Numerical algorithms for time-fractional subdiffusion equation with second-order accuracy

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. The comparisons between the present algorithms and the existing ones are included, which show that our numerical algorithms exhibit better performances than the known ones.

A Crank--Nicolson ADI spectral method for a two-dimensional riesz space fractional nonlinear reaction-diffusion equation

In this paper, a new alternating direction implicit Galerkin--Legendre spectral method for the two-dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed. The temporal component is discretized by the Crank--Nicolson method. The detailed implementation of the method is presented. The stability and convergence analysis is strictly proven, which shows that the derived method is stable and convergent of order $2$ in time. An optimal error estimate in space is also obtained by introducing a new orthogonal projector. The present method is extended to solve the fractional FitzHugh--Nagumo model. Numerical results are provided to verify the theoretical analysis.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

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.

Finite volume evolution Galerkin method for hyperbolic conservation laws with spatially varying flux functions

We present a generalization of the finite volume evolution Galerkin scheme [M. Lukacova-Medvid'ova,J. Saibertov'a, G. Warnecke, Finite volume evolution Galerkin methods for nonlinear hyperbolic systems, J. Comp. Phys. (2002) 183 533-562; M. Luacova-Medvid'ova, K.W. Morton, G. Warnecke, Finite volume evolution Galerkin (FVEG) methods for hyperbolic problems, SIAM J. Sci. Comput. (2004) 26 1-30] for hyperbolic systems with spatially varying flux functions. Our goal is to develop a genuinely multi-dimensional numerical scheme for wave propagation problems in a heterogeneous media. We illustrate our methodology for acoustic waves in a heterogeneous medium but the results can be generalized to more complex systems. The finite volume evolution Galerkin (FVEG) method is a predictor-corrector method combining the finite volume corrector step with the evolutionary predictor step. In order to evolve fluxes along the cell interfaces we use multi-dimensional approximate evolution operator. The latter is constructed using the theory of bicharacteristics under the assumption of spatially dependent wave speeds. To approximate heterogeneous medium a staggered grid approach is used. Several numerical experiments for wave propagation with continuous as well as discontinuous wave speeds confirm the robustness and reliability of the new FVEG scheme.

Chromolaena odorata (L.) King and Robinson (Asteraceae)

Chromolaena, or Siam weed, is a serious problem in several tropical and sub-tropical areas around the world. In our own region, it is a serious weed in New Guinea, East Timor and Indonesia and is also under an eradication regime in North Queensland. The chapter summarises current knowledge about the taxonomy, biology, distribution, ecology, impacts and control of the weed. Biological control has been a major multinational initiative against this weed in recent years and these efforts are described in some detail. Interestingly agents have not been universally effective because of weed biotype differences and climate. Considerable success has been achieved in New Guinea, principally with the tephritid fly Cecidocares connex and by the efforts of Michael Day, Rachel McFadyen and Graham Donnelly from Alan Fletcher Research Station.

Weed spread prevention: simple activities for field operations.

This paper discusses how spread of weeds can be minimised by improved knowledge of the weed’s ecology and dispersal, and by better surveillance and treatment methods. Undertaking simple prevention activities reduces the risk of spreading weeds with minimal costs to projects and they noted that field staff and researchers can inadvertently become vectors of weed spread if they do not take adequate precautions. The authors describe several techniques that can be adopted and reference their observations to the eradication program for Siam weed, Chromolaena odorata.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

Testing the efficacy of low volume herbicide applications on Chromolaena odorata

Siam Weed (Chromoleana odorata) is the target of an eradication program in north Queensland; however some infestations occur on ground inaccessible to high volume, ground based herbicide spray equipment. Four foliar herbicides were applied to dense infestations of mature Siam Weed in March 2009, near Townsville, north Queensland. Low volume, high concentration solutions containing 40 g L-1 a.i. glyphosate, 1.2 g L-1 a.i metsulfuron-methyl, 10 g L-1 a.i. fluroxypyr + 0.7 g L-1 a.i. aminopyralid and 15 g L-1 a.i. triclopyr + 5 g L-1 a.i. picloram + 0.4 g L-1 a.i. aminopyralid were applied using a 5 L backpack and hand gun (or splatter gun). Relatively small amounts (approximately 24-28 mL) of the high concentration solutions were applied to each bush and assessments of the replicated treated and untreated control plots were conducted 76, 207 and 356 days after treatment. These assessments demonstrated that the fluroxypyr and triclopyr based herbicides controlled 96 to 100% of plants. The metsulfuron-methyl and glyphosate based herbicides controlled 40 and 57% of plants respectively 12 months after treatment, when 3% of untreated control plants were dead. The trial demonstrated that this application method and either of two herbicides provides an additional tool for controlling Siam weed in remote areas, which are inaccessible to traditional higher volume foliar herbicide applications. Lower volume herbicide solutions reduce the volume of water and thus the effort needed to effectively treat less accessible infestations.

Issues and solutions for researching weed eradication target species

Species biology drives the frequency, duration and extent of survey and control activities in weed eradication programs. Researching the key biological characters can be difficult when plants occur at limited locations and are controlled immediately by field crews who are dedicated to preventing reproduction. Within the National Four Tropical Weeds Eradication Program and the former National Siam Weed Eradication Program, key information needed by the eradication teams has been obtained through a combination of field, glasshouse and laboratory studies without jeopardising the eradication objective. Information gained on seed longevity, age to reproductive maturity, dispersal and control options has been used to direct survey and control activities. Planned and opportunistic data collections will continue to provide biological information to refine eradication activities.

Construction of Stability Multipliers with Prescribed Phase Characteristics: an Improved Value for $\sigma

For a feedback system consisting of a transfer function $G(s)$ in the forward path and a time-varying gain $n(t)(0 \leqq n(t) \leqq k)$ in the feedback loop, a stability multiplier $Z(s)$ has been constructed (and used to prove stability) by Freedman [2] such that $Z(s)(G(s) + {1 / K})$ and $Z(s - \sigma )(0 < \sigma < \sigma _ * )$ are strictly positive real, where $\sigma _ * $ can be computed from a knowledge of the phase-angle characteristic of $G(i\omega ) + {1 / k}$ and the time-varying gain $n(t)$ is restricted by $\sigma _ * $ by means of an integral inequality. In this note it is shown that an improved value for $\sigma _ * $ is possible by making some modifications in his derivation. ©1973 Society for Industrial and Applied Mathematics.

R1STM: One-class support tensor machine with randomised kernel

Identifying unusual or anomalous patterns in an underlying dataset is an important but challenging task in many applications. The focus of the unsupervised anomaly detection literature has mostly been on vectorised data. However, many applications are more naturally described using higher-order tensor representations. Approaches that vectorise tensorial data can destroy the structural information encoded in the high-dimensional space, and lead to the problem of the curse of dimensionality. In this paper we present the first unsupervised tensorial anomaly detection method, along with a randomised version of our method. Our anomaly detection method, the One-class Support Tensor Machine (1STM), is a generalisation of conventional one-class Support Vector Machines to higher-order spaces. 1STM preserves the multiway structure of tensor data, while achieving significant improvement in accuracy and efficiency over conventional vectorised methods. We then leverage the theory of nonlinear random projections to propose the Randomised 1STM (R1STM). Our empirical analysis on several real and synthetic datasets shows that our R1STM algorithm delivers comparable or better accuracy to a state-of-the-art deep learning method and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.

A geometric approach to stationary defect solutions in one space dimension

In this manuscript, we consider the impact of a small jump-type spatial heterogeneity on the existence of stationary localized patterns in a system of partial dierential equations in one spatial dimension...

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.