Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains

Subdiffusion equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we consider the time distributed-order and Riesz space fractional diffusions on bounded domains with Dirichlet boundary conditions. Here, the time derivative is defined as the distributed-order fractional derivative in the Caputo sense, and the space derivative is defined as the Riesz fractional derivative. First, we discretize the integral term in the time distributed-order and Riesz space fractional diffusions using numerical approximation. Then the given equation can be written as a multi-term time–space fractional diffusion. Secondly, we propose an implicit difference method for the multi-term time–space fractional diffusion. Thirdly, using mathematical induction, we prove the implicit difference method is unconditionally stable and convergent. Also, the solvability for our method is discussed. Finally, two numerical examples are given to show that the numerical results are in good agreement with our theoretical analysis.

Numerical and theoretical analysis of the crosstalk in linear optical amplifiers

The dynamic characteristics, including the crosstalk and relaxation oscillation, of linear optical amplifiers (LOAs) are investigated by small-signal analysis under an averaging carrier density approximation and compared with the results of numerical simulation. The good agreement between the numerical simulation and the small-signal analysis indicated the averaging carrier density is an appropriate approximation for analyzing LOAs. Theoretical analyzes also show that the dynamic properties of the vertical laser fields dominate the dynamic performance of LOAs. Based on the small-signal analysis, a concise equation for the crosstalk under high bit rate was derived, which can be applied to measure the differential gain of LOAs.

Stability theory and numerical analysis of non-autonomous dynamical systems

The development and use of cocycles for analysis of non-autonomous behaviour is a technique that has been known for several years. Initially developed as an extension to semi-group theory for studying rion-autonornous behaviour, it was extensively used in analysing random dynamical systems [2, 9, 10, 12]. Many of the results regarding asymptotic behaviour developed for random dynamical systems, including the concept of cocycle attractors were successfully transferred and reinterpreted for deterministic non-autonomous systems primarily by P. Kloeden and B. Schmalfuss [20, 21, 28, 29]. The theory concerning cocycle attractors was later developed in various contexts specific to particular classes of dynamical systems [6, 7, 13], although a comprehensive understanding of cocycle attractors (redefined as pullback attractors within this thesis) and their role in the stability of non-autonomous dynamical systems was still at this stage incomplete. It was this purpose that motivated Chapters 1-3 to define and formalise the concept of stability within non-autonomous dynamical systems. The approach taken incorporates the elements of classical asymptotic theory, and refines the notion of pullback attraction with further development towards a study of pull-back stability arid pullback asymptotic stability. In a comprehensive manner, it clearly establishes both pullback and forward (classical) stability theory as fundamentally unique and essential components of non-autonomous stability. Many of the introductory theorems and examples highlight the key properties arid differences between pullback and forward stability. The theory also cohesively retains all the properties of classical asymptotic stability theory in an autonomous environment. These chapters are intended as a fundamental framework from which further research in the various fields of non-autonomous dynamical systems may be extended. A preliminary version of a Lyapunov-like theory that characterises pullback attraction is created as a tool for examining non-autonomous behaviour in Chapter 5. The nature of its usefulness however is at this stage restricted to the converse theorem of asymptotic stability. Chapter 7 introduces the theory of Loci Dynamics. A transformation is made to an alternative dynamical system where forward asymptotic (classical asymptotic) behaviour characterises pullback attraction to a particular point in the original dynamical system. This has the advantage in that certain conventional techniques for a forward analysis may be applied. The remainder of the thesis, Chapters 4, 6 and Section 7.3, investigates the effects of perturbations and discretisations on non-autonomous dynamical systems known to possess structures that exhibit some form of stability or attraction. Chapter 4 investigates autonomous systems with semi-group attractors, that have been non-autonomously perturbed, whilst Chapter 6 observes the effects of discretisation on non-autonomous dynamical systems that exhibit properties of forward asymptotic stability. Chapter 7 explores the same problem of discretisation, but for pullback asymptotically stable systems. The theory of Loci Dynamics is used to analyse the nature of the discretisation, but establishment of results directly analogous to those discovered in Chapter 6 is shown to be unachievable. Instead a case by case analysis is provided for specific classes of dynamical systems, for which the results generate a numerical approximation of the pullback attraction in the original continuous dynamical system. The nature of the results regarding discretisation provide a non-autonomous extension to the work initiated by A. Stuart and J. Humphries [34, 35] for the numerical approximation of semi-group attractors within autonomous systems. . Of particular importance is the effect on the system's asymptotic behaviour over non-finite intervals of discretisation.

Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

Many physical processes exhibit fractional order behavior that varies with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider the time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

Analysis of composite single lap joints using numerical and experimental approach

Adhesives are widely used to execute the assembly of aerospace and automotive structures due to their ability to join dissimilar materials, reduced stress concentration, and improved fatigue resistance. The mechanical behavior of adhesive joints can be studied either using analytical models or by conducting mechanical tests. However, the complexity owing to multiple interfaces, layers with different properties, material and geometric nonlinearity and its three-dimensional nature combine to increase the difficulty in obtaining an overall system of governing equations to predict the joint behavior. On the other hand, experiments are often time consuming and expensive due to a number of parameters involved. Finite element analysis (FEA) is profoundly used in recent years to overcome these limitations. The work presented in this paper involves the finite element modeling and analysis of a composite single lap joint where the adhesive-adherend interface region was modeled using connector elements. The computed stresses were compared with the experimental stresses obtained using digital image correlation technique. The results showed an agreement. Further, the failure load predicted using FEA was found to be closer to the actual failure load obtained by mechanical tests.

Numerical analysis of the coupled circuit and cooling holes for an electromagnetic shaker

This paper presents a time-stepping shaker modeling scheme. The new method improves the accuracy of analysis of armature-position-dependent inductances and force factors, analysis of axial variation of current density in copper plates (short-circuited turns), and analysis of cooling holes in the magnetic circuit. Linear movement modeling allows armature position to be precisely included in the shaker analysis. A more accurate calculation of eddy currents in the coupled circuit is in particular crucial for the shaker analysis in a mid-or high-frequency operation range. Large currents in a shaker, including eddy currents, incur large Joule losses, which in turn require the use of a cooling system to keep temperature at bay. Sizable cooling holes have influence on the saturation state of iron poles, and hence have to be properly taken into account.

Analysis of Differential and Matching Methods for Optical Flow

Several algorithms for optical flow are studied theoretically and experimentally. Differential and matching methods are examined; these two methods have differing domains of application- differential methods are best when displacements in the image are small (<2 pixels) while matching methods work well for moderate displacements but do not handle sub-pixel motions. Both types of optical flow algorithm can use either local or global constraints, such as spatial smoothness. Local matching and differential techniques and global differential techniques will be examined. Most algorithms for optical flow utilize weak assumptions on the local variation of the flow and on the variation of image brightness. Strengthening these assumptions improves the flow computation. The computational consequence of this is a need for larger spatial and temporal support. Global differential approaches can be extended to local (patchwise) differential methods and local differential methods using higher derivatives. Using larger support is valid when constraint on the local shape of the flow are satisfied. We show that a simple constraint on the local shape of the optical flow, that there is slow spatial variation in the image plane, is often satisfied. We show how local differential methods imply the constraints for related methods using higher derivatives. Experiments show the behavior of these optical flow methods on velocity fields which so not obey the assumptions. Implementation of these methods highlights the importance of numerical differentiation. Numerical approximation of derivatives require care, in two respects: first, it is important that the temporal and spatial derivatives be matched, because of the significant scale differences in space and time, and, second, the derivative estimates improve with larger support.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Approximation Algorithms for a Symmetric Quadratic Knapsack Problem and its Scheduling Applications

We consider a knapsack problem to minimize a symmetric quadratic function. We demonstrate that this symmetric quadratic knapsack problem is relevant to two problems of single machine scheduling: the problem of minimizing the weighted sum of the completion times with a single machine non-availability interval under the non-resumable scenario; and the problem of minimizing the total weighted earliness and tardiness with respect to a common small due date. We develop a polynomial-time approximation algorithm that delivers a constant worst-case performance ratio for a special form of the symmetric quadratic knapsack problem. We adapt that algorithm to our scheduling problems and achieve a better performance. For the problems under consideration no fixed-ratio approximation algorithms have been previously known.

