Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/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 a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Volcanic sulphate and Arctic dust plumes over the North Atlantic Ocean

High time resolution aerosol mass spectrometry measurements were conducted during a field campaign at Mace Head Research Station, Ireland, in June 2007. Observations on one particular day of the campaign clearly indicated advection of aerosol from volcanoes and desert plains in Iceland which could be traced with NOAA Hysplit air mass back trajectories and satellite images. In conjunction with this event, elevated levels of sulphate and light absorbing particles were encountered at Mace Head. While sulphate concentration was continuously increasing, nitrate levels remained low indicating no significant contribution from anthropogenic pollutants. Sulphate concentration increased about 3.8 g/m3 in comparison with the background conditions. Corresponding sulphur flux from volcanic emissions was estimated to about 0.3 TgS/yr, suggesting that a large amount of sulphur released from Icelandic volcanoes may be distributed over distances larger than 1000 km. Overall, our results corroborate that transport of volcanogenic sulphate and dust particles can significantly change the chemical composition, size distribution, and optical properties of aerosol over the North Atlantic Ocean and should be considered accordingly by regional climate models.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

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.

Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

The determination of three selected sites for the construction and operation of a low level radioactive waste storage and burial facility

Radioactive wastes are by-products of the use of radiation technologies. As with many technologies, the wastes are required to be disposed of in a safe manner so as to minimise risk to human health. This study examines the requirements for a hypothetical repository and develops techniques for decision making to permit the establishment of a shallow ground burial facility to receive an inventory of low-level radioactive wastes. Australia’s overall inventory is used as an example. Essential and desirable siting criteria are developed and applied to Australia's Northern Territory resulting in the selection of three candidate sites for laboratory investigations into soil behaviour. The essential quantifiable factors which govern radionuclide migration and ultimately influence radiation doses following facility closure are reviewed. Simplified batch and column procedures were developed to enable laboratory determination of distribution and retardation coefficient values for use in one-dimensional advection-dispersion transport equations. Batch and column experiments were conducted with Australian soils sampled from the three identified candidate sites using a radionuclide representative of the current national low-level radioactive waste inventory. The experimental results are discussed and site soil performance compared. The experimental results are subsequently used to compare the relative radiation health risks between each of the three sites investigated. A recommendation is made as to the preferred site to construct an engineered near-surface burial facility to receive the Australian low-level radioactive waste inventory.

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.

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.

Mathematical modelling of the drying of sol gel microspheres

This thesis presents a mathematical model of the evaporation of colloidal sol droplets suspended within an atmosphere consisting of water vapour and air. The main purpose of this work is to investigate the causes of the morphologies arising within the powder collected from a spray dryer into which the precursor sol for Synroc™ is sprayed. The morphology is of significant importance for the application to storage of High Level Liquid Nuclear Waste. We begin by developing a model describing the evaporation of pure liquid droplets in order to establish a framework. This model is developed through the use of continuum mechanics and thermodynamic theory, and we focus on the specific case of pure water droplets. We establish a model considering a pure water vapour atmosphere, and then expand this model to account for the presence of an atmospheric gas such as air. We model colloidal particle-particle interactions and interactions between colloid and electrolyte using DLVO Theory and reaction kinetics, then incorporate these interactions into an expression for net interaction energy of a single particle with all other particles within the droplet. We account for the flow of material due to diffusion, advection, and interaction between species, and expand the pure liquid droplet models to account for the presence of these species. In addition, the process of colloidal agglomeration is modelled. To obtain solutions for our models, we develop a numerical algorithm based on the Control Volume method. To promote numerical stability, we formulate a new method of convergence acceleration. The results of a MATLAB™ code developed from this algorithm are compared with experimental data collected for the purposes of validation, and further analysis is done on the sensitivity of the solution to various controlling parameters.

Critical time scales for advection–diffusion–reaction processes

The concept of local accumulation time (LAT) was introduced by Berezhkovskii and coworkers in 2010–2011 to give a finite measure of the time required for the transient solution of a reaction–diffusion equation to approach the steady–state solution (Biophys J. 99, L59 (2010); Phys Rev E. 83, 051906 (2011)). Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb in 1991 (IMA J Appl Math. 47, 193 (1991)). Although McNabb’s initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one–dimensional linear advection–diffusion–reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform–to-uniform transitions; these results provide a practical interpretation for MAT, by directly linking the stochastic microscopic processes to a meaningful macroscopic timescale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using the MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.

