Reduction of amplitude equations by the renormalization group approach

This article elucidates and analyzes the fundamental underlying structure of the renormalization group (RG) approach as it applies to the solution of any differential equation involving multiple scales. The amplitude equation derived through the elimination of secular terms arising from a naive perturbation expansion of the solution to these equations by the RG approach is reduced to an algebraic equation which is expressed in terms of the Thiele semi-invariants or cumulants of the eliminant sequence { Zi } i=1 . Its use is illustrated through the solution of both linear and nonlinear perturbation problems and certain results from the literature are recovered as special cases. The fundamental structure that emerges from the application of the RG approach is not the amplitude equation but the aforementioned algebraic equation. © 2008 The American Physical Society.

The renormalization group and the implicit function theorem for amplitude equations

This article lays down the foundations of the renormalization group (RG) approach for differential equations characterized by multiple scales. The renormalization of constants through an elimination process and the subsequent derivation of the amplitude equation [Chen, Phys. Rev. E 54, 376 (1996)] are given a rigorous but not abstract mathematical form whose justification is based on the implicit function theorem. Developing the theoretical framework that underlies the RG approach leads to a systematization of the renormalization process and to the derivation of explicit closed-form expressions for the amplitude equations that can be carried out with symbolic computation for both linear and nonlinear scalar differential equations and first order systems but independently of their particular forms. Certain nonlinear singular perturbation problems are considered that illustrate the formalism and recover well-known results from the literature as special cases. © 2008 American Institute of Physics.

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.

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.

A cellular automata model to investigate immune cell–tumor cell interactions in growing tumors in two spatial dimensions

We develop a hybrid cellular automata model to describe the effect of the immune system and chemokines on a growing tumor. The hybrid cellular automata model consists of partial differential equations to model chemokine concentrations, and discrete cellular automata to model cell–cell interactions and changes. The computational implementation overlays these two components on the same spatial region. We present representative simulations of the model and show that increasing the number of immature dendritic cells (DCs) in the domain causes a decrease in the number of tumor cells. This result strongly supports the hypothesis that DCs can be used as a cancer treatment. Furthermore, we also use the hybrid cellular automata model to investigate the growth of a tumor in a number of computational “cancer patients.” Using these virtual patients, the model can explain that increasing the number of DCs in the domain causes longer “survival.” Not surprisingly, the model also reflects the fact that the parameter related to tumor division rate plays an important role in tumor metastasis.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Direct mapping of hippocampal surfaces with intrinsic shape context

We propose in this paper a new method for the mapping of hippocampal (HC) surfaces to establish correspondences between points on HC surfaces and enable localized HC shape analysis. A novel geometric feature, the intrinsic shape context, is defined to capture the global characteristics of the HC shapes. Based on this intrinsic feature, an automatic algorithm is developed to detect a set of landmark curves that are stable across population. The direct map between a source and target HC surface is then solved as the minimizer of a harmonic energy function defined on the source surface with landmark constraints. For numerical solutions, we compute the map with the approach of solving partial differential equations on implicit surfaces. The direct mapping method has the following properties: (1) it has the advantage of being automatic; (2) it is invariant to the pose of HC shapes. In our experiments, we apply the direct mapping method to study temporal changes of HC asymmetry in Alzheimer's disease (AD) using HC surfaces from 12 AD patients and 14 normal controls. Our results show that the AD group has a different trend in temporal changes of HC asymmetry than the group of normal controls. We also demonstrate the flexibility of the direct mapping method by applying it to construct spherical maps of HC surfaces. Spherical harmonics (SPHARM) analysis is then applied and it confirms our results on temporal changes of HC asymmetry in AD.

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.

Special Issue on Spatial Moment Techniques for Modelling Biological Processes

Over the last two decades, there has been an increasing awareness of, and interest in, the use of spatial moment techniques to provide insight into a range of biological and ecological processes. Models that incorporate spatial moments can be viewed as extensions of mean-field models. These mean-field models often consist of systems of classical ordinary differential equations and partial differential equations, whose derivation, at some point, hinges on the simplifying assumption that individuals in the underlying stochastic process encounter each other at a rate that is proportional to the average abundance of individuals. This assumption has several implications, the most striking of which is that mean-field models essentially neglect any impact of the spatial structure of individuals in the system. Moment dynamics models extend traditional mean-field descriptions by accounting for the dynamics of pairs, triples and higher n-tuples of individuals. This means that moment dynamics models can, to some extent, account for how the spatial structure affects the dynamics of the system in question.

A semi-analytical solution for multilayer diffusion in a composite medium consisting of a large number of layers

Diffusion in a composite slab consisting of a large number of layers provides an ideal prototype problem for developing and analysing two-scale modelling approaches for heterogeneous media. Numerous analytical techniques have been proposed for solving the transient diffusion equation in a one-dimensional composite slab consisting of an arbitrary number of layers. Most of these approaches, however, require the solution of a complex transcendental equation arising from a matrix determinant for the eigenvalues that is difficult to solve numerically for a large number of layers. To overcome this issue, in this paper, we present a semi-analytical method based on the Laplace transform and an orthogonal eigenfunction expansion. The proposed approach uses eigenvalues local to each layer that can be obtained either explicitly, or by solving simple transcendental equations. The semi-analytical solution is applicable to both perfect and imperfect contact at the interfaces between adjacent layers and either Dirichlet, Neumann or Robin boundary conditions at the ends of the slab. The solution approach is verified for several test cases and is shown to work well for a large number of layers. The work is concluded with an application to macroscopic modelling where the solution of a fine-scale multilayered medium consisting of two hundred layers is compared against an “up-scaled” variant of the same problem involving only ten layers.

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.