Efficient preconditioning of the method of lines for solving nonlinear two-sided space-fractional diffusion equations

A standard method for the numerical solution of partial differential equations (PDEs) is the method of lines. In this approach the PDE is discretised in space using �finite di�fferences or similar techniques, and the resulting semidiscrete problem in time is integrated using an initial value problem solver. A significant challenge when applying the method of lines to fractional PDEs is that the non-local nature of the fractional derivatives results in a discretised system where each equation involves contributions from many (possibly every) spatial node(s). This has important consequences for the effi�ciency of the numerical solver. First, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. Second, since the Jacobian matrix of the system is dense (partially or fully), methods that avoid the need to form and factorise this matrix are preferred. In this paper, we consider a nonlinear two-sided space-fractional di�ffusion equation in one spatial dimension. A key contribution of this paper is to demonstrate how an eff�ective preconditioner is crucial for improving the effi�ciency of the method of lines for solving this equation. In particular, we show how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.

Monte Carlo simulations of dynamic radiotherapy treatments

The effects of tumour motion during radiation therapy delivery have been widely investigated. Motion effects have become increasingly important with the introduction of dynamic radiotherapy delivery modalities such as enhanced dynamic wedges (EDWs) and intensity modulated radiation therapy (IMRT) where a dynamically collimated radiation beam is delivered to the moving target, resulting in dose blurring and interplay effects which are a consequence of the combined tumor and beam motion. Prior to this work, reported studies on the EDW based interplay effects have been restricted to the use of experimental methods for assessing single-field non-fractionated treatments. In this work, the interplay effects have been investigated for EDW treatments. Single and multiple field treatments have been studied using experimental and Monte Carlo (MC) methods. Initially this work experimentally studies interplay effects for single-field non-fractionated EDW treatments, using radiation dosimetry systems placed on a sinusoidaly moving platform. A number of wedge angles (60º, 45º and 15º), field sizes (20 × 20, 10 × 10 and 5 × 5 cm2), amplitudes (10-40 mm in step of 10 mm) and periods (2 s, 3 s, 4.5 s and 6 s) of tumor motion are analysed (using gamma analysis) for parallel and perpendicular motions (where the tumor and jaw motions are either parallel or perpendicular to each other). For parallel motion it was found that both the amplitude and period of tumor motion affect the interplay, this becomes more prominent where the collimator tumor speeds become identical. For perpendicular motion the amplitude of tumor motion is the dominant factor where as varying the period of tumor motion has no observable effect on the dose distribution. The wedge angle results suggest that the use of a large wedge angle generates greater dose variation for both parallel and perpendicular motions. The use of small field size with a large tumor motion results in the loss of wedged dose distribution for both parallel and perpendicular motion. From these single field measurements a motion amplitude and period have been identified which show the poorest agreement between the target motion and dynamic delivery and these are used as the „worst case motion parameters.. The experimental work is then extended to multiple-field fractionated treatments. Here a number of pre-existing, multiple–field, wedged lung plans are delivered to the radiation dosimetry systems, employing the worst case motion parameters. Moreover a four field EDW lung plan (using a 4D CT data set) is delivered to the IMRT quality control phantom with dummy tumor insert over four fractions using the worst case parameters i.e. 40 mm amplitude and 6 s period values. The analysis of the film doses using gamma analysis at 3%-3mm indicate the non averaging of the interplay effects for this particular study with a gamma pass rate of 49%. To enable Monte Carlo modelling of the problem, the DYNJAWS component module (CM) of the BEAMnrc user code is validated and automated. DYNJAWS has been recently introduced to model the dynamic wedges. DYNJAWS is therefore commissioned for 6 MV and 10 MV photon energies. It is shown that this CM can accurately model the EDWs for a number of wedge angles and field sizes. The dynamic and step and shoot modes of the CM are compared for their accuracy in modelling the EDW. It is shown that dynamic mode is more accurate. An automation of the DYNJAWS specific input file has been carried out. This file specifies the probability of selection of a subfield and the respective jaw coordinates. This automation simplifies the generation of the BEAMnrc input files for DYNJAWS. The DYNJAWS commissioned model is then used to study multiple field EDW treatments using MC methods. The 4D CT data of an IMRT phantom with the dummy tumor is used to produce a set of Monte Carlo simulation phantoms, onto which the delivery of single field and multiple field EDW treatments is simulated. A number of static and motion multiple field EDW plans have been simulated. The comparison of dose volume histograms (DVHs) and gamma volume histograms (GVHs) for four field EDW treatments (where the collimator and patient motion is in the same direction) using small (15º) and large wedge angles (60º) indicates a greater mismatch between the static and motion cases for the large wedge angle. Finally, to use gel dosimetry as a validation tool, a new technique called the „zero-scan method. is developed for reading the gel dosimeters with x-ray computed tomography (CT). It has been shown that multiple scans of a gel dosimeter (in this case 360 scans) can be used to reconstruct a zero scan image. This zero scan image has a similar precision to an image obtained by averaging the CT images, without the additional dose delivered by the CT scans. In this investigation the interplay effects have been studied for single and multiple field fractionated EDW treatments using experimental and Monte Carlo methods. For using the Monte Carlo methods the DYNJAWS component module of the BEAMnrc code has been validated and automated and further used to study the interplay for multiple field EDW treatments. Zero-scan method, a new gel dosimetry readout technique has been developed for reading the gel images using x-ray CT without losing the precision and accuracy.

