Variationelle Zeitdiskretisierungen höherer Ordnung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten

Wir betrachten zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängi- gen Gebieten, wobei die Bewegung des Gebietsrandes bekannt ist. Die zeitliche Entwicklung des Gebietes wird durch die ALE-Formulierung behandelt, die die Nachteile der klassischen Euler- und Lagrange-Betrachtungsweisen behebt. Die Position des Randes und seine Geschwindigkeit werden dabei so in das Gebietsinnere fortgesetzt, dass starke Gitterdeformationen verhindert werden. Als Zeitdiskretisierungen höherer Ordnung werden stetige Galerkin-Petrov-Verfahren (cGP) und unstetige Galerkin-Verfahren (dG) auf Probleme in zeitabhängigen Gebieten angewendet. Weiterhin werden das C 1 -stetige Galerkin-Petrov-Verfahren und das C 0 -stetige Galerkin- Verfahren vorgestellt. Deren Lösungen lassen sich auch in zeitabhängigen Gebieten durch ein einfaches einheitliches Postprocessing aus der Lösung des cGP-Problems bzw. dG-Problems erhalten. Für Problemstellungen in festen Gebieten und mit zeitlich konstanten Konvektions- und Reaktionstermen werden Stabilitätsresultate sowie optimale Fehlerabschätzungen für die nachbereiteten Lösungen der cGP-Verfahren und der dG-Verfahren angegeben. Für zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten präsentieren wir konservative und nicht-konservative Formulierungen, wobei eine besondere Aufmerksamkeit der Behandlung der Zeitableitung und der Gittergeschwindigkeit gilt. Stabilität und optimale Fehlerschätzungen für die in der Zeit semi-diskretisierten konservativen und nicht-konservativen Formulierungen werden vorgestellt. Abschließend wird das volldiskretisierte Problem betrachtet, wobei eine Finite-Elemente-Methode zur Ortsdiskretisierung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten im ALE-Rahmen einbezogen wurde. Darüber hinaus wird eine lokale Projektionsstabilisierung (LPS) eingesetzt, um der Konvektionsdominanz Rechnung zu tragen. Weiterhin wird numerisch untersucht, wie sich die Approximation der Gebietsgeschwindigkeit auf die Genauigkeit der Zeitdiskretisierungsverfahren auswirkt.

Electron diffusion and back reaction in dye-sensitized solar cells : the effect of nonlinear recombination kinetics

The electron collection efficiency in dye-sensitized solar cells (DSCs) is usually related to the electron diffusion length, L = (Dτ)^1/2, where D is the diffusion coefficient of mobile electrons and τ is their lifetime, which is determined by electron transfer to the redox electrolyte. Analysis of incident photon-to-current efficiency (IPCE) spectra for front and rear illumination consistently gives smaller values of L than those derived from small amplitude methods. We show that the IPCE analysis is incorrect if recombination is not first-order in free electron concentration, and we demonstrate that the intensity dependence of the apparent L derived by first-order analysis of IPCE measurements and the voltage dependence of L derived from perturbation experiments can be fitted using the same reaction order, γ ≈ 0.8. The new analysis presented in this letter resolves the controversy over why L values derived from small amplitude methods are larger than those obtained from IPCE data.

Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.

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.

A note on a reaction-diffusion model describing the bone morphogen protein gradient in Drosophila embryonic patterning

In this article, we consider the Eldar model [3] from embryology in which a bone morphogenic protein, a short gastrulation protein, and their compound react and diffuse. We carry out a perturbation analysis in the limit of small diffusivity of the bone morphogenic protein. This analysis establishes conditions under which some elementary results of [3] are valid.

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 simplified approach for calculating the moments of action for linear reaction-diffusion equations

The mean action time is the mean of a probability density function that can be interpreted as a critical time, which is a finite estimate of the time taken for the transient solution of a reaction-diffusion equation to effectively reach steady state. For high-variance distributions, the mean action time under-approximates the critical time since it neglects to account for the spread about the mean. We can improve our estimate of the critical time by calculating the higher moments of the probability density function, called the moments of action, which provide additional information regarding the spread about the mean. Existing methods for calculating the nth moment of action require the solution of n nonhomogeneous boundary value problems which can be difficult and tedious to solve exactly. Here we present a simplified approach using Laplace transforms which allows us to calculate the nth moment of action without solving this family of boundary value problems and also without solving for the transient solution of the underlying reaction-diffusion problem. We demonstrate the generality of our method by calculating exact expressions for the moments of action for three problems from the biophysics literature. While the first problem we consider can be solved using existing methods, the second problem, which is readily solved using our approach, is intractable using previous techniques. The third problem illustrates how the Laplace transform approach can be used to study coupled linear reaction-diffusion equations.

A finite volume method with linearisation in time for the solution of advection-reaction-diffusion systems

The numerical solution in one space dimension of advection--reaction--diffusion systems with nonlinear source terms may invoke a high computational cost when the presently available methods are used. Numerous examples of finite volume schemes with high order spatial discretisations together with various techniques for the approximation of the advection term can be found in the literature. Almost all such techniques result in a nonlinear system of equations as a consequence of the finite volume discretisation especially when there are nonlinear source terms in the associated partial differential equation models. This work introduces a new technique that avoids having such nonlinear systems of equations generated by the spatial discretisation process when nonlinear source terms in the model equations can be expanded in positive powers of the dependent function of interest. The basis of this method is a new linearisation technique for the temporal integration of the nonlinear source terms as a supplementation of a more typical finite volume method. The resulting linear system of equations is shown to be both accurate and significantly faster than methods that necessitate the use of solvers for nonlinear system of equations.

Canards in advection-reaction-diffusion systems in one spatial dimension

This thesis contains a mathematical investigation of the existence of travelling wave solutions to singularly perturbed advection-reaction-diffusion models of biological processes. An enhanced mathematical understanding of these solutions and models is gained via the identification of canards (special solutions of fast/slow dynamical systems) and their role in the existence of the most biologically relevant, shock-like solutions. The analysis focuses on two existing models. A new proof of existence of a whole family of travelling waves is provided for a model describing malignant tumour invasion, while new solutions are identified for a model describing wound healing angiogenesis.

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.

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.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.