Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term

Fractional Fokker-Planck equations (FFPEs) have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonexponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term (TSFFPE-NST), which involve the Caputo time fractional derivative (CTFD) of order α ∈ (0, 1) and the symmetric Riesz space fractional derivative (RSFD) of order μ ∈ (1, 2). Approximating the CTFD and RSFD using the L1-algorithm and shifted Grunwald method, respectively, a computationally effective numerical method is presented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are carried out to support the theoretical claims.

Computationally efficient numerical methods for time- and space-fractional Fokker–Planck equations

Fractional Fokker–Planck equations have been used to model several physical situations that present anomalous diffusion. In this paper, a class of time- and space-fractional Fokker–Planck equations (TSFFPE), which involve the Riemann–Liouville time-fractional derivative of order 1-α (α(0, 1)) and the Riesz space-fractional derivative (RSFD) of order μ(1, 2), are considered. The solution of TSFFPE is important for describing the competition between subdiffusion and Lévy flights. However, effective numerical methods for solving TSFFPE are still in their infancy. We present three computationally efficient numerical methods to deal with the RSFD, and approximate the Riemann–Liouville time-fractional derivative using the Grünwald method. The TSFFPE is then transformed into a system of ordinary differential equations (ODE), which is solved by the fractional implicit trapezoidal method (FITM). Finally, numerical results are given to demonstrate the effectiveness of these methods. These techniques can also be applied to solve other types of fractional partial differential equations.

Analytical and numerical solutions for the time and space-symmetric fractional diffusion equation

We consider a time and space-symmetric fractional diffusion equation (TSS-FDE) under homogeneous Dirichlet conditions and homogeneous Neumann conditions. The TSS-FDE is obtained from the standard diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative and the second order space derivative by the symmetric fractional derivative. Firstly, a method of separating variables is used to express the analytical solution of the tss-fde in terms of the Mittag–Leffler function. Secondly, we propose two numerical methods to approximate the Caputo time fractional derivative, namely, the finite difference method and the Laplace transform method. The symmetric space fractional derivative is approximated using the matrix transform method. Finally, numerical results are presented to demonstrate the effectiveness of the numerical methods and to confirm the theoretical claims.

Numerical evaluation of pollutant dispersion at a toll plaza based on system dynamics and Computational Fluid Dynamics models

The health of tollbooth workers is seriously threatened by long-term exposure to polluted air from vehicle exhausts. Using traffic data collected at a toll plaza, vehicle movements were simulated by a system dynamics model with different traffic volumes and toll collection procedures. This allowed the average travel time of vehicles to be calculated. A three-dimension Computational Fluid Dynamics (CFD) model was used with a k–ε turbulence model to simulate pollutant dispersion at the toll plaza for different traffic volumes and toll collection procedures. It was shown that pollutant concentration around tollbooths increases as traffic volume increases. Whether traffic volume is low or high (1500 vehicles/h or 2500 vehicles/h), pollutant concentration decreases if electronic toll collection (ETC) is adopted. In addition, pollutant concentration around tollbooths decreases as the proportion of ETC-equipped vehicles increases. However, if the proportion of ETC-equipped vehicles is very low and the traffic volume is not heavy, then pollutant concentration increases as the number of ETC lanes increases.

Executive function effects and numerical development in children : behavioural and ERP evidence from a numerical Stroop paradigm

Most research on numerical development in children is behavioural, focusing on accuracy and response time in different problem formats. However, Temple and Posner (1998) used ERPs and the numerical distance task with 5-year-olds to show that the development of numerical representations is difficult to disentangle from the development of the executive components of response organization and execution. Here we use the numerical Stroop paradigm (NSP) and ERPs to study possible executive interference in numerical processing tasks in 6–8-year-old children. In the NSP, the numerical magnitude of the digits is task-relevant and the physical size of the digits is task-irrelevant. We show that younger children are highly susceptible to interference from irrelevant physical information such as digit size, but that access to the numerical representation is almost as fast in young children as in adults. We argue that the developmental trajectories for executive function and numerical processing may act together to determine numerical development in young children.

Atomistic numerical investigation of single-crystal copper nanowire with surface defects

Based on the embedded atom method (EAM), a molecular dynamics (MD) simulation is performed to study the single-crystal copper nanowire with surface defects through tension. The tension simulations for nanowire without defect are first carried out under different temperatures, strain rates and time steps and then surface defect effects for nanowire are investigated. The stress-strain curves obtained by the MD simulations of various strain rates show a rate below 1 x 10(9) s-1 will exert less effect on the yield strength and yield point, and the Young's modulus is independent of strain rate. a time step below 5 fs is recommend for the atomic model during the MD simulation. It is observed that high temperature leads to low Young's modulus, as well as the yield strength. The surface defects on nanowires are systematically studied in considering different defect orientations. It is found that the surface defect serves as a dislocation source, and the yield strength shows 34.20% decresse with 45 degree surface defect. Both yield strength and yield point are significantly influenced by the surface defects, except the Young's modulus.

