Research Article | Open Access
Asai Asaithambi, "On the Use of Recursive Evaluation of Derivatives and Padé Approximation to Solve the Blasius Problem", Journal of Computational Methods in Physics, vol. 2016, Article ID 3698251, 5 pages, 2016. https://doi.org/10.1155/2016/3698251
On the Use of Recursive Evaluation of Derivatives and Padé Approximation to Solve the Blasius Problem
The Blasius problem is one of the well-known problems in fluid mechanics in the study of boundary layers. It is described by a third-order ordinary differential equation derived from the Navier-Stokes equation by a similarity transformation. Crocco and Wang independently transformed this third-order problem further into a second-order differential equation. Classical series solutions and their Padé approximants have been computed. These solutions however require extensive algebraic manipulations and significant computational effort. In this paper, we present a computational approach using algorithmic differentiation to obtain these series solutions. Our work produces results superior to those reported previously. Additionally, using increased precision in our calculations, we have been able to extend the usefulness of the method beyond limits where previous methods have failed.
The boundary value problem described by is called the Blasius problem . It is one of the well-known problems in fluid mechanics in the study of boundary layers.
Blasius , Howarth , and Asaithambi  provide direct analytical and numerical treatments of (1). For instance, with , Blasius  obtained the series solution with and representing the unknown . For this case (), Howarth  computed the numerical value . Liao  takes the approach of the Homotopy Analysis Method (HAM) and obtains “an explicit, totally analytic approximate solution” for the Blasius problem with .
Asaithambi  solved numerically the problem corresponding to using Taylor series and shooting and obtained . Using suitable substitutions, Fang et al.  have shown that it suffices to consider the case . Using Fang et al. , it is easy to see that the value corresponds to . Thus the numerical value corresponding to Asaithambi  will be which is in agreement with Howarth . Thus, for the rest of this paper, we will consider only the case corresponding to .
Using the transformation Wang  reduced the problem (1) (with ) to subject to the boundary conditions It has been recently reported [7, 8] that Crocco  had used transformation (4) already in the 1940s. Since no closed-form solutions are available in general, the search for efficient series and numerical solutions to (5)-(6) has been an active research topic.
Ahmad  obtains a series solution for (5) as where ’s satisfy with , , and . Expanded through the first few terms, this solution looks like This series appears to be identical to the one obtained by Wang  who used Adomian decomposition. All of these researchers who obtained the series in terms of then proceeded to solve for by satisfying the boundary condition . This, in essence, is the approach known as shooting in numerical analysis.
Ahmad  obtains an increasing sequence of approximations to and a decreasing sequence and concludes that satisfies . Hashim  and Ahmad and Albarakati  use a Padé approximation to improve upon the results of Wang  and Ahmad , respectively, but report that as the number of terms in the series solution increases, the accuracy of the produced by the corresponding Padé approximation suffers.
In this paper, we develop a shooting method that successfully obtains Taylor series expansions of arbitrarily large orders by computing exact derivatives, not approximations to the derivatives, directly by using recursive formulas derived from the differential equation itself. Also, our approach does not require the use of symbolic manipulation packages as it does not involve extensive algebraic manipulations. Finally, by using increased precision, we are able to obtain superior Padé approximants to the solution as well.
2. Method of Solution
As with any shooting method, we convert the two-point boundary-value problem to an initial-value problem and determine an appropriate set of boundary conditions at one end so that the boundary condition at the other end is satisfied. To be specific, we will solve (5)-(6) by supplying the initial value and a suitable value for to obtain a solution for which the boundary condition in (6) is satisfied.
Accordingly, we begin by letting and obtain the solution of (5)-(6) as Taylor series expansion of degree . In other words, we first solve the initial value problem subject to the conditions In order to indicate its dependence on both and , we denote the solution thus obtained as . Now, if we let then we wish to obtain for which .
Our method will begin by obtaining the th-order Taylor series solution of (10)-(11) in the form in which the notation has been used. The quantity is called the th Taylor coefficient for around . Thus, we wish to obtain the Taylor coefficients for for arbitrary .
For this purpose in relation to this problem, we will use the following formulas.(1)For two functions and satisfying , (2)For any two functions and , The formulas (15)-(16) are examples of algorithmic/automatic differentiation formulas, which may be used to evaluate successive Taylor coefficients recursively without deriving symbolic expressions for the corresponding derivatives. Note that these formulas evaluate the exact derivatives and are not comparable to any finite-difference formulas (numerical), nor are they formulas that require the use of symbolic manipulation systems. A more extensive yet preliminary treatment of automatic differentiation (recursive evaluation of Taylor coefficients) may be found in Moore  and other references cited there.
2.1. Evaluation of Taylor Coefficients
We rewrite (10)-(11) as an equivalent system in the form Using (15)-(16) in (17) yields, for , In (18), we have introduced a temporary variable to make the presentation of the calculation easier to understand. The initial conditions and in (17) now take the form Also, note that the Taylor coefficients for the function are given by Therefore, with an initial “guess” for , it is possible to compute the numerical values of and for arbitrary recursively. A quick examination of the calculations for the present problem shows that for . In other words, the only nonzero terms in the Taylor series are those that correspond to powers of that are multiples of 3 (the constant term , the term, the term, etc.).
2.2. Removing the Dependence on the Initial Guess for
We realized that it will be useful to explicitly separate the dependence of these coefficients on so that the series we obtain may be compared with those obtained previously. As we proceeded to do this, we discovered an alternate approach to solving for .
