Numerical simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

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.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

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.

Numerical simulation of anomalous diffusion with application to medical imaging

The first objective of this project is to develop new efficient numerical methods and supporting error and convergence analysis for solving fractional partial differential equations to study anomalous diffusion in biological tissue such as the human brain. The second objective is to develop a new efficient fractional differential-based approach for texture enhancement in image processing. The results of the thesis highlight that the fractional order analysis captured important features of nuclear magnetic resonance (NMR) relaxation and can be used to improve the quality of medical imaging.

Bayesian designs with frequentist and Bayesian error rate considerations

So far, most Phase II trials have been designed and analysed under a frequentist framework. Under this framework, a trial is designed so that the overall Type I and Type II errors of the trial are controlled at some desired levels. Recently, a number of articles have advocated the use of Bavesian designs in practice. Under a Bayesian framework, a trial is designed so that the trial stops when the posterior probability of treatment is within certain prespecified thresholds. In this article, we argue that trials under a Bayesian framework can also be designed to control frequentist error rates. We introduce a Bayesian version of Simon's well-known two-stage design to achieve this goal. We also consider two other errors, which are called Bayesian errors in this article because of their similarities to posterior probabilities. We show that our method can also control these Bayesian-type errors. We compare our method with other recent Bayesian designs in a numerical study and discuss implications of different designs on error rates. An example of a clinical trial for patients with nasopharyngeal carcinoma is used to illustrate differences of the different designs.

Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

Strong-coupling expansion for the momentum distribution of the Bose-Hubbard model with benchmarking against exact numerical results

A strong-coupling expansion for the Green's functions, self-energies, and correlation functions of the Bose-Hubbard model is developed. We illustrate the general formalism, which includes all possible (normal-phase) inhomogeneous effects in the formalism, such as disorder or a trap potential, as well as effects of thermal excitations. The expansion is then employed to calculate the momentum distribution of the bosons in the Mott phase for an infinite homogeneous periodic system at zero temperature through third order in the hopping. By using scaling theory for the critical behavior at zero momentum and at the critical value of the hopping for the Mott insulator–to–superfluid transition along with a generalization of the random-phase-approximation-like form for the momentum distribution, we are able to extrapolate the series to infinite order and produce very accurate quantitative results for the momentum distribution in a simple functional form for one, two, and three dimensions. The accuracy is better in higher dimensions and is on the order of a few percent relative error everywhere except close to the critical value of the hopping divided by the on-site repulsion. In addition, we find simple phenomenological expressions for the Mott-phase lobes in two and three dimensions which are much more accurate than the truncated strong-coupling expansions and any other analytic approximation we are aware of. The strong-coupling expansions and scaling-theory results are benchmarked against numerically exact quantum Monte Carlo simulations in two and three dimensions and against density-matrix renormalization-group calculations in one dimension. These analytic expressions will be useful for quick comparison of experimental results to theory and in many cases can bypass the need for expensive numerical simulations.

R-parameter: A local truncation error based adaptive framework for finite volume compressible flow solvers

A residual-based strategy to estimate the local truncation error in a finite volume framework for steady compressible flows is proposed. This estimator, referred to as the -parameter, is derived from the imbalance arising from the use of an exact operator on the numerical solution for conservation laws. The behaviour of the residual estimator for linear and non-linear hyperbolic problems is systematically analysed. The relationship of the residual to the global error is also studied. The -parameter is used to derive a target length scale and consequently devise a suitable criterion for refinement/derefinement. This strategy, devoid of any user-defined parameters, is validated using two standard test cases involving smooth flows. A hybrid adaptive strategy based on both the error indicators and the -parameter, for flows involving shocks is also developed. Numerical studies on several compressible flow cases show that the adaptive algorithm performs excellently well in both two and three dimensions.

Exploiting ground-based measurements of the Global Positioning System for numerical weather prediction

Data assimilation provides an initial atmospheric state, called the analysis, for Numerical Weather Prediction (NWP). This analysis consists of pressure, temperature, wind, and humidity on a three-dimensional NWP model grid. Data assimilation blends meteorological observations with the NWP model in a statistically optimal way. The objective of this thesis is to describe methodological development carried out in order to allow data assimilation of ground-based measurements of the Global Positioning System (GPS) into the High Resolution Limited Area Model (HIRLAM) NWP system. Geodetic processing produces observations of tropospheric delay. These observations can be processed either for vertical columns at each GPS receiver station, or for the individual propagation paths of the microwave signals. These alternative processing methods result in Zenith Total Delay (ZTD) and Slant Delay (SD) observations, respectively. ZTD and SD observations are of use in the analysis of atmospheric humidity. A method is introduced for estimation of the horizontal error covariance of ZTD observations. The method makes use of observation minus model background (OmB) sequences of ZTD and conventional observations. It is demonstrated that the ZTD observation error covariance is relatively large in station separations shorter than 200 km, but non-zero covariances also appear at considerably larger station separations. The relatively low density of radiosonde observing stations limits the ability of the proposed estimation method to resolve the shortest length-scales of error covariance. SD observations are shown to contain a statistically significant signal on the asymmetry of the atmospheric humidity field. However, the asymmetric component of SD is found to be nearly always smaller than the standard deviation of the SD observation error. SD observation modelling is described in detail, and other issues relating to SD data assimilation are also discussed. These include the determination of error statistics, the tuning of observation quality control and allowing the taking into account of local observation error correlation. The experiments made show that the data assimilation system is able to retrieve the asymmetric information content of hypothetical SD observations at a single receiver station. Moreover, the impact of real SD observations on humidity analysis is comparable to that of other observing systems.

