Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

A banded preconditioner for the two-sided, nonlinear space-fractional diffusion equation

The method of lines is a standard method for advancing the solution of partial differential equations (PDEs) in time. In one sense, the method applies equally well to space-fractional PDEs as it does to integer-order PDEs. However, there is a significant challenge when solving space-fractional PDEs in this way, owing to the non-local nature of the fractional derivatives. Each equation in the resulting semi-discrete system involves contributions from every spatial node in the domain. This has important consequences for the efficiency of the numerical solver, especially when the system is large. First, the Jacobian matrix of the system is dense, and hence methods that avoid the need to form and factorise this matrix are preferred. Second, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. In this paper, we show how an effective preconditioner is essential for improving the efficiency of the method of lines for solving a quite general two-sided, nonlinear space-fractional diffusion equation. A key contribution is to show, how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.

A preconditioned Lanczos method for space-fractional reaction-diffusion equations on two-dimensional unstructured meshes

We consider a two-dimensional space-fractional reaction diffusion equation with a fractional Laplacian operator and homogeneous Neumann boundary conditions. The finite volume method is used with the matrix transfer technique of Ilić et al. (2006) to discretise in space, yielding a system of equations that requires the action of a matrix function to solve at each timestep. Rather than form this matrix function explicitly, we use Krylov subspace techniques to approximate the action of this matrix function. Specifically, we apply the Lanczos method, after a suitable transformation of the problem to recover symmetry. To improve the convergence of this method, we utilise a preconditioner that deflates the smallest eigenvalues from the spectrum. We demonstrate the efficiency of our approach for a fractional Fisher’s equation on the unit disk.

A novel numerical approximation for the space fractional advection-dispersion equation

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Two novel numerical methods for solving the two-dimensional fractional Fitzhugh-Nagumo-monodomain model

Fractional mathematical models represent a new approach to modelling complex spatial problems in which there is heterogeneity at many spatial and temporal scales. In this paper, a two-dimensional fractional Fitzhugh-Nagumo-monodomain model with zero Dirichlet boundary conditions is considered. The model consists of a coupled space fractional diffusion equation (SFDE) and an ordinary differential equation. For the SFDE, we first consider the numerical solution of the Riesz fractional nonlinear reaction-diffusion model and compare it to the solution of a fractional in space nonlinear reaction-diffusion model. We present two novel numerical methods for the two-dimensional fractional Fitzhugh-Nagumo-monodomain model using the shifted Grunwald-Letnikov method and the matrix transform method, respectively. Finally, some numerical examples are given to exhibit the consistency of our computational solution methodologies. The numerical results demonstrate the effectiveness of the methods.

The use of a Riesz fractional differential-based approach for texture enhancement in image processing

Abstract: Texture enhancement is an important component of image processing, with extensive application in science and engineering. The quality of medical images, quantified using the texture of the images, plays a significant role in the routine diagnosis performed by medical practitioners. Previously, image texture enhancement was performed using classical integral order differential mask operators. Recently, first order fractional differential operators were implemented to enhance images. Experiments conclude that the use of the fractional differential not only maintains the low frequency contour features in the smooth areas of the image, but also nonlinearly enhances edges and textures corresponding to high-frequency image components. However, whilst these methods perform well in particular cases, they are not routinely useful across all applications. To this end, we applied the second order Riesz fractional differential operator to improve upon existing approaches of texture enhancement. Compared with the classical integral order differential mask operators and other fractional differential operators, our new algorithms provide higher signal to noise values, which leads to superior image quality.

Numerical approximation for a variable-order nonlinear reaction–subdiffusion equation

Fractional reaction–subdiffusion equations are widely used in recent years to simulate physical phenomena. In this paper, we consider a variable-order nonlinear reaction–subdiffusion equation. A numerical approximation method is proposed to solve the equation. Its convergence and stability are analyzed by Fourier analysis. By means of the technique for improving temporal accuracy, we also propose an improved numerical approximation. Finally, the effectiveness of the theoretical results is demonstrated by numerical examples.

The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

A computationally effective alternating direction method for the space and time fractional Bloch–Torrey equation in 3-D

The space and time fractional Bloch–Torrey equation (ST-FBTE) has been used to study anomalous diffusion in the human brain. Numerical methods for solving ST-FBTE in three-dimensions are computationally demanding. In this paper, we propose a computationally effective fractional alternating direction method (FADM) to overcome this problem. We consider ST-FBTE on a finite domain where the time and space derivatives are replaced by the Caputo–Djrbashian and the sequential Riesz fractional derivatives, respectively. The stability and convergence properties of the FADM are discussed. Finally, some numerical results for ST-FBTE are given to confirm our theoretical findings.

Fractional models for the migration of biological cells in complex spatial domains

Travelling wave phenomena are observed in many biological applications. Mathematical theory of standard reaction-diffusion problems shows that simple partial differential equations exhibit travelling wave solutions with constant wavespeed and such models are used to describe, for example, waves of chemical concentrations, electrical signals, cell migration, waves of epidemics and population dynamics. However, as in the study of cell motion in complex spatial geometries, experimental data are often not consistent with constant wavespeed. Non-local spatial models have successfully been used to model anomalous diffusion and spatial heterogeneity in different physical contexts. In this paper, we develop a fractional model based on the Fisher-Kolmogoroff equation and analyse it for its wavespeed properties, attempting to relate the numerical results obtained from our simulations to experimental data describing enteric neural crest-derived cells migrating along the intact gut of mouse embryos. The model proposed essentially combines fractional and standard diffusion in different regions of the spatial domain and qualitatively reproduces the behaviour of neural crest-derived cells observed in the caecum and the hindgut of mouse embryos during in vivo experiments.

