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Fluid Mechanics and Its Applications
Zeka Mazhar
Fully Implicit,
Coupled Procedures
in Computational
Fluid Dynamics
An Engineer’s Resource Book
Fluid Mechanics and Its Applications
Volume 115
Series editor
André Thess, German Aerospace Center, Institute of Engineering
Thermodynamics, Stuttgart, Germany
Founding Editor
René Moreau, Ecole Nationale Supérieure d’Hydraulique de Grenoble,
Saint Martin d’Hères Cedex, France
Aims and Scope of the Series
The purpose of this series is to focus on subjects in which fluid mechanics plays a
fundamental role.
As well as the more traditional applications of aeronautics, hydraulics, heat and
mass transfer etc., books will be published dealing with topics which are currently
in a state of rapid development, such as turbulence, suspensions and multiphase
fluids, super and hypersonic flows and numerical modeling techniques.
It is a widely held view that it is the interdisciplinary subjects that will receive
intense scientific attention, bringing them to the forefront of technological
advancement. Fluids have the ability to transport matter and its properties as well
as to transmit force, therefore fluid mechanics is a subject that is particularly open to
cross fertilization with other sciences and disciplines of engineering. The subject of
fluid mechanics will be highly relevant in domains such as chemical, metallurgical,
biological and ecological engineering. This series is particularly open to such new
multidisciplinary domains.
The median level of presentation is the first year graduate student. Some texts are
monographs defining the current state of a field; others are accessible to final year
undergraduates; but essentially the emphasis is on readability and clarity.
123
Zeka Mazhar
Department of Mathematics
Eastern Mediterranean University
Turkish Republic of Northern Cyprus
Turkey
v
vi Preface
Unfortunately, our collaboration with Prof. Nicoll ended after his sudden and
unexpected death a couple of months later.
The second turning point in my life was when I met another wonderful man,
Prof. George D. Raithby, with whom I worked closely for about four fruitful years
until completion of my Ph.D. thesis. He was more than a supervisor to me. He was
a friend who insisted being called ‘George’; something that, out of respect, I
initially had difficulty in doing. Together we completed a comprehensive analysis
of the available computational procedures for the solution of incompressible fluid
flow problems. We came up with some new ideas on improving the performance
of these procedures.
In appreciation of his valuable help, I studied hard to complete my thesis. I well
remember that on one occasion, while working late in my office, that the University
security officer came and asked me to “ring my poor wife at home as she was
worried about my whereabouts.”
All the hard work paid off as we came up with a good job which was accepted
without any amendment by the examiners. After I finished my Ph.D., Prof. Raithby
told me that this was the first time, in the history of the University that a Ph.D.
thesis was accepted with no amendments whatsoever. The key to my success was,
without doubt, his gentle and kind encouragement and guidance.
I would have dearly liked to have continued working with him to realize the
ideas I then had in my mind on the development of new schemes on the subject; of
which, arising from my unique situation as a numerical analyst, the feeling that a
procedure which would directly make use of the most naive form of the discretized
governing equations may work better. After all, as Albert Einstein’s said “God does
not play dice.” In fact, every physical process in nature works in a superbly
designed mathematical mechanism. Therefore, why do we try to make physically
unrealistic assumptions about nature, instead of making use of this nice formulation
in its primitive form?
Unfortunately, my new adventure in founding the Eastern Mediterranean
University (EMU) in my native country, Cyprus, prevented me from continuing to
work on this subject, at least for some time. This was mainly due to the lack of
computing machines at EMU such as those at the University of Waterloo.
It was only after the introduction of personal computers at EMU in the early 90s
that I was able to return to the subject and start to implement some of these ideas by
directly attacking the primitive form of the equations. In the meantime, a few papers
were published by Prof. Raithby and his colleagues. They were reporting that
keeping more effects of the coupling between the pressure and velocity fields
significantly decreased the need for high under-relaxation by enhancing the range of
convergent relaxation parameters. I shared their belief. Surprisingly, however, the
overall convergence of the proposed procedures was not much of an improvement
on the segregated ones.
Unfortunately, after these findings were published, researchers reverted to the
old procedures and thus research in this regard was terminated. There was an
unspoken acceptance that any attempts to solve the equations in their primitive form
were to no prevail.
Preface vii
I had the feeling that something was going wrong, not with the basic idea, but
with the solution procedures themselves. Otherwise, considering the indications, the
performances would have been much better. I encouraged one of my Master stu-
dents, Türkan Güngörmüş, to work with me to understand this dilemma, but our
efforts were not fruitful and resulted in similar conclusions.
I did not give up. After further work on the subject, I realized that the main
culprit was sneaking in the reordering of the equations. In fact, the reordering
applied was worsening the diagonal dominancy of the coefficient matrix, thus
slowing the convergence of the iterative process.
Based on this observation, I decided to accept the primitive form as it is, and try
some new ideas on the solution algorithm. A natural equation for pressure lay there
in the equations, but the main diagonal sub-matrix for pressure was null. Although
it was possible to collect nonzeros to the sub-matrix, it would result in a Poisson
form, which I would not prefer. Then, I noticed that an incomplete decomposition
of the primitive matrix helps, not perhaps in creating nonzero terms in the null part
of the original coefficient matrix, but in the main diagonal coefficients of the
sub-matrices of the incomplete decomposition. That would be enough for me.
It was not really easy to see what the underlying equations were, so I had to
work on long sheets of joined-up squared papers. I multiplied the decomposition
matrices and equated them to the primitive matrix. There it was. I had a few
nice-looking equations that would give me what I was looking for.
It was a quick implementation of the algorithm that gave me the actual surprise.
