Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

Identifying customer behaviour and dwell time using soft biometrics

In a commercial environment, it is advantageous to know how long it takes customers to move between different regions, how long they spend in each region, and where they are likely to go as they move from one location to another. Presently, these measures can only be determined manually, or through the use of hardware tags (i.e. RFID). Soft biometrics are characteristics that can be used to describe, but not uniquely identify an individual. They include traits such as height, weight, gender, hair, skin and clothing colour. Unlike traditional biometrics, soft biometrics can be acquired by surveillance cameras at range without any user cooperation. While these traits cannot provide robust authentication, they can be used to provide identification at long range, and aid in object tracking and detection in disjoint camera networks. In this chapter we propose using colour, height and luggage soft biometrics to determine operational statistics relating to how people move through a space. A novel average soft biometric is used to locate people who look distinct, and these people are then detected at various locations within a disjoint camera network to gradually obtain operational statistics

Alternating direction implicit numerical method for the space and time fractional Bloch-Torrey equation in 3-D

Recently, some authors have considered a new diffusion model–space and time fractional Bloch-Torrey equation (ST-FBTE). Magin et al. (2008) have derived analytical solutions with fractional order dynamics in space (i.e., _ = 1, β an arbitrary real number, 1 < β ≤ 2) and time (i.e., 0 < α < 1, and β = 2), respectively. Yu et al. (2011) have derived an analytical solution and an effective implicit numerical method for solving ST-FBTEs, and also discussed the stability and convergence of the implicit numerical method. However, due to the computational overheads necessary to perform the simulations for nuclear magnetic resonance (NMR) in three dimensions, they present a study based on a two-dimensional example to confirm their theoretical analysis. Alternating direction implicit (ADI) schemes have been proposed for the numerical simulations of classic differential equations. The ADI schemes will reduce a multidimensional problem to a series of independent one-dimensional problems and are thus computationally efficient. In this paper, we consider the numerical solution of a ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. A fractional alternating direction implicit scheme (FADIS) for the ST-FBTE in 3-D is proposed. Stability and convergence properties of the FADIS are discussed. Finally, some numerical results for ST-FBTE are given.

Tracking the magmatic evolution of island arc volcanism : insights from a high-precision Pb isotope record of Montserrat, Lesser Antilles

The volcanic succession on Montserrat provides an opportunity to examine the magmatic evolution of island arc volcanism over a ∼2.5 Ma period, extending from the andesites of the Silver Hills center, to the currently active Soufrière Hills volcano (February 2010). Here we present high-precision double-spike Pb isotope data, combined with trace element and Sr-Nd isotope data throughout this period of Montserrat's volcanic evolution. We demonstrate that each volcanic center; South Soufrière Hills, Soufrière Hills, Centre Hills and Silver Hills, can be clearly discriminated using trace element and isotopic parameters. Variations in these parameters suggest there have been systematic and episodic changes in the subduction input. The SSH center, in particular, has a greater slab fluid signature, as indicated by low Ce/Pb, but less sediment addition than the other volcanic centers, which have higher Th/Ce. Pb isotope data from Montserrat fall along two trends, the Silver Hills, Centre Hills and Soufrière Hills lie on a general trend of the Lesser Antilles volcanics, whereas SSH volcanics define a separate trend. The Soufrière Hills and SSH volcanic centers were erupted at approximately the same time, but retain distinctive isotopic signatures, suggesting that the SSH magmas have a different source to the other volcanic centers. We hypothesize that this rapid magmatic source change is controlled by the regional transtensional regime, which allowed the SSH magma to be extracted from a shallower source. The Pb isotopes indicate an interplay between subduction derived components and a MORB-like mantle wedge influenced by a Galapagos plume-like source.

A new implicit numerical method for the space and time fractional Bloch-Torrey equation

In recent years, it has been found that many phenomena in engineering, physics, chemistry and other sciences can be described very successfully by models using mathematical tools from fractional calculus. Recently, noted a new space and time fractional Bloch-Torrey equation (ST-FBTE) has been proposed (see Magin et al. (2008)), and successfully applied to analyse diffusion images of human brain tissues to provide new insights for further investigations of tissue structures. In this paper, we consider the ST-FBTE on a finite domain. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we propose a new effective implicit numerical method (INM) for the STFBTE whereby we discretize the Riesz fractional derivative using a fractional centered difference. Secondly, we prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent, and the order of convergence of the implicit numerical method is ( T2 - α + h2 x + h2 y + h2 z ). Finally, some numerical results are presented to support our theoretical analysis.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

Analytical solutions of the multi-term modified power law wave equations in a finite domain

Fractional partial differential equations with more than one fractional derivative term in time, such as the Szabo wave equation, or the power law wave equation, describe important physical phenomena. However, studies of these multi-term time-space or time fractional wave equations are still under development. In this paper, multi-term modified power law wave equations in a finite domain are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals (1, 2], [2, 3), [2, 4) or (0, n) (n > 2), respectively. Analytical solutions of the multi-term modified power law wave equations are derived. These new techniques are based on Luchko’s Theorem, a spectral representation of the Laplacian operator, a method of separating variables and fractional derivative techniques. Then these general methods are applied to the special cases of the Szabo wave equation and the power law wave equation. These methods and techniques can also be extended to other kinds of the multi term time-space fractional models including fractional Laplacian.

