Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation

In this paper, we consider a two-sided space-fractional diffusion equation with variable coefficients on a finite domain. Firstly, based on the nodal basis functions, we present a new fractional finite volume method for the two-sided space-fractional diffusion equation and derive the implicit scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the implicit fractional finite volume method and conclude that the method is unconditionally stable and convergent. Finally, some numerical examples are given to show the effectiveness of the new numerical method, and the results are in excellent agreement with 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.

Fractional models in space for diffusive processes in heterogeneous media with applications in cell motility and electrical signal propagation

This work addresses fundamental issues in the mathematical modelling of the diffusive motion of particles in biological and physiological settings. New mathematical results are proved and implemented in computer models for the colonisation of the embryonic gut by neural cells and the propagation of electrical waves in the heart, offering new insights into the relationships between structure and function. In particular, the thesis focuses on the use of non-local differential operators of non-integer order to capture the main features of diffusion processes occurring in complex spatial structures characterised by high levels of heterogeneity.

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.

Estimate of Lagrangian integral scales in shallow tidal water using high resolution GPS-tracked drifters

In estuaries and natural water channels, the estimate of velocity and dispersion coefficients is critical to the knowledge of scalar transport and mixing. This estimate is rarely available experimentally at sub-tidal time scale in shallow water channels where high frequency is required to capture its spatio-temporal variation. This study estimates Lagrangian integral scales and autocorrelation curves, which are key parameters for obtaining velocity fluctuations and dispersion coefficients, and their spatio-temporal variability from deployments of Lagrangian drifters sampled at 10 Hz for a 4-hour period. The power spectral densities of the velocities between 0.0001 and 0.8 Hz were well fitted with a slope of 5/3 predicted by Kolmogorov’s similarity hypothesis within the inertial subrange, and were similar to the Eulerian power spectral previously observed within the estuary. The result showed that large velocity fluctuations determine the magnitude of the integral time scale, TL. Overlapping of short segments improved the stability of the estimate of TL by taking advantage of the redundant data included in the autocorrelation function. The integral time scales were about 20 s and varied by up to a factor of 8. These results are essential inputs for spatial binning of velocities, Lagrangian stochastic modelling and single particle analysis of the tidal estuary.

Multi-site study of additive genetic effects on fractional anisotropy of cerebral white matter: Comparing meta and megaanalytical approaches for data pooling

Combining datasets across independent studies can boost statistical power by increasing the numbers of observations and can achieve more accurate estimates of effect sizes. This is especially important for genetic studies where a large number of observations are required to obtain sufficient power to detect and replicate genetic effects. There is a need to develop and evaluate methods for joint-analytical analyses of rich datasets collected in imaging genetics studies. The ENIGMA-DTI consortium is developing and evaluating approaches for obtaining pooled estimates of heritability through meta-and mega-genetic analytical approaches, to estimate the general additive genetic contributions to the intersubject variance in fractional anisotropy (FA) measured from diffusion tensor imaging (DTI). We used the ENIGMA-DTI data harmonization protocol for uniform processing of DTI data from multiple sites. We evaluated this protocol in five family-based cohorts providing data from a total of 2248 children and adults (ages: 9-85) collected with various imaging protocols. We used the imaging genetics analysis tool, SOLAR-Eclipse, to combine twin and family data from Dutch, Australian and Mexican-American cohorts into one large "mega-family". We showed that heritability estimates may vary from one cohort to another. We used two meta-analytical (the sample-size and standard-error weighted) approaches and a mega-genetic analysis to calculate heritability estimates across-population. We performed leave-one-out analysis of the joint estimates of heritability, removing a different cohort each time to understand the estimate variability. Overall, meta- and mega-genetic analyses of heritability produced robust estimates of heritability.

Comparison of fractional and geodesic anisotropy in diffusion tensor images of 90 monozygotic and dizygotic twins

We used diffusion tensor magnetic resonance imaging (DTI) to reveal the extent of genetic effects on brain fiber microstructure, based on tensor-derived measures, in 22 pairs of monozygotic (MZ) twins and 23 pairs of dizygotic (DZ) twins (90 scans). After Log-Euclidean denoising to remove rank-deficient tensors, DTI volumes were fluidly registered by high-dimensional mapping of co-registered MP-RAGE scans to a geometrically-centered mean neuroanatomical template. After tensor reorientation using the strain of the 3D fluid transformation, we computed two widely used scalar measures of fiber integrity: fractional anisotropy (FA), and geodesic anisotropy (GA), which measures the geodesic distance between tensors in the symmetric positive-definite tensor manifold. Spatial maps of intraclass correlations (r) between MZ and DZ twins were compared to compute maps of Falconer's heritability statistics, i.e. the proportion of population variance explainable by genetic differences among individuals. Cumulative distribution plots (CDF) of effect sizes showed that the manifold measure, GA, comparably the Euclidean measure, FA, in detecting genetic correlations. While maps were relatively noisy, the CDFs showed promise for detecting genetic influences on brain fiber integrity as the current sample expands.

