Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Time-dependent fractional advection–diffusion equations by an implicit MLS meshless method

Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in a FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is Finite Difference Method (FDM), which is usually difficult to handle a complex problem domain, and also hard to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection-diffusion equations (FADE), which is a typical FPDE. The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong-forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE.

Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

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.

Cell invasion with proliferation mechanisms motivated by time-lapse data

Cell invasion involves a population of cells which are motile and proliferative. Traditional discrete models of proliferation involve agents depositing daughter agents on nearest- neighbor lattice sites. Motivated by time-lapse images of cell invasion, we propose and analyze two new discrete proliferation models in the context of an exclusion process with an undirected motility mechanism. These discrete models are related to a family of reaction- diffusion equations and can be used to make predictions over a range of scales appropriate for interpreting experimental data. The new proliferation mechanisms are biologically relevant and mathematically convenient as the continuum-discrete relationship is more robust for the new proliferation mechanisms relative to traditional approaches.

An advanced implicit meshless approach for fractional partial differential equation in computational mechanics

Recently, the numerical modelling and simulation for fractional partial differential equations (FPDE), which have been found with widely applications in modern engineering and sciences, are attracting increased attentions. The current dominant numerical method for modelling of FPDE is the explicit Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings. This paper aims to develop an implicit meshless approach based on the radial basis functions (RBF) for numerical simulation of time fractional diffusion equations. The discrete system of equations is obtained by using the RBF meshless shape functions and the strong-forms. The stability and convergence of this meshless approach are then discussed and theoretically proven. Several numerical examples with different problem domains are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. The results obtained by the meshless formations are also compared with those obtained by FDM in terms of their accuracy and efficiency. It is concluded that the present meshless formulation is very effective for the modelling and simulation for FPDE.

Mathematical modelling of chronic wound healing

Chronicwounds fail to proceed through an orderly process to produce anatomic and functional integrity and are a significant socioeconomic problem. There is much debate about the best way to treat these wounds. In this thesis we review earlier mathematical models of angiogenesis and wound healing. Many of these models assume a chemotactic response of endothelial cells, the primary cell type involved in angiogenesis. Modelling this chemotactic response leads to a system of advection-dominated partial differential equations and we review numerical methods to solve these equations and argue that the finite volume method with flux limiting is best-suited to these problems. One treatment of chronic wounds that is shrouded with controversy is hyperbaric oxygen therapy (HBOT). There is currently no conclusive data showing that HBOT can assist chronic wound healing, but there has been some clinical success. In this thesis we use several mathematical models of wound healing to investigate the use of hyperbaric oxygen therapy to assist the healing process - a novel threespecies model and a more complex six-species model. The second model accounts formore of the biological phenomena but does not lend itself tomathematical analysis. Bothmodels are then used tomake predictions about the efficacy of hyperbaric oxygen therapy and the optimal treatment protocol. Based on our modelling, we are able to make several predictions including that intermittent HBOT will assist chronic wound healing while normobaric oxygen is ineffective in treating such wounds, treatment should continue until healing is complete and finding the right protocol for an individual patient is crucial if HBOT is to be effective. Analysis of the models allows us to derive constraints for the range of HBOT protocols that will stimulate healing, which enables us to predict which patients are more likely to have a positive response to HBOT and thus has the potential to assist in improving both the success rate and thus the cost-effectiveness of this therapy.

Numerical simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Pulse dynamics in a three-component system : stability and bifurcations

In this article, we analyze the stability and the associated bifurcations of several types of pulse solutions in a singularly perturbed three-component reaction-diffusion equation that has its origin as a model for gas discharge dynamics. Due to the richness and complexity of the dynamics generated by this model, it has in recent years become a paradigm model for the study of pulse interactions. A mathematical analysis of pulse interactions is based on detailed information on the existence and stability of isolated pulse solutions. The existence of these isolated pulse solutions is established in previous work. Here, the pulse solutions are studied by an Evans function associated to the linearized stability problem. Evans functions for stability problems in singularly perturbed reaction-diffusion models can be decomposed into a fast and a slow component, and their zeroes can be determined explicitly by the NLEP method. In the context of the present model, we have extended the NLEP method so that it can be applied to multi-pulse and multi-front solutions of singularly perturbed reaction-diffusion equations with more than one slow component. The brunt of this article is devoted to the analysis of the stability characteristics and the bifurcations of the pulse solutions. Our methods enable us to obtain explicit, analytical information on the various types of bifurcations, such as saddle-node bifurcations, Hopf bifurcations in which breathing pulse solutions are created, and bifurcations into travelling pulse solutions, which can be both subcritical and supercritical.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Interacting motile agents : taking a mean-field approach beyond monomers and nearest-neighbor steps

We consider a discrete agent-based model on a one-dimensional lattice, where each agent occupies L sites and attempts movements over a distance of d lattice sites. Agents obey a strict simple exclusion rule. A discrete-time master equation is derived using a mean-field approximation and careful probability arguments. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy are obtained. Averaged discrete simulation data are generated and shown to compare very well with the solution to the derived nonlinear diffusion equations. This framework allows us to approach a lattice-free result using all the advantages of lattice methods. Since different cell types have different shapes and speeds of movement, this work offers insight into population-level behavior of collective cellular motion.

Collective motion of dimers

We consider a discrete agent-based model on a one-dimensional lattice and a two-dimensional square lattice, where each agent is a dimer occupying two sites. Agents move by vacating one occupied site in favor of a nearest-neighbor site and obey either a strict simple exclusion rule or a weaker constraint that permits partial overlaps between dimers. Using indicator variables and careful probability arguments, a discrete-time master equation for these processes is derived systematically within a mean-field approximation. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy of the dimer population are obtained. In addition, we show that multiple species of interacting subpopulations give rise to advection-diffusion equations. Averaged discrete simulation data compares very well with the solution to the continuum partial differential equation models. Since many cell types are elongated rather than circular, this work offers insight into population-level behavior of collective cellular motion.

Finite volume methods for simulating anomalous transport

In this thesis a new approach for solving a certain class of anomalous diffusion equations was developed. The theory and algorithms arising from this work will pave the way for more efficient and more accurate solutions of these equations, with applications to science, health and industry. The method of finite volumes was applied to discretise the spatial derivatives, and this was shown to outperform existing methods in several key respects. The stability and convergence of the new method were rigorously established.

Numerical simulation of anomalous infiltration in porous media

Nonlinear time-fractional diffusion equations have been used to describe the liquid infiltration for both subdiffusion and superdiffusion in porous media. In this paper, some problems of anomalous infiltration with a variable-order timefractional derivative in porous media are considered. The time-fractional Boussinesq equation is also considered. Two computationally efficient implicit numerical schemes for the diffusion and wave-diffusion equations are proposed. Numerical examples are provided to show that the numerical methods are computationally efficient.

Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes

Many biological environments are crowded by macromolecules, organelles and cells which can impede the transport of other cells and molecules. Previous studies have sought to describe these effects using either random walk models or fractional order diffusion equations. Here we examine the transport of both a single agent and a population of agents through an environment containing obstacles of varying size and shape, whose relative densities are drawn from a specified distribution. Our simulation results for a single agent indicate that smaller obstacles are more effective at retarding transport than larger obstacles; these findings are consistent with our simulations of the collective motion of populations of agents. In an attempt to explore whether these kinds of stochastic random walk simulations can be described using a fractional order diffusion equation framework, we calibrate the solution of such a differential equation to our averaged agent density information. Our approach suggests that these kinds of commonly used differential equation models ought to be used with care since we are unable to match the solution of a fractional order diffusion equation to our data in a consistent fashion over a finite time period.