Stability and convergence of implicit numerical methods for a class of fractional advection-dispersion models

In this paper, a class of fractional advection-dispersion models (FADM) is investigated. These models include five fractional advection-dispersion models: the immobile, mobile/immobile time FADM with a temporal fractional derivative 0 < γ < 1, the space FADM with skewness, both the time and space FADM and the time fractional advection-diffusion-wave model with damping with index 1 < γ < 2. They describe nonlocal dependence on either time or space, or both, to explain the development of anomalous dispersion. These equations can be used to simulate regional-scale anomalous dispersion with heavy tails, for example, the solute transport in watershed catchments and rivers. We propose computationally effective implicit numerical methods for these FADM. The stability and convergence of the implicit numerical methods are analyzed and compared systematically. Finally, some results are given to demonstrate the effectiveness of our theoretical analysis.

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

We present a finite volume method to solve the time-space two-sided fractional advection-dispersion equation on a one-dimensional domain. The spatial discretisation employs fractionally-shifted Grünwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes. We demonstrate how the finite volume formulation provides a natural, convenient and accurate means of discretising this equation in conservative form, compared to using a conventional finite difference approach. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.

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.

Diffusion imaging protocol effects on genetic associations

Large multi-site image-analysis studies have successfully discovered genetic variants that affect brain structure in tens of thousands of subjects scanned worldwide. Candidate genes have also associated with brain integrity, measured using fractional anisotropy in diffusion tensor images (DTI). To evaluate the heritability and robustness of DTI measures as a target for genetic analysis, we compared 417 twins and siblings scanned on the same day on the same high field scanner (4-Tesla) with two protocols: (1) 94-directions; 2mm-thick slices, (2) 27-directions; 5mm-thickness. Using mean FA in white matter ROIs and FA skeletons derived using FSL, we (1) examined differences in voxelwise means, variances, and correlations among the measures; and (2) assessed heritability with structural equation models, using the classical twin design. FA measures from the genu of the corpus callosum were highly heritable, regardless of protocol. Genome-wide analysis of the genu mean FA revealed differences across protocols in the top associations.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Scheme of squares: Part I. Systems formalism for potentiostatic studies

The so-called “Scheme of Squares”, displaying an interconnectivity of heterogeneous electron transfer and homogeneous (e.g., proton transfer) reactions, is analysed. Explicit expressions for the various partial currents under potentiostatic conditions are given. The formalism is applicable to several electrode geometries and models (e.g., semi-infinite linear diffusion, rotating disk electrodes, spherical or cylindrical systems) and the analysis is exact. The steady-state (t→∞) expressions for the current are directly given in terms of constant matrices whereas the transients are obtained as Laplace transforms that need to be inverted by approximation of numerical methods. The methodology employs a systems approach which replaces a system of partial differential equations (governing the concentrations of the several electroactive species) by an equivalent set of difference equations obeyed by the various partial currents.

A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

Directional Diffusion Regulator (DDR) for some numerical solvers of hyperbolic conservation laws

A computational tool called ``Directional Diffusion Regulator (DDR)'' is proposed to bring forth real multidimensional physics into the upwind discretization in some numerical schemes of hyperbolic conservation laws. The direction based regulator when used with dimension splitting solvers, is set to moderate the excess multidimensional diffusion and hence cause genuine multidimensional upwinding like effect. The basic idea of this regulator driven method is to retain a full upwind scheme across local discontinuities, with the upwind bias decreasing smoothly to a minimum in the farthest direction. The discontinuous solutions are quantified as gradients and the regulator parameter across a typical finite volume interface or a finite difference interpolation point is formulated based on fractional local maximum gradient in any of the weak solution flow variables (say density, pressure, temperature, Mach number or even wave velocity etc.). DDR is applied to both the non-convective as well as whole unsplit dissipative flux terms of some numerical schemes, mainly of Local Lax-Friedrichs, to solve some benchmark problems describing inviscid compressible flow, shallow water dynamics and magneto-hydrodynamics. The first order solutions consistently improved depending on the extent of grid non-alignment to discontinuities, with the major influence due to regulation of non-convective diffusion. The application is also experimented on schemes such as Roe, Jameson-Schmidt-Turkel and some second order accurate methods. The consistent improvement in accuracy either at moderate or marked levels, for a variety of problems and with increasing grid size, reasonably indicate a scope for DDR as a regular tool to impart genuine multidimensional upwinding effect in a simpler framework. (C) 2012 Elsevier Inc. All rights reserved.