White matter integrity measured by fractional anisotropy correlates poorly with actual individual fiber anisotropy

Fractional anisotropy (FA), a very widely used measure of fiber integrity based on diffusion tensor imaging (DTI), is a problematic concept as it is influenced by several quantities including the number of dominant fiber directions within each voxel, each fiber's anisotropy, and partial volume effects from neighboring gray matter. High-angular resolution diffusion imaging (HARDI) can resolve more complex diffusion geometries than standard DTI, including fibers crossing or mixing. The tensor distribution function (TDF) can be used to reconstruct multiple underlying fibers per voxel, representing the diffusion profile as a probabilistic mixture of tensors. Here we found that DTIderived mean diffusivity (MD) correlates well with actual individual fiber MD, but DTI-derived FA correlates poorly with actual individual fiber anisotropy, and may be suboptimal when used to detect disease processes that affect myelination. Analysis of the TDFs revealed that almost 40% of voxels in the white matter had more than one dominant fiber present. To more accurately assess fiber integrity in these cases, we here propose the differential diffusivity (DD), which measures the average anisotropy based on all dominant directions in each voxel.

A novel measure of fractional anisotropy based on the tensor distribution function

Fractional anisotropy (FA), a very widely used measure of fiber integrity based on diffusion tensor imaging (DTI), is a problematic concept as it is influenced by several quantities including the number of dominant fiber directions within each voxel, each fiber's anisotropy, and partial volume effects from neighboring gray matter. With High-angular resolution diffusion imaging (HARDI) and the tensor distribution function (TDF), one can reconstruct multiple underlying fibers per voxel and their individual anisotropy measures by representing the diffusion profile as a probabilistic mixture of tensors. We found that FA, when compared with TDF-derived anisotropy measures, correlates poorly with individual fiber anisotropy, and may sub-optimally detect disease processes that affect myelination. By contrast, mean diffusivity (MD) as defined in standard DTI appears to be more accurate. Overall, we argue that novel measures derived from the TDF approach may yield more sensitive and accurate information than DTI-derived measures.

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.

Fractional diffusion models of cardiac electrical propagation: Role of structural heterogeneity in dispersion of repolarization

Impulse propagation in biological tissues is known to be modulated by structural heterogeneity. In cardiac muscle, improved understanding on how this heterogeneity influences electrical spread is key to advancing our interpretation of dispersion of repolarization. We propose fractional diffusion models as a novel mathematical description of structurally heterogeneous excitable media, as a means of representing the modulation of the total electric field by the secondary electrical sources associated with tissue inhomogeneities. Our results, analysed against in vivo human recordings and experimental data of different animal species, indicate that structural heterogeneity underlies relevant characteristics of cardiac electrical propagation at tissue level. These include conduction effects on action potential (AP) morphology, the shortening of AP duration along the activation pathway and the progressive modulation by premature beats of spatial patterns of dispersion of repolarization. The proposed approach may also have important implications in other research fields involving excitable complex media.

Topological properties and fractal analysis of a recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

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.

Universal crack closure integral for SIF estimation

Numerical analysis of cracked structures often involves numerical estimation of stress intensity factors (SIFs) at a crack tip/front. A newly developed formulation called universal crack closure integral (UCCI) for the evaluation of potential energy release rates (PERRs) and the corresponding SIFs is presented in this paper. Unlike the existing element dedicated forms of crack closure integrals (MCCI, VCCI) with application limited to finite element analysis, this new numerical SIF/PERR estimation technique is independent of the basic stress analysis procedure, making it universally applicable. The second merit of this procedure is that it avoids the generally error-producing zones close to the crack tip/front singularity. The UCCI procedure, based on Irwin's original CCI, is formulated and explored using a simple 2D problem of a straight crack in an infinite sheet. It is then applied to some three-dimensional crack geometries with the stresses and displacements obtained from a boundary element program.

Integral Formulation of the Problem of Current Distribution in Compulsator Wires of Electromagnetic Launchers and Railguns

Compulsators are power sources of choice for use in electromagnetic launchers and railguns. These devices hold the promise of reducing unit costs of payload to orbit. In an earlier work, the author had calculated the current distribution in compulsator wires by considering the wire to be split into a finite number of separate wires. The present work develops an integral formulation of the problem of current distribution in compulsator wires which leads to an integrodifferential equation. Analytical solutions, including those for the integration constants, are obtained in closed form. The analytical solutions present a much clearer picture of the effect of various input parameters on the cross-sectional current distribution and point to ways in which the desired current density distribution can be achieved. Results are graphically presented and discussed, with particular reference to a 50-kJ compulsator in Bangalore. Finite-element analysis supports the results.