Numerical simulation of anomalous infiltration in porous media

Nonlinear time-fractional diffusion equations have been used to describe the liquid infiltration for both subdiffusion and superdiffusion in porous media. In this paper, some problems of anomalous infiltration with a variable-order timefractional derivative in porous media are considered. The time-fractional Boussinesq equation is also considered. Two computationally efficient implicit numerical schemes for the diffusion and wave-diffusion equations are proposed. Numerical examples are provided to show that the numerical methods are computationally efficient.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Modelling of the evaporation of a droplet suspended in a binary atmosphere

The process of spray drying is applied in a number of contexts. One such application is the production of a synthetic rock used for storage of nuclear waste. To establish a framework for a model of the spray drying process for this application, we here develop a model describing evaporation from droplets of pure water, such that the model may be extended to account for the presence of colloid within the droplet. We develop a spherically-symmetric model and formulate continuum equations describing mass, momentum, and energy balance in both the liquid and gas phases from first principles. We establish appropriate boundary conditions at the surface of the droplet, including a generalised Clapeyron equation that accurately describes the temperature at the surface of the droplet. To account for experiment design, we introduce a simplified platinum ball and wire model into the system using a thin wire problem. The resulting system of equations is transformed in order to simplify a finite volume solution scheme. The results from numerical simulation are compared with data collected for validation, and the sensitivity of the model to variations in key parameters, and to the use of Clausius–Clapeyron and generalised Clapeyron equations, is investigated. Good agreement is found between the model and experimental data, despite the simplicity of the platinum phase model.

Fasteners in Composite Plates - Effects of Interfacial Friction

The effects of tangential friction at pin—hole interfaces are appropriately modelled for the analysis of fasteners in large composite (orthotropic) plate loaded along its edges. The pin—hole contact could be of interference, clearance or neat fit. When the plate load is monotonically increased, interference fits give rise to receding contact, whereas clearance fits result in advancing contact. In either case, the changing contact situations lead to non-linear moving boundary value problems. The neat fit comes out as a special case in which the contact and separation regions are invariant with the applied load level and so the problem remains linear. The description of boundary conditions in the presence of tangential friction, will depend on whether the problem is one of advancing or receding contact, advancing contact presenting a special problem. A model is developed for the limiting case of a rigid pin and an ideally rough interface (infinitely large friction coefficient). The non-linearity resulting from the continuously varying proportions of contact and separation at the interface, is handled by an “Inverse Formulation” which was successfully applied earlier by the authors for smooth (zero friction) interfacial conditions. The additional difficulty introduced by advancing contact is handled by adopting a “Marching Solution”. The modelling and the procedure are illustrated in respect of symmetric plate load cases. Numerical results are presented bringing out the effects of interfacial friction and plate orthotropy on load-contact relations and plate stresses.

Approximate solutions of Fredholm integral equations of the second kind

This note is concerned with the problem of determining approximate solutions of Fredholm integral equations of the second kind. Approximating the solution of a given integral equation by means of a polynomial, an over-determined system of linear algebraic equations is obtained involving the unknown coefficients, which is finally solved by using the least-squares method. Several examples are examined in detail. (c) 2009 Elsevier Inc. All rights reserved.

Bi-criteria single machine scheduling problem with a learning effect: Aneja-Nair method to obtain the set of optimal sequences

In this paper, we consider the bi-criteria single machine scheduling problem of n jobs with a learning effect. The two objectives considered are the total completion time (TC) and total absolute differences in completion times (TADC). The objective is to find a sequence that performs well with respect to both the objectives: the total completion time and the total absolute differences in completion times. In an earlier study, a method of solving bi-criteria transportation problem is presented. In this paper, we use the methodology of solvin bi-criteria transportation problem, to our bi-criteria single machine scheduling problem with a learning effect, and obtain the set of optimal sequences,. Numerical examples are presented for illustrating the applicability and ease of understanding.

Generalized Burgers equations and Euler-Painleve transcendents. II

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986)] that the Euler Painlevé equation yy[script `]+ay[script ']2+ f(x)yy[script ']+g(x) y2+by[script ']+c=0 represents the generalized Burgers equations (GBE's) in the same manner as Painlevé equations do the KdV type. The GBE was treated with a damping term in some detail. In this paper another GBE ut+uaux+Ju/2t =(gd/2)uxx (the nonplanar Burgers equation) is considered. It is found that its self-similar form is again governed by the Euler Painlevé equation. The ranges of the parameter alpha for which solutions of the connection problem to the self-similar equation exist are obtained numerically and confirmed via some integral relations derived from the ODE's. Special exact analytic solutions for the nonplanar Burgers equation are also obtained. These generalize the well-known single hump solutions for the Burgers equation to other geometries J=1,2; the nonlinear convection term, however, is not quadratic in these cases. This study fortifies the conjecture regarding the importance of the Euler Painlevé equation with respect to GBE's. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Study of turbid media with light: Recovery of mechanical and optical properties from boundary measurement of intensity autocorrelation of light

We discuss the inverse problem associated with the propagation of the field autocorrelation of light through a highly scattering object like tissue. In the first part of the work, we reconstructed the optical absorption coefficient mu(u) and particle diffusion coefficient D-B from simulated measurements which are integrals of a quantity computed from the measured intensity and intensity autocorrelation g(2)(tau) at the boundary. In the second part we recover the mean square displacement (MSD) distribution of particles in an inhomogeneous object from the sampled g(2)(tau) measure on the boundary. From the MSD, we compute the storage and loss moduli distributions in the object. We have devised computationally easy methods to construct the sensitivity matrices which are used in the iterative reconstruction algorithms for recovering these parameters from the measurements. The results of the reconstruction of mu(a), D-B, MSD and the viscoelastic parameters, which are presented, show reasonable good position and quantitative accuracy.

Three-dimensional elastic analysis of cracked thick plates under bending fields

A three-dimensional analysis is presented for the bending problem of finite thick plates with through-the-thickness cracks. A general solution is obtained for Navier's equations of the theory of elasticity. It is found that the in-plane stresses and the transverse normal stress at the crack front are singular with an inverse square root singularity, while the transverse shear stresses are of the order of unity. Results from a numerical study indicate that the stress intensity factor, which varies across the thickness, is influenced by the thickness ratio in a significant manner. Results from a parametric study and those from a comparative study with existing finite element values are presented.

A Branch and Bound Algorithm for a Transportation Type Problem with Piecewise Linear Convex Objective Function

A branch and bound type algorithm is presented in this paper to the problem of finding a transportation schedule which minimises the total transportation cost, where the transportation cost over each route is assumed to be a piecewice linear continuous convex function with increasing slopes. The algorithm is an extension of the work done by Balachandran and Perry, in which the transportation cost over each route is assumed to beapiecewise linear discontinuous function with decreasing slopes. A numerical example is solved illustrating the algorithm.

A time minimising transportation problem with quality dependent time

The usual assumption made in time minimising transportation problem is that the time for transporting a positive amount in a route is independent of the actual amount transported in that route. In this paper we make a more general and natural assumption that the time depends on the actual amount transported. We assume that the time function for each route is an increasing piecewise constant function. Four algorithms - (1) a threshold algorithm, (2) an upper bounding technique, (3) a primal dual approach, and (4) a branch and bound algorithm - are presented to solve the given problem. A method is also given to compute the minimum bottle-neck shipment corresponding to the optimal time. A numerical example is solved illustrating the algorithms presented in this paper.