A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

Two-scale computational modelling of unsaturated flow in soils exhibiting small scale heterogeneities

Unsaturated water flow in soil is commonly modelled using Richards’ equation, which requires the hydraulic properties of the soil (e.g., porosity, hydraulic conductivity, etc.) to be characterised. Naturally occurring soils, however, are heterogeneous in nature, that is, they are composed of a number of interwoven homogeneous soils each with their own set of hydraulic properties. When the length scale of these soil heterogeneities is small, numerical solution of Richards’ equation is computationally impractical due to the immense effort and refinement required to mesh the actual heterogeneous geometry. A classic way forward is to use a macroscopic model, where the heterogeneous medium is replaced with a fictitious homogeneous medium, which attempts to give the average flow behaviour at the macroscopic scale (i.e., at a scale much larger than the scale of the heterogeneities). Using the homogenisation theory, a macroscopic equation can be derived that takes the form of Richards’ equation with effective parameters. A disadvantage of the macroscopic approach, however, is that it fails in cases when the assumption of local equilibrium does not hold. This limitation has seen the introduction of two-scale models that include at each point in the macroscopic domain an additional flow equation at the scale of the heterogeneities (microscopic scale). This report outlines a well-known two-scale model and contributes to the literature a number of important advances in its numerical implementation. These include the use of an unstructured control volume finite element method and image-based meshing techniques, that allow for irregular micro-scale geometries to be treated, and the use of an exponential time integration scheme that permits both scales to be resolved simultaneously in a completely coupled manner. Numerical comparisons against a classical macroscopic model confirm that only the two-scale model correctly captures the important features of the flow for a range of parameter values.

Computational aspects of probabilistic assessment of UAS robust autonomy

As the level of autonomy in Unmanned Aircraft Systems (UAS) increases, there is an imperative need for developing methods to assess robust autonomy. This paper focuses on the computations that lead to a set of measures of robust autonomy. These measures are the probabilities that selected performance indices related to the mission requirements and airframe capabilities remain within regions of acceptable performance.

A review of modern computational algorithms for Bayesian optimal design

Bayesian experimental design is a fast growing area of research with many real-world applications. As computational power has increased over the years, so has the development of simulation-based design methods, which involve a number of algorithms, such as Markov chain Monte Carlo, sequential Monte Carlo and approximate Bayes methods, facilitating more complex design problems to be solved. The Bayesian framework provides a unified approach for incorporating prior information and/or uncertainties regarding the statistical model with a utility function which describes the experimental aims. In this paper, we provide a general overview on the concepts involved in Bayesian experimental design, and focus on describing some of the more commonly used Bayesian utility functions and methods for their estimation, as well as a number of algorithms that are used to search over the design space to find the Bayesian optimal design. We also discuss other computational strategies for further research in Bayesian optimal design.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

Computational analysis of epigenetic information in human DNA sequences

Over the last few years, investigations of human epigenetic profiles have identified key elements of change to be Histone Modifications, stable and heritable DNA methylation and Chromatin remodeling. These factors determine gene expression levels and characterise conditions leading to disease. In order to extract information embedded in long DNA sequences, data mining and pattern recognition tools are widely used, but efforts have been limited to date with respect to analyzing epigenetic changes, and their role as catalysts in disease onset. Useful insight, however, can be gained by investigation of associated dinucleotide distributions. The focus of this paper is to explore specific dinucleotides frequencies across defined regions within the human genome, and to identify new patterns between epigenetic mechanisms and DNA content. Signal processing methods, including Fourier and Wavelet Transformations, are employed and principal results are reported.

An improved computational method in structural dynamics

Purpose – In structural, earthquake and aeronautical engineering and mechanical vibration, the solution of dynamic equations for a structure subjected to dynamic loading leads to a high order system of differential equations. The numerical methods are usually used for integration when either there is dealing with discrete data or there is no analytical solution for the equations. Since the numerical methods with more accuracy and stability give more accurate results in structural responses, there is a need to improve the existing methods or develop new ones. The paper aims to discuss these issues. Design/methodology/approach – In this paper, a new time integration method is proposed mathematically and numerically, which is accordingly applied to single-degree-of-freedom (SDOF) and multi-degree-of-freedom (MDOF) systems. Finally, the results are compared to the existing methods such as Newmark’s method and closed form solution. Findings – It is concluded that, in the proposed method, the data variance of each set of structural responses such as displacement, velocity, or acceleration in different time steps is less than those in Newmark’s method, and the proposed method is more accurate and stable than Newmark’s method and is capable of analyzing the structure at fewer numbers of iteration or computation cycles, hence less time-consuming. Originality/value – A new mathematical and numerical time integration method is proposed for the computation of structural responses with higher accuracy and stability, lower data variance, and fewer numbers of iterations for computational cycles.

Stochastic linear multistep methods for the simulation of chemical kinetics

In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the tau-leaping framework to past information. Using the theta-trapezoidal tau-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k >= 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.

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.

Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions

The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

Comparison between computational models of abdominal aortic aneurysm

Objective: To compare the differences in the hemodynamic parameters of abdominal aortic aneurysm (AAA) between fluid-structure interaction model (FSIM) and fluid-only model (FM), so as to discuss their application in the research of AAA. Methods: An idealized AAA model was created based on patient-specific AAA data. In FM, the flow, pressure and wall shear stress (WSS) were computed using finite volume method. In FSIM, an Arbitrary Lagrangian-Eulerian algorithm was used to solve the flow in a continuously deforming geometry. The hemodynamic parameters of both models were obtained for discussion. Results: Under the same inlet velocity, there were only two symmetrical vortexes in the AAA dilation area for FSIM. In contrast, four recirculation areas existed in FM; two were main vortexes and the other two were secondary flow, which were located between the main recirculation area and the arterial wall. Six local pressure concentrations occurred in the distal end of AAA and the recirculation area for FM. However, there were only two local pressure concentrations in FSIM. The vortex center of the recirculation area in FSIM was much more close to the distal end of AAA and the area was much larger because of AAA expansion. Four extreme values of WSS existed at the proximal of AAA, the point of boundary layer separation, the point of flow reattachment and the distal end of AAA, respectively, in both FM and FSIM. The maximum wall stress and the largest wall deformation were both located at the proximal and distal end of AAA. Conclusions: The number and center of the recirculation area for both models are different, while the change of vortex is closely associated with the AAA growth. The largest WSS of FSIM is 36% smaller than that of FM. Both the maximum wall stress and largest wall displacement shall increase with the outlet pressure increasing. FSIM needs to be considered for studying the relationship between AAA growth and shear stress.

Sampling Methods for Exploring Between Subject Variability in Cardiac Electrophysiology Experiments

Between-subject and within-subject variability is ubiquitous in biology and physiology and understanding and dealing with this is one of the biggest challenges in medicine. At the same time it is difficult to investigate this variability by experiments alone. A recent modelling and simulation approach, known as population of models (POM), allows this exploration to take place by building a mathematical model consisting of multiple parameter sets calibrated against experimental data. However, finding such sets within a high-dimensional parameter space of complex electrophysiological models is computationally challenging. By placing the POM approach within a statistical framework, we develop a novel and efficient algorithm based on sequential Monte Carlo (SMC). We compare the SMC approach with Latin hypercube sampling (LHS), a method commonly adopted in the literature for obtaining the POM, in terms of efficiency and output variability in the presence of a drug block through an in-depth investigation via the Beeler-Reuter cardiac electrophysiological model. We show improved efficiency via SMC and that it produces similar responses to LHS when making out-of-sample predictions in the presence of a simulated drug block.