69 resultados para Heat equation in finance


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We examine the solution of the two-dimensional Cahn-Hilliard-reaction (CHR) equation in the xy plane as a model of Li+ intercalation into LiFePO4 material. We validate our numerical solution against the solution of the depth-averaged equation, which has been used to model intercalation in the limit of highly orthotropic diffusivity and gradient penalty tensors. We then examine the phase-change behaviour in the full CHR system as these parameters become more isotropic, and find that as the Li+ diffusivity is increased in the x direction, phase separation persists at high currents, even in small crystals with averaged coherency strain included. The resulting voltage curves decrease monotonically, which has previously been considered a hallmark of crystals that fill homogeneously.

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Australia is a high-potential country for geothermal power with reserves currently estimated in the tens of millions of petajoules, enough to power the nation for at least 1000 years at current usage. However, these resources are mainly located in isolated arid regions where water is scarce. Therefore, wet cooling systems for geothermal plants in Australia are the least attractive solution and thus air-cooled heat exchangers are preferred. In order to increase the efficiency of such heat exchangers, metal foams have been used. One issue raised by this solution is the fouling caused by dust deposition. In this case, the heat transfer characteristics of the metal foam heat exchanger can dramatically deteriorate. Exploring the particle deposition property in the metal foam exchanger becomes crucial. This paper is a numerical investigation aimed to address this issue. Two dimensional (2D) numerical simulations of a standard one-row tube bundle wrapped with metal foam in cross-flow are performed and highlight preferential particle deposition areas.

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The relationship between mathematics and statistical reasoning frequently receives comment (Vere-Jones 1995, Moore 1997); however most of the research into the area tends to focus on maths anxiety. Gnaldi (Gnaldi 2003) showed that in a statistics course for psychologists, the statistical understanding of students at the end of the course depended on students’ basic numeracy, rather than the number or level of previous mathematics courses the student had undertaken. As part of a study into the development of statistical thinking at the interface between secondary and tertiary education, students enrolled in an introductory data analysis subject were assessed regarding their statistical reasoning ability, basic numeracy skills and attitudes towards statistics. This work reports on the relationships between these factors and in particular the importance of numeracy to statistical reasoning.

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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.

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Stochastic models for competing clonotypes of T cells by multivariate, continuous-time, discrete state, Markov processes have been proposed in the literature by Stirk, Molina-París and van den Berg (2008). A stochastic modelling framework is important because of rare events associated with small populations of some critical cell types. Usually, computational methods for these problems employ a trajectory-based approach, based on Monte Carlo simulation. This is partly because the complementary, probability density function (PDF) approaches can be expensive but here we describe some efficient PDF approaches by directly solving the governing equations, known as the Master Equation. These computations are made very efficient through an approximation of the state space by the Finite State Projection and through the use of Krylov subspace methods when evolving the matrix exponential. These computational methods allow us to explore the evolution of the PDFs associated with these stochastic models, and bimodal distributions arise in some parameter regimes. Time-dependent propensities naturally arise in immunological processes due to, for example, age-dependent effects. Incorporating time-dependent propensities into the framework of the Master Equation significantly complicates the corresponding computational methods but here we describe an efficient approach via Magnus formulas. Although this contribution focuses on the example of competing clonotypes, the general principles are relevant to multivariate Markov processes and provide fundamental techniques for computational immunology.

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A new scaling analysis has been performed for the unsteady natural convection boundary layer under a downward facing inclined plate with uniform heat flux. The development of the thermal or viscous boundary layers may be classified into three distinct stages including a start-up stage, a transitional stage and a steady stage, which can be clearly identified in the analytical as well as numerical results. Earlier scaling shows that the existing scaling laws of the boundary layer thickness, velocity and steady state time scale for the natural convection flow on a heated plate of uniform heat flux provide a very poor prediction of the Prandtl number dependency of the flow. However, those scalings performed very well with Rayleigh number and aspect ratio dependency. In this study, a new Prandtl number scaling has been developed using a triple-layer integral approach for Pr > 1. It is seen that in comparison to the direct numerical simulations, the new scaling performs considerably better than the previous scaling.

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Heat transfer through an attic space into or out of buildings is an important issue for attic-shaped houses in both hot and cold climates. One of the important objectives for design and construction of houses is to provide thermal comfort for occupants. In the present energy-conscious society, it is also a requirement for houses to be energy efficient, i.e. the energy consumption for heating or air-conditioning houses must be minimized. Relevant to these objectives, research into heat transfer in attics has been conducted for about three decades. The transient behaviour of an attic space is directly relevant to our daily life. Certain periods of the day or night may be considered as having a constant ambient temperature (e.g. during 11am - 2pm or 11pm - 2am). However, at other times during the day or night the ambient temperature changes with time (e.g. between 5am - 9am or 5pm - 9pm). Therefore, the analysis of steady state solution is not sufficient to describe the fluid flow and heat transfer in the attic space. The discussion of the transient development of the boundary is required. A theoretical understanding of the transient behaviour of the flow in the enclosure is performed through scaling analysis for sudden and ramp heating conditions. A proper identification of the timescales, the velocity and the thickness relevant to the flow that develops inside the cavity makes it possible to predict theoretically the basic flow features that will survive once the thermal flow in the enclosure reaches a steady state. Those scaling predictions have been verified by a series of numerical simulations.

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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.

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Hong Kong in summer (June - October) is hot and humid. Construction workers have to undertake physically demanding activities and often in confined spaces. They are vulnerable to heat stress in summer hence health and safety measures associated to heat stress measured by scientific and clinical parameters are urgently needed. This paper provides an initial report of a research project funded by the Research Grants Council (RGC) of the HKSAR. The aim of this study is to develop a set of indices measured by clinical and scientific methods to detect impending attacks of heat stress. These indices would be of tremendous value in better safeguarding workers’ health and safety by reducing the occurrences of heat stress on site. This paper firstly reports on the statistics of construction incidents arising from heat stress. Qualitative and quantitative research methods applied in conducting the research are discussed. It is believed that the construction industry and the government would benefit a lot as a result of this study.

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In recent years, it has been found that many phenomena in engineering, physics, chemistry and other sciences can be described very successfully by models using mathematical tools from fractional calculus. Recently, noted a new space and time fractional Bloch-Torrey equation (ST-FBTE) has been proposed (see Magin et al. (2008)), and successfully applied to analyse diffusion images of human brain tissues to provide new insights for further investigations of tissue structures. In this paper, we consider the ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we propose a new effective implicit numerical method (INM) for the STFBTE whereby we discretize the Riesz fractional derivative using a fractional centered difference. Secondly, we prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent, and the order of convergence of the implicit numerical method is ( T2 - α + h2 x + h2 y + h2 z ). Finally, some numerical results are presented to support our theoretical analysis.

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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.

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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.

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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.