Characterizing transport through a crowded environment with different obstacle sizes

Transport through crowded environments is often classified as anomalous, rather than classical, Fickian diffusion. Several studies have sought to describe such transport processes using either a continuous time random walk or fractional order differential equation. For both these models the transport is characterized by a parameter α, where α = 1 is associated with Fickian diffusion and α < 1 is associated with anomalous subdiffusion. Here, we simulate a single agent migrating through a crowded environment populated by impenetrable, immobile obstacles and estimate α from mean squared displacement data. We also simulate the transport of a population of such agents through a similar crowded environment and match averaged agent density profiles to the solution of a related fractional order differential equation to obtain an alternative estimate of α. We examine the relationship between our estimate of α and the properties of the obstacle field for both a single agent and a population of agents; we show that in both cases, α decreases as the obstacle density increases, and that the rate of decrease is greater for smaller obstacles. Our work suggests that it may be inappropriate to model transport through a crowded environment using widely reported approaches including power laws to describe the mean squared displacement and fractional order differential equations to represent the averaged agent density profiles.

Exact series solutions of reactive transport models with general initial conditions

Exact solutions of partial differential equation models describing the transport and decay of single and coupled multispecies problems can provide insight into the fate and transport of solutes in saturated aquifers. Most previous analytical solutions are based on integral transform techniques, meaning that the initial condition is restricted in the sense that the choice of initial condition has an important impact on whether or not the inverse transform can be calculated exactly. In this work we describe and implement a technique that produces exact solutions for single and multispecies reactive transport problems with more general, smooth initial conditions. We achieve this by using a different method to invert a Laplace transform which produces a power series solution. To demonstrate the utility of this technique, we apply it to two example problems with initial conditions that cannot be solved exactly using traditional transform techniques.

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

The renormalization group and the implicit function theorem for amplitude equations

This article lays down the foundations of the renormalization group (RG) approach for differential equations characterized by multiple scales. The renormalization of constants through an elimination process and the subsequent derivation of the amplitude equation [Chen, Phys. Rev. E 54, 376 (1996)] are given a rigorous but not abstract mathematical form whose justification is based on the implicit function theorem. Developing the theoretical framework that underlies the RG approach leads to a systematization of the renormalization process and to the derivation of explicit closed-form expressions for the amplitude equations that can be carried out with symbolic computation for both linear and nonlinear scalar differential equations and first order systems but independently of their particular forms. Certain nonlinear singular perturbation problems are considered that illustrate the formalism and recover well-known results from the literature as special cases. © 2008 American Institute of Physics.

Collective motion of dimers

We consider a discrete agent-based model on a one-dimensional lattice and a two-dimensional square lattice, where each agent is a dimer occupying two sites. Agents move by vacating one occupied site in favor of a nearest-neighbor site and obey either a strict simple exclusion rule or a weaker constraint that permits partial overlaps between dimers. Using indicator variables and careful probability arguments, a discrete-time master equation for these processes is derived systematically within a mean-field approximation. In the continuum limit, nonlinear diffusion equations that describe the average agent occupancy of the dimer population are obtained. In addition, we show that multiple species of interacting subpopulations give rise to advection-diffusion equations. Averaged discrete simulation data compares very well with the solution to the continuum partial differential equation models. Since many cell types are elongated rather than circular, this work offers insight into population-level behavior of collective cellular motion.

A numerical method for the fractional Fitzhugh–Nagumo monodomain model

A fractional FitzHugh–Nagumo monodomain model with zero Dirichlet boundary conditions is presented, generalising the standard monodomain model that describes the propagation of the electrical potential in heterogeneous cardiac tissue. The model consists of a coupled fractional Riesz space nonlinear reaction-diffusion model and a system of ordinary differential equations, describing the ionic fluxes as a function of the membrane potential. We solve this model by decoupling the space-fractional partial differential equation and the system of ordinary differential equations at each time step. Thus, this means treating the fractional Riesz space nonlinear reaction-diffusion model as if the nonlinear source term is only locally Lipschitz. The fractional Riesz space nonlinear reaction-diffusion model is solved using an implicit numerical method with the shifted Grunwald–Letnikov approximation, and the stability and convergence are discussed in detail in the context of the local Lipschitz property. Some numerical examples are given to show the consistency of our computational 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.

Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

Unsteady-Flow Of A Viscous-Fluid Between 2 Parallel Disks With A Time-Varying Gap Width And A Magnetic-Field

The unsteady incompressible viscous fluid flow between two parallel infinite disks which are located at a distance h(t*) at time t* has been studied. The upper disk moves towards the lower disk with velocity h'(t*). The lower disk is porous and rotates with angular velocity Omega(t*). A magnetic field B(t*) is applied perpendicular to the two disks. It has been found that the governing Navier-Stokes equations reduce to a set of ordinary differential equations if h(t*), a(t*) and B(t*) vary with time t* in a particular manner, i.e. h(t*) = H(1 - alpha t*)(1/2), Omega(t*) = Omega(0)(1 - alpha t*)(-1), B(t*) = B-0(1 - alpha t*)(-1/2). These ordinary differential equations have been solved numerically using a shooting method. For small Reynolds numbers, analytical solutions have been obtained using a regular perturbation technique. The effects of squeeze Reynolds numbers, Hartmann number and rotation of the disk on the flow pattern, normal force or load and torque have been studied in detail

Unsteady flow over a stretching surface with a magnetic field in a rotating fluid

The effect of the magnetic field on the unsteady flow over a stretching surface in a rotating fluid has been studied. The unsteadiness in the flow field is due to the time-dependent variation of the velocity of the stretching surface and the angular velocity of the rotating fluid. The Navier-Stokes equations and the energy equation governing the flow and the heat transfer admit a self-similar solution if the velocity of the stretching surface and the angular velocity of the rotating fluid vary inversely as a linear function of time. The resulting system of ordinary differential equations is solved numerically using a shooting method. The rotation parameter causes flow reversal in the component of the velocity parallel to the strerching surface and the magnetic field tends to prevent or delay the flow reversal. The surface shear stresses dong the stretching surface and in the rotating direction increase with the rotation parameter, but the surface heat transfer decreases. On the other hand, the magnetic field increases the surface shear stress along the stretching surface, but reduces the surface shear stress in the rotating direction and the surface heat transfer. The effect of the unsteady parameter is more pronounced on the velocity profiles in the rotating direction and temperature profiles.

Stability Of Large Damped Flexible Spacecraft With Stored Angular Momentum

Vibrational stability of large flexible structurally damped spacecraft carrying internal angular momentum and undergoing large rigid body rotations is analysed modeling the systems as elastic continua. Initially, analytical solutions to the motion of rigid gyrostats under torque-free conditions are developed. The solutions to the gyrostats modeled as axisymmetric and triaxial spacecraft carrying three and two constant speed momentum wheels, respectively, with spin axes aligned with body principal axes are shown to be complicated. These represent extensions of solutions for simpler cases existing in the literature. Using these solutions and modal analysis, the vibrational equations are reduced to linear ordinary differential equations. Equations with periodically varying coefficients are analysed applying Floquet theory. Study of a few typical beam- and plate-like spacecraft configurations indicate that the introduction of a single reaction wheel into an axisymmetric satellite does not alter the stability criterion. However, introduction of constant speed rotors deteriorates vibrational stability. Effects of structural damping and vehicle inertia ratio are also studied.

Analytical model of reactive transport processes with spatially variable coefficients

Analytical solutions of partial differential equation (PDE) models describing reactive transport phenomena in saturated porous media are often used as screening tools to provide insight into contaminant fate and transport processes. While many practical modelling scenarios involve spatially variable coefficients, such as spatially variable flow velocity, v(x), or spatially variable decay rate, k(x), most analytical models deal with constant coefficients. Here we present a framework for constructing exact solutions of PDE models of reactive transport. Our approach is relevant for advection-dominant problems, and is based on a regular perturbation technique. We present a description of the solution technique for a range of one-dimensional scenarios involving constant and variable coefficients, and we show that the solutions compare well with numerical approximations. Our general approach applies to a range of initial conditions and various forms of v(x) and k(x). Instead of simply documenting specific solutions for particular cases, we present a symbolic worksheet, as supplementary material, which enables the solution to be evaluated for different choices of the initial condition, v(x) and k(x). We also discuss how the technique generalizes to apply to models of coupled multispecies reactive transport as well as higher dimensional problems.

On a linear steady-state system of equations in microcontinuum fluid mechanics

Galerkin representations and integral representations are obtained for the linearized system of coupled differential equations governing steady incompressible flow of a micropolar fluid. The special case of 2-dimensional Stokes flows is then examined and further representation formulae as well as asymptotic expressions, are generated for both the microrotation and velocity vectors. With the aid of these formulae, the Stokes Paradox for micropolar fluids is established.

Mass transfer effects on the generalised vortex flow over a stationary surface with or without magnetic field

The effect of injection and suction on the generalised vortex flow of a steady laminar incompressible fluid over a stationary infinite disc with or without magnetic field under boundary-layer approximations has been studied. The coupled nonlinear ordinary differential equations governing the self-similar flow have been numerically solved using the finite-difference scheme. The results indicate that the injection produces a deeper inflow layer and de-stabilises the motion while suction or magnetic field suppresses the inflow layer and produces stability. The effect of decreasingn, the parameter characterising the nature of vortex flow, is similar to that of increasing the injection rate.