Numerical solution to the Saffman-Taylor finger problem with kinetic undercooling regularisation

The Saffman-Taylor finger problem is to predict the shape and,in particular, width of a finger of fluid travelling in a Hele-Shaw cell filled with a different, more viscous fluid. In experiments the width is dependent on the speed of propagation of the finger, tending to half the total cell width as the speed increases. To predict this result mathematically, nonlinear effects on the fluid interface must be considered; usually surface tension is included for this purpose. This makes the mathematical problem suffciently diffcult that asymptotic or numerical methods must be used. In this paper we adapt numerical methods used to solve the Saffman-Taylor finger problem with surface tension to instead include the effect of kinetic undercooling, a regularisation effect important in Stefan melting-freezing problems, for which Hele-Shaw flow serves as a leading order approximation when the specific heat of a substance is much smaller than its latent heat. We find the existence of a solution branch where the finger width tends to zero as the propagation speed increases, disagreeing with some aspects of the asymptotic analysis of the same problem. We also find a second solution branch, supporting the idea of a countably infinite number of branches as with the surface tension problem.

Shrinking neighborhood evolution : a novel stochastic algorithm for numerical optimization

Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.

Numerical simulation of flow in a photocatalytic reactor containing baffles

In this study a new immobilized flat plate photocatalytic reactor for wastewater treatment has been investigated using computational fluid dynamics (CFD). The reactor consists of a reactor inlet, a reactive section where the catalyst is coated, and outlet parts. For simulation, the reactive section of the reactor was modelled with an array of baffles. In order to optimize the fluid mixing and reactor design, this study attempts to investigate the influence of baffles with differing heights on the flow field of the flat plate reactor. The results obtained from the simulation of a baffled flat plate reactor hydrodynamics for differing baffle heights for certain positions are presented. Under the conditions simulated, the qualitative flow features, such as the distribution of local stream lines, velocity contours, and high shear region, boundary layers separation, vortex formation, and the underlying mechanism are examined. At low and high Re numbers, the influence of baffle heights on the distribution of species mass fraction of a model pollutant are also highlighted. The simulation of qualitative and quantitative properties of fluid dynamics in a baffled reactor provides valuable insight to fully understand the effect of baffles and their role on the flow pattern, behaviour, and features of wastewater treatment using a photocatalytic reactor.

The effect of friction on indenter force and pile-up in numerical simulations of bone nanoindentation

Nanoindentation is a useful technique for probing the mechanical properties of bone, and finite element (FE) modeling of the indentation allows inverse determination of elasto-plastic constitutive properties. However, all but one FE study to date have assumed frictionless contact between indenter and bone. The aim of this study was to explore the effect of friction in simulations of bone nanoindentation. Two dimensional axisymmetric FE simulations were performed using a spheroconical indenter of tip radius 0.6 m and angle 90°. The coefficient of friction between indenter and bone was varied between 0.0 (frictionless) and 0.3. Isotropic linear elasticity was used in all simulations, with bone elastic modulus E=13.56GPa and Poisson‟s ratio f 0.3. Plasticity was incorporated using both Drucker-Prager and von Mises yield surfaces. Friction had a modest effect on the predicted force-indentation curve for both von Mises and Drucker-Prager plasticity, reducing maximum indenter displacement by 10% and 20% respectively as friction coefficient was increased from zero to 0.3 (at a maximum indenter force of 5mN). However, friction has a much greater effect on predicted pile-up after indentation, reducing predicted pile-up from 0.27 to 0.11 m with a von Mises model, and from 0.09 to 0.02 m with Drucker-Prager plasticity. We conclude that it is potentially important to include friction in nanoindentation simulations of bone if pile-up is used to compare simulation results with experiment.

Numerical study of two ill-posed one-phase Stefan problems

We treat two related moving boundary problems. The first is the ill-posed Stefan problem for melting a superheated solid in one Cartesian coordinate. Mathematically, this is the same problem as that for freezing a supercooled liquid, with applications to crystal growth. By applying a front-fixing technique with finite differences, we reproduce existing numerical results in the literature, concentrating on solutions that break down in finite time. This sort of finite-time blow-up is characterised by the speed of the moving boundary becoming unbounded in the blow-up limit. The second problem, which is an extension of the first, is proposed to simulate aspects of a particular two-phase Stefan problem with surface tension. We study this novel moving boundary problem numerically, and provide results that support the hypothesis that it exhibits a similar type of finite-time blow-up as the more complicated two-phase problem. The results are unusual in the sense that it appears the addition of surface tension transforms a well-posed problem into an ill-posed one.

Numerical simulation for the variable-order Galilei invariant advection diffusion equation with a nonlinear source term

In this paper, we consider the variable-order Galilei advection diffusion equation with a nonlinear source term. A numerical scheme with first order temporal accuracy and second order spatial accuracy is developed to simulate the equation. The stability and convergence of the numerical scheme are analyzed. Besides, another numerical scheme for improving temporal accuracy is also developed. Finally, some numerical examples are given and the results demonstrate the effectiveness of theoretical analysis. Keywords: The variable-order Galilei invariant advection diffusion equation with a nonlinear source term; The variable-order Riemann–Liouville fractional partial derivative; Stability; Convergence; Numerical scheme improving temporal accuracy