The algorithm had worked well; it was converging twice as fast when compared to
the best segregated procedure. Furthermore, the range of convergent relaxation
parameters was broadly widened. This was like replacing my old car by one with a
turboprop.
The most satisfying side of this achievement was that at last we got rid of the
Poisson-type equations.
It was only then that I went back and examined what the mechanism of the
derived equations was doing to invoke such a remarkably well-working procedure.
I realized that the mechanism engineered by the equations not only brings
together the effects of the coefficients from the velocity field, but also all of the
effects of the mass conservation constraint and all of the effects of the coefficients
of the pressure terms in the momentum equations.
After the publication of my first paper on the subject, I concentrated on the
improvement of the algorithms by trying various kinds of placements of the vectors
in the incomplete decompositions. This turned out to be fruitful, from which came
the procedures named FICS (Fully Implicit Coupled Procedure) in this book. The
procedures converged about 20 times faster than the segregated procedures and
convergence was achieved even without any relaxation. Although the derivation
of the relevant formulas was not straightforward, the derived formulas were so
simple that they allowed an easy implementation of the solution process.
Following this achievement, I decided to share my findings with other
researchers. It was not possible to fully express myself in a journal paper form, so I
decided to write a book about the subject.
viii Preface
While working on the manuscript of the book, I was still skeptical on the actual
physical reason for the overwhelming performance of the procedures. Numerically,
there was no problem and everything was working much finer than I would ever
dream of. However, there should have been a meaningful physical explanation to
this as well. Finally, I realized that the procedures were actually centralizing on the
most fundamental flow property of incompressible fluids.
This important property, which was unfortunately overlooked in the past decades
by researchers, including myself as well, was in fact, one of the fundamental rules
of fluid flow.
A fluid particle may only move from one point to another if there exists a
pressure difference between the two points. The movement is initiated and dictated
by the pressure differences characterized by the pressure derivative terms in the
momentum equations. While this movement is underway, the particle’s velocity
components must obey the mass conservation constraint. Thus, the effects of the
pressure derivative terms in the momentum equations and those of the velocity
derivative terms in the mass conservation equation are equivalently important.
These effects are related directly to the fluid flow, but not to the physical fluid
properties governed by the diffusion and convection terms.
Therefore, in order that a solution procedure be more efficient, instead of con-
centrating on the convection and diffusion terms, as was done with the segregated
procedures, it should have concentrated on the correct imposition of the pressure
changes as well as the mass conservation constraint in all stages of the solution
process. The physical properties could perhaps be taken care of in due course.
To put it more precisely, the effect of the pressure terms, in parallel to the mass
conservation principle, should have been regarded as a constraint, perhaps to be
better named as “pressure conservation constraint.”
The mechanism engineered by the new family of procedures was in fact,
incorporating this new viewpoint into the solution process. Consequently, this
constituted an efficient remedy for all of the problems that were encountered in the
classical segregated procedures. The endeavor of creating an explicit pressure
Poisson equation in these procedures was actually disrupting the vitally important
coupling between the velocity and pressure fields.
Presentations in journal article form do not contain any details, but only vast
amounts of references to previously published articles. Consequently, a novice
engineering graduate or a field engineer needs to spend months researching these
multifarious papers in order to grasp the details involved in the solution processes.
These efforts usually end up in a complete frustration and failure to actually
implement the procedures.
Books written in this area are usually engineering based and do not address
mathematically oriented researchers. They do not either contain adequate infor-
mation regarding the computer implementation of the procedures. As a mathe-
matician, I accept that some knowledge in the engineering side helps, but when it
comes to the development of better numerical algorithms, engineering matters
become less important.
Preface ix
Postgraduate books written by mathematicians, on the other hand, are often too
general. They are too much theoretically oriented and consequently suffer from
heavy mathematical notation. As a result, engineers without deep mathematical
theory cannot make direct use of the material.
I always recall and believed in Prof. Nicoll’s thoughts; mathematicians with a
good knowledge of numerical analysis have much to contribute to the field but
always in collaboration with engineers. From such a collaboration more fruitful
results will emerge.
On the other hand, it is unfortunate that an experienced researcher or an
application specialist is usually reluctant to try and adapt to a new solution pro-
cedure. There is already a working procedure at hand, so why spend valuable time
on trying to switch to a completely new algorithm even if the new algorithm may
work better?
Being aware of all of these facts, I decided to write the book in order to aid both
researchers and engineers in this regard. Strictly speaking, I would have never
attempted to write such a book if the performances of the new procedures were not
so wonderful. My decision came only after realizing that the new procedures would
be foundational to a new generation of efficient and robust solvers for fluid flow
problems.
With this in mind, I tried to design the book in such a way that a novice
researcher can easily find only the specific material required in order to be able to
write his own code, without much mathematical frustration. For the experienced
researcher, I included various hints and tips so that the algorithms can be adapted to
their existing codes quickly, without any problem or fear of failure. For this pur-
pose, I have included FORTRAN codes for some of the procedures which may be
called up directly. The only thing that an experienced researcher might need to do is
to incorporate the boundary conditions describing the physical problem in a proper
fashion and then call the routine, as described in the book.
I tried to do my best in smoothly introducing the new procedures and in
designing the book so that it can further be used as a graduate textbook for engi-
neers as well as mathematicians. With its present form, I hope that it can help in
bridging the gap between the two disciplines and also act as a reference book for the
experienced researchers.
I wish to acknowledge the late Prof. Bill Nicoll who introduced me to this
fantastic field of science and to Prof. George D. Raithby for his enthusiastic
encouragement that helped me progress in the field.
I would also like to express my special thanks to my wife Ümit, my son Erden,
my daughter Eliz, my daughter in love Esin and my grand daughter Derin for their
patience and loving encouragement during the course of writing the book. They
deserved much more attention than I could devote to them during this time, but now
I hope I will be able to redeem myself.
