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# An iterative method for solving the Falkner-Skan equation

## Jiawei Zhang Binghe Chen

Department of Mathematics, Zhejiang University Hangzhou, Zhejiang 310027, China

Abstract
We propose a new iterative method to solve the boundary value problems (BVPs) of the Falkner-Skan equation over a semi-innite interval. In our approach, we use the free boundary formulation to truncate the semi-innite interval into a nite one. Then we use the shooting method to transform the BVP into initial value problems (IVPs). In order to nd the shooting angle and the unknown free boundary, a modication of the classical Newtons method is used where the Jacobian matrix can be accurately obtained by solving another two IVPs. To illustrate the eectiveness of our method, we compare our numerical results with those obtained by previous methods under various instances of the Falkner-Skan equation. Keywords: Nonlinear boundary value problems; Semi-innite intervals; Newtons method; Shooting; Free boundary formulation.

1 Introduction
Finding the numerical solution of nonlinear BVPs on innite intervals is one of the problems attracting many scientists. The nonlinear third-order Falkner-Skan equation is a famous example of the BVPs on innite intervals arisen in many branches of sciences, e.g. applied mathematics, physics, uid dynamics and biology. We are to solve the following Falkner-Skan equation d3 f d2 f df + 0 f 2 + 1 3 d d d with the boundary condition f = 0,
Email:

= 0,

0 < < ,

(1)

at = 0,

(2)

jiaweiz@ZJU.edu.cn

df = 0, d df = 1, d

at = 0,

(3)

at ,

(4)

in which 0 and are constants. Current numerical methods are mainly based on shooting , nite dierences , nite elements , and the Adomian decomposition method . In this paper, we aim at providing an easy and ecient method based on shooting and the free boundary formulation , where the shooting are carried out by Newtons method.

## 2 The numerical method

First of all, we replace the boundary condition at innite (4) with a free boundary condition as Asaithambi did in : df = 1, d d2 f = 0, d2 at = , (5)

at = ,

(6)

in which is the unknown free boundary (truncated boundary). Then the original problem (1)(4) becomes the free boundary problem (1)(3), (5) and (6) dened on a nite interval, where is to be determined as a part of the solution. Then, a shooting algorithm is used to nd the solution of the boundary value problem (1)(3), (5) and (6). We add another initial value condition at = 0 d2 f = , d2 at = 0. (7)

We will use Runge-Kutta method repeatedly for the solution of the IVP represented by (1)(3) and (7) until we nd the and such that the two conditions (5) and (6) are satised. The problem now is how to realize the shooting. Since the asymptotic boundary conditions (5) and (6) are dened on the free boundary that is varied throughout the computations, it is hard to solve (1)(3) and (5)(7) directly. In order to overcome this diculty, we simplify the original problem by coordinate transformation and changing of variables as Asaithambi did in , but we will use Newtons method to update and , where the Jacobian matrix needed for Newtons iteration can be computed accurately. More specically, the Jacobian matrix is computed by solving another two IVPs which are obtained by dierentiating the equations (1)(3) and (7) with respect to and respectively.

2.1
Let

Coordinate transformation
= , (8)

then (1) becomes 1 1 df 1 d3 f d2 f + 2 0 f 2 + 1 2 3 d 3 d d And the boundary conditions (2) and (3) become f = 0, df = 0, d at = 0, at = 0, (10) (11)
2

= 0,

0 < < 1.

(9)

the asymptotic boundary conditions (5), (6) and the initial value condition (7) become df = , d d2 f = 0, d2 d2 f = 2 , d2 at = 1, (12)

at = 1,

(13)

at = 0.

(14)

After the transformation, the original interval [0, ] that keeps changing during computations becomes a xed interval [0, 1].

2.2

Change of variables

In order to use Runge-Kutta method to solve the IVPs arisen during the shooting process, we transform the original third-order equation (9) into a system of rst-order equations. Let u= (9) becomes df d = u, du 0 < < 1. d = v, dv = [0 f v + (1 u2 )], d 3 1 df , d v= 1 d2 f , 2 d2 (15)

(16)

The initial conditions (10), (11) and (14) become f (0) = 0, u(0) = 0, v(0) = . (17)

The boundary conditions (12) and (13) become u(1) = 1, v(1) = 0. (18)