Application of kaolin amorphous derivative as a nitrogen carrier

Sandy soils have low nutrient holding capacity and high water conductivity. Consequently, nutrients applied as highly soluble chemical fertilisers are prone to leaching, particularly in heavily irrigated environments such as horticultural soils and golf courses. Amorphous derivatives of kaolin with high cation exchange capacity may be loaded with desired nutrients and applied as controlledrelease fertilisers. Kaolin is an abundant mineral, which can be converted to a meso-porous amorphous derivative (KAD) using facile chemical processes. KAD is currently being used to sequester ammonium from digester effluent in sewage treatment plants in a commercial environment. This material is also known in Australia by the trade name MesoLite. The ammonium-saturated form of KAD may be applied to soils as a nitrogen fertiliser. Up to 7% N can be loaded onto KAD by contacting it with high-ammonia concentration wastewater from sewerage treatment plants. This poster paper demonstrates plant uptake of nitrogen from KAD and compares its efficiency as a fertiliser with NH4SO4. Rye grass was grown in 1kg pots in a glass-house. Nitrogen was applied at a range of rates using NH4SO4 and two KAD materials carrying 7% and 3% nitrogen, respectively. All other nutrients were applied in adequate amounts. All treatments were replicated three times. Plants were harvested after four weeks. Dry mass and N concentrations were determined by standard methods. At all N application rates, ammonium-loaded KAD produced significantly higher plant mass than for NH4SO4. The lower fertiliser effectiveness of NH4SO4 is attributed to possible loss of some N through volatilisation. Of the two KAD types, the material with lower CEC value supported slightly higher plant yields. The KAD materials did not show any adverse effect on availability of trace elements, as evidenced by lack of deficiency symptoms and plant analyses. Clearly, nitrogen loaded on to KAD in the form of ammonium is likely to be protected from leaching, but is still available to plants. These data suggest that KAD-based fertilisers may be suitable substitutes for water soluble N, K and other cation fertilisers for leaching soils.

The Tarim picrite-basalt-rhyolite suite, a Permian flood basalt from Northwest China with contrasting rhyolites produced by fractional crystallization and anatexis

We report major and trace element composition, Sr–Nd isotopic and seismological data for a picrite–basalt–rhyolite suite from the northern Tarim uplift (NTU), northwest China. The samples were recovered from 13 boreholes at depths between 5,166 and 6,333 m. The picritic samples have high MgO (14.5–16.8 wt%, volatiles included) enriched in incompatible element and have high 87Sr/86Sr and low 143Nd/144Nd isotopic ratios (εNd (t) = −5.3; Sri = 0.707), resembling the Karoo high-Ti picrites. All the basaltic samples are enriched in TiO2 (2.1–3.2 wt%, volatiles free), have high FeOt abundances (11.27–15.75 wt%, volatiles free), are enriched in incompatible elements and have high Sr and low Nd isotopic ratios (Sri = 0.7049–0.7065; εNd (t) = −4.1 to −0.4). High Nb/La ratios (0.91–1.34) of basalts attest that they are mantle-derived magma with negligible crustal contamination. The rhyolite samples can be subdivided into two coeval groups with overlapping U–Pb zircon ages between 291 ± 4 and 272 ± 2 Ma. Group 1 rhyolites are enriched in Nb and Ta, have similar Nb/La, Nb/U, and Sr–Nd isotopic compositions to the associated basalts, implying that they are formed by fractional crystallization of the basalts. Group 2 rhyolites are depleted in Nb and Ta, have low Nb/La ratios, and have very high Sr and low Nd isotopic ratios, implying that crustal materials have been extensively, if not exclusively, involved in their source. The picrite–basalt–rhyolite suite from the NTU, together with Permian volcanic rocks from elsewhere Tarim basin, constitute a Large Igneous Province (LIP) that is characterized by large areal extent, rapid eruption, OIB-type chemical composition, and eruption of high temperature picritic magma. The Early Permian magmatism, which covered an area >300,000 km2, is therefore named the Tarim Flood Basalt.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

A finite volume scheme with preconditioned Lanczos method for two-dimensional space-fractional reaction–diffusion equations

Fractional differential equations have been increasingly used as a powerful tool to model the non-locality and spatial heterogeneity inherent in many real-world problems. However, a constant challenge faced by researchers in this area is the high computational expense of obtaining numerical solutions of these fractional models, owing to the non-local nature of fractional derivatives. In this paper, we introduce a finite volume scheme with preconditioned Lanczos method as an attractive and high-efficiency approach for solving two-dimensional space-fractional reaction–diffusion equations. The computational heart of this approach is the efficient computation of a matrix-function-vector product f(A)bf(A)b, where A A is the matrix representation of the Laplacian obtained from the finite volume method and is non-symmetric. A key aspect of our proposed approach is that the popular Lanczos method for symmetric matrices is applied to this non-symmetric problem, after a suitable transformation. Furthermore, the convergence of the Lanczos method is greatly improved by incorporating a preconditioner. Our approach is show-cased by solving the fractional Fisher equation including a validation of the solution and an analysis of the behaviour of the model.