Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain

Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.

Analytical and numerical solutions of the space and time fractional bloch-torrey equation

Fractional order dynamics in physics, particularly when applied to diffusion, leads to an extension of the concept of Brown-ian motion through a generalization of the Gaussian probability function to what is termed anomalous diffusion. As MRI is applied with increasing temporal and spatial resolution, the spin dynamics are being examined more closely; such examinations extend our knowledge of biological materials through a detailed analysis of relaxation time distribution and water diffusion heterogeneity. Here the dynamic models become more complex as they attempt to correlate new data with a multiplicity of tissue compartments where processes are often anisotropic. Anomalous diffusion in the human brain using fractional order calculus has been investigated. Recently, a new diffusion model was proposed by solving the Bloch-Torrey equation using fractional order calculus with respect to time and space (see R.L. Magin et al., J. Magnetic Resonance, 190 (2008) 255-270). However effective numerical methods and supporting error analyses for the fractional Bloch-Torrey equation are still limited. In this paper, the space and time fractional Bloch-Torrey equation (ST-FBTE) is considered. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we derive an analytical solution for the ST-FBTE with initial and boundary conditions on a finite domain. Secondly, we propose an implicit numerical method (INM) for the ST-FBTE, and the stability and convergence of the INM are investigated. We prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent. Finally, we present some numerical results that support our theoretical analysis.

Comparison between analytical and 3D finite element solutions for borehole stresses in anisotropic elastic rock

We present a rigorous validation of the analytical Amadei solution for the stress concentration around an arbitrarily orientated borehole in general anisotropic elastic media. First, we revisit the theoretical framework of the Amadei solution and present analytical insights that show that the solution does indeed contain all special cases of symmetry, contrary to previous understanding, provided that the reduced strain coefficients b11 and b55 are not equal. It is shown from theoretical considerations and published experimental data that the b11 and b55 are not equal for realistic rocks. Second, we develop a 3D finite element elastic model within a hybrid analytical–numerical workflow that circumvents the need to rebuild and remesh the model for every borehole and material orientation. Third, we show that the borehole stresses computed from the numerical model and the analytical solution match almost perfectly for different borehole orientations (vertical, deviated and horizontal) and for several cases involving isotropic, transverse isotropic and orthorhombic symmetries. It is concluded that the analytical Amadei solution is valid with no restriction on the borehole orientation or the symmetry of the elastic anisotropy.

Soil moisture monitoring at the field scale using neutron probe

Measurement of the moisture variation in soils is required for geotechnical design and research because soil properties and behavior can vary as moisture content changes. The neutron probe, which was developed more than 40 years ago, is commonly used to monitor soil moisture variation in the field. This study reports a full-scale field monitoring of soil moisture using a neutron moisture probe for a period of more than 2 years in the Melbourne (Australia) region. On the basis of soil types available in the Melbourne region, 23 sites were chosen for moisture monitoring down to a depth of 1500 mm. The field calibration method was used to develop correlations relating the volumetric moisture content and neutron counts. Observed results showed that the deepest “wetting front” during the wet season was limited to the top 800 to 1000 mm of soil whilst the top soil layer down to about 550mmresponded almost immediately to the rainfall events. At greater depths (550 to 800mmand below 800 mm), the moisture variations were relatively low and displayed predominantly periodic fluctuations. This periodic nature was captured with Fourier analysis to develop a cyclic moisture model on the basis of an analytical solution of a one-dimensional moisture flow equation for homogeneous soils. It is argued that the model developed can be used to predict the soil moisture variations as applicable to buried structures such as pipes.

Revisiting borehole stresses in anisotropic elastic media : comparison of analytical versus numerical solutions

We present a rigorous validation of the analyticalAmadei solution for the stress concentration around arbitrarily orientated borehole in general anisotropic elastic media. First, we revisit the theoretical framework of the Amadei solution and present analytical insights that show that the solution does indeed contain all special cases of symmetry, contrary to previous understanding, provided that the reduced strain coefficients β11 and β55 are not equal. It is shown from theoretical considerations and published experimental data that the β11 and β55 are not equal for realistic rocks. Second, we develop a 3D finite-element elastic model within a hybrid analyticalnumerical workflow that circumvents the need to rebuild and remesh the model for every borehole and material orientation. Third, we show that the borehole stresses computed from the numerical model and the analytical solution match almost perfectly for different borehole orientations (vertical, deviated and horizontal) and for several cases involving isotropic and transverse isotropic symmetries. It is concluded that the analytical Amadei solution is valid with no restrictions on the borehole orientation or elastic anisotropy symmetry.