2.3

## Shooting Newtons method

Given , , we can solve the IVP represented by (16) and (17) by an explicit RungeKutta (4,5) formula, the Dormand-Prince pair. In this way, we obtain u(1) and v(1). However, our interest is: how to nd and such that (18) is satised? Only when we accurately obtain these two values, the Fakner-Skan equation is solved. Let p(, ) = u(1; , ) 1, q(, ) = v(1; , ), (19) (20)

in which u(1; , ) and v(1; , ) represents the values of u and v at = 1 respectively, which are parts of the solution of the IVP represented by (16) and (17). For convenience, let F(, ) = p(, ) . q(, ) (21)

Hence to solve the Falkner-Skan equation is to determine and satisfying F(, ) = 0. (22)

We will use Newtons method to solve this system of nonlinear equations. The classical Newtons iteration for solving and is k k k F ( , ) k k k = F( , ), k+1 k k k+1 = k + , k 0 = , 0 = ( ) ,
0 0

k = 0, 1,

(23)

where 0 and ( )0 are initial values, and F is the Jacobian matrix of F: F (, ) = p(, )/ p(, )/ . q(, )/ q(, )/ (24)

Because p(, ) and q(, ) can not be explicitly represented, in order to nd p/, p/ , q/ and q/ , we need to solve another two IVPs we nd the partial derivatives of (16) and (17) with respect to : u d f d = , d u v 0 < < 1, (25) d = , d v v u f d = 0 v + f 2u , f (0) = 0, u (0) = 0, v (0) = 1; (26)

## then, with respect to : d f u d = u + , d u v = v + , d d v = 0 f v + (1 u2 ) d u f v 2u , v+ f 0 f (0) = 0, u (0) = 0,

0 < < 1,

(27)

v (0) = 0.

(28)

Runge-Kutta method is used again to solve the above two IVPs. Please note that, in (25) and (27), the values of f , u and v on [0, 1] have already been computed when solving the IVP represented by (16) and (17). (For values which are not on the nodes in Runge-Kuttas method, linear interpolation is used.) In this way, we obtain F (, ) = u(, )/ u(, )/ . v(, )/ v(, )/

At this point, we can clearly see the framework of our purposed shooting based on Newtons method: 1. Given the initial values of and . 2. Solve the three IVPs: (16)(17), (25)(26) and (27)(28) using an explicit RungeKutta (4,5) formula, the Dormand-Prince pair. Thus obtain F and F . 3. Compute and by Newtons iteration (23). 4. Go back to Step 2, until Newtons iteration converges (when |p|, |q| are less than presumed stopping conditions 1 and 2 ). 5

2.4

## A modication of Newtons method

It is disappointing that the above algorithm fails to converge. In the very beginning, and move toward the correct values. But after several iterations, the condition number of the Jacobian matrix F becomes very large. After certain iteration, and jump away from the correct values. Eventually, the iteration fails to converge. However, we also notice that, compared to the truncated boundary (the free boundary) , the shooting process is more sensitive to the shooting angle . This is easy to understand because a change in the initial value directly inuences the boundary values of u and v at = 1; But on the other hand, the truncated boundary has a less impact on the solution. With this in mind, we decide to make a modication to the classical Newtons method: each time before the two-dimensional Newtons iteration (23), we will update (x ) until it satises certain accuracy, i.e. p(k , k ) (n) k = p(k , k ), (n) (n) n = 0, 1, (29) k (n+1) = k + k , (n) (n) k = k ,
(0)

Numerical experiments indicate that this modied version can converge successfully.

2.5

Algorithm

We are now ready to present the algorithm of our method: Algorithm 1 The numerical method for solving the BVP of the Falkner-Skan equation on a semi-innite interval 1. Input the initial values 0 and ( )0 , and the stopping conditions 1 and 2 . 2. k 0; Repeat Step 37, until |p(k , k )| < 1 , |q(k , k )| < 2 . 3. n 0; Repeat Step 45, until |p(k , k )| < 1 ; k k . (n) (n) 4. Solve the two IVPs represented by (16)(17) and (25)(26) respectively using an explicit Runge-Kutta (4,5) formula, the Dormand-Prince pair. p(k , k ) and (n) p(k , k )/ are obtained. (n) 5. Compute k and k (n) (n+1) by 1-D Newtons iteration (29); n n + 1.

6. Solve the IVP represented by (27)(28) using an explicit Runge-Kutta (4,5) formula, the Dormand-Prince pair. With the results obtained from Step 4, F(k , k ) and F (k , k ) are obtained. 7. Compute k+1 k and k+1 by 2-D Newtons iteration (23); k k k + 1.

