Analytical Solution of a Walters’ Liquid B Flow Over a Linear Stretching Sheet in a Porous Medium

This chapter represents the analytical solution of two-dimensional linear stretching sheet problem involving a non-Newtonian liquid and suction by (a) invoking the boundary layer approximation and (b) using this result to solve the stretching sheet problem without using boundary layer approximation. The basic boundary layer equations for momentum, which are non-linear partial differential equations, are converted into non-linear ordinary differential equations by means of similarity transformation. The results reveal a new analytical procedure for solving the boundary layer equations arising in a linear stretching sheet problem involving a non-Newtonian liquid (Walters’ liquid B). The present study throws light on the analytical solution of a class of boundary layer equations arising in the stretching sheet problem.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Bifurcations to travelling planar spots in a three-component FitzHugh-Nagumo system

In this article, we analyse bifurcations from stationary stable spots to travelling spots in a planar three-component FitzHugh-Nagumo system that was proposed previously as a phenomenological model of gas-discharge systems. By combining formal analyses, center-manifold reductions, and detailed numerical continuation studies, we show that, in the parameter regime under consideration, the stationary spot destabilizes either through its zeroth Fourier mode in a Hopf bifurcation or through its first Fourier mode in a pitchfork or drift bifurcation, whilst the remaining Fourier modes appear to create only secondary bifurcations. Pitchfork bifurcations result in travelling spots, and we derive criteria for the criticality of these bifurcations. Our main finding is that supercritical drift bifurcations, leading to stable travelling spots, arise in this model, which does not seem possible for its two-component version.

Similarity solutions for flow and heat transfer of non-Newtonian fluid over a stretching surface

Similarity solutions are carried out for flow of power law non-Newtonian fluid film on unsteady stretching surface subjected to constant heat flux. Free convection heat transfer induces thermal boundary layer within a semi-infinite layer of Boussinesq fluid. The nonlinear coupled partial differential equations (PDE) governing the flow and the boundary conditions are converted to a system of ordinary differential equations (ODE) using two-parameter groups. This technique reduces the number of independent variables by two, and finally the obtained ordinary differential equations are solved numerically for the temperature and velocity using the shooting method. The thermal and velocity boundary layers are studied by the means of Prandtl number and non-Newtonian power index plotted in curves.

A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction–diffusion equations

Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product f(A)bf(A)b, where A A is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.

Generalized azimuthal shear deformations in compressible isotropic elastic materials

In this article we study the azimuthal shear deformations in a compressible Isotropic elastic material. This class of deformations involves an azimuthal displacement as a function of the radial and axial coordinates. The equilibrium equations are formulated in terms of the Cauchy-Green strain tensors, which form an overdetermined system of partial differential equations for which solutions do not exist in general. By means of a Legendre transformation, necessary and sufficient conditions for the material to support this deformation are obtained explicitly, in the sense that every solution to the azimuthal equilibrium equation will satisfy the remaining two equations. Additionally, we show how these conditions are sufficient to support all currently known deformations that locally reduce to simple shear. These conditions are then expressed both in terms of the invariants of the Cauchy-Green strain and stretch tensors. Several classes of strain energy functions for which this deformation can be supported are studied. For certain boundary conditions, exact solutions to the equilibrium equations are obtained. © 2005 Society for Industrial and Applied Mathematics.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

Butterfly catastrophe for fronts in a three-component reaction–diffusion system

We study the dynamics of front solutions in a three-component reaction–diffusion system via a combination of geometric singular perturbation theory, Evans function analysis, and center manifold reduction. The reduced system exhibits a surprisingly complicated bifurcation structure including a butterfly catastrophe. Our results shed light on numerically observed accelerations and oscillations and pave the way for the analysis of front interactions in a parameter regime where the essential spectrum of a single front approaches the imaginary axis asymptotically.

A numerical method for the fractional Fitzhugh–Nagumo monodomain model

A fractional FitzHugh–Nagumo monodomain model with zero Dirichlet boundary conditions is presented, generalising the standard monodomain model that describes the propagation of the electrical potential in heterogeneous cardiac tissue. The model consists of a coupled fractional Riesz space nonlinear reaction-diffusion model and a system of ordinary differential equations, describing the ionic fluxes as a function of the membrane potential. We solve this model by decoupling the space-fractional partial differential equation and the system of ordinary differential equations at each time step. Thus, this means treating the fractional Riesz space nonlinear reaction-diffusion model as if the nonlinear source term is only locally Lipschitz. The fractional Riesz space nonlinear reaction-diffusion model is solved using an implicit numerical method with the shifted Grunwald–Letnikov approximation, and the stability and convergence are discussed in detail in the context of the local Lipschitz property. Some numerical examples are given to show the consistency of our computational approach.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.

Non-Newtonian mixed convection flow from a horizontal circular cylinder with uniform surface heat flux

Mixed convection laminar two-dimensional boundary-layer flow of non-Newtonian pseudo-plastic fluids is investigated from a horizontal circular cylinder with uniform surface heat flux using a modified power-law viscosity model, that contains no unrealistic limits of zero or infinite viscosity; consequently, no irremovable singularities are introduced into boundary-layer formulations for such fluids. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are solved numerically applying marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning fluids in terms of the fluid temperature distributions, rate of heat transfer in terms of the local Nusselt number.

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.

Micropolar flow in a porous channel with high mass transfer

Two dimensional flow of a micropolar fluid in a porous channel is investigated. The flow is driven by suction or injection at the channel walls, and the micropolar model due to Eringen is used to describe the working fluid. An extension of Berman's similarity transform is used to reduce the governing equations to a set of non-linear coupled ordinary differential equations. The latter are solved for large mass transfer via a perturbation analysis where the inverse of the cross-flow Reynolds number is used as the perturbing parameter. Complementary numerical solutions for strong injection are also obtained using a quasilinearisation scheme, and good agreement is observed between the solutions obtained from the perturbation analysis and the computations.