author [Appl. Anal., 66 (1997) pp. 89-100] the method provides a simple numerical test for the existence and uniqueness of solutions. Here we show how the method can be applied to problems with a homogeneous boundary conditions at infinity and in particular we solve the Sakiadis problem of boundary layer theory. Moreover, we show how to couple our method with Newton's root-finder. The obtained numerical results compare well with those available in literature. The main aim here is that any method developed for the Blasius, or the Sakiadis, problem might be extended to more challenging or interesting problems. In this context, the iterative transformation method has been recently applied to compute the normal and reverse flow solutions of Stewartson for the Falkner-Skan model [Comput. & Fluids, 73 (2013) pp. 202-209].