3 Numerical Results
the Falkner-Skan equation has two coecients 0 and . If 0 = 1/2, = 0, it is called Blasius equation; if 0 = 1, = 0.5, it describes Homann axisymmetric stagnation ow; if 0 = 1, = 1, it describes Hiemenz ow; if 0 = 2, = 1, it represents the problem of Homann, describing the steady ow in the boundary layer along a surface of revolution near the foreard stagnation point. Sometimes, the Falkner-Skan equation specically refers to 0 = 1. In this part, we will present our numerical results corresponding to various instances mentioned above. Table 1 and Table 2 illustrate the eect of the stopping condition on the accuracy of the solution. Table 36 list the numerical results corresponding to several instances of the Falkner-Skan equation. We also plot in Figure 14 the solution curves of the Falkner-Skan equation. Comparisons between our numerical results and those reported in previous literature ,  are provided in Table 1, Table 3 and Table 5, which clearly show that our results are in excellent accordance with existed ones.

3.1
3.1.1

Numerical examples
Blasius equation

In Table 1 and Table 2, the numerical results for Blasius equation (0 = 1/2, = 0) are listed. The results are obtained using: 1 = 1010 , 0 = 0.5, = 0, 0 = 1, ( )0 = 1. Table 1: The eect of 2 on the accuracy of the solution of the Blasius equation 2 103 105 107 109 1011 (present) 0.332 0.33206 0.3320573 0.332057336 0.33205733621 (present) 6.61336 8.09704 9.52948 10.75063 11.59506  0.332 0.33206 0.3320573 0.332057336 0.33205733629  0.332 0.33205 0.3320573 0.332057336 0.33205733663  6.67984 8.18467 9.38665 10.57641 11.68904

In order to illustrate the eect of 2 on accuracy, dierent values of 2 are used. Fixing 1 = 1010 , the accuracy of the numerical solution improves as 2 becomes smaller. This is because 2 determines the error bound of the asymptotic boundary condition v(1) = 0. 3.1.2 Several instances when 0 = 1

We give below the numerical results corresponding to dierent [0.1988, ) when 0 = 1. As Rogers  pointed out, the initial value ( )0 should be small when is large. Otherwise, the iteration may not converge.

Table 2: The solutions of Blasius equation at = corresponding to dierent stopping condition 2 2 103 105 107 109 1011 f ( ) 4.8940209 6.3762748 7.8086963 9.0298507 9.8742794
df d ( ) d2 f ( ) d2

## 0.0006243 0.0000095 0.0000001 0.0000000 0.0000000

Table 3, Table 4 and Figure 1 give the results for using: 1 = 1010 , 2 = 106 , 0 = 1, ( )0 = 0.1.

## 10. The results are obtained

Table 3: Computed , corresponding to dierent [10, ) when 0 = 1 40 30 20 15 10 (present) 7.314785 6.338208 5.180718 4.491486 3.675234 (present) 1.887246 2.136413 2.502954 2.784041 3.203177  7.314785 6.338209 5.180718 4.491487 3.675234  7.314785 6.338208 5.180718 4.491487 3.675234  1.37 1.54 1.83 2.50 2.39

Table 4: The values of the solution at = corresponding to dierent [10, ) when 0 = 1 40 30 20 15 10 f ( ) 1.764846 1.995343 2.330821 2.586013 2.962406
df d ( ) d2 f ( ) d2

## 0.000000 0.000000 0.000000 0.000001 0.000001

Table 5, Table 6, Figure 2 and Figure 3 give the results for < 10. The results are obtained using: 1 = 1010 , 2 = 106 , 0 = 1, ( )0 = 1.

## 1 0.8 df/d 0.6 0.4 0.2 0 0

= 40 = 30 = 20 = 10

0.2

0.4

0.6

0.8

1.2

1.4

1.6

Figure 1: The velocity prole corresponding to dierent [10, ) when 0 = 1 Table 5: Computed , corresponding to dierent [0.1988, 10) when 0 = 1 2.0000 1.0000 0.5000 0.0000 0.1000 0.1500 0.1800 0.1988 (present) 1.687218 1.232587 0.927680 0.469600 0.319270 0.216362 0.128636 0.005222 (present) 4.730224 5.208570 5.787191 6.464079 6.755880 6.990262 7.246969 7.711053  1.687218 1.232589 0.927680 0.469600 0.319270 0.216361 0.128637 0.005225  1.687218 1.232588 0.927680 0.469600 0.319270 0.216362 0.128637 0.005226  3.67 4.30 4.55 5.29 5.56 5.79 6.03 6.68

3.1.3

## The problem of Homann

Our method is also applicable to the problem of Homann (0 = 2, = 1). With 1 = 1010 , 2 = 1010 , 0 = 1, ( )0 = 0.1, we obtain = 1.3119376939, = 5.1842771023. The solution curves are plotted in Figure 4. The result computed by Asaithambi  is = 1.3119377173.