Contents
1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Scope of the Book . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Outline of the Book . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.1 Quadratic Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Approximations Using Lagrangian Polynomial . . . . . . . . . . . . . 8
2.3 Approximations Using Taylor Series . . . . . . . . . . . . . . . . . . . . 10
2.4 General Elimination Technique for Linear Systems . . . . . . . . . . 13
2.5 Solution Techniques for Special Linear Systems . . . . . . . . . . . . 16
3 Governing Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.1 Governing Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3.2 Characteristics of the Governing Equations . . . . . . . . . . . . . . . . 20
3.3 The Velocity-Pressure Coupling Problem . . . . . . . . . . . . . . . . . 21
4 Finite Difference Formulations . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.1 Manipulation of the Momentum Equations . . . . . . . . . . . . . . . . 25
4.2 Grid Arrangement for the Solution . . . . . . . . . . . . . . . . . . . . . . 26
4.3 Profile Assumptions for the Discretizations . . . . . . . . . . . . . . . . 28
4.4 Discretization of the Governing Equations. . . . . . . . . . . . . . . . . 31
4.4.1 Discretization of the u-Momentum Equation . . . . . . . . . . 31
4.4.2 Discretization of the v-Momentum Equation . . . . . . . . . . 35
4.4.3 Discretization of the Mass Conservation Equation . . . . . . 38
4.5 A Discussion on the Profile Assumptions . . . . . . . . . . . . . . . . . 38
5 Preparations for Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.1 The Solution Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.2 Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
xi
xii Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
Nomenclature
A Discretization coefficients
Coefficient matrix
b Right-hand-side coefficients
B Right-hand-side vector
L, U Strength matrices
D Defect matrix
E Under-relaxation factor
N Total number of grid points
h; f ; k; n Strength vectors
a; x; b; s
g; t; w; c
e; q; d; y Defect vectors
r; z; m
m, n, l Number of grid points in the x, y and z directions
Ntot Total number of nodes
p Pressure
u, v, w Velocity components
x, y, z Space coordinates
t Time
d; h; k Mesh sizes
Dx; Dy; Dz
f;U General functions
h; b Weighting factor
Kx ; Ky Eddy diffusivity coefficients
j von Karman constant
q Density
xv
xvi Nomenclature
Subscripts
e, w, n, s, u, d Cell faces
m, n, l Number of nodes in x and y directions
S, W, P, E, N, D, U Grid nodes
i Indices for nodes
in Indicates inflow
out Indicates outflow
Superscripts
exact Denotes exact value
C Denotes continuity
p Denotes pressure
u, v, w Denotes velocity components
*, c Denotes preliminary values
n Iteration level
Chapter 1
Introduction
Fluid flow processes play a very important role in all aspects of human life. Nearly
all industrial applications such as automotive design and machinery, factories,
nuclear reactors, bridges, aircraft and ships, involve, one way or another, for their
proper, economic and efficient functioning, fluid flow within or outside of each
component. This may be air, water, gas, oil or even blood. At this point, under-
standing how the fluid flows in or around the objects and how much pressure is
exerted on certain components plays a very important role in the efficient design of
such equipment. Without this understanding, designing such equipments would
never have been possible.
In early stages, such designs were accomplished by laboratory experiments. For
this, first a prototype of the equipment had to be built and then tested in a suitable
environment. The resulting deficiencies, then had to be corrected, and the equip-
ment be redesigned and retested until the required performance was obtained. This,
however, was a very expensive, time consuming and elaborate process.
Nowadays, thankfully, we have at our disposal a complete set of mathematical
equations fully describing the physical properties of such fluid flows. These extend
from simple boundary layer flows to the most complicated turbulent flows, be it two
or three dimensional, time dependent or time independent. To these formulations
are also added equations describing such extra processes as heat transfer or
chemical processes inherent in the physical processes. Therefore, the design of such
machinery is theoretically possible by predicting the behavior of the fluids
involved, even before any physical prototype is built and tested. This can be
accomplished simply by solving those equations under certain boundary conditions
describing the physical situation under consideration.
With the availability of powerful computers nowadays, this seems to be a very
attractive alternative. However, and this is a big however, there are certain
important conditions that must be satisfied for this alternative to be realized.
shape changing mechanisms while functioning. This is a very important feature that
could not even be imagined with a classical procedure.
The book is mainly designed to introduce the new family of procedures and the
underlying philosophy. With its present form, it can also be regarded as a reference
book for scientists, engineers and researchers working in the area of computational
fluid dynamics. It is hoped that it will become an indispensable reference for such
people who intend to write their own code with the aim of solving their problems
using the most up-to-date computing methods in this field.
With this book as a reference, a novice, new to the field, will be able to
understand all the necessary formulations and be empowered to implement the new
procedures. The experienced reader, on the other hand, will be able to adapt the new
procedures quickly to his own working code, with no hassle.
The book may also be used as a graduate textbook for engineers and
mathematicians.
The Author feels that the book will fill a big gap in the literature in this field. In
the meantime, it may also take the opportunity to demonstrate that Computational
Fluid Dynamics is not just a tool for solving field problems, but also an enjoying
area of engineering.
The book is designed in an orderly manner in order to explain step-by-step each and
every aspect of the solution procedure in the simplest easy-to-follow form.
Therefore, the user is urged, in the first reading, to follow the chapters of the book
in sequence. Thereafter, it can be considered as a reference book in which the index
will quickly direct one to a specific chapter or section that applies to the relevant
application. The reader is assumed to have a suitable knowledge of the governing
partial differential equations and the conditions under which they can describe a
specific physical problem. Only a minimum knowledge of university level math-
ematics, such as calculus, differential equations, linear algebra and numerical
analysis is assumed.
