Numerical simulation for the 3D seepage flow with fractional derivatives in porous media

In this paper, the numerical simulation of the 3D seepage flow with fractional derivatives in porous media is considered under two special cases: non-continued seepage flow in uniform media (NCSFUM) and continued seepage flow in non-uniform media (CSF-NUM). A fractional alternating direction implicit scheme (FADIS) for the NCSF-UM and a modified Douglas scheme (MDS) for the CSF-NUM are proposed. The stability, consistency and convergence of both FADIS and MDS in a bounded domain are discussed. A method for improving the speed of convergence by Richardson extrapolation for the MDS is also presented. Finally, numerical results are presented to support our 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.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Do derivatives have a role in the risk-shifting behaviour of fund managers?

In this paper we examine the extent to which derivatives are used to affect the risk-shifting behaviour of Australian equity fund managers. We find, after periods of good and poor performance, the risk-shifting behaviour of fund managers is different between derivative users and non-users. Our results support the gaming and active competition hypotheses but there is little support for the cash flow hypothesis. The study also allows for a complex reporting environment by analysing data across three alternate time periods: the calendar year, financial year and quarterly frames. Given that our results are not consistent across time periods for users and non-users of derivatives, some caution in interpretation is required.

Hydrogen-bonding in cyclic imides and amide carboxylic acid derivatives from the facile reaction of cis-cyclohexane-1,2-carboxylic anhydride with o- and p-anisidine and m- and p-aminobenzoic acids

The structures of the open chain amide carboxylic acid rac-cis-[2-(2-methoxyphenyl)carbamoyl]cyclohexane-1-carboxylic acid, C15H19NO4, (I) and the cyclic imides rac-cis-2-(4-methoxyphenyl)-3a,4,5,6,7,7-hexahydroisoindole-1,3-dione,C15H17NO3, (II), chiral cis-2-(3-carboxyphenyl)-3a,4,5,6,7,7a-hexahydroisoindole-1,3-dione, C15H15NO4,(III) and rac-cis-2-(4-carboxyphenyl)- 3a,4,5,6,7,7a-hexahydroisoindole-1,3-dione monohydrate, C15H15NO4. H2O) (IV), are reported. In the amide acid (I), the phenylcarbamoyl group is essentially planar [maximum deviation from the least-squares plane = 0.060(1)Ang. for the amide O atom], the molecules form discrete centrosymmetric dimers through intermolecular cyclic carboxy-carboxy O-H...O hydrogen-bonding interactions [graph set notation R2/2(8)]. The cyclic imides (II)--(IV) are conformationally similar, with comparable phenyl ring rotations about the imide N-C(aromatic) bond [dihedral angles between the benzene and isoindole rings = 51.55(7)deg. in (II), 59.22(12)deg. in (III) and 51.99(14)deg. in (IV). Unlike (II) in which only weak intermolecular C-H...O(imide) hydrogen bonding is present, the crystal packing of imides (III) and (IV) shows strong intermolecular carboxylic acid O-H...O hydrogen-bonding associations. With (III), these involve imide O-atom acceptors, giving one-dimensional zigzag chains [graph set C(9)], while with the monohydrate (IV), the hydrogen bond involves the partially disordered water molecule which also bridges molecules through both imide and carboxyl O-atom acceptors in a cyclic R4/4(12) association, giving a two-dimensional sheet structure. The structures reported here expand the structural data base for compounds of this series formed from the facile reaction of cis-cyclohexane-1,2-dicarboxylic anhydride with substituted anilines, in which there is a much larger incidence of cyclic imides compared to amide carboxylic acids.

Cyclic Imide and Open-Chain Amide Carboxylic Acid Derivatives from the Facile Reaction of cis-Cyclohexane-1,2-dicarboxylic Anhydride with Three Substituted Anilines

The structures of the compounds from the reaction of cis-cyclohexane-1,2-dicarboxylic anhydride with 4-chloroaniline [rac-N-(4-chlorophenyl)-2-carboxycycloclohexane-1-carboxamide] (1), 4-bromoaniline [2-(4-bromophenyl)-perhydroisoindolyl-1,3-dione] (2) and 3-hydroxy-4-carboxyaniline (5-aminosalicylic acid) [2-(3-hydroxy-4-carboxyphenyl)-perhydroisoindolyl-1,3-dione] (3) have been determined at 200 K. Crystals of the open-chain amide carboxylic acid 1 are orthorhombic, space group Pbcn, with unit cell dimensions a = 20.1753(10), b = 8.6267(4), c = 15.9940(9) Å, and Z = 8. Compounds 2 and 3 are cyclic imides, with 1 monoclinic having space group P21 and cell dimensions a = 11.5321(3), b = 6.7095(2), c = 17.2040(5) Å, β = 102.527(3)o. Compound 3 is orthorhombic with cell dimensions a = 6.4642(3), b = 12.8196(5), c = 16.4197(7) Å. Molecules of 1 form hydrogen-bonded cyclic dimers which are extended into a two-dimensional layered structure through amide-group associations: 3 forms into one-dimensional zigzag chains through carboxylic acid…imide O-atom hydrogen bonds, while compound 2 is essentially unassociated. With both cyclic imides 2 and 3, disorder is found which involves the presence of partial enantiomeric replacement of the cis-cyclohexane-1,2-substituted ring systems.

Structural characterisation of kaolinite : NaCl intercalate and its derivatives

Kaolinite:NaCl intercalates with basal layer dimensions of 0.95 and 1.25 nm have been prepared by direct reaction of saturated aqueous NaCl solution with well-crystallized source clay KGa-1. The intercalates and their thermal decomposition products have been studied by XRD, solid-state 23Na, 27Al, and 29Si MAS NMR, and FTIR. Intercalate yield is enhanced by dry grinding of kaolinite with NaCl prior to intercalation. The layered structure survives dehydroxylation of the kaolinite at 500°–600°C and persists to above 800°C with a resultant tetrahedral aluminosilicate framework. Excess NaCl can be readily removed by rinsing with water, producing an XRD ‘amorphous’ material. Upon heating at 900°C this material converts to a well-crystallized framework aluminosilicate closely related to low-camegieite, NaAlSiO4, some 350°C below its stability field. Reaction mechanisms are discussed and structural models proposed for each of these novel materials.