Numerical simulation of a new two-dimensional variable-order fractional percolation equation in non-homogeneous porous media

Percolation flow problems are discussed in many research fields, such as seepage hydraulics, groundwater hydraulics, groundwater dynamics and fluid dynamics in porous media. Many physical processes appear to exhibit fractional-order behavior that may vary with time, or space, or space and time. The theory of pseudodifferential operators and equations has been used to deal with this situation. In this paper we use a fractional Darcys law with variable order Riemann-Liouville fractional derivatives, this leads to a new variable-order fractional percolation equation. In this paper, a new two-dimensional variable-order fractional percolation equation is considered. A new implicit numerical method and an alternating direct method for the two-dimensional variable-order fractional model is proposed. Consistency, stability and convergence of the implicit finite difference method are established. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of the methods. This technique can be used to simulate a three-dimensional variable-order fractional percolation equation.

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 simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

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; that 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. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

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.

Finite volume methods for simulating anomalous transport

In this thesis a new approach for solving a certain class of anomalous diffusion equations was developed. The theory and algorithms arising from this work will pave the way for more efficient and more accurate solutions of these equations, with applications to science, health and industry. The method of finite volumes was applied to discretise the spatial derivatives, and this was shown to outperform existing methods in several key respects. The stability and convergence of the new method were rigorously established.

The averaging principle and the diagram technique

Rae and Davidson have found a striking connection between the averaging method generalised by Kruskal and the diagram technique used by the Brussels school in statistical mechanics. They have considered conservative systems whose evolution is governed by the Liouville equation. In this paper we have considered a class of dissipative systems whose evolution is governed not by the Liouville equation but by the last-multiplier equation of Jacobi whose Fourier transform has been shown to be the Hopf equation. The application of the diagram technique to the interaction representation of the Jacobi equation reveals the presence of two kinds of interactions, namely the transition from one mode to another and the persistence of a mode. The first kind occurs in the treatment of conservative systems while the latter type is unique to dissipative fields and is precisely the one that determines the asymptotic Jacobi equation. The dynamical equations of motion equivalent to this limiting Jacobi equation have been shown to be the same as averaged equations.

Effect of ionic temperature on propagation of ion-acoustic solitary waves in a collisionless plasma of warm-ion fluid and non-isothermal electrons

Using a perturbation technique, we derive Modified Korteweg—de Vries (MKdV) equations for a mixture of warm-ion fluid (γ i = 3) and hot and non-isothermal electrons (γ e> 1), (i) when deviations from isothermality are finite, and (ii) when deviations from isothermality are small. We obtain stationary solutions for these equations, and compare them with the corresponding solutions for a mixture of warm-ion fluid (γ i = 3) and hot, isothermal electrons (γ i = 1).

Response to ``Comment on `Frequency-domain stimulated and spontaneous light emission signals at molecular junctions''' J. Chem. Phys. 142, 137101 (2015)]

In a recent work [U. Harbola, B. K. Agrawalla, and S. Mukamel, J. Chem. Phys. 141, 074107 (2014)], we have presented a superoperator (Liouville space) diagrammatic formulation of spontaneous and stimulated optical signals from current-carrying molecular junctions. We computed the diagrams that contribute to the spontaneous light emission SLE (fluorescence and Raman) signal using a diagrammatic method which clearly distinguishes between the Raman and the fluorescence contributions. We pointed out some discrepancies with the work of Galperin, Ratner and Nitzan (GRN) [M. Galperin, M. A. Ratner and, A. Nitzan, J. Chem. Phys. 130, 144109 (2009)]. In their response [M. Galperin, M. A. Ratner and A. Nitzan, “Comment on‘ Frequency-domain stimulated and spontaneous light emission signals at molecular junctions’” [J. Chem. Phys. 141, 074107 (2014)], J. Chem. Phys. 142, 137101 (2015)] to our work, GRN have argued that there are no differences in the choice of Raman diagrams in both works. Here we reply to their points and show where the differences exist.

Coherent (photon) vs incoherent (current) detection of multidimensional optical signals from single molecules in open junctions

The nonlinear optical response of a current-carrying single molecule coupled to two metal leads and driven by a sequence of impulsive optical pulses with controllable phases and time delays is calculated. Coherent (stimulated, heterodyne) detection of photons and incoherent detection of the optically induced current are compared. Using a diagrammatic Liouville space superoperator formalism, the signals are recast in terms of molecular correlation functions which are then expanded in the many-body molecular states. Two dimensional signals in benzene-1,4-dithiol molecule show cross peaks involving charged states. The correlation between optical and charge current signal is also observed. (C) 2015 AIP Publishing LLC.

Electroluminescence in Molecular Junctions: A Diagrammatic Approach

We compute electroluminescent signal in a current carrying single molecule junction using a superoperator formalism. Liouville space loop diagrams are used to identify all density matrix pathways that emit photons via the electroluminescence process. A frequency resolved spectrum is expressed in terms of the various Pock space states of the isolated molecule that participate in the creation and subsequent recombination of exciton. Application is made to a multilevel Coulomb blockade model system and to a gold-benzene-1,4-dithiol-gold molecular junction.

A closure theory of intermittency of turbulence

The variational approach to the closure problem of turbulence theory, proposed in an earlier article [Phys. Fluids 26, 2098 (1983); 27, 2229 (1984)], is extended to evaluate the flatness factor, which indicates the degree of intermittency of turbulence. Since the flatness factor is related to the fourth moment of a turbulent velocity field, the corresponding higher-order terms in the perturbation solution of the Liouville equation have to be considered. Most closure methods discard these higher-order terms and fail to explain the intermittency phenomenon. The computed flatness factor of the idealized model of infinite isotropic turbulence ranges from 9 to 15 and has the same order of magnitude as the experimental data of real turbulent flows. The intermittency phenomenon does not necessarily negate the Kolmogorov k−5/3 inertial range spectrum. The Kolmogorov k−5/3 law and the high degree of intermittency can coexist as two consistent consequences of the closure theory of turbulence. The Kolmogorov 1941 theory [J. Fluid Mech. 62, 305 (1974)] cannot be disqualified merely because the energy dissipation rate fluctuates.

A passive scalar field convected by turbulence

Classical statistical mechanics is applied to the study of a passive scalar field convected by isotropic turbulence. A complete set of independent real parameters and dynamic equations are worked out to describe the dynamic state of the passive scalar field. The corresponding Liouville equation is solved by a perturbation method based upon a Langevin–Fokker–Planck model. The closure problem is treated by a variational approach reported in earlier papers. Two integral equations are obtained for two unknown functions: the scalar variance spectrum F(k) and the effective damping coefficient (k). The appearance of the energy spectrum of the velocity field in the two integral equations represents the coupling of the scalar field with the velocity field. As an application of the theory, the two integral equations are solved to derive the inertial-convective-range spectrum, obtaining F(k)=0.61 −1/3 k−5/3. Here is the dissipation rate of the scalar variance and is the dissipation rate of the energy of the velocity field. This theoretical value of the scalar Kolmogorov constant, 0.61, is in good agreement with experiments.