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.

Travelling waves for a velocity–jump model of cell migration and proliferation

Cell invasion, characterised by moving fronts of cells, is an essential aspect of development, repair and disease. Typically, mathematical models of cell invasion are based on the Fisher–Kolmogorov equation. These traditional parabolic models can not be used to represent experimental measurements of individual cell velocities within the invading population since they imply that information propagates with infinite speed. To overcome this limitation we study combined cell motility and proliferation based on a velocity–jump process where information propagates with finite speed. The model treats the total population of cells as two interacting subpopulations: a subpopulation of left–moving cells, $L(x,t)$, and a subpopulation of right–moving cells, $R(x,t)$. This leads to a system of hyperbolic partial differential equations that includes a turning rate, $\Lambda \ge 0$, describing the rate at which individuals in the population change direction of movement. We present exact travelling wave solutions of the system of partial differential equations for the special case where $\Lambda = 0$ and in the limit that $\Lambda \to \infty$. For intermediate turning rates, $0 < \Lambda < \infty$, we analyse the travelling waves using the phase plane and we demonstrate a transition from smooth monotone travelling waves to smooth nonmonotone travelling waves as $\Lambda$ decreases through a critical value $\Lambda_{crit}$. We conclude by providing a qualitative comparison between the travelling wave solutions of our model and experimental observations of cell invasion. This comparison indicates that the small $\Lambda$ limit produces results that are consistent with experimental observations.

The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

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.

Fractional models for the migration of biological cells in complex spatial domains

Travelling wave phenomena are observed in many biological applications. Mathematical theory of standard reaction-diffusion problems shows that simple partial differential equations exhibit travelling wave solutions with constant wavespeed and such models are used to describe, for example, waves of chemical concentrations, electrical signals, cell migration, waves of epidemics and population dynamics. However, as in the study of cell motion in complex spatial geometries, experimental data are often not consistent with constant wavespeed. Non-local spatial models have successfully been used to model anomalous diffusion and spatial heterogeneity in different physical contexts. In this paper, we develop a fractional model based on the Fisher-Kolmogoroff equation and analyse it for its wavespeed properties, attempting to relate the numerical results obtained from our simulations to experimental data describing enteric neural crest-derived cells migrating along the intact gut of mouse embryos. The model proposed essentially combines fractional and standard diffusion in different regions of the spatial domain and qualitatively reproduces the behaviour of neural crest-derived cells observed in the caecum and the hindgut of mouse embryos during in vivo experiments.

Numerical simulation of anomalous diffusion with application to medical imaging

The first objective of this project is to develop new efficient numerical methods and supporting error and convergence analysis for solving fractional partial differential equations to study anomalous diffusion in biological tissue such as the human brain. The second objective is to develop a new efficient fractional differential-based approach for texture enhancement in image processing. The results of the thesis highlight that the fractional order analysis captured important features of nuclear magnetic resonance (NMR) relaxation and can be used to improve the quality of medical imaging.

Incorporating spatial correlations into multispecies mean-field models

In biology, we frequently observe different species existing within the same environment. For example, there are many cell types in a tumour, or different animal species may occupy a given habitat. In modelling interactions between such species, we often make use of the mean field approximation, whereby spatial correlations between the locations of individuals are neglected. Whilst this approximation holds in certain situations, this is not always the case, and care must be taken to ensure the mean field approximation is only used in appropriate settings. In circumstances where the mean field approximation is unsuitable we need to include information on the spatial distributions of individuals, which is not a simple task. In this paper we provide a method that overcomes many of the failures of the mean field approximation for an on-lattice volume-excluding birth-death-movement process with multiple species. We explicitly take into account spatial information on the distribution of individuals by including partial differential equation descriptions of lattice site occupancy correlations. We demonstrate how to derive these equations for the multi-species case, and show results specific to a two-species problem. We compare averaged discrete results to both the mean field approximation and our improved method which incorporates spatial correlations. We note that the mean field approximation fails dramatically in some cases, predicting very different behaviour from that seen upon averaging multiple realisations of the discrete system. In contrast, our improved method provides excellent agreement with the averaged discrete behaviour in all cases, thus providing a more reliable modelling framework. Furthermore, our method is tractable as the resulting partial differential equations can be solved efficiently using standard numerical techniques.

A RBF meshless approach for modeling a fractal mobile/immobile transport model

A fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBFs) to discretize the space variable. In contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example which is presented to describe a fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating fractional differential equations, and it has good potential in the development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

Characterizing transport through a crowded environment with different obstacle sizes

Transport through crowded environments is often classified as anomalous, rather than classical, Fickian diffusion. Several studies have sought to describe such transport processes using either a continuous time random walk or fractional order differential equation. For both these models the transport is characterized by a parameter α, where α = 1 is associated with Fickian diffusion and α < 1 is associated with anomalous subdiffusion. Here, we simulate a single agent migrating through a crowded environment populated by impenetrable, immobile obstacles and estimate α from mean squared displacement data. We also simulate the transport of a population of such agents through a similar crowded environment and match averaged agent density profiles to the solution of a related fractional order differential equation to obtain an alternative estimate of α. We examine the relationship between our estimate of α and the properties of the obstacle field for both a single agent and a population of agents; we show that in both cases, α decreases as the obstacle density increases, and that the rate of decrease is greater for smaller obstacles. Our work suggests that it may be inappropriate to model transport through a crowded environment using widely reported approaches including power laws to describe the mean squared displacement and fractional order differential equations to represent the averaged agent density profiles.

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.

Existence of travelling wave solutions for a model of tumour invasion

The existence of travelling wave solutions to a haptotaxis dominated model is analysed. A version of this model has been derived in Perumpanani et al. (1999) to describe tumour invasion, where diffusion is neglected as it is assumed to play only a small role in the cell migration. By instead allowing diffusion to be small, we reformulate the model as a singular perturbation problem, which can then be analysed using geometric singular perturbation theory. We prove the existence of three types of physically realistic travelling wave solutions in the case of small diffusion. These solutions reduce to the no diffusion solutions in the singular limit as diffusion as is taken to zero. A fourth travelling wave solution is also shown to exist, but that is physically unrealistic as it has a component with negative cell population. The numerical stability, in particular the wavespeed of the travelling wave solutions is also discussed.

A geometric construction of travelling wave solutions to the Keller–Segel model

We study a version of the Keller–Segel model for bacterial chemotaxis, for which exact travelling wave solutions are explicitly known in the zero attractant diffusion limit. Using geometric singular perturbation theory, we construct travelling wave solutions in the small diffusion case that converge to these exact solutions in the singular limit.

Hybrid frequency–time domain models for dynamic response analysis of marine structures

Time-domain models of marine structures based on frequency domain data are usually built upon the Cummins equation. This type of model is a vector integro-differential equation which involves convolution terms. These convolution terms are not convenient for analysis and design of motion control systems. In addition, these models are not efficient with respect to simulation time, and ease of implementation in standard simulation packages. For these reasons, different methods have been proposed in the literature as approximate alternative representations of the convolutions. Because the convolution is a linear operation, different approaches can be followed to obtain an approximately equivalent linear system in the form of either transfer function or state-space models. This process involves the use of system identification, and several options are available depending on how the identification problem is posed. This raises the question whether one method is better than the others. This paper therefore has three objectives. The first objective is to revisit some of the methods for replacing the convolutions, which have been reported in different areas of analysis of marine systems: hydrodynamics, wave energy conversion, and motion control systems. The second objective is to compare the different methods in terms of complexity and performance. For this purpose, a model for the response in the vertical plane of a modern containership is considered. The third objective is to describe the implementation of the resulting model in the standard simulation environment Matlab/Simulink.

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.