Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

A method of lines approach for modelling saltwater intrusion in coastal aquifiers

The equations governing saltwater intrusion in coastal aquifers are complex. Backward Euler time stepping approaches are often used to advance the solution to these equations in time, which typically requires that small time steps be taken in order to ensure that an accurate solution is obtained. We show that a method of lines approach incorporating variable order backward differentiation formulas can greatly improve the efficiency of the time stepping process.

Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term

In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term on a finite domain. Explicit and implicit Euler approximations for the equation are proposed. Stability and convergence of the methods are discussed. Moreover, we also present a fractional method of lines, a matrix transfer technique, and an extrapolation method for the equation. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.

Modified alternating direction methods for solving a two-dimensional non-continuous seepage flow with fractional derivatives

In this paper, a two-dimensional non-continuous seepage flow with fractional derivatives (2D-NCSF-FD) in uniform media is considered, which has modified the well known Darcy law. Using the relationship between Riemann-Liouville and Grunwald-Letnikov fractional derivatives, two modified alternating direction methods: a modified alternating direction implicit Euler method and a modified Peaceman-Rachford method, are proposed for solving the 2D-NCSF-FD in uniform media. The stability and consistency, thus convergence of the two methods in a bounded domain are discussed. Finally, numerical results are given.

Shock control bump design optimization on Natural Laminar Aerofoil

The chapter investigates Shock Control Bumps (SCB) on a Natural Laminar Flow (NLF) aerofoil; RAE 5243 for Active Flow Control (AFC). A SCB approach is used to decelerate supersonic flow on the suction/pressure sides of transonic aerofoil that leads delaying shock occurrence or weakening of shock strength. Such an AFC technique reduces significantly the total drag at transonic speeds. This chapter considers the SCB shape design optimisation at two boundary layer transition positions (0 and 45%) using an Euler software coupled with viscous boundary layer effects and robust Evolutionary Algorithms (EAs). The optimisation method is based on a canonical Evolution Strategy (ES) algorithm and incorporates the concepts of hierarchical topology and parallel asynchronous evaluation of candidate solution. Two test cases are considered with numerical experiments; the first test deals with a transition point occurring at the leading edge and the transition point is fixed at 45% of wing chord in the second test. Numerical results are presented and it is demonstrated that an optimal SCB design can be found to significantly reduce transonic wave drag and improves lift on drag (L/D) value when compared to the baseline aerofoil design.

Molecular dynamics study of dynamic buckling properties of nanowires with defects

Based on the embedded atom method (EAM) and molecular dynamics (MD) method, the deformation properties of Cu nanowires with different single defects under dynamic compression have been studied. The mechanical behaviours of the perfect nanowire are first studied, and the critical stress decreases with the increase of the nanowire’s length, which is well agreed with the modified Euler theory. We then consider the effects to the buckling phenomenon resulted from different defects. It is found that obvious decrease of the critical stress is resulted from different defects, and the largest decrease is found in nanowire with the surface vertical defect. Surface defects are found exerting larger influence than internal defects. The buckling duration is found shortened due to different defects except the nanowire with surface horizon defect, which is also found possessing the largest deflection. Different deflections are also observed for different defected nanowires. It is find that due to surface defects, only deflection in one direction is happened, but for internal defects, more complex deflection circumstances are observed.

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.

Stochastic regularization method for backward Cauchy problem in Banach spaces

We consider a stochastic regularization method for solving the backward Cauchy problem in Banach spaces. An order of convergence is obtained on sourcewise representative elements.

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Theoretical and numerical investigation of bending properties of Cu nanowires

Based on the AFM-bending experiments, a molecular dynamics (MD) bending simulation model is established which could accurately account for the full spectrum of the mechanical properties of NWs in a double clamped beam configuration, ranging from elasticity to plasticity and failure. It is found that, loading rate exerts significant influence to the mechanical behaviours of nanowires (NWs). Specifically, a loading rate lower than 10 m/s is found reasonable for a homogonous bending deformation. Both loading rate and potential between the tip and the NW are found to play an important role in the adhesive phenomenon. The force versus displacement (F-d) curve from MD simulation is highly consistent in shapes with that from experiments. Symmetrical F-d curves during loading and unloading processes are observed, which reveal the linear-elastic and non-elastic bending deformation of NWs. The typical bending induced tensile-compressive features are observed. Meanwhile, the simulation results are excellently fitted by the classical Euler-Bernoulli beam theory with axial effect. It is concluded that, axial tensile force becomes crucial in bending deformation when the beam size is down to nanoscale for double clamped NWs. In addition, we find shorter NWs will have an earlier yielding and a larger yielding force. Mechanical properties (Young’s modulus & yield strength) obtained from both bending and tensile deformations are found comparable with each other. Specifically, the modulus is essentially similar under these two loading methods, while the yield strength during bending is observed larger than that during tension.

Modified beam theories for bending properties of nanowires considering surface/intrinsic effects and axial extension effect

Several studies of the surface effect on bending properties of a nanowire (NW) have been conducted. However, these analyses are mainly based on theoretical predictions, and there is seldom integration study in combination between theoretical predictions and simulation results. Thus, based on the molecular dynamics (MD) simulation and different modified beam theories, a comprehensive theoretical and numerical study for bending properties of nanowires considering surface/intrinsic stress effects and axial extension effect is conducted in this work. The discussion begins from the Euler-Bernoulli beam theory and Timoshenko beam theory augmented with surface effect. It is found that when the NW possesses a relatively small cross-sectional size, these two theories cannot accurately interpret the true surface effect. The incorporation of axial extension effect into Euler-Bernoulli beam theory provides a nonlinear solution that agrees with the nonlinear-elastic experimental and MD results. However, it is still found inaccurate when the NW cross-sectional size is relatively small. Such inaccuracy is also observed for the Euler-Bernoulli beam theory augmented with both contributions from surface effect and axial extension effect. A comprehensive model for completely considering influences from surface stress, intrinsic stress, and axial extension is then proposed, which leads to good agreement with MD simulation results. It is thus concluded that, for NWs with a relatively small cross-sectional size, a simple consideration of surface stress effect is inappropriate, and a comprehensive consideration of the intrinsic stress effect is required.