Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains

Subdiffusion equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we consider the time distributed-order and Riesz space fractional diffusions on bounded domains with Dirichlet boundary conditions. Here, the time derivative is defined as the distributed-order fractional derivative in the Caputo sense, and the space derivative is defined as the Riesz fractional derivative. First, we discretize the integral term in the time distributed-order and Riesz space fractional diffusions using numerical approximation. Then the given equation can be written as a multi-term time–space fractional diffusion. Secondly, we propose an implicit difference method for the multi-term time–space fractional diffusion. Thirdly, using mathematical induction, we prove the implicit difference method is unconditionally stable and convergent. Also, the solvability for our method is discussed. Finally, two numerical examples are given to show that the numerical results are in good agreement with our theoretical analysis.

Numerical treatment of a two-dimensional variable-order fractional nonlinear reaction-diffusion model

A two-dimensional variable-order fractional nonlinear reaction-diffusion model is considered. A second-order spatial accurate semi-implicit alternating direction method for a two-dimensional variable-order fractional nonlinear reaction-diffusion model is proposed. Stability and convergence of the semi-implicit alternating direct method are established. Finally, some numerical examples are given to support our theoretical analysis. These numerical techniques can be used to simulate a two-dimensional variable order fractional FitzHugh-Nagumo model in a rectangular domain. This type of model can be used to describe how electrical currents flow through the heart, controlling its contractions, and are used to ascertain the effects of certain drugs designed to treat arrhythmia.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.

Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Comment on path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

On states, on a lattice, with half-integral charge

In certain molecular models, and related one-dimensional field theories, localized objects appear with half-integral expectation values of charge. We consider whether these states are eigenstates of charge, with half-integral eigenvalue. We find that it is indeed so for a suitably diffuse definition of the charge operator in question. This diffuse charge operator has a spectrum which approaches a continuum. The analysis is made on a lattice, to avoid divergence ambiguities, and on a finite length, which is only subsequently made large. The half-integral charge phenomenon is not tied to solitons, but can also arise as an end effect.

Identification of dynamical systems with fractional derivative damping models using inverse sensitivity analysis

The problem of identifying parameters of time invariant linear dynamical systems with fractional derivative damping models, based on a spatially incomplete set of measured frequency response functions and experimentally determined eigensolutions, is considered. Methods based on inverse sensitivity analysis of damped eigensolutions and frequency response functions are developed. It is shown that the eigensensitivity method requires the development of derivatives of solutions of an asymmetric generalized eigenvalue problem. Both the first and second order inverse sensitivity analyses are considered. The study demonstrates the successful performance of the identification algorithms developed based on synthetic data on one, two and a 33 degrees of freedom vibrating systems with fractional dampers. Limited studies have also been conducted by combining finite element modeling with experimental data on accelerances measured in laboratory conditions on a system consisting of two steel beams rigidly joined together by a rubber hose. The method based on sensitivity of frequency response functions is shown to be more efficient than the eigensensitivity based method in identifying system parameters, especially for large scale systems.

On the order of the fractional Laplacian in determining the spatio-temporal evolution of a space-fractional model of cardiac electrophysiology

Space-fractional operators have been used with success in a variety of practical applications to describe transport processes in media characterised by spatial connectivity properties and high structural heterogeneity altering the classical laws of diffusion. This study provides a systematic investigation of the spatio-temporal effects of a space-fractional model in cardiac electrophysiology. We consider a simplified model of electrical pulse propagation through cardiac tissue, namely the monodomain formulation of the Beeler-Reuter cell model on insulated tissue fibres, and obtain a space-fractional modification of the model by using the spectral definition of the one-dimensional continuous fractional Laplacian. The spectral decomposition of the fractional operator allows us to develop an efficient numerical method for the space-fractional problem. Particular attention is paid to the role played by the fractional operator in determining the solution behaviour and to the identification of crucial differences between the non-fractional and the fractional cases. We find a positive linear dependence of the depolarization peak height and a power law decay of notch and dome peak amplitudes for decreasing orders of the fractional operator. Furthermore, we establish a quadratic relationship in conduction velocity, and quantify the increasingly wider action potential foot and more pronounced dispersion of action potential duration, as the fractional order is decreased. A discussion of the physiological interpretation of the presented findings is made.

Generalized Burgers equations and Euler-Painleve transcendents. II

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986)] that the Euler Painlevé equation yy[script `]+ay[script ']2+ f(x)yy[script ']+g(x) y2+by[script ']+c=0 represents the generalized Burgers equations (GBE's) in the same manner as Painlevé equations do the KdV type. The GBE was treated with a damping term in some detail. In this paper another GBE ut+uaux+Ju/2t =(gd/2)uxx (the nonplanar Burgers equation) is considered. It is found that its self-similar form is again governed by the Euler Painlevé equation. The ranges of the parameter alpha for which solutions of the connection problem to the self-similar equation exist are obtained numerically and confirmed via some integral relations derived from the ODE's. Special exact analytic solutions for the nonplanar Burgers equation are also obtained. These generalize the well-known single hump solutions for the Burgers equation to other geometries J=1,2; the nonlinear convection term, however, is not quadratic in these cases. This study fortifies the conjecture regarding the importance of the Euler Painlevé equation with respect to GBE's. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Comment on “path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

Kac-Akhiezer formula for normal integral operators

The Kac-Akhiezer formula for finite section normal Wiener-Hopf integral operators is proved. This is an extension of the corresponding result for symmetric operator [2, 3, 4, 5, 6, 7].

On the Solution of Certain Simultaneous Pairs of Dual Integral Equations

Mit einer direkten Methode, bei der der Erdelyi-Kober- und der modifizierte Hankel-Operator Anwendung finden, werden gewisse Systeme aus zwei bzw. drei Paaren dualer Integralgleichungen mit Bessel-Kernen in geschlossener Form gelöst. Für bestimmte Funktionenklassen und Ordnungen der Bessel-Funktionen ist die Vorgehensweise angebrachter und geeigneter als die bereits existierenden Methoden.

Determination of integral fringe order in photoelasticity

The paper describes a method to determine the integral fringe order associated with a fractional fringe value that is measured using Tardy or other similar compensators. The method makes use of two different wavelengths of light to determine the fractional fringe values. Further, it does not assume the independence of the material fringe constant on the wavelength of light used. From these measured fractional fringe values, the associated integral fringe order is determined. A method to construct a ready-reckoner table is also described which helps to identify the integral fringe order from any two measured fractional fringe values.

Boundedness of weakly singular integral operators on domains

The monograph dissertation deals with kernel integral operators and their mapping properties on Euclidean domains. The associated kernels are weakly singular and examples of such are given by Green functions of certain elliptic partial differential equations. It is well known that mapping properties of the corresponding Green operators can be used to deduce a priori estimates for the solutions of these equations. In the dissertation, natural size- and cancellation conditions are quantified for kernels defined in domains. These kernels induce integral operators which are then composed with any partial differential operator of prescribed order, depending on the size of the kernel. The main object of study in this dissertation being the boundedness properties of such compositions, the main result is the characterization of their Lp-boundedness on suitably regular domains. In case the aforementioned kernels are defined in the whole Euclidean space, their partial derivatives of prescribed order turn out to be so called standard kernels that arise in connection with singular integral operators. The Lp-boundedness of singular integrals is characterized by the T1 theorem, which is originally due to David and Journé and was published in 1984 (Ann. of Math. 120). The main result in the dissertation can be interpreted as a T1 theorem for weakly singular integral operators. The dissertation deals also with special convolution type weakly singular integral operators that are defined on Euclidean spaces.