The underlying basic mathematical preliminaries are given in Chap. 2. In Chap. 3,
the basic governing partial differential equations are given. These are the momentum
and mass conservation equations, the solution of which is the core of all simulations
of flow situations. The properties of, and the difficulties involved in their solution
process are described.
Discretization of the governing equations is presented in detail, in Chap. 4.
Suitable grid arrangements and profile assumptions are followed by a full
description of the discretization process of all of the governing equations, including
the mass conservation equation.
Some important preparatory operations such as boundary condition application
and relaxation enforcement are discussed in Chap. 5.
1.2 Outline of the Book 5
The governing differential equations in fluid flow problems contain first and second
order partial derivative terms. In order to obtain the solution of these equations, a
process called ‘discretization’ must be applied onto these equations. This process
involves the approximation of the derivative terms at each point of the solution
region, by discrete functional values on and around these points. For this purpose,
finite difference approximations of the derivative terms are required. These
approximations can be obtained in various ways. One way is to use a quadratic
interpolation function. Another way is to utilize Taylor series approximations
around the point at which the approximation is made. This requires some knowl-
edge of Taylor series. Utilizing quadratic interpolation is easier for the novice
reader, but many are generally accustomed to using Taylor series. Taylor series has
an advantage that the truncation error associated with the approximations is readily
obtained. Here we will present both methods and leave the choice to the reader.
Moreover, in various stages of the block solutions, certain techniques are
required for the solution of linear systems of equations which contain matrices of
some special forms.
This chapter is devoted to the presentation of the mathematical preliminaries to
be utilized for these purposes.
Suppose we are given three points x1 , x2 and x3 in the x direction, and corre-
sponding discrete functional values for a function f ðxÞ as f1 ¼ f ðx1 Þ, f2 ¼ f ðx2 Þ and
f3 ¼ f ðx3 Þ. If this is the only knowledge about the function f ðxÞ, then the
Fundamental Theorem of Linear Algebra can be used to pass a parabola of the form
from all of the three points ðx1 ; f1 Þ, ðx2 ; f2 Þ and ðx3 ; f3 Þ. We can obtain this parabola
by substituting these values into Eq. (2.1) as
f1 ¼ a þ bx1 þ cx12
f2 ¼ a þ bx2 þ cx22 ð2:2Þ
f3 ¼ a þ bx3 þ cx32
These equations are linear in a, b and c, and thus can be easily solved. Solving
these equations for a, b and c, replacing in Eq. (2.1) and rearranging terms give
ðx x2 Þðx x3 Þ ðx x1 Þðx x3 Þ ðx x1 Þðx x2 Þ
f ðxÞ ¼ f1 þ f2 þ f3 ð2:3Þ
ðx1 x2 Þðx1 x3 Þ ðx2 x1 Þðx2 x3 Þ ðx3 x1 Þðx3 x2 Þ
For notational purposes which will be clear later on in our formulations, we assume
a grid arrangement with suitable notations as shown in Fig. 2.1.
The points W, P and E are the points x1 , x2 and x3 at which f ðxÞ is given as
f1 ¼ fW , f2 ¼ fP and f3 ¼ fE , respectively. Points w and e are at midway between the
points W and P, and P and E, respectively. Also note that dw ¼ x2 x1 and
de ¼ x 3 x 2 .
Differentiating f ðxÞ in Eq. (2.3) with respect to x gives
df ðx x3 Þ þ ðx x2 Þ ðx x3 Þ þ ðx x1 Þ ðx x2 Þ þ ðx x1 Þ
¼ fW þ fP þ fE
dx ðx1 x2 Þðx1 x3 Þ ðx2 x1 Þðx2 x3 Þ ðx3 x1 Þðx3 x2 Þ
ð2:4Þ
@f
Now, the value of @x at the point x2 ¼ P can be calculated by replacing x by x2 in
Eq. (2.4). This gives
df ðx2 x3 Þ þ ðx2 x2 Þ ðx2 x3 Þ þ ðx2 x1 Þ ðx2 x2 Þ þ ðx2 x1 Þ
¼ fW þ fP þ fE
dx P ðx1 x2 Þðx1 x3 Þ ðx2 x1 Þðx2 x3 Þ ðx3 x1 Þðx3 x2 Þ
ð2:5Þ
d 2 f 2 2 2
¼ fW fP þ fE ð2:8Þ
dx2 P dw ðde þ dw Þ de dw de ðdw þ de Þ
For a function f ðxÞ which is given continuously over the space x, the expressions
given in Eqs. (2.6) and (2.8) for any three consecutive data points W, P and E, are
only approximations to the corresponding derivatives. Therefore, their use in the
governing differential equations leads only to approximations of the corresponding
derivative terms. These approximations are exact only if the function f ðxÞ is a
quadratic polynomial function, that is to say, a parabola of the form
f ðxÞ ¼ a þ bx þ cx2 . Now, if the function is known to behave in a widely different
form, the above approximations will not be appropriate because of the resulting
poor approximations. In such a case, a numerical simulation of the unknown
function f ðxÞ in which these approximations are used may not only give unrea-
sonable results, but may well lead to unexpected divergence in the numerical
solution as well. Therefore, if the behavior of the function is known, or even
anticipated, a more suitable form of these approximations should be generated. The
approximations will still be a linear combination of the three functional values, but
with a slight alteration of the weighting factors. We will address this issue in
Chap. 4 for the functions involved in the governing equations.
10 2 Preliminaries
and
d 2 f fW 2fP þ fE
¼ ð2:10Þ
dx2 P h2
respectively. These are the so called ‘central difference’ approximations for the
2
df
derivative terms dx and ddx2f at a point P.