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.

Analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations on a finite domain

Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.

Numerical techniques for the variable order time fractional diffusion equation

In this paper we consider the variable order time fractional diffusion equation. We adopt the Coimbra variable order (VO) time fractional operator, which defines a consistent method for VO differentiation of physical variables. The Coimbra variable order fractional operator also can be viewed as a Caputo-type definition. Although this definition is the most appropriate definition having fundamental characteristics that are desirable for physical modeling, numerical methods for fractional partial differential equations using this definition have not yet appeared in the literature. Here an approximate scheme is first proposed. The stability, convergence and solvability of this numerical scheme are discussed via the technique of Fourier analysis. Numerical examples are provided to show that the numerical method is computationally efficient. Crown Copyright © 2012 Published by Elsevier Inc. All rights reserved.

Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain

Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.

Solution methods for advection-diffusion-reaction equations on growing domains and subdomains, with application to modelling skin substitutes

Problems involving the solution of advection-diffusion-reaction equations on domains and subdomains whose growth affects and is affected by these equations, commonly arise in developmental biology. Here, a mathematical framework for these situations, together with methods for obtaining spatio-temporal solutions and steady states of models built from this framework, is presented. The framework and methods are applied to a recently published model of epidermal skin substitutes. Despite the use of Eulerian schemes, excellent agreement is obtained between the numerical spatio-temporal, numerical steady state, and analytical solutions of the model.

Langevin dynamics modeling of the water diffusion tensor in partially aligned collagen networks

In this work, a Langevin dynamics model of the diffusion of water in articular cartilage was developed. Numerical simulations of the translational dynamics of water molecules and their interaction with collagen fibers were used to study the quantitative relationship between the organization of the collagen fiber network and the diffusion tensor of water in model cartilage. Langevin dynamics was used to simulate water diffusion in both ordered and partially disordered cartilage models. In addition, an analytical approach was developed to estimate the diffusion tensor for a network comprising a given distribution of fiber orientations. The key findings are that (1) an approximately linear relationship was observed between collagen volume fraction and the fractional anisotropy of the diffusion tensor in fiber networks of a given degree of alignment, (2) for any given fiber volume fraction, fractional anisotropy follows a fiber alignment dependency similar to the square of the second Legendre polynomial of cos(θ), with the minimum anisotropy occurring at approximately the magic angle (θMA), and (3) a decrease in the principal eigenvalue and an increase in the transverse eigenvalues is observed as the fiber orientation angle θ progresses from 0◦ to 90◦. The corresponding diffusion ellipsoids are prolate for θ < θMA, spherical for θ ≈ θMA, and oblate for θ > θMA. Expansion of the model to include discrimination between the combined effects of alignment disorder and collagen fiber volume fraction on the diffusion tensor is discussed.

