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

The field of fractional differential equations provides a means for modelling transport processes within complex media which are governed by anomalous transport. Indeed, the application to anomalous transport has been a significant driving force behind the rapid growth and expansion of the literature in the field of fractional calculus. In this paper, we present a finite volume method to solve the time-space two-sided fractional advection dispersion equation on a one-dimensional domain. Such an equation allows modelling different flow regime impacts from either side. The finite volume formulation provides a natural way to handle fractional advection-dispersion equations written in conservative form. The novel spatial discretisation employs fractionally-shifted Gr¨unwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes, while the L1-algorithm is used to discretise the Caputo time fractional derivative. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

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.

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.

Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term

In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term on a finite domain. Explicit and implicit Euler approximations for the equation are proposed. Stability and convergence of the methods are discussed. Moreover, we also present a fractional method of lines, a matrix transfer technique, and an extrapolation method for the equation. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.

Fundamental solution and discrete random walk model for time-space fractional diffusion equation

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β 1∈(0,1) and β 2∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.

Analytical and numerical solutions for the time and space-symmetric fractional diffusion equation

We consider a time and space-symmetric fractional diffusion equation (TSS-FDE) under homogeneous Dirichlet conditions and homogeneous Neumann conditions. The TSS-FDE is obtained from the standard diffusion equation by replacing the first-order time derivative by a Caputo fractional derivative, and the second order space derivative by a symmetric fractional derivative. First, a method of separating variables expresses the analytical solution of the TSS-FDE in terms of the Mittag--Leffler function. Second, we propose two numerical methods to approximate the Caputo time fractional derivative: the finite difference method; and the Laplace transform method. The symmetric space fractional derivative is approximated using the matrix transform method. Finally, numerical results demonstrate the effectiveness of the numerical methods and to confirm the theoretical claims.

Analytical and numerical solutions for the time and space-symmetric fractional diffusion equation

We consider a time and space-symmetric fractional diffusion equation (TSS-FDE) under homogeneous Dirichlet conditions and homogeneous Neumann conditions. The TSS-FDE is obtained from the standard diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative and the second order space derivative by the symmetric fractional derivative. Firstly, a method of separating variables is used to express the analytical solution of the tss-fde in terms of the Mittag–Leffler function. Secondly, we propose two numerical methods to approximate the Caputo time fractional derivative, namely, the finite difference method and the Laplace transform method. The symmetric space fractional derivative is approximated using the matrix transform method. Finally, numerical results are presented to demonstrate the effectiveness of the numerical methods and to confirm the theoretical claims.

Dynamics of pattern writing and erasure in photorefractive lithium niobate for data storage applications