In the following chapters, for the sake of generality, we will use the
non-equidistant spaced approximations as given in Eqs. (2.6) and (2.8).
The Taylor’s Theorem statest that under certain conditions, the value of a function
at a point x + h, say f(x + h), can be written in an infinite series form which contains
the function and its derivatives at the point x as follows:
df h2 d 2 f h3 d 3 f
f ðx þ hÞ ¼ f ðxÞ þ h þ þ þ ð2:11Þ
dx x 2! dx2 x 3! dx3 x
If h is small enough and the higher order derivatives are bounded, we can write
an approximation to f(x + h) by dropping the terms containing derivatives of order
three and higher, as
df h2 d 2 f
f ðx þ hÞ f ðxÞ þ h þ ð2:12Þ
dx x 2! dx2 x
and
df d2w d 2 f
fW fP dw þ ð2:14Þ
dx P 2! dx2 P
2.3 Approximations Using Taylor Series 11
df
To obtain an approximation for ; we can now manipulate Eqs. (2.13) and
dx P
d2 f
dx2 P .
2
(2.14) by eliminating the terms For this, we multiply Eq. (2.13) by d2e
and
Eq. (2.14) by d22 and add the two resulting expressions side by side. We get
w
" #
2 2 2 2 2 2 df
f f f þ þ ð2:15Þ
de dw dxP
E W P
d2e d2w d2e d2w
from which,
df de de dw dw
fW þ fP þ fE ð2:17Þ
dx P dw ðde þ dw Þ de dw de ðdw þ de Þ
from which
d 2 f 2 2 2
fW fP þ fE ð2:20Þ
dx P dw ðde þ dw Þ
2 de dw de ðdw þ de Þ
notational convention to be used for the partial derivatives in the governing dif-
ferential equations of our interest.
This time we consider a grid arrangemet in the y direction as shown in Fig. 2.2.
Suppose that we are given a function f ðyÞ. Now, following similar derivations as
d2 f
shown above, we can write approximations for the derivatives df
dy and dx2 at the point
P as follows:
df dn dn ds ds
fS þ fP þ fN ð2:21Þ
dyP ds ðdn þ ds Þ dn ds dn ðds þ dn Þ
d 2 f 2 2 2
fS fP þ fN ð2:22Þ
dx P ds ðdn þ ds Þ
2 dn ds dn ðds þ dn Þ
2.4 General Elimination Technique for Linear Systems 13
The matrix
2 3
a11 a12 a1N
6 a21 a22 a2N 7
6 7
A ¼ 6 .. .. .. .. 7
4 . . . . 5
aN1 aN2 aNN
following operations are used for this purpose, each of which does not have any
effect on the solution set of the equations:
1. Multiply all entries in a row by a nonzero constant
2. Replace one row by adding to it another row, coefficient by coefficient
3. Interchange the places of two rows
The aim in the first step of the solution process is to eliminate all of the nonzero
coefficients in the lower triangular part of the augmented matrix which corresponds
to the matrix of the original system. To eliminate the coefficient a21 of the aug-
a21
mented matrix, i.e., to make it zero, we multiply row 1 by
a11
2 3
a11 a12 a1N b1
6 0 a22 a2N b2 7
0 0 0
6 7
Aaug0 ¼ 6 . .. .. .. .. 7
4 .. . . . . 5
aN1 aN2 aNN bN
6 7
Aaug0 ¼6 . .. .. .. .. 7
4 .. . . . . 5
0 0 0
0 aN2 aNN bN
We repeat the elimination process for the coefficients a32 , a42 until aN2 . The
whole process is continued until the coefficient aN;N1 is eliminated.
The complete process is named as the forward elimination, after which we have
an upper triangular matrix, in which all of the coefficients in the lower triangular
part are zeros.
2 3
a11 a12 a1N b1
6 0 0
a22 a2N b2 7
0 0
6 7
Aaug0 ¼6 . .. .. .. .. 7
4 .. . . . . 5
0 0
0 0 aNN bN
Now the second step in the solution process is to obtain the solution to the
original system by applying a back substitution process. For this, we solve xN
from the Nth equation, xN1 from equation (N − 1) etc., until x1 .
2.4 General Elimination Technique for Linear Systems 15
An algorithm for the complete solution process can now be written as follows:
Forward elimination:
for k=1,N-1
for i=k+1,N
t=a(i,k)/a(k,k)
a(i,k)=0
for j=k+1,N
a(i,j)=a(i,j)-a(k,j)*t
end j
b(i)=b(i)-b(k)*t
end i
end k
Backward substitution:
x(N)=b(N)/a(N,N)
for i=N-1,1,-1
sum=0
for j=i+1,N
sum=sum+a(i,j)*x(j)
end j
x(i)=(b(i)-sum)/a(i,i)
end i
THE END
“Death and Love.”
The garden had been overgrown these three years. As the house
was tenantless nothing was ever trimmed or cut and the paths
skinned over with the green of intrusive weeds. The shrubs
expanded into masses of high dense leafage, the roses had run into
long stems that covered the walls or wound under the tall wavy
grass, the annuals had seeded themselves till they mingled in every
bed, and the whole was a delightful wilderness, more flowery than
any wood and more woodland than any garden. Milly and Jack
regarded the place as their own special domain. The house
belonged to Milly’s father and they were left to enjoy the garden
unwatched and undisturbed. Because their fathers were partners in
business they had made up their minds to marry when they grew up
and they announced their intention with the preternatural
seriousness of a boy of five and a girl of three. As they were really
fond of each other they never wearied of being together and as a
part of their precocious program they cared nothing for other
playmates. The garden was theirs and they were each others’ and
they lived in a community where children were little overseen or
tended. So they spent day after day in games of their own invention,
with no companion except a black kitten. Milly, who was proud of her
French, had named it Channoah and would have been deeply
grieved if anyone had insinuated that her pronunciation was far from
Parisian. Channoah was able to do without his mother when they
first began their games in the spring and was still a kittenish cat
when the autumn merged into winter. He entered into their sports
with almost a human interest and those long happy summer days
made a background for both the boy and the girl, which loomed up
behind all their future memories and where there were endless
pictures of each other, in long processions, punctuated and divided
by various postures and contortions of a coal-black kitten. As they
grew older and their companionship continued they had passwords
all for themselves and jokes that no one else entered into, all full of
allusions to the same pet.