As a clarification for this, let us rewrite (9) as Comparing (21) with (9) term by term yields, for instance, Next, comparing (21) with (13) yields, We were able to verify this by running the calculations with initial guesses for and . In both cases, we obtained the same values for the , as in (22).
2.3. Solving for
Suppose we obtain Taylor coefficients of orders through ; then we can compute for using (23). In order to impose the condition , we truncate the series in (21) after , set , and set the resulting summation to zero. We obtain Dividing throughout by , setting , defining in (24), and denoting the resulting polynomial as , we obtain Since in (25) is a polynomial equation, it can be solved easily using Newton’s method.
Alternatively, with , we can obtain a Padé approximant for as and then solve instead. Standard numerical algorithms are available  for obtaining the Padé approximant (26), and they involve the solution of linear systems of order .
Once the root for which or is obtained, then the value of is computed as .
This approach is the same as Ahmad and Albarakati’s . However, as our experimentation with arbitrarily large orders has revealed, our results are much superior and extend far beyond the limits encountered by  where their method failed to produce results.
3. Numerical Results and Discussion
In this section, we present our results and compare them with those obtained by Ahmad  and by Ahmad and Albarakati . It must be noted that the index values these authors have used are not the same as the index we have used for the order of the Taylor series, but they are closely related. In order to make things clearer, we will tabulate the index of our method corresponding to the indexes used in the previous works.
Ahmad  computes an increasing sequence converging to the desired value of and then a decreasing sequence also converging to and concludes that satisfies . The index used in  satisfies , where is the order of the Taylor series obtained by our method. For instance, when is used in , the corresponding Taylor series is of order 6. Table 1 shown indicates that our results for obtained by solving are in excellent agreement with the increasing sequence of .
For all computations in Table 1 we have used an initial value of to calculate the Taylor coefficients. As we pointed out earlier, this initial value will not impact the values obtained for the values. However, for the solution of , we need an initial guess for . We have used , which corresponds to with . Our computations yielded the same results as those of  for values through 300, when double precision arithmetic was used. For , we were able to obtain the results reported using quadruple precision.
Next, we compare our Padé approximant results with the corresponding results of Ahmad and Albarakati . Once again, the index used in the paper by Ahmad and Albarakati  corresponds to retaining through the term in the Taylor series expansion. In other words, satisfies , where is the order of Taylor cries we have used. For instance, when is used in , the corresponding Taylor series used to obtain the Padé approximant is actually of order . The Padé approximant yields a value of , denoted as in . Table 2 shows the values obtained by solving in our notation, with the corresponding values reported in  for values of not exceeding . As is evident from Table 2, our results are superior in accuracy compared to the results of , beginning with the case corresponding to their (or our ).
Also, we were able to continue our calculations much beyond the limiting case observed of by . In Table 3, we present results we obtained for larger values of . As the value is increased, by supplying the final values obtained for smaller values of as initial guesses for larger , we were able to carry out the calculation of Padé approximants through (or ) with no difficulty, and we obtain .
It is important to realize that as the order of the Taylor series increases, the order of the linear system to be solved to obtain the coefficients in the Padé approximant will also increase. As these linear systems are known to have coefficient matrices which are close to being singular, it is necessary to carry out the calculations in higher precision and use iterative refinement of the solution obtained as well. We have used quadruple precision in all our calculations of the Padé approximants reported in Table 3.
We close our discussion by comparing our approach with the HAM approach of Liao , even though their goal was to obtain an analytic approximate solution, while we have obtained numerical solution by Taylor series. The present result of (from Table 3) corresponds to the result of on using the observation by Fang et al. . This result is in agreement with Liao . It is important to realize that the computational complexity of the two techniques cannot be directly compared because a th order Taylor solution obtained by the present method and a th-order HAM solution obtained by Liao  are entirely different. The method of Liao  is a technique for obtaining explicit, analytical approximate solutions for general nonlinear problems, which has been applied to the Blasius problem with . Liao’s  technique obtains a series solution that uses two parameters and and two embedding functions and , studies the mathematical structure of the series by using symbolic manipulation packages such as MATHEMATICA, and derives recursive formulas for the coefficients of a series involving exponential functions, which need to be evaluated for each term in the HAM solution. The method is applied directly on the Blasius problem (1) involving the independent variable . However, because of the goal of obtaining analytical solutions in the HAM technique, obtaining the underlying symbol manipulations and the recursive formulas may involve a significant amount of analytical manipulations before calculations may be carried out. Additionally, the nature of the analytical manipulations and the convergence will depend on the choices of the parameters and the embedding functions. On the other hand, note that the present method is a numerical method that obtains a Taylor series solution of the transformed Blasius problem (4), does not rely on the use of symbol manipulation packages, obtains the coefficients in a series solution in a recursive manner to construct Padé approximants, and does not require repeated calculation of exponential or any other nonlinear functions. However, the present method does require the solution of large systems of linear equations in extended precision as the order of the desired Padé approximant is increased. The simplicity and overall performance of the present method are well worth the effort expended in the solution of the linear systems.
We have developed a computational method for obtaining arbitrarily larger order Taylor series solutions of the Blasius problem by evaluating exact derivatives for the coefficients in the series using algorithmic differentiation. From the series solutions thus obtained, we also computed (diagonal) Padé approximants. Our method does not use symbol manipulation packages or difference formulas for calculating the derivatives needed in the Taylor series. Quadruple precision arithmetic and iterative refinement were used in the calculations related to obtaining Padé approximants. The results obtained by our present method are superior to those obtained previously and are extensible beyond the limits where previous methods have failed.
Conflict of Interests
The author declares that there is no conflict of interests regarding the publication of this paper.
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Copyright © 2016 Asai Asaithambi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.