Wavelet based approaches and high resolution methods for complex process models

Many industrial processes and systems can be modelled mathematically by a set of Partial Differential Equations (PDEs). Finding a solution to such a PDF model is essential for system design, simulation, and process control purpose. However, major difficulties appear when solving PDEs with singularity. Traditional numerical methods, such as finite difference, finite element, and polynomial based orthogonal collocation, not only have limitations to fully capture the process dynamics but also demand enormous computation power due to the large number of elements or mesh points for accommodation of sharp variations. To tackle this challenging problem, wavelet based approaches and high resolution methods have been recently developed with successful applications to a fixedbed adsorption column model. Our investigation has shown that recent advances in wavelet based approaches and high resolution methods have the potential to be adopted for solving more complicated dynamic system models. This chapter will highlight the successful applications of these new methods in solving complex models of simulated-moving-bed (SMB) chromatographic processes. A SMB process is a distributed parameter system and can be mathematically described by a set of partial/ordinary differential equations and algebraic equations. These equations are highly coupled; experience wave propagations with steep front, and require significant numerical effort to solve. To demonstrate the numerical computing power of the wavelet based approaches and high resolution methods, a single column chromatographic process modelled by a Transport-Dispersive-Equilibrium linear model is investigated first. Numerical solutions from the upwind-1 finite difference, wavelet-collocation, and high resolution methods are evaluated by quantitative comparisons with the analytical solution for a range of Peclet numbers. After that, the advantages of the wavelet based approaches and high resolution methods are further demonstrated through applications to a dynamic SMB model for an enantiomers separation process. This research has revealed that for a PDE system with a low Peclet number, all existing numerical methods work well, but the upwind finite difference method consumes the most time for the same degree of accuracy of the numerical solution. The high resolution method provides an accurate numerical solution for a PDE system with a medium Peclet number. The wavelet collocation method is capable of catching up steep changes in the solution, and thus can be used for solving PDE models with high singularity. For the complex SMB system models under consideration, both the wavelet based approaches and high resolution methods are good candidates in terms of computation demand and prediction accuracy on the steep front. The high resolution methods have shown better stability in achieving steady state in the specific case studied in this Chapter.

Robust designs for Poisson regression models

We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it may be necessary to extend the robust designs for implementation in practical experiments. With these extensions, our methodology constructs designs which perform similarly, in terms of estimation, to current techniques, and offers the solution in a more timely manner. We further apply this analytic result to cases where uncertainty exists in the linear predictor. The application of this methodology to practical design problems such as screening experiments is explored. Given the minimal prior knowledge that is usually available when conducting such experiments, it is recommended to derive designs robust across a variety of systems. However, incorporating such uncertainty into the design process can be a computationally intense exercise. Hence, our analytic approach is explored as an alternative.

Oxygen transport in soil and the vertical distribution of roots

An analytical solution for steady-state oxygen transport in soils including 2 sink terms, viz roots and microbes with the corresponding vertical distribution scaling lengths forming a ratio p, showed p governed the critical air-filled porosity, θ_c, needed by most plants. For low temperature and p, θ_c was <0.1 but at higher temperatures and p = 1, θ_c was >0.15 m³/m³. When root length density at the surface was 10⁴ m/m³ and p > 3, θ_c was 0.25 m³/m³, more than half the pore space. Few combinations of soil and climate regularly meet this condition. However, for sandy soils and seasonally warm, arid regions, the theory is consistent with observation, in that plants may have some deep roots. Critical θ_c values are used to formulate theoretical solutions in a forward mode, so different levels of oxygen uptake by roots may be compared to microbial activity. The proportion of respiration by plant roots increases rapidly with p up to p ≈2.

Robust designs for Poisson regression models

We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it may be necessary to extend the robust designs for implementation in practical experiments. With these extensions, our methodology constructs designs which perform similarly, in terms of estimation, to current techniques, and offers the solution in a more timely manner. We further apply this analytic result to cases where uncertainty exists in the linear predictor. The application of this methodology to practical design problems such as screening experiments is explored. Given the minimal prior knowledge that is usually available when conducting such experiments, it is recommended to derive designs robust across a variety of systems. However, incorporating such uncertainty into the design process can be a computationally intense exercise. Hence, our analytic approach is explored as an alternative.

Molecular investigation of the mechanical properties of single actin filaments based on vibration analyses

The mechanical vibration properties of single actin filaments from 50 to 288 nm are investigated by the molecular dynamics simulation in this study. The natural frequencies obtained from the molecular simulations agree with those obtained from the analytical solution of the equivalent Euler–Bernoulli beam model. Through the convergence study of the mechanical properties with respect to the filament length, it was found that the Euler–Bernoulli beam model can only be reliably used when the single actin filament is of the order of hundreds of nanometre scale. This molecular investigation not only provides the evidence for the use of the continuum beam model in characterising the mechanical properties of single actin filaments, but also clarifies the criteria for the effective use of the Euler–Bernoulli beam model.

