Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

Numerical and experimental study of seepage in unconfined aquifers with a periodic boundary condition

The assessment of groundwater conditions within an unconfined aquifer with a periodic boundary condition is of interest in many hydrological and environmental problems. A two-dimensional numerical model for density dependent variably saturated groundwater flow, SUTRA (Voss, C.I., 1984. SUTRA: a finite element simulation model for saturated-unsaturated, fluid-density dependent ground-water flow with energy transport or chemically reactive single species solute transport. US Geological Survey, National Center, Reston, VA) is modified in order to be able to simulate the groundwater flow in unconfined aquifers affected by a periodic boundary condition. The basic flow equation is changed from pressure-form to mixed-form. The model is also adjusted to handle a seepage-face boundary condition. Experiments are conducted to provide data for the groundwater response to the periodic boundary condition for aquifers with both vertical and sloping faces. The performance of the numerical model is assessed using those data. The results of pressure- and mixed-form approximations are compared and the improvement achieved through the mixed-form of the equation is demonstrated. The ability of the numerical model to simulate the water table and seepage-face is tested by modelling some published experimental data. Finally the numerical model is successfully verified against present experimental results to confirm its ability to simulate complex boundary conditions like the periodic head and the seepage-face boundary condition on the sloping face. (C) 1999 Elsevier Science B.V. All rights reserved.

Product form approximations for highly linear loss networks with trunk reservation

Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Green-Ampt approximations

The solution to the Green and Ampt infiltration equation is expressible in terms of the Lambert W-1 function. Approximations for Green and Ampt infiltration are thus derivable from approximations for the W-1 function and vice versa. An infinite family of asymptotic expansions to W-1 is presented. Although these expansions do not converge near the branch point of the W function (corresponds to Green-Ampt infiltration with immediate ponding), a method is presented for approximating W-1 that is exact at the branch point and asymptotically, with interpolation between these limits. Some existing and several new simple and compact yet robust approximations applicable to Green-Ampt infiltration and flux are presented, the most accurate of which has a maximum relative error of 5 x 10(-5)%. This error is orders of magnitude lower than any existing analytical approximations. (c) 2005 Elsevier Ltd. All rights reserved.

Numerical Study of Hypersonic Leeward Flow over a Blunt Nosed Delta Wing

A kinetic theory based Navier-Stokes solver has been implemented on a parallel supercomputer (Intel iPSC Touchstone Delta) to study the leeward flowfield of a blunt nosed delta wing at 30-deg incidence at hypersonic speeds (similar to the proposed HERMES aerospace plane). Computational results are presented for a series of grids for both inviscid and laminar viscous flows at Reynolds numbers of 225,000 and 2.25 million. In addition, comparisons are made between the present and two independent calculations of the some flows (by L. LeToullec and P. Guillen, and S. Menne) which were presented at the Workshop on Hypersonic Flows for Re-entry Problems, Antibes, France, 1991.

Comparison of experimental and numerical studies of ionizing flow over a cylinder

Comparisons are made between experimental measurements and numerical simulations of ionizing flows generated in a superorbital facility. Nitrogen, with a freestream velocity of around 10 km/s, was passed over a cylindrical model, and images were recorded using two-wavelength holographic interferometry. The resulting density, electron concentration, and temperature maps were compared with numerical simulations from the Langley Research Center aerothermodynamic upwind relaxation algorithm. The results showed generally good agreement in shock location and density distributions. Some discrepancies were observed for the electron concentration, possibly, because simulations were of a two-dimensional flow, whereas the experiments were likely to have small three-dimensional effects.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Flush air data system calibration using numerical simulation

The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

A numerical study of pore-fluid, thermal and mass flow iu fluid-saturated porous rock basins

We present a numerical methodology for the study of convective pore-fluid, thermal and mass flow in fluid-saturated porous rock basins. lit particular, we investigate the occurrence and distribution pattern of temperature gradient driven convective pore-fluid flow and hydrocarbon transport in the Australian North West Shelf basin. The related numerical results have demonstrated that: (1) The finite element method combined with the progressive asymptotic approach procedure is a useful tool for dealing with temperature gradient driven pore-fluid flow and mass transport in fluid-saturated hydrothermal basins; (2) Convective pore-fluid flow generally becomes focused in more permeable layers, especially when the layers are thick enough to accommodate the appropriate convective cells; (3) Large dislocation of strata has a significant influence off the distribution patterns of convective pore;fluid flow, thermal flow and hydrocarbon transport in the North West Shelf basin; (4) As a direct consequence of the formation of convective pore-fluid cells, the hydrocarbon concentration is highly localized in the range bounded by two major faults in the basin.

Theoretical and numerical analyses of convective instability in porous media with upward throughflow

Exact analytical solutions have been obtained for a hydrothermal system consisting of a horizontal porous layer with upward throughflow. The boundary conditions considered are constant temperature, constant pressure at the top, and constant vertical temperature gradient, constant Darcy velocity at the bottom of the layer. After deriving the exact analytical solutions, we examine the stability of the solutions using linear stability theory and the Galerkin method. It has been found that the exact solutions for such a hydrothermal system become unstable when the Rayleigh number of the system is equal to or greater than the corresponding critical Rayleigh number. For small and moderate Peclet numbers (Pe less than or equal to 6), an increase in upward throughflow destabilizes the convective flow in the horizontal layer. To confirm these findings, the finite element method with the progressive asymptotic approach procedure is used to compute the convective cells in such a hydrothermal system. Copyright (C) 1999 John Wiley & Sons, Ltd.

Asymmetric MRI magnet design using a hybrid numerical method

This paper describes a hybrid numerical method for the design of asymmetric magnetic resonance imaging magnet systems. The problem is formulated as a field synthesis and the desired current density on the surface of a cylinder is first calculated by solving a Fredholm equation of the first kind. Nonlinear optimization methods are then invoked to fit practical magnet coils to the desired current density. The field calculations are performed using a semi-analytical method. A new type of asymmetric magnet is proposed in this work. The asymmetric MRI magnet allows the diameter spherical imaging volume to be positioned close to one end of the magnet. The main advantages of making the magnet asymmetric include the potential to reduce the perception of claustrophobia for the patient, better access to the patient by attending physicians, and the potential for reduced peripheral nerve stimulation due to the gradient coil configuration. The results highlight that the method can be used to obtain an asymmetric MRI magnet structure and a very homogeneous magnetic field over the central imaging volume in clinical systems of approximately 1.2 m in length. Unshielded designs are the focus of this work. This method is flexible and may be applied to magnets of other geometries. (C) 1999 Academic Press.

Numerical modelling of double diffusion driven reactive flow transport in deformable fluid-saturated porous media with particular consideration of temperature-dependent chemical reaction rates

Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.