Table 6: The values of the solution at = corresponding to dierent [0.1988, 10) when 0 = 1 2.0000 1.0000 0.5000 0.0000 0.1000 0.1500 0.1800 0.1988 f ( ) 4.232790 4.560670 4.982643 5.247298 5.313184 5.343293 5.375395 5.378092
df d ( ) d2 f ( ) d2

0.5

1.5

2.5

3.5

4.5

## Figure 2: The velocity prole corresponding to dierent [0, 2] when 0 = 1

3.2

Error control

The error bound of the asymptotic boundary conditions u(1) = 1 and v(1) = 0 are determined by 1 and 2 respectively. In addition, in the inner iteration (29) for , the accuracy of the computed is also determined by 1 . Thus, we can improve the accuracy of the numerical solution by choosing smaller values of 1 and 2 . Please note that error also occurs when solving the IVPs during the shooting process. In numerical computation, we need to use smaller relative error bound and ab-

10

0.5

1.5

2.5

3.5

4.5

5.5

## Figure 3: The velocity prole corresponding to dierent [0.1988, 0) when 0 = 1

5 f df/d d f/d
2 2

0 0

0.5

1.5

2.5

3.5

4.5

5.5

Figure 4: The solution of the problem of Homann (0 = 2, = 1) solute error bound in the algorithm of the Runge-Kutta method when the stopping conditions 1 and 2 become smaller. Otherwise, the error bound will turn out not to be 11

controlled by 1 and 2 .

3.3

Initial values

As indicated by Rogers , for small ( )0 , even if 0 is poorly estimated, the trial solutions can behave approximately in the same manner as the correct solution. But for large ( )0 , 0 must be very close to the correct value. Thus, choosing a small ( )0 is a good idea because in this way we do not need to worry about 0 too much. And according to Asaithambi , as grows larger, initial value ( )0 need to be smaller. Our numerical results conrmed the above observations.

3.4

Computation eort

The computation eort is determined by 1 and 2 . With 1 = 1010 , 2 = 106 , the number of the inner iterations for is usually 24; the number of the outer iterations for both 0 and is usually 1417. On a PC with Intel Pentium Dual CPU @ 1.60GHz and 1.00GB RAM, an instance usually costs 510 seconds execution time in total.

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4 Conclusion
A new iterative method is presented for the boundary value problems of a class of nonlinear third-order dierential equation on semi-innite intervals. Using the free boundary formulation, the original boundary value problem on an innite interval is transformed to a free boundary problem on a nite interval, which is then solved by nonlinear shooting. A modication of Newtons method is used to nd the shooting angle and the unknown free boundary. The initial value problems arisen during shooting are computed by theRunge-Kutta method. In contrast to the global discretization approach, thanks to shooting, our method does not need to solve a large system of nonlinear equations. But we still need to solve a small system of nonlinear equations due to the free boundary condition, for which the classical Newtons method fails to converge. Through a modication of Newtons method, we overcome this diculty. The Jacobian matrix needed in Newtons method is computed by solving another two initial value problems. In the end, we successfully compute several instances of the Falkner-Skan equation. Our results are in excellent accordance with those already reported in literature.

Acknowledgement
The authors are very grateful to Professor Xiaoliang Cheng for his valuable suggestions and support.

References
 A. Asaithambi, Solution of the Falkner-Skan equation by recursive evaluation of Taylor coecients, J. Comput. Appl. Math. 176:203214 (2005).  A. Asaithambi, A second-order nite-dierence method for the Falkner-Skan equation, Appl. Math. Comput., 156:779786 (2004).  A. Asaithambi, Numerical solution of the Falkner-Skan equation using piecewise linear function, Appl. Math. Comput. 159:267273 (2004).  N. S. Elgazery, Numerical solution for the Falkner-Skan equation, Chaos Solit. Fract. 35:738746 (2008).  R. Fazio, A novel approach to the numerical solution of boundary value problems on innite intervals, SIAM J. Numer. Anal. 33:14731483 (1996).  A. A. Salama, Higher-order method for solving free boundary-value problems, Numer. Heat Transfer, Part B: Fundamentals 45:385394 (2004).  D. F. Rogers, Laminar Flow Analysis, Cambridge University Press, Cambridge, 1992.

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