Numerical methods for solving the multi-term time-fractional wave-diffusion equations

In this paper, the multi-term time-fractional wave diffusion equations are considered. The multiterm time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

Many physical processes exhibit fractional order behavior that varies with time 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 the time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Analytical and numerical solutions of the space and time fractional bloch-torrey equation

Fractional order dynamics in physics, particularly when applied to diffusion, leads to an extension of the concept of Brown-ian motion through a generalization of the Gaussian probability function to what is termed anomalous diffusion. As MRI is applied with increasing temporal and spatial resolution, the spin dynamics are being examined more closely; such examinations extend our knowledge of biological materials through a detailed analysis of relaxation time distribution and water diffusion heterogeneity. Here the dynamic models become more complex as they attempt to correlate new data with a multiplicity of tissue compartments where processes are often anisotropic. Anomalous diffusion in the human brain using fractional order calculus has been investigated. Recently, a new diffusion model was proposed by solving the Bloch-Torrey equation using fractional order calculus with respect to time and space (see R.L. Magin et al., J. Magnetic Resonance, 190 (2008) 255-270). However effective numerical methods and supporting error analyses for the fractional Bloch-Torrey equation are still limited. In this paper, the space and time fractional Bloch-Torrey equation (ST-FBTE) is considered. The time and space derivatives in the ST-FBTE are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Firstly, we derive an analytical solution for the ST-FBTE with initial and boundary conditions on a finite domain. Secondly, we propose an implicit numerical method (INM) for the ST-FBTE, and the stability and convergence of the INM are investigated. We prove that the implicit numerical method for the ST-FBTE is unconditionally stable and convergent. Finally, we present some numerical results that support our theoretical analysis.

Finite element modelling of load bearing steel stud walls under real building fires

Fire safety has become an important part in structural design due to the ever increasing loss of properties and lives during fires. Conventionally the fire rating of load bearing wall systems made of Light gauge Steel Frames (LSF) is determined using fire tests based on the standard time-temperature curve given in ISO 834 (ISO, 1999). The standard time-temperature curve given in ISO 834 (ISO, 1999) originated from the application of wood burning furnaces in the early 1900s. However, modern commercial and residential buildings make use of thermoplastic materials, which mean considerably high fuel loads. Hence a detailed fire research study into the performance of LSF walls was undertaken using the developed real fire curves based on Eurocode parametric curves (ECS, 2002) and Barnett’s BFD curves (Barnett, 2002) using both full scale fire tests and numerical studies. It included LSF walls without any insulation, and the recently developed externally insulated composite panel system. This paper presents the details of the numerical studies and the results. It also includes brief details of the development of real building fire curves and experimental studies.

Critical timescales and time intervals for coupled linear processes

In 1991, McNabb introduced the concept of mean action time (MAT) as a finite measure of the time required for a diffusive process to effectively reach steady state. Although this concept was initially adopted by others within the Australian and New Zealand applied mathematics community, it appears to have had little use outside this region until very recently, when in 2010 Berezhkovskii and coworkers rediscovered the concept of MAT in their study of morphogen gradient formation. All previous work in this area has been limited to studying single–species differential equations, such as the linear advection–diffusion–reaction equation. Here we generalise the concept of MAT by showing how the theory can be applied to coupled linear processes. We begin by studying coupled ordinary differential equations and extend our approach to coupled partial differential equations. Our new results have broad applications including the analysis of models describing coupled chemical decay and cell differentiation processes, amongst others.

Residence time investigation in a co-axial dielectric barrier discharge reactor

The residence time distribution (RTD) is a crucial parameter when treating engine exhaust emissions with a Dielectric Barrier Discharge (DBD) reactor. In this paper, the residence time of such a reactor is investigated using a finite element based software: COMSOL Multiphysics 4.3. Non-thermal plasma (NTP) discharge is being introduced as a promising method for pollutant emission reduction. DBD is one of the most advantageous of NTP technologies. In a two cylinder co-axial DBD reactor, tubes are placed between two electrodes and flow passes through the annuals between these barrier tubes. If the mean residence time increases in a DBD reactor, there will be a corresponding increase in reaction time and consequently, the pollutant removal efficiency can increase. However, pollutant formation can occur during increased mean residence time and so the proportion of fluid that may remain for periods significantly longer than the mean residence time is of great importance. In this study, first, the residence time distribution is calculated based on the standard reactor used by the authors for ultrafine particle (10-500 nm) removal. Then, different geometrics and various inlet velocities are considered. Finally, for selected cases, some roughness elements added inside the reactor and the residence time is calculated. These results will form the basis for a COMSOL plasma and CFD module investigation.

Porohyperelastic analysis to explore mechanical properties of chondrocytes using numerical modeling and experiments : a finite element study

There are many continuum mechanical models have been developed such as liquid drop models, solid models, and so on for single living cell biomechanics studies. However, these models do not give a fully approach to exhibit a clear understanding of the behaviour of single living cells such as swelling behaviour, drag effect, etc. Hence, the porohyperelastic (PHE) model which can capture those aspects would be a good candidature to study cells behaviour (e.g. chondrocytes in this study). In this research, an FEM model of single chondrocyte cell will be developed by using this PHE model to simulate Atomic Force Microscopy (AFM) experimental results with the variation of strain rate. This material model will be compared with viscoelastic model to demonstrate the advantages of PHE model. The results have shown that the maximum value of force applied of PHE model is lower at lower strain rates. This is because the mobile fluid does not have enough time to exude in case of very high strain rate and also due to the lower permeability of the membrane than that of the protoplasm of chondrocyte. This behavior is barely observed in viscoelastic model. Thus, PHE model is the better model for cell biomechanics studies.

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.