A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients

In this paper, we derive a new nonlinear two-sided space-fractional diffusion equation with variable coefficients from the fractional Fick’s law. A semi-implicit difference method (SIDM) for this equation is proposed. The stability and convergence of the SIDM are discussed. For the implementation, we develop a fast accurate iterative method for the SIDM by decomposing the dense coefficient matrix into a combination of Toeplitz-like matrices. This fast iterative method significantly reduces the storage requirement of O(n2)O(n2) and computational cost of O(n3)O(n3) down to n and O(nlogn)O(nlogn), where n is the number of grid points. The method retains the same accuracy as the underlying SIDM solved with Gaussian elimination. Finally, some numerical results are shown to verify the accuracy and efficiency of the new method.

A Crank--Nicolson ADI spectral method for a two-dimensional riesz space fractional nonlinear reaction-diffusion equation

In this paper, a new alternating direction implicit Galerkin--Legendre spectral method for the two-dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed. The temporal component is discretized by the Crank--Nicolson method. The detailed implementation of the method is presented. The stability and convergence analysis is strictly proven, which shows that the derived method is stable and convergent of order $2$ in time. An optimal error estimate in space is also obtained by introducing a new orthogonal projector. The present method is extended to solve the fractional FitzHugh--Nagumo model. Numerical results are provided to verify the theoretical analysis.

Maximum principle and numerical method for the multi-term time–space Riesz–Caputo fractional differential equations

The maximum principle for the space and time–space fractional partial differential equations is still an open problem. In this paper, we consider a multi-term time–space Riesz–Caputo fractional differential equations over an open bounded domain. A maximum principle for the equation is proved. The uniqueness and continuous dependence of the solution are derived. Using a fractional predictor–corrector method combining the L1 and L2 discrete schemes, we present a numerical method for the specified equation. Two examples are given to illustrate the obtained results.

Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains

Subdiffusion equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we consider the time distributed-order and Riesz space fractional diffusions on bounded domains with Dirichlet boundary conditions. Here, the time derivative is defined as the distributed-order fractional derivative in the Caputo sense, and the space derivative is defined as the Riesz fractional derivative. First, we discretize the integral term in the time distributed-order and Riesz space fractional diffusions using numerical approximation. Then the given equation can be written as a multi-term time–space fractional diffusion. Secondly, we propose an implicit difference method for the multi-term time–space fractional diffusion. Thirdly, using mathematical induction, we prove the implicit difference method is unconditionally stable and convergent. Also, the solvability for our method is discussed. Finally, two numerical examples are given to show that the numerical results are in good agreement with our theoretical analysis.

Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation

In this paper, we consider a two-sided space-fractional diffusion equation with variable coefficients on a finite domain. Firstly, based on the nodal basis functions, we present a new fractional finite volume method for the two-sided space-fractional diffusion equation and derive the implicit scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the implicit fractional finite volume method and conclude that the method is unconditionally stable and convergent. Finally, some numerical examples are given to show the effectiveness of the new numerical method, and the results are in excellent agreement with theoretical analysis.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

Fractional models in space for diffusive processes in heterogeneous media with applications in cell motility and electrical signal propagation

This work addresses fundamental issues in the mathematical modelling of the diffusive motion of particles in biological and physiological settings. New mathematical results are proved and implemented in computer models for the colonisation of the embryonic gut by neural cells and the propagation of electrical waves in the heart, offering new insights into the relationships between structure and function. In particular, the thesis focuses on the use of non-local differential operators of non-integer order to capture the main features of diffusion processes occurring in complex spatial structures characterised by high levels of heterogeneity.

Numerical treatment of a two-dimensional variable-order fractional nonlinear reaction-diffusion model

A two-dimensional variable-order fractional nonlinear reaction-diffusion model is considered. A second-order spatial accurate semi-implicit alternating direction method for a two-dimensional variable-order fractional nonlinear reaction-diffusion model is proposed. Stability and convergence of the semi-implicit alternating direct method are established. Finally, some numerical examples are given to support our theoretical analysis. These numerical techniques can be used to simulate a two-dimensional variable order fractional FitzHugh-Nagumo model in a rectangular domain. This type of model can be used to describe how electrical currents flow through the heart, controlling its contractions, and are used to ascertain the effects of certain drugs designed to treat arrhythmia.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Multi-site study of additive genetic effects on fractional anisotropy of cerebral white matter: Comparing meta and megaanalytical approaches for data pooling

Combining datasets across independent studies can boost statistical power by increasing the numbers of observations and can achieve more accurate estimates of effect sizes. This is especially important for genetic studies where a large number of observations are required to obtain sufficient power to detect and replicate genetic effects. There is a need to develop and evaluate methods for joint-analytical analyses of rich datasets collected in imaging genetics studies. The ENIGMA-DTI consortium is developing and evaluating approaches for obtaining pooled estimates of heritability through meta-and mega-genetic analytical approaches, to estimate the general additive genetic contributions to the intersubject variance in fractional anisotropy (FA) measured from diffusion tensor imaging (DTI). We used the ENIGMA-DTI data harmonization protocol for uniform processing of DTI data from multiple sites. We evaluated this protocol in five family-based cohorts providing data from a total of 2248 children and adults (ages: 9-85) collected with various imaging protocols. We used the imaging genetics analysis tool, SOLAR-Eclipse, to combine twin and family data from Dutch, Australian and Mexican-American cohorts into one large "mega-family". We showed that heritability estimates may vary from one cohort to another. We used two meta-analytical (the sample-size and standard-error weighted) approaches and a mega-genetic analysis to calculate heritability estimates across-population. We performed leave-one-out analysis of the joint estimates of heritability, removing a different cohort each time to understand the estimate variability. Overall, meta- and mega-genetic analyses of heritability produced robust estimates of heritability.

Comparison of fractional and geodesic anisotropy in diffusion tensor images of 90 monozygotic and dizygotic twins

We used diffusion tensor magnetic resonance imaging (DTI) to reveal the extent of genetic effects on brain fiber microstructure, based on tensor-derived measures, in 22 pairs of monozygotic (MZ) twins and 23 pairs of dizygotic (DZ) twins (90 scans). After Log-Euclidean denoising to remove rank-deficient tensors, DTI volumes were fluidly registered by high-dimensional mapping of co-registered MP-RAGE scans to a geometrically-centered mean neuroanatomical template. After tensor reorientation using the strain of the 3D fluid transformation, we computed two widely used scalar measures of fiber integrity: fractional anisotropy (FA), and geodesic anisotropy (GA), which measures the geodesic distance between tensors in the symmetric positive-definite tensor manifold. Spatial maps of intraclass correlations (r) between MZ and DZ twins were compared to compute maps of Falconer's heritability statistics, i.e. the proportion of population variance explainable by genetic differences among individuals. Cumulative distribution plots (CDF) of effect sizes showed that the manifold measure, GA, comparably the Euclidean measure, FA, in detecting genetic correlations. While maps were relatively noisy, the CDFs showed promise for detecting genetic influences on brain fiber integrity as the current sample expands.

White matter integrity measured by fractional anisotropy correlates poorly with actual individual fiber anisotropy

Fractional anisotropy (FA), a very widely used measure of fiber integrity based on diffusion tensor imaging (DTI), is a problematic concept as it is influenced by several quantities including the number of dominant fiber directions within each voxel, each fiber's anisotropy, and partial volume effects from neighboring gray matter. High-angular resolution diffusion imaging (HARDI) can resolve more complex diffusion geometries than standard DTI, including fibers crossing or mixing. The tensor distribution function (TDF) can be used to reconstruct multiple underlying fibers per voxel, representing the diffusion profile as a probabilistic mixture of tensors. Here we found that DTIderived mean diffusivity (MD) correlates well with actual individual fiber MD, but DTI-derived FA correlates poorly with actual individual fiber anisotropy, and may be suboptimal when used to detect disease processes that affect myelination. Analysis of the TDFs revealed that almost 40% of voxels in the white matter had more than one dominant fiber present. To more accurately assess fiber integrity in these cases, we here propose the differential diffusivity (DD), which measures the average anisotropy based on all dominant directions in each voxel.

A novel measure of fractional anisotropy based on the tensor distribution function

Fractional anisotropy (FA), a very widely used measure of fiber integrity based on diffusion tensor imaging (DTI), is a problematic concept as it is influenced by several quantities including the number of dominant fiber directions within each voxel, each fiber's anisotropy, and partial volume effects from neighboring gray matter. With High-angular resolution diffusion imaging (HARDI) and the tensor distribution function (TDF), one can reconstruct multiple underlying fibers per voxel and their individual anisotropy measures by representing the diffusion profile as a probabilistic mixture of tensors. We found that FA, when compared with TDF-derived anisotropy measures, correlates poorly with individual fiber anisotropy, and may sub-optimally detect disease processes that affect myelination. By contrast, mean diffusivity (MD) as defined in standard DTI appears to be more accurate. Overall, we argue that novel measures derived from the TDF approach may yield more sensitive and accurate information than DTI-derived measures.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.