II.
It was a rather awkward boy who came home from college for his
summer vacation. He had not seen his native place since the
autumn before, and the letters which had told him he must remain at
college, and which had disclosed most tenderly the fall in the family’s
fortunes had been worded so carefully that he had not realized the
full force of what had happened and had chafed at his exile as if it
were not inevitable. The first sight he had of his mother waiting on
the platform brought it all home to him. Her dress told more than any
words could have conveyed. He made a brave effort to be bright and
took care not to stare round him at the ugly walls of the cramped and
unfamiliar house, nor to look too curiously at the furnishings. The
gaps in the old belongings struck a chill to his heart, but he chattered
away about the college life to which he was to return, and over their
painfully frugal supper all were as cheery as old. The talk was a trifle
nervous and there was an anxiety to let no pause occur, but nothing
marred the warm greeting which had been made ready for him and
the meal ended naturally. The afternoon of talk had exhausted most
of what the greeters and the greeted had to ask and answer and
after they left the table the boy slipped into the entry and was hunting
for his cap among a litter of coats and capes, with a sick longing for
the old hall-piece and a strong distaste for the plain little walnut hat-
tree. The mother slipped out after him, shut the door noiselessly
behind her and asked:
“Where are you going, dear?”
“To see Milly, of course,” the boy answered.
“Has she written to you lately?” his mother queried.
“We haven’t written to each other at all,” he said. “I hate to write
letters, and it would make so much less for us to tell each other
afterwards.”
“You mustn’t go there, Jack,” she said, putting her hand lightly on
his shoulder with a caressing gesture.
“Why not?” he asked hotly, the blood rushing to his face.
“You know they have nothing to do with us any more, dear, since
your father and Mr. Wareham quarrelled.”
“I didn’t know it. You haven’t told me anything about what has
happened. And even if they have nothing to do with us, that wouldn’t
make any difference between Milly and me.”
“Isn’t it natural she should come to feel as her father and brother
feel?” the mother suggested tremulously.
“You mean she wouldn’t see me if I went,” he demanded, and he
was growing vexed and defiant.
“I did not mean that, dear. But her father might not allow her to see
you, and Albert always disliked you. And now they all hate all of us.”
“Why should they hate us? What have we done to them?”
“It was that selfish man ruined your father and people always hate
those they have wronged. Please don’t go, Jack.”
The boy twisted his cap in his hands and forced back his tears. He
was silent a moment and then he kissed his mother.
“It’s all right, mother dear,” he said, “I’ll go somewhere else. Thank
you for warning me.”
He went out into the dark. It was to the old garden that he walked.
The house was lit up and through the iron gate he saw trimmed and
unfamiliar shapes of shrubberies. He leaned against the bricks of the
gate-post and hated it all.
III.
A very lanky and gawky lad was waiting in the railway station at
the junction. He was loose-jointed and ill at ease in any position. His
clothes were mean and old and badly kept. His face was sad. For
some time now he had been waiting and he had hours of waiting
before him. He had looked over and over at everything in sight. Then
a train came up and a party of smartly dressed and handsome young
men and women entered. The lad’s face flamed. Jack had not seen
Milly for years. His father and mother were dead. He had to work at
hard and uncongenial things to make his living. He had as yet no
self-confidence and while he saw dimly a hope of better prospects,
neither to himself nor to his employers was anything apparent that
made his lot easier. Milly was a very lovely girl now. She was
perfectly dressed and the centre of a merry party. The boy watched
her hungrily, but she never glanced toward him. Her friends amused
themselves in various ways, but it seemed to the onlooker that Milly
was the soul of each diversion. After a while she took out a pair of
scissors and began cutting out figures from paper. Jack recalled with
a fresh pang the hours he and she had spent so. She had a
newspaper and cut out large and small shapes, of men and women,
of animals and other more difficult subjects, all with so neat an eye
for form and so keen an appreciation of what was striking that her
audience were carried away with admiration and delight, and one or
two who had never seen her do it before were amazed beyond any
powers of expression which they possessed. Their train came before
Jack’s and they rose, bustling, to go out. Milly’s dark scornful-browed
brother was with her and had stared at Jack sarcastically. Milly had
shown no sign of seeing him. The paper she had was full of big
advertisements and one sheet bore only six words on a side, in
broad black letters. Just as she stood up she cut out something,
while the rest were gathering up their belongings, and held it under
her thumb against a gaudily covered novel she carried in her left
hand. As she passed Jack she did not look at him, but he saw the
thumb of her glove move and a silhouette of an inky black kitten
fluttered down upon his knee. He took it up and stared at it. Then he
saw her look back at him from the door.
IV.