Effect of body position on measurements of diffusion capacity after exercise

Background--Pulmonary diffusing capacity for carbon monoxide (Dlco), alveolar capillary membrane diffusing capacity (Dm), and pulmonary capillary blood volume (Vc) are all significantly reduced after exercise. Objective--To investigate whether measurement position affects this impaired gas transfer. Methods--Before and one, two, and four hours after incremental cycle ergometer exercise to fatigue, single breath Dlco, Dm, and Vc measurements were obtained in 10 healthy men in a randomly assigned supine and upright seated position. Results--After exercise, Dlco, Dm, and Vc were significantly depressed compared with baseline in both positions. The supine position produced significantly higher values over time for Dlco (5.22 (0.13) v 4.66 (0.15) ml/min/mm Hg/l, p = 0.022) and Dm (6.78 (0.19) v 6.03 (0.19) ml/min/mm Hg/l, p = 0.016), but there was no significant position effect for Vc. There was a similar pattern of change over time for Dlco, Dm, and Vc in the two positions. Conclusions--The change in Dlco after exercise appears to be primarily due to a decrease in Vc. Although the mechanism for the reduction in Vc cannot be determined from these data, passive relocation of blood to the periphery as the result of gravity can be discounted, suggesting that active vasoconstriction of the pulmonary vasculature and/or peripheral vasodilatation is occurring after exercise.

Measurement constructs to explore innovation diffusion in construction

Although the drivers of innovation have been studied extensively in construction, greater attention is required on how innovation diffusion can be effectively assessed within this complex and interdependent project-based industry. The authors draw on a highly cited innovation diffusion model by Rogers (2006) and develop a tailored conceptual framework to guide future empirical work aimed at assessing innovation diffusion in construction. The conceptual framework developed and discussed in this paper supports a five-stage process model of innovation diffusion namely: 1) knowledge and idea generation, 2) persuasion and evaluation; 3) decision to adopt, 4) integration and implementation, and 5) confirmation. As its theoretical contribution, this paper proposes three critical measurements constructs which can be used to assess the effectiveness of the diffusion process. These measurement constructs comprise: 1) nature and introduction of an innovative idea, 2) organizational capacity to acquire, assimilate, transform and exploit an innovation, and 3) rates of innovation facilitation and adoption. The constructs are interpreted in the project-based context of the construction industry, extending the contribution of general management theorists. Research planned by the authors will test the validity and reliability of the constructs developed in this paper.

A note on a reaction-diffusion model describing the bone morphogen protein gradient in Drosophila embryonic patterning

In this article, we consider the Eldar model [3] from embryology in which a bone morphogenic protein, a short gastrulation protein, and their compound react and diffuse. We carry out a perturbation analysis in the limit of small diffusivity of the bone morphogenic protein. This analysis establishes conditions under which some elementary results of [3] are valid.

Near-Wall Turbulent Pressure Diffusion Modeling and Influence in Three-Dimensional Secondary Flows

The purpose of this paper is to develop a second-moment closure with a near-wall turbulent pressure diffusion model for three-dimensional complex flows, and to evaluate the influence of the turbulent diffusion term on the prediction of detached and secondary flows. A complete turbulent diffusion model including a near-wall turbulent pressure diffusion closure for the slow part was developed based on the tensorial form of Lumley and included in a re-calibrated wall-normal-free Reynolds-stress model developed by Gerolymos and Vallet. The proposed model was validated against several one-, two, and three-dimensional complex flows.