A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

Correlating flow induced shear stress and chondrocytes activity in micro-porous scaffold using computational fluid dynamics and rapid prototyping

Flow induced shear stress plays an important role in regulating cell growth and distribution in scaffolds. This study sought to correlate wall shear stress and chondrocytes activity for engineering design of micro-porous osteochondral grafts based on the hypothesis that it is possible to capture and discriminate between the transmitted force and cell response at the inner irregularities. Unlike common tissue engineering therapies with perfusion bioreactors in which flow-mediated stress is the controlling parameter, this work assigned the associated stress as a function of porosity to influence in vitro proliferation of chondrocytes. D-optimality criterion was used to accommodate three pore characteristics for appraisal in a mixed level fractional design of experiment (DOE); namely, pore size (4 levels), distribution pattern (2 levels) and density (3 levels). Micro-porous scaffolds (n=12) were fabricated according to the DOE using rapid prototyping of an acrylic-based bio-photopolymer. Computational fluid dynamics (CFD) models were created correspondingly and used on an idealized boundary condition with a Newtonian fluid domain to simulate the dynamic microenvironment inside the pores. In vitro condition was reproduced for the 3D printed constructs seeded by high pellet densities of human chondrocytes and cultured for 72 hours. The results showed that cell proliferation was significantly different in the constructs (p<0.05). Inlet fluid velocity of 3×10-2mms-1 and average shear stress of 5.65×10-2 Pa corresponded with increased cell proliferation for scaffolds with smaller pores in hexagonal pattern and lower densities. Although the analytical solution of a Poiseuille flow inside the pores was found insufficient for the description of the flow profile probably due to the outside flow induced turbulence, it showed that the shear stress would increase with cell growth and decrease with pore size. This correlation demonstrated the basis for determining the relation between the induced stress and chondrocyte activity to optimize microfabrication of engineered cartilaginous constructs.

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.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

An analytical tool that quantifies cellular morphology changes from three-dimensional fluorescence images

The most common software analysis tools available for measuring fluorescence images are for two-dimensional (2D) data that rely on manual settings for inclusion and exclusion of data points, and computer-aided pattern recognition to support the interpretation and findings of the analysis. It has become increasingly important to be able to measure fluorescence images constructed from three-dimensional (3D) datasets in order to be able to capture the complexity of cellular dynamics and understand the basis of cellular plasticity within biological systems. Sophisticated microscopy instruments have permitted the visualization of 3D fluorescence images through the acquisition of multispectral fluorescence images and powerful analytical software that reconstructs the images from confocal stacks that then provide a 3D representation of the collected 2D images. Advanced design-based stereology methods have progressed from the approximation and assumptions of the original model-based stereology(1) even in complex tissue sections(2). Despite these scientific advances in microscopy, a need remains for an automated analytic method that fully exploits the intrinsic 3D data to allow for the analysis and quantification of the complex changes in cell morphology, protein localization and receptor trafficking. Current techniques available to quantify fluorescence images include Meta-Morph (Molecular Devices, Sunnyvale, CA) and Image J (NIH) which provide manual analysis. Imaris (Andor Technology, Belfast, Northern Ireland) software provides the feature MeasurementPro, which allows the manual creation of measurement points that can be placed in a volume image or drawn on a series of 2D slices to create a 3D object. This method is useful for single-click point measurements to measure a line distance between two objects or to create a polygon that encloses a region of interest, but it is difficult to apply to complex cellular network structures. Filament Tracer (Andor) allows automatic detection of the 3D neuronal filament-like however, this module has been developed to measure defined structures such as neurons, which are comprised of dendrites, axons and spines (tree-like structure). This module has been ingeniously utilized to make morphological measurements to non-neuronal cells(3), however, the output data provide information of an extended cellular network by using a software that depends on a defined cell shape rather than being an amorphous-shaped cellular model. To overcome the issue of analyzing amorphous-shaped cells and making the software more suitable to a biological application, Imaris developed Imaris Cell. This was a scientific project with the Eidgenössische Technische Hochschule, which has been developed to calculate the relationship between cells and organelles. While the software enables the detection of biological constraints, by forcing one nucleus per cell and using cell membranes to segment cells, it cannot be utilized to analyze fluorescence data that are not continuous because ideally it builds cell surface without void spaces. To our knowledge, at present no user-modifiable automated approach that provides morphometric information from 3D fluorescence images has been developed that achieves cellular spatial information of an undefined shape (Figure 1). We have developed an analytical platform using the Imaris core software module and Imaris XT interfaced to MATLAB (Mat Works, Inc.). These tools allow the 3D measurement of cells without a pre-defined shape and with inconsistent fluorescence network components. Furthermore, this method will allow researchers who have extended expertise in biological systems, but not familiarity to computer applications, to perform quantification of morphological changes in cell dynamics.