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.

Intrinsic kinetics of titania photocatalysis : simplified models for their investigation

Even though titanium dioxide photocatalysis has been promoted as a leading green technology for water purification, many issues have hindered its application on a large commercial scale. For the materials scientist the main issues have centred the synthesis of more efficient materials and the investigation of degradation mechanisms; whereas for the engineers the main issues have been the development of appropriate models and the evaluation of intrinsic kinetics parameters that allow the scale up or re-design of efficient large-scale photocatalytic reactors. In order to obtain intrinsic kinetics parameters the reaction must be analysed and modelled considering the influence of the radiation field, pollutant concentrations and fluid dynamics. In this way, the obtained kinetic parameters are independent of the reactor size and configuration and can be subsequently used for scale-up purposes or for the development of entirely new reactor designs. This work investigates the intrinsic kinetics of phenol degradation over titania film due to the practicality of a fixed film configuration over a slurry. A flat plate reactor was designed in order to be able to control reaction parameters that include the UV irradiance, flow rates, pollutant concentration and temperature. Particular attention was paid to the investigation of the radiation field over the reactive surface and to the issue of mass transfer limited reactions. The ability of different emission models to describe the radiation field was investigated and compared to actinometric measurements. The RAD-LSI model was found to give the best predictions over the conditions tested. Mass transfer issues often limit fixed film reactors. The influence of this phenomenon was investigated with specifically planned sets of benzoic acid experiments and with the adoption of the stagnant film model. The phenol mass transfer coefficient in the system was calculated to be km,phenol=8.5815x10-7Re0.65(ms-1). The data obtained from a wide range of experimental conditions, together with an appropriate model of the system, has enabled determination of intrinsic kinetic parameters. The experiments were performed in four different irradiation levels (70.7, 57.9, 37.1 and 20.4 W m-2) and combined with three different initial phenol concentrations (20, 40 and 80 ppm) to give a wide range of final pollutant conversions (from 22% to 85%). The simple model adopted was able to fit the wide range of conditions with only four kinetic parameters; two reaction rate constants (one for phenol and one for the family of intermediates) and their corresponding adsorption constants. The intrinsic kinetic parameters values were defined as kph = 0.5226 mmol m-1 s-1 W-1, kI = 0.120 mmol m-1 s-1 W-1, Kph = 8.5 x 10-4 m3 mmol-1 and KI = 2.2 x 10-3 m3 mmol-1. The flat plate reactor allowed the investigation of the reaction under two different light configurations; liquid and substrate side illumination. The latter of particular interest for real world applications where light absorption due to turbidity and pollutants contained in the water stream to be treated could represent a significant issue. The two light configurations allowed the investigation of the effects of film thickness and the determination of the catalyst optimal thickness. The experimental investigation confirmed the predictions of a porous medium model developed to investigate the influence of diffusion, advection and photocatalytic phenomena inside the porous titania film, with the optimal thickness value individuated at 5 ìm. The model used the intrinsic kinetic parameters obtained from the flat plate reactor to predict the influence of thickness and transport phenomena on the final observed phenol conversion without using any correction factor; the excellent match between predictions and experimental results provided further proof of the quality of the parameters obtained with the proposed method.

Visualisation of complex flows using texture-based techniques

Complex flow datasets are often difficult to represent in detail using traditional vector visualisation techniques such as arrow plots and streamlines. This is particularly true when the flow regime changes in time. Texture-based techniques, which are based on the advection of dense textures, are novel techniques for visualising such flows (i.e., complex dynamics and time-dependent). In this paper, we review two popular texture-based techniques and their application to flow datasets sourced from real research projects. The texture-based techniques investigated were Line Integral Convolution (LIC), and Image-Based Flow Visualisation (IBFV). We evaluated these techniques and in this paper report on their visualisation effectiveness (when compared with traditional techniques), their ease of implementation, and their computational overhead.