Some nonstandard error analysis of discontinuous Galerkin methods for elliptic problems

An a priori error analysis of discontinuous Galerkin methods for a general elliptic problem is derived under a mild elliptic regularity assumption on the solution. This is accomplished by using some techniques from a posteriori error analysis. The model problem is assumed to satisfy a GAyenrding type inequality. Optimal order L (2) norm a priori error estimates are derived for an adjoint consistent interior penalty method.

Error, Confidence, and Cost in Engineering Computations

The questions that one should answer in engineering computations - deterministic, probabilistic/randomized, as well as heuristic - are (i) how good the computed results/outputs are and (ii) how much the cost in terms of amount of computation and the amount of storage utilized in getting the outputs is. The absolutely errorfree quantities as well as the completely errorless computations done in a natural process can never be captured by any means that we have at our disposal. While the computations including the input real quantities in nature/natural processes are exact, all the computations that we do using a digital computer or are carried out in an embedded form are never exact. The input data for such computations are also never exact because any measuring instrument has inherent error of a fixed order associated with it and this error, as a matter of hypothesis and not as a matter of assumption, is not less than 0.005 per cent. Here by error we imply relative error bounds. The fact that exact error is never known under any circumstances and any context implies that the term error is nothing but error-bounds. Further, in engineering computations, it is the relative error or, equivalently, the relative error-bounds (and not the absolute error) which is supremely important in providing us the information regarding the quality of the results/outputs. Another important fact is that inconsistency and/or near-consistency in nature, i.e., in problems created from nature is completely nonexistent while in our modelling of the natural problems we may introduce inconsistency or near-inconsistency due to human error or due to inherent non-removable error associated with any measuring device or due to assumptions introduced to make the problem solvable or more easily solvable in practice. Thus if we discover any inconsistency or possibly any near-inconsistency in a mathematical model, it is certainly due to any or all of the three foregoing factors. We do, however, go ahead to solve such inconsistent/near-consistent problems and do get results that could be useful in real-world situations. The talk considers several deterministic, probabilistic, and heuristic algorithms in numerical optimisation, other numerical and statistical computations, and in PAC (probably approximately correct) learning models. It highlights the quality of the results/outputs through specifying relative error-bounds along with the associated confidence level, and the cost, viz., amount of computations and that of storage through complexity. It points out the limitation in error-free computations (wherever possible, i.e., where the number of arithmetic operations is finite and is known a priori) as well as in the usage of interval arithmetic. Further, the interdependence among the error, the confidence, and the cost is discussed.

Efficient Algorithms for Linear Summed Error Structural SVMs

Structural Support Vector Machines (SSVMs) have become a popular tool in machine learning for predicting structured objects like parse trees, Part-of-Speech (POS) label sequences and image segments. Various efficient algorithmic techniques have been proposed for training SSVMs for large datasets. The typical SSVM formulation contains a regularizer term and a composite loss term. The loss term is usually composed of the Linear Maximum Error (LME) associated with the training examples. Other alternatives for the loss term are yet to be explored for SSVMs. We formulate a new SSVM with Linear Summed Error (LSE) loss term and propose efficient algorithms to train the new SSVM formulation using primal cutting-plane method and sequential dual coordinate descent method. Numerical experiments on benchmark datasets demonstrate that the sequential dual coordinate descent method is faster than the cutting-plane method and reaches the steady-state generalization performance faster. It is thus a useful alternative for training SSVMs when linear summed error is used.

Error exponent analysis of energy-based bayesian spectrum sensing under fading channels

This paper analyzes the error exponents in Bayesian decentralized spectrum sensing, i.e., the detection of occupancy of the primary spectrum by a cognitive radio, with probability of error as the performance metric. At the individual sensors, the error exponents of a Central Limit Theorem (CLT) based detection scheme are analyzed. At the fusion center, a K-out-of-N rule is employed to arrive at the overall decision. It is shown that, in the presence of fading, for a fixed number of sensors, the error exponents with respect to the number of observations at both the individual sensors as well as at the fusion center are zero. This motivates the development of the error exponent with a certain probability as a novel metric that can be used to compare different detection schemes in the presence of fading. The metric is useful, for example, in answering the question of whether to sense for a pilot tone in a narrow band (and suffer Rayleigh fading) or to sense the entire wide-band signal (and suffer log-normal shadowing), in terms of the error exponent performance. The error exponents with a certain probability at both the individual sensors and at the fusion center are derived, with both Rayleigh as well as log-normal shadow fading. Numerical results are used to illustrate and provide a visual feel for the theoretical expressions obtained.