A second-order accurate numerical approximation for the Riesz space fractional advection-dispersion equation

In this paper, we consider a space Riesz fractional advection-dispersion equation. The equation is obtained from the standard advection-diffusion equation by replacing the ¯rst-order and second-order space derivatives by the Riesz fractional derivatives of order β 1 Є (0; 1) and β2 Є(1; 2], respectively. Riesz fractional advection and dispersion terms are approximated by using two fractional centered difference schemes, respectively. A new weighted Riesz fractional ¯nite difference approximation scheme is proposed. When the weighting factor Ѳ = 1/2, a second- order accurate numerical approximation scheme for the Riesz fractional advection-dispersion equation is obtained. Stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

Many physical processes exhibit fractional order behavior that varies with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider the time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Numerical methods and analysis for a class of fractional advection-dispersion models

In this paper, a class of fractional advection–dispersion models (FADMs) is considered. These models include five fractional advection–dispersion models, i.e., the time FADM, the mobile/immobile time FADM with a time Caputo fractional derivative 0 < γ < 1, the space FADM with two sides Riemann–Liouville derivatives, the time–space FADM and the time fractional advection–diffusion-wave model with damping with index 1 < γ < 2. These equations can be used to simulate the regional-scale anomalous dispersion with heavy tails. We propose computationally effective implicit numerical methods for these FADMs. The stability and convergence of the implicit numerical methods are analysed and compared systematically. Finally, some results are given to demonstrate the effectiveness of theoretical analysis.

Stability and convergence of implicit numerical methods for a class of fractional advection-dispersion models

In this paper, a class of fractional advection-dispersion models (FADM) is investigated. These models include five fractional advection-dispersion models: the immobile, mobile/immobile time FADM with a temporal fractional derivative 0 < γ < 1, the space FADM with skewness, both the time and space FADM and the time fractional advection-diffusion-wave model with damping with index 1 < γ < 2. They describe nonlocal dependence on either time or space, or both, to explain the development of anomalous dispersion. These equations can be used to simulate regional-scale anomalous dispersion with heavy tails, for example, the solute transport in watershed catchments and rivers. We propose computationally effective implicit numerical methods for these FADM. The stability and convergence of the implicit numerical methods are analyzed and compared systematically. Finally, some results are given to demonstrate the effectiveness of our theoretical analysis.

Solution methods for advection-diffusion-reaction equations on growing domains and subdomains, with application to modelling skin substitutes

Problems involving the solution of advection-diffusion-reaction equations on domains and subdomains whose growth affects and is affected by these equations, commonly arise in developmental biology. Here, a mathematical framework for these situations, together with methods for obtaining spatio-temporal solutions and steady states of models built from this framework, is presented. The framework and methods are applied to a recently published model of epidermal skin substitutes. Despite the use of Eulerian schemes, excellent agreement is obtained between the numerical spatio-temporal, numerical steady state, and analytical solutions of the model.

Stability and convergence of a finite volume method for the space fractional advection-dispersion equation

We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grünwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support the theoretical analysis.

A novel numerical approximation for the space fractional advection-dispersion equation

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

A comparison of finite difference and finite volume methods for solving the space fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

A finite volume method with linearisation in time for the solution of advection-reaction-diffusion systems

The numerical solution in one space dimension of advection--reaction--diffusion systems with nonlinear source terms may invoke a high computational cost when the presently available methods are used. Numerous examples of finite volume schemes with high order spatial discretisations together with various techniques for the approximation of the advection term can be found in the literature. Almost all such techniques result in a nonlinear system of equations as a consequence of the finite volume discretisation especially when there are nonlinear source terms in the associated partial differential equation models. This work introduces a new technique that avoids having such nonlinear systems of equations generated by the spatial discretisation process when nonlinear source terms in the model equations can be expanded in positive powers of the dependent function of interest. The basis of this method is a new linearisation technique for the temporal integration of the nonlinear source terms as a supplementation of a more typical finite volume method. The resulting linear system of equations is shown to be both accurate and significantly faster than methods that necessitate the use of solvers for nonlinear system of equations.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

Canards in advection-reaction-diffusion systems in one spatial dimension

This thesis contains a mathematical investigation of the existence of travelling wave solutions to singularly perturbed advection-reaction-diffusion models of biological processes. An enhanced mathematical understanding of these solutions and models is gained via the identification of canards (special solutions of fast/slow dynamical systems) and their role in the existence of the most biologically relevant, shock-like solutions. The analysis focuses on two existing models. A new proof of existence of a whole family of travelling waves is provided for a model describing malignant tumour invasion, while new solutions are identified for a model describing wound healing angiogenesis.