The present rate of technological advance continues to place significant demands on data storage devices. The sheer amount of digital data being generated each year along with consumer expectations, fuels these demands. At present, most digital data is stored magnetically, in the form of hard disk drives or on magnetic tape. The increase in areal density (AD) of magnetic hard disk drives over the past 50 years has been of the order of 100 million times, and current devices are storing data at ADs of the order of hundreds of gigabits per square inch. However, it has been known for some time that the progress in this form of data storage is approaching fundamental limits. The main limitation relates to the lower size limit that an individual bit can have for stable storage. Various techniques for overcoming these fundamental limits are currently the focus of considerable research effort. Most attempt to improve current data storage methods, or modify these slightly for higher density storage. Alternatively, three dimensional optical data storage is a promising field for the information storage needs of the future, offering very high density, high speed memory. There are two ways in which data may be recorded in a three dimensional optical medium; either bit-by-bit (similar in principle to an optical disc medium such as CD or DVD) or by using pages of bit data. Bit-by-bit techniques for three dimensional storage offer high density but are inherently slow due to the serial nature of data access. Page-based techniques, where a two-dimensional page of data bits is written in one write operation, can offer significantly higher data rates, due to their parallel nature. Holographic Data Storage (HDS) is one such page-oriented optical memory technique. This field of research has been active for several decades, but with few commercial products presently available. Another page-oriented optical memory technique involves recording pages of data as phase masks in a photorefractive medium. A photorefractive material is one by which the refractive index can be modified by light of the appropriate wavelength and intensity, and this property can be used to store information in these materials. In phase mask storage, two dimensional pages of data are recorded into a photorefractive crystal, as refractive index changes in the medium. A low-intensity readout beam propagating through the medium will have its intensity profile modified by these refractive index changes and a CCD camera can be used to monitor the readout beam, and thus read the stored data. The main aim of this research was to investigate data storage using phase masks in the photorefractive crystal, lithium niobate (LiNbO3). Firstly the experimental methods for storing the two dimensional pages of data (a set of vertical stripes of varying lengths) in the medium are presented. The laser beam used for writing, whose intensity profile is modified by an amplitudemask which contains a pattern of the information to be stored, illuminates the lithium niobate crystal and the photorefractive effect causes the patterns to be stored as refractive index changes in the medium. These patterns are read out non-destructively using a low intensity probe beam and a CCD camera. A common complication of information storage in photorefractive crystals is the issue of destructive readout. This is a problem particularly for holographic data storage, where the readout beam should be at the same wavelength as the beam used for writing. Since the charge carriers in the medium are still sensitive to the read light field, the readout beam erases the stored information. A method to avoid this is by using thermal fixing. Here the photorefractive medium is heated to temperatures above 150�C; this process forms an ionic grating in the medium. This ionic grating is insensitive to the readout beam and therefore the information is not erased during readout. A non-contact method for determining temperature change in a lithium niobate crystal is presented in this thesis. The temperature-dependent birefringent properties of the medium cause intensity oscillations to be observed for a beam propagating through the medium during a change in temperature. It is shown that each oscillation corresponds to a particular temperature change, and by counting the number of oscillations observed, the temperature change of the medium can be deduced. The presented technique for measuring temperature change could easily be applied to a situation where thermal fixing of data in a photorefractive medium is required. Furthermore, by using an expanded beam and monitoring the intensity oscillations over a wide region, it is shown that the temperature in various locations of the crystal can be monitored simultaneously. This technique could be used to deduce temperature gradients in the medium. It is shown that the three dimensional nature of the recording medium causes interesting degradation effects to occur when the patterns are written for a longer-than-optimal time. This degradation results in the splitting of the vertical stripes in the data pattern, and for long writing exposure times this process can result in the complete deterioration of the information in the medium. It is shown in that simply by using incoherent illumination, the original pattern can be recovered from the degraded state. The reason for the recovery is that the refractive index changes causing the degradation are of a smaller magnitude since they are induced by the write field components scattered from the written structures. During incoherent erasure, the lower magnitude refractive index changes are neutralised first, allowing the original pattern to be recovered. The degradation process is shown to be reversed during the recovery process, and a simple relationship is found relating the time at which particular features appear during degradation and recovery. A further outcome of this work is that the minimum stripe width of 30 ìm is required for accurate storage and recovery of the information in the medium, any size smaller than this results in incomplete recovery. The degradation and recovery process could be applied to an application in image scrambling or cryptography for optical information storage. A two dimensional numerical model based on the finite-difference beam propagation method (FD-BPM) is presented and used to gain insight into the pattern storage process. The model shows that the degradation of the patterns is due to the complicated path taken by the write beam as it propagates through the crystal, and in particular the scattering of this beam from the induced refractive index structures in the medium. The model indicates that the highest quality pattern storage would be achieved with a thin 0.5 mm medium; however this type of medium would also remove the degradation property of the patterns and the subsequent recovery process. To overcome the simplistic treatment of the refractive index change in the FD-BPM model, a fully three dimensional photorefractive model developed by Devaux is presented. This model shows significant insight into the pattern storage, particularly for the degradation and recovery process, and confirms the theory that the recovery of the degraded patterns is possible since the refractive index changes responsible for the degradation are of a smaller magnitude. Finally, detailed analysis of the pattern formation and degradation dynamics for periodic patterns of various periodicities is presented. It is shown that stripe widths in the write beam of greater than 150 ìm result in the formation of different types of refractive index changes, compared with the stripes of smaller widths. As a result, it is shown that the pattern storage method discussed in this thesis has an upper feature size limit of 150 ìm, for accurate and reliable pattern storage.

Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.

Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media

Percolation flow problems are discussed in many research fields, such as seepage hydraulics, groundwater hydraulics, groundwater dynamics and fluid dynamics in porous media. Many physical processes appear to exhibit fractional-order behavior that may vary with time, or space, or space and time. The theory of pseudodifferential operators and equations has been used to deal with this situation. In this paper we use a fractional Darcys law with variable order Riemann-Liouville fractional derivatives, this leads to a new variable-order fractional percolation equation. In this paper, a new two-dimensional variable-order fractional percolation equation is considered. A new implicit numerical method and an alternating direct method for the two-dimensional variable-order fractional model is proposed. Consistency, stability and convergence of the implicit finite difference method are established. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of the methods. This technique can be used to simulate a three-dimensional variable-order fractional percolation equation.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

Numerical methods for solving the multi-term time-fractional wave-diffusion equations

In this paper, the multi-term time-fractional wave diffusion equations are considered. The multiterm time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

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.