Parabolized stability equation models for predicting large-scale mixing noise of turbulent round jets

Parabolized stability equation (PSE) models are being deve loped to predict the evolu-tion of low-frequency, large-scale wavepacket structures and their radiated sound in high-speed turbulent round jets. Linear PSE wavepacket models were previously shown to be in reasonably good agreement with the amplitude envelope and phase measured using a microphone array placed just outside the jet shear layer. 1,2 Here we show they also in very good agreement with hot-wire measurements at the jet center line in the potential core,for a different set of experiments. 3 When used as a model source for acoustic analogy, the predicted far field noise radiation is in reasonably good agreement with microphone measurements for aft angles where contributions from large -scale structures dominate the acoustic field. Nonlinear PSE is then employed in order to determine the relative impor-tance of the mode interactions on the wavepackets. A series of nonlinear computations with randomized initial conditions are use in order to obtain bounds for the evolution of the modes in the natural turbulent jet flow. It was found that n onlinearity has a very limited impact on the evolution of the wavepackets for St≥0. 3. Finally, the nonlinear mechanism for the generation of a low-frequency mode as the difference-frequency mode 4,5 of two forced frequencies is investigated in the scope of the high Reynolds number jets considered in this paper.

About the Stabilization of a Nonlinear Perturbed Difference Equation

This paper investigates the local asymptotic stabilization of a very general class of instable autonomous nonlinear difference equations which are subject to perturbed dynamics which can have a different order than that of the nominal difference equation. In the general case, the controller consists of two combined parts, namely, the feedback nominal controller which stabilizes the nominal (i.e., perturbation-free) difference equation plus an incremental controller which completes the stabilization in the presence of perturbed or unmodeled dynamics in the uncontrolled difference equation. A stabilization variant consists of using a single controller to stabilize both the nominal difference equation and also the perturbed one under a small-type characterization of the perturbed dynamics. The study is based on Banach fixed point principle, and it is also valid with slight modification for the stabilization of unstable oscillatory solutions.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

Formação de nanopadrões em superfícies por sputtering iônico: Estudo numérico da equação anisotrópica amortecida de Kuramoto-Sivashinsky.

Apresenta-se uma abordagemnumérica para ummodelo que descreve a formação de padrões por sputtering iônico na superfície de ummaterial. Esse processo é responsável pela formação de padrões inesperadamente organizados, como ondulações, nanopontos e filas hexagonais de nanoburacos. Uma análise numérica de padrões preexistentes é proposta para investigar a dinâmica na superfície, baseada em ummodelo resumido em uma equação anisotrópica amortecida de Kuramoto-Sivashinsky, em uma superfície bidimensional com condições de contorno periódicas. Apesar de determinística, seu caráter altamente não-linear fornece uma rica gama de resultados, sendo possível descrever acuradamente diferentes padrões. Umesquema semi implícito de diferenças finitas com fatoração no tempo é aplicado na discretização da equação governante. Simulações foram realizadas com coeficientes realísticos relacionados aos parâmetros físicos (anisotropias, orientação do feixe, difusão). A estabilidade do esquema numérico foi analisada por testes de passo de tempo e espaçamento de malha, enquanto a verificação do mesmo foi realizada pelo Método das Soluções Manufaturadas. Ondulações e padrões hexagonais foram obtidos a partir de condições iniciais monomodais para determinados valores do coeficiente de amortecimento, enquanto caos espaço-temporal apareceu para valores inferiores. Os efeitos anisotrópicos na formação de padrões foramestudados, variando o ângulo de incidência.

Digital simulation in a thin layer spectroelectrochemical cell with minigrid platinum electrode by microregion approximation explicit finite difference method

The microregion approximation explicit finite difference method is used to simulate cyclic voltammetry of an electrochemical reversible system in a three-dimensional thin layer cell with minigrid platinum electrode. The simulated CV curve and potential scan-absorbance curve were in very good accordance with the experimental results, which differed from those at a plate electrode. The influences of sweep rate, thickness of the thin layer, and mesh size on the peak current and peak separation were also studied by numerical analysis, which give some instruction for choosing experimental conditions or designing a thin layer cell. The critical ratio (1.33) of the diffusion path inside the mesh hole and across the thin layer was also obtained. If the ratio is greater than 1.33 by means of reducing the thickness of a thin layer, the electrochemical property will be far away from the thin layer property.

A HYBRID METHOD OF FRACTIONAL STEPS WITH PREDICTOR-CORRECTOR DIFFERENCE-PSEUDOSPECTRUM FOR NUMERICAL-SOLUTION OF THE CONVECTION-DOMINATED FLOW PROBLEMS

A fractional-step method of predictor-corrector difference-pseudospectrum with unconditional L(2)-stability and exponential convergence is presented. The stability and convergence of this method is strictly proved mathematically for a nonlinear convection-dominated flow. The error estimation is given and the superiority of this method is verified by numerical test.

Analysis of an asymptotic preserving scheme for linear kinetic equations in the diffusion limit

We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31 (2008), pp. 334-368] for linear transport equations in kinetic and diffusive regimes. We prove that the scheme is uniformly stable and accurate with respect to the mean free path of the particles. This property is satisfied under an explicitly given CFL condition. This condition tends to a parabolic CFL condition for small mean free paths and is close to a convection CFL condition for large mean free paths. Our analysis is based on very simple energy estimates. © 2010 Society for Industrial and Applied Mathematics.