The german was a very dazzling and magnificent affair. The hall
was large and beautiful, splendidly lighted and most lavishly
decorated. The gathering was of people who were well satisfied with
themselves and had every reason to be so. John Henderson was as
well satisfied with himself as any man in the room. It gave him keen
pleasure to be in that set and to know that he had won his way into
it. His life was now one made delightful by every luxury and by the
constant sensation of success. Money came to him faster than he
had any use for it and friends gave him the most flattering evidences
that he was valued and liked. He was a tall strong young man, well-
knit and lithe. His clothes became him and he danced perfectly. He
was not merely among these courtly people, but welcome there. His
partner’s name had a decidedly patrician sound. And she was as
handsome as any girl in the room, he said to himself, save one. For
opposite him sat Miss Millicent Wareham. Her beauty was at its best
in her yellow satin ball-dress, and she looked proud and elate. He
had encountered her often recently, and they had been more than
once presented to each other, but had exchanged no words save the
formal acknowledgement of an introduction. He could not make out
whether she disliked him or merely reflected her brother’s manifest
antagonism. He took care not to look at her openly, but he glanced
toward her furtively very often. Toward the end of the dancing she
saw him approach her. Her face set and she looked at him full in the
eyes without any sign of expression as he asked her to dance with
him. But just when he uttered the last words of his slowly spoken
invitation he opened his hand and she saw the favor he was offering
her. It was a tiny kitten of black chenille made on wire, with minute
yellow beads for eyes. She blushed and smiled at the same time as
soon as she caught sight of it, rose graciously and they whirled away
together. Neither spoke at all and their separation came almost
immediately. Yet he felt more elated by that fragment of a dance than
by all the compliments of word and look he had had that evening
from men and women alike. She smiled at him again as she seated
herself and his heart leapt. He saw her as she was leaving, her wrap
open still and a bit of black on her yellow corsage.
V.
It was a dirty little square by the harborside, thronged with
boatmen, sailors of all nations ashore for a day’s outing, picturesque
cigarette-smoking loafers, fruit-sellers, negroes, uniformed police
and open-shirted porters. The shops facing it were dingy, the stones
of the quay awry in places, and the filth was more than is usual even
in Rio de Janeiro. Tawdry like every populous quarter there, it had
yet that pictorial air which all semi-tropical scenes, however much
defaced by man, never quite lose. To a stranger its most salient
feature was the clutter of six-sided, gaily-hued kiosques, which are
scattered all through the streets of Rio, many decorated with flags
and each selling lottery tickets, whatever else it might have for sale.
By one, which dispensed coffee in steaming cups and cognac in tiny
thin-stemmed glasses, stood an American talking to a Portuguese.
The noticeable thing about the Brazilian was that he was usual and
commonplace in every way. There was nothing in his form, features
or dress which could possibly have served to remember him by. One
might have conned him for an hour and after he was out of sight it
would have been impossible to recall anything by which to describe
him so as to distinguish him from any one of hundreds in the crowds
of the capital. Not even his age could have been specified or
approximated to. He was deliberate in his movements, watched his
environment without appearing to do so and attracted no attention.
Now he sipped his brandy while his interlocutor drank coffee, and the
two talked in subdued tones. Discussing a purchase of ship stores,
one would say.
A boatman in a suit of soiled white duck was loitering near, looking
over the harbor. He sidled up to the American and cut in between
speech and reply, in a deprecating voice:
“You wan’ Macedo see you talkin’ at Guimaraens, senhor
Hen’son?”
“Where’s Macedo?” the other demanded.
The boatman pointed and the two men followed his hand. A boat
was approaching across the sparkling water, and they saw the
peculiar stroke of the navy and police-boats, in which the men pull
and then rest so long with their oars poised that they seem
hypnotized in mid-stroke and a novice expects them to stay so
forever.
“There Macedo now, comin’ from Nictheroy,” said the fellow
meaningly.
“What do you want me to do, Joao?” the American asked.
“Oh, Guimaraens he wait anywhere, come back when Macedo
gone. You get in my boat, I row you roun’ pas’ those docks. Then
Macedo won’ see you ’tall.”
The Portuguese disappeared softly into the crowd. The boat
unobtrusively threaded the swarm of small craft, whipped behind a
lighter, doubled the nose of the nearest pier, and drifted
imperceptibly on while Joao reconnoitred.
“I guess we get behin’ that Lamport and Holt lighter. I don’ know
wha’ Macedo goin’ to do.”
They scraped along past the spiles of the wharf and then
dexterous strokes of the stubby oars kept them practically
motionless under the wharf’s planking, close to one spile.
“What on earth is that?” the passenger queried, and put out his
hand to the post. He grasped a watersoaked kitten, clinging
desperately to the slippery wood, and too exhausted to mew.
“A cat!” the American ejaculated. “I didn’t know you had cats in this
country. The city is knee-deep in dogs, but I haven’t seen a cat since
I came.”
“I guess he fall overboard from that Englis’ bark, what jus’ tow out,”
Joao said serenely. “That captain he got his wife too, an’ I see some
little cat along the children.”
The kitten was coal black, not a white hair on it, and very wet.
Henderson dried it with a handkerchief and warmed it inside of his
jacket. Presently Joao said:
“Macedo’s boat gone roun’ Sacco d’Alferes. I don’ see Macedo.
You bett’ not go back.”
“Go round to the Red Steps, then,” came the indulgent answer.
They rowed past the ends of the long piers, all black with shouting
men in long lines, each with a sack of coffee on his head, or hurrying
back for another. Then they bumped through a pack of boats of all
kinds and Henderson stepped out upon the worn and mortarless
stones. Joao nodded and was off without any exchange of money.
The morning was a very beautiful one and this was the landing most
frequented always. At the top of the steps John paused in a whirl of
feelings. Before him stood Millicent Wareham in a very pretty
yachting suit, and she was accompanied only by her maid. She was
looking alternately back toward the custom-house and out over the
bay. Secure in the fellow-feeling of exiles for each other he stepped
up and greeted her. She looked startled but a moment and then her
face lit with an expression of real pleasure and she held out her
hand. They had not had a real conversation since childhood and yet
she began as if she had seen him yesterday:
“I am so surprised. I had no idea you were here. We came only
last week. That is our yacht out there. When did you come?”
