In recent years, there has been a great deal of interest in developing meshless methods for computational fluid dynamics (CFD) applications. In this paper, a meshless finite difference method is developed for solving conjugate heat transfer problems in complex geometries. Traditional finite difference methods (FDMs) have been restricted to an orthogonal or a body-fitted distribution of points. However, the Taylor series upon which the FDM is based is valid at any location in the neighborhood of the point about which the expansion is carried out. Exploiting this fact, and starting with an unstructured distribution of mesh points, derivatives are evaluated using a weighted least squares procedure. The system of equations that results from this discretization can be represented by a sparse matrix. This system is solved with an algebraic multigrid (AMG) solver. The implementation of Neumann, Dirichlet and mixed boundary conditions within this framework is described, as well as the handling of conjugate heat transfer. The method is verified through application to classical heat conduction problems with known analytical solutions. It is then applied to the solution of conjugate heat transfer problems in complex geometries, and the solutions so obtained are compared with more conventional unstructured finite volume methods. Metrics for accuracy are provided and future extensions are discussed.
A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing