High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation

In this paper, a class of unconditionally stable difference schemes based on the Pad´e approximation is presented for the Riesz space-fractional telegraph equation. Firstly, we introduce a new variable to transform the original dfferential equation to an equivalent differential equation system. Then, we apply a second order fractional central difference scheme to discretise the Riesz space-fractional operator. Finally, we use (1, 1), (2, 2) and (3, 3) Pad´e approximations to give a fully discrete difference scheme for the resulting linear system of ordinary differential equations. Matrix analysis is used to show the unconditional stability of the proposed algorithms. Two examples with known exact solutions are chosen to assess the proposed difference schemes. Numerical results demonstrate that these schemes provide accurate and efficient methods for solving a space-fractional hyperbolic equation.

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.

The mathematical modelling of cheese ripening

A mathematical model is developed for the ripening of cheese. Such models may assist predicting final cheese quality using measured initial composition. The main constituent chemical reactions are described with ordinary differential equations. Numerical solutions to the model equations are found using Matlab. Unknown parameter values have been fitted using experimental data available in the literature. The results from the numerical fitting are in good agreement with the data. Statistical analysis is performed on near infrared data provided to the MISG. However, due to the inhomogeneity and limited nature of the data, not many conclusions can be drawn from the analysis. A simple model of the potential changes in acidity of cheese is also considered. The results from this model are consistent with cheese manufacturing knowledge, in that the pH of cheddar cheese does not significantly change during ripening.

An improved computational method in structural dynamics

Purpose – In structural, earthquake and aeronautical engineering and mechanical vibration, the solution of dynamic equations for a structure subjected to dynamic loading leads to a high order system of differential equations. The numerical methods are usually used for integration when either there is dealing with discrete data or there is no analytical solution for the equations. Since the numerical methods with more accuracy and stability give more accurate results in structural responses, there is a need to improve the existing methods or develop new ones. The paper aims to discuss these issues. Design/methodology/approach – In this paper, a new time integration method is proposed mathematically and numerically, which is accordingly applied to single-degree-of-freedom (SDOF) and multi-degree-of-freedom (MDOF) systems. Finally, the results are compared to the existing methods such as Newmark’s method and closed form solution. Findings – It is concluded that, in the proposed method, the data variance of each set of structural responses such as displacement, velocity, or acceleration in different time steps is less than those in Newmark’s method, and the proposed method is more accurate and stable than Newmark’s method and is capable of analyzing the structure at fewer numbers of iteration or computation cycles, hence less time-consuming. Originality/value – A new mathematical and numerical time integration method is proposed for the computation of structural responses with higher accuracy and stability, lower data variance, and fewer numbers of iterations for computational cycles.

Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

Stochastic dynamics of interacting haematopoietic stem cell niche lineages

Since we still know very little about stem cells in their natural environment, it is useful to explore their dynamics through modelling and simulation, as well as experimentally. Most models of stem cell systems are based on deterministic differential equations that ignore the natural heterogeneity of stem cell populations. This is not appropriate at the level of individual cells and niches, when randomness is more likely to affect dynamics. In this paper, we introduce a fast stochastic method for simulating a metapopulation of stem cell niche lineages, that is, many sub-populations that together form a heterogeneous metapopulation, over time. By selecting the common limiting timestep, our method ensures that the entire metapopulation is simulated synchronously. This is important, as it allows us to introduce interactions between separate niche lineages, which would otherwise be impossible. We expand our method to enable the coupling of many lineages into niche groups, where differentiated cells are pooled within each niche group. Using this method, we explore the dynamics of the haematopoietic system from a demand control system perspective. We find that coupling together niche lineages allows the organism to regulate blood cell numbers as closely as possible to the homeostatic optimum. Furthermore, coupled lineages respond better than uncoupled ones to random perturbations, here the loss of some myeloid cells. This could imply that it is advantageous for an organism to connect together its niche lineages into groups. Our results suggest that a potential fruitful empirical direction will be to understand how stem cell descendants communicate with the niche and how cancer may arise as a result of a failure of such communication.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Exact calculations of survival probability for diffusion on growing lines, disks, and spheres: The role of dimension

Unlike standard applications of transport theory, the transport of molecules and cells during embryonic development often takes place within growing multidimensional tissues. In this work, we consider a model of diffusion on uniformly growing lines, disks, and spheres. An exact solution of the partial differential equation governing the diffusion of a population of individuals on the growing domain is derived. Using this solution, we study the survival probability, S(t). For the standard nongrowing case with an absorbing boundary, we observe that S(t) decays to zero in the long time limit. In contrast, when the domain grows linearly or exponentially with time, we show that S(t) decays to a constant, positive value, indicating that a proportion of the diffusing substance remains on the growing domain indefinitely. Comparing S(t) for diffusion on lines, disks, and spheres indicates that there are minimal differences in S(t) in the limit of zero growth and minimal differences in S(t) in the limit of fast growth. In contrast, for intermediate growth rates, we observe modest differences in S(t) between different geometries. These differences can be quantified by evaluating the exact expressions derived and presented here.

Analytical model of reactive transport processes with spatially variable coefficients

Analytical solutions of partial differential equation (PDE) models describing reactive transport phenomena in saturated porous media are often used as screening tools to provide insight into contaminant fate and transport processes. While many practical modelling scenarios involve spatially variable coefficients, such as spatially variable flow velocity, v(x), or spatially variable decay rate, k(x), most analytical models deal with constant coefficients. Here we present a framework for constructing exact solutions of PDE models of reactive transport. Our approach is relevant for advection-dominant problems, and is based on a regular perturbation technique. We present a description of the solution technique for a range of one-dimensional scenarios involving constant and variable coefficients, and we show that the solutions compare well with numerical approximations. Our general approach applies to a range of initial conditions and various forms of v(x) and k(x). Instead of simply documenting specific solutions for particular cases, we present a symbolic worksheet, as supplementary material, which enables the solution to be evaluated for different choices of the initial condition, v(x) and k(x). We also discuss how the technique generalizes to apply to models of coupled multispecies reactive transport as well as higher dimensional problems.

Survival probability for a diffusive process on a growing domain

We consider the motion of a diffusive population on a growing domain, 0 < x < L(t ), which is motivated by various applications in developmental biology. Individuals in the diffusing population, which could represent molecules or cells in a developmental scenario, undergo two different kinds of motion: (i) undirected movement, characterized by a diffusion coefficient, D, and (ii) directed movement, associated with the underlying domain growth. For a general class of problems with a reflecting boundary at x = 0, and an absorbing boundary at x = L(t ), we provide an exact solution to the partial differential equation describing the evolution of the population density function, C(x,t ). Using this solution, we derive an exact expression for the survival probability, S(t ), and an accurate approximation for the long-time limit, S = limt→∞ S(t ). Unlike traditional analyses on a nongrowing domain, where S ≡ 0, we show that domain growth leads to a very different situation where S can be positive. The theoretical tools developed and validated in this study allow us to distinguish between situations where the diffusive population reaches the moving boundary at x = L(t ) from other situations where the diffusive population never reaches the moving boundary at x = L(t ). Making this distinction is relevant to certain applications in developmental biology, such as the development of the enteric nervous system (ENS). All theoretical predictions are verified by implementing a discrete stochastic model.

Exact solutions of linear reaction-diffusion on a uniformly growing domain: criteria for successful colonization

Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction—diffusion process on 0

Modelling the movement of interacting cell populations: A moment dynamics approach

Mathematical models describing the movement of multiple interacting subpopulations are relevant to many biological and ecological processes. Standard mean-field partial differential equation descriptions of these processes suffer from the limitation that they implicitly neglect to incorporate the impact of spatial correlations and clustering. To overcome this, we derive a moment dynamics description of a discrete stochastic process which describes the spreading of distinct interacting subpopulations. In particular, we motivate our model by mimicking the geometry of two typical cell biology experiments. Comparing the performance of the moment dynamics model with a traditional mean-field model confirms that the moment dynamics approach always outperforms the traditional mean-field approach. To provide more general insight we summarise the performance of the moment dynamics model and the traditional mean-field model over a wide range of parameter regimes. These results help distinguish between those situations where spatial correlation effects are sufficiently strong, such that a moment dynamics model is required, from other situations where spatial correlation effects are sufficiently weak, such that a traditional mean-field model is adequate.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

A curve shortening flow rule for closed embedded plane curves with a prescribed rate of change in enclosed area

Motivated by a problem from fluid mechanics, we consider a generalization of the standard curve shortening flow problem for a closed embedded plane curve such that the area enclosed by the curve is forced to decrease at a prescribed rate. Using formal asymptotic and numerical techniques, we derive possible extinction shapes as the curve contracts to a point, dependent on the rate of decreasing area; we find there is a wider class of extinction shapes than for standard curve shortening, for which initially simple closed curves are always asymptotically circular. We also provide numerical evidence that self-intersection is possible for non-convex initial conditions, distinguishing between pinch-off and coalescence of the curve interior.

A geometric approach to stationary defect solutions in one space dimension

In this manuscript, we consider the impact of a small jump-type spatial heterogeneity on the existence of stationary localized patterns in a system of partial dierential equations in one spatial dimension...