John looked once only at the yacht, but keenly enough never to
mistake it afterwards, and answered:
“I have been here a long time. I am on business, not pleasure.”
“We may be here some time, too. I like this part of the world and
we mean to go all round South America.”
John wondered who “we” might be. He knew her father was dead
and he had heard of the breaking off of her betrothal to a titled
European. It was her brother she was with, likely enough, but he
hoped it might be some party of friends instead.
“You’ll like it all if you like this,” he answered. “But I certainly am
astonished to see you. Few Americans come here as you have. And
the odd thing is that I was just thinking of you, too.”
She looked at him with an expression he remembered well from
her girlhood, and smiled banteringly:
“You mustn’t say that. You know you don’t really mean it. You are
just being complimentary.”
“I have documentary proof right here,” he laughed, sliding his hand
inside of his coat. The kitten was dry and warm now and it mewed
hungrily.
“The dear little thing,” she exclaimed. “Give it to me, won’t you?”
“Indeed I will,” he said fervently. “I am glad to find so safe a
harborage for it. And ten times glad that I had the luck to find it just in
time to give it to you.”
She beamed at him, fondling the wriggling little beast.
“I am going to call it Channoah,” she said, mimicking her childish
pronunciation archly. The maid standing by, and the moving crowd all
about, they stood chatting some minutes. The sunrays danced on
the little waves of the harbor, the soft August weather of the sub-
tropical winter of the southern hemisphere was clear and bright, the
yellow walls of the custom house, of its warehouses, of the arsenal
and military school and the army hospital, strung out along the
water-front, with the bushy-headed leaning rough-trunked palms
between and the red tiled roofs above made a fine background.
Beyond and above the round bulging green Cariocas rose hill behind
hill, topped and dominated by the sharpened camel’s hump of
Corcovado. From one of the islands a bugle call blew. The throng
hummed in many tongues. Then John asked:
“And may I hope to see you again before you leave?”
Her expression changed entirely, her face fell and she looked
confused. She said:
“I am afraid not. I quite forgot everything in my pleasure at seeing
a fellow-countryman and an old playmate. I could not deny myself
the indulgence of greeting you and then I quite lost myself, it was so
natural to be with you. But Bertie may be back any minute and it
would never do for him to know I have been talking to you. Please go
now.”
Her manner was constrained and her air was resuming that
distance and hauteur which he was used to seeing in her.
“Goodbye,” she said, “and thank you for the kitten.”
John walked quickly to the coffee exchange and from out of the
crowd that filled it he had the satisfaction of seeing Albert Wareham
pass and of knowing that he did not notice him and could not
suspect that Milly had seen him. It was something to have even that
secret between himself and Milly.
VI.
During the years following his abrupt departure from Rio
Henderson flitted about the Southern Hemisphere. He was in
Australia, in South Africa, and on many islands, but most of his time
was spent in South America, on one side or other of the Andes. In
his last venture he saw the face of death near and ugly and felt that
he had lost some of his nerve afterward. Likewise, as he himself
expressed it, he had made his pile. So he resolved to run no more
risks, but to return to his native land and settle down to enjoy his
gains. Like many another wanderer he fancied he would like to buy
the house in which he had been a happy child and he was not sure
but he would find his native town a permanent bourne.
He noticed the change in grade of the railroad as his train steamed
in. It entered the city now over a viaduct which cleared the streets on
trestles and crossed the main thoroughfare on a fine stone arch.
Under that arch he passed in the hotel omnibus. Just beyond it he
noticed a shop with cages of birds, stuffed animals and a pretty little
black kitten just inside the plate glass of the front. He noted the
number and meant to return later after he had had his supper.
A square or so farther on he saw pass him a handsome open
carriage. His heart stood still at sight of the figure in it. Milly saw him
and returned his bow with a cordial smile. She was still beautiful,
with a full-grown woman’s best charms. Very haughty she looked
too, as became the heir of the Wareham fortune. Henderson had
heard of her brother’s death sometime before.
About sunset John entered the animal-seller’s shop. The kitten
was gone. Could not say when it had been sold. Could not say to
whom it had been sold. Could not send to the purchaser and try to
buy it back. Grumpy and curt replies generally. John left the shop in
a bad humor.
Flicking with his cane the tall grasses in the neglected spaces
before wooden front-yard fences John strolled in the twilight to the
old garden. The house was empty again and the garden had run
wild. It was not the wilderness he remembered but it had the same
outlines and the same general character. His heart warmed over it
and memories thronged.
His feet carried him he knew not whither. In the late twilight he
found himself before the splendid Wareham mansion. He was vexed
that he had not been able to get that kitten and send it to Milly in a
big box of pink roses, like the roses in the old garden. Then he was
vexed that he had not thought to send her the roses anyhow, as
soon as he had found he could not get the kitten. Then he opened
the gate, walked springily in and rang the bell.
Yes, Miss Wareham was at home. The warm lamp-light which had
led him in shone from the room into which he was ushered. Milly was
reading by the lamp itself. She rose to greet him. Her yellow satin
gown became her well and her voice was sweet to his ears. Her
words were cordial. But what Jack noticed to the exclusion of
everything else was the very black kitten he had failed to purchase,
tucked under her arm, purring vociferously, and very becoming, it
seemed to his eyes, to the color of her dress. The instant he saw it
he knew what he meant to say to her. And the look in her eyes told
him almost as plainly as the pet she fondled what her answer would
be.