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.

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

The field of fractional differential equations provides a means for modelling transport processes within complex media which are governed by anomalous transport. Indeed, the application to anomalous transport has been a significant driving force behind the rapid growth and expansion of the literature in the field of fractional calculus. In this paper, we present a finite volume method to solve the time-space two-sided fractional advection dispersion equation on a one-dimensional domain. Such an equation allows modelling different flow regime impacts from either side. The finite volume formulation provides a natural way to handle fractional advection-dispersion equations written in conservative form. The novel spatial discretisation employs fractionally-shifted Gr¨unwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes, while the L1-algorithm is used to discretise the Caputo time fractional derivative. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

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.

Numerical methods and analysis for a class of fractional advection-dispersion models

In this paper, a class of fractional advection–dispersion models (FADMs) is considered. These models include five fractional advection–dispersion models, i.e., the time FADM, the mobile/immobile time FADM with a time Caputo fractional derivative 0 < γ < 1, the space FADM with two sides Riemann–Liouville derivatives, the time–space FADM and the time fractional advection–diffusion-wave model with damping with index 1 < γ < 2. These equations can be used to simulate the regional-scale anomalous dispersion with heavy tails. We propose computationally effective implicit numerical methods for these FADMs. The stability and convergence of the implicit numerical methods are analysed and compared systematically. Finally, some results are given to demonstrate the effectiveness of theoretical analysis.

Spectral approximations to the fractional integral and derivative

In this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.

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.

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

Texture enhancement is an important component of image processing that finds extensive application in science and engineering. The quality of medical images, quantified using the imaging texture, plays a significant role in the routine diagnosis performed by medical practitioners. Most image texture enhancement is performed using classical integral order differential mask operators. Recently, first order fractional differential operators were used to enhance images. Experimentation with these methods led to the conclusion that fractional differential operators not only maintain the low frequency contour features in the smooth areas of the image, but they also nonlinearly enhance 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 apply 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 first order fractional differential operators, we find that our new algorithms provide higher signal to noise values and superior image quality.

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.

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.

Characterization of anomalous relaxation using the time-fractional Bloch equation and multiple echo T2 *-weighted magnetic resonance imaging at 7T

PURPOSE To study the utility of fractional calculus in modeling gradient-recalled echo MRI signal decay in the normal human brain. METHODS We solved analytically the extended time-fractional Bloch equations resulting in five model parameters, namely, the amplitude, relaxation rate, order of the time-fractional derivative, frequency shift, and constant offset. Voxel-level temporal fitting of the MRI signal was performed using the classical monoexponential model, a previously developed anomalous relaxation model, and using our extended time-fractional relaxation model. Nine brain regions segmented from multiple echo gradient-recalled echo 7 Tesla MRI data acquired from five participants were then used to investigate the characteristics of the extended time-fractional model parameters. RESULTS We found that the extended time-fractional model is able to fit the experimental data with smaller mean squared error than the classical monoexponential relaxation model and the anomalous relaxation model, which do not account for frequency shift. CONCLUSIONS We were able to fit multiple echo time MRI data with high accuracy using the developed model. Parameters of the model likely capture information on microstructural and susceptibility-induced changes in the human brain.

A fractional order proportional integral controller for path following and trajectory tracking of miniature air vehicles

In this paper, a fractional order proportional-integral controller is developed for a miniature air vehicle for rectilinear path following and trajectory tracking. The controller is implemented by constructing a vector field surrounding the path to be followed, which is then used to generate course commands for the miniature air vehicle. The fractional order proportional-integral controller is simulated using the fundamentals of fractional calculus, and the results for this controller are compared with those obtained for a proportional controller and a proportional integral controller. In order to analyze the performance of the controllers, four performance metrics, namely (maximum) overshoot, control effort, settling time and integral of the timed absolute error cost, have been selected. A comparison of the nominal as well as the robust performances of these controllers indicates that the fractional order proportional-integral controller exhibits the best performance in terms of ITAE while showing comparable performances in all other aspects.

Fractional dynamics in DNA

This paper addresses the DNA code analysis in the perspective of dynamics and fractional calculus. Several mathematical tools are selected to establish a quantitative method without distorting the alphabet represented by the sequence of DNA bases. The association of Gray code, Fourier transform and fractional calculus leads to a categorical representation of species and chromosomes.

Fractional dynamics and MDS visualization of earthquake phenomena

This paper analyses earthquake data in the perspective of dynamical systems and fractional calculus (FC). This new standpoint uses Multidimensional Scaling (MDS) as a powerful clustering and visualization tool. FC extends the concepts of integrals and derivatives to non-integer and complex orders. MDS is a technique that produces spatial or geometric representations of complex objects, such that those objects that are perceived to be similar in some sense are placed on the MDS maps forming clusters. In this study, over three million seismic occurrences, covering the period from January 1, 1904 up to March 14, 2012 are analysed. The events are characterized by their magnitude and spatiotemporal distributions and are divided into fifty groups, according to the Flinn–Engdahl (F–E) seismic regions of Earth. Several correlation indices are proposed to quantify the similarities among regions. MDS maps are proven as an intuitive and useful visual representation of the complex relationships that are present among seismic events, which may not be perceived on traditional geographic maps. Therefore, MDS constitutes a valid alternative to classic visualization tools for understanding the global behaviour of earthquakes.