The dynamic behavior of a cantilever beam coupled to a non-ideal unbalanced motor through numerical and experimental analysis

An excitation force that is not influenced by the system state is said to be an ideal energy source. In real situations, a direct and feedback coupling between the excitation source and the system must always exist at a certain level. This manifestation of the law of conservation of energy is known as the Sommerfeld effect. In the case of obtaining a mathematical model for such a system, additional equations are usually necessary to describe the vibration sources with limited power and its coupling with the mechanical system. In this work, a cantilever beam and a non-ideal DC motor fixed to its free end are analyzed. The motor has an unbalanced mass that provides excitation to the system which is proportional to the current applied to the motor. During the coast up operation of the motor, if the drive power is increased slowly, making the excitation frequency pass through the first natural frequency of the beam, the DC motor speed will remain the same until it suddenly jumps to a much higher value (simultaneously its amplitude jumps to a much lower value) upon exceeding a critical input power. It was found that the Sommerfeld effect depends on some system parameters and the motor operational procedures. These parameters are explored to avoid the resonance capture in the Sommerfeld effect. Numerical simulations and experimental tests are used to help gather insight of this dynamic behavior. (C) 2014 Elsevier Ltd. All rights reserved.

Hydrodynamic induced by an array of wave energy converters. Experimental and numerical analysis

The thesis analyses the hydrodynamic induced by an array of Wave energy Converters (WECs), under an experimental and numerical point of view. WECs can be considered an innovative solution able to contribute to the green energy supply and –at the same time– to protect the rear coastal area under marine spatial planning considerations. This research activity essentially rises due to this combined concept. The WEC under exam is a floating device belonging to the Wave Activated Bodies (WAB) class. Experimental data were performed at Aalborg University in different scales and layouts, and the performance of the models was analysed under a variety of irregular wave attacks. The numerical simulations performed with the codes MIKE 21 BW and ANSYS-AQWA. Experimental results were also used to calibrate the numerical parameters and/or to directly been compared to numerical results, in order to extend the experimental database. Results of the research activity are summarized in terms of device performance and guidelines for a future wave farm installation. The device length should be “tuned” based on the local climate conditions. The wave transmission behind the devices is pretty high, suggesting that the tested layout should be considered as a module of a wave farm installation. Indications on the minimum inter-distance among the devices are provided. Furthermore, a CALM mooring system leads to lower wave transmission and also larger power production than a spread mooring. The two numerical codes have different potentialities. The hydrodynamics around single and multiple devices is obtained with MIKE 21 BW, while wave loads and motions for a single moored device are derived from ANSYS-AQWA. Combining the experimental and numerical it is suggested –for both coastal protection and energy production– to adopt a staggered layout, which will maximise the devices density and minimize the marine space required for the installation.

From transient to steady state deformation and grain size: A thermodynamic approach using elasto-visco-plastic numerical modeling

Numerical simulation experiments give insight into the evolving energy partitioning during high-strain torsion experiments of calcite. Our numerical experiments are designed to derive a generic macroscopic grain size sensitive flow law capable of describing the full evolution from the transient regime to steady state. The transient regime is crucial for understanding the importance of micro structural processes that may lead to strain localization phenomena in deforming materials. This is particularly important in geological and geodynamic applications where the phenomenon of strain localization happens outside the time frame that can be observed under controlled laboratory conditions. Ourmethod is based on an extension of the paleowattmeter approach to the transient regime. We add an empirical hardening law using the Ramberg-Osgood approximation and assess the experiments by an evolution test function of stored over dissipated energy (lambda factor). Parameter studies of, strain hardening, dislocation creep parameter, strain rates, temperature, and lambda factor as well asmesh sensitivity are presented to explore the sensitivity of the newly derived transient/steady state flow law. Our analysis can be seen as one of the first steps in a hybrid computational-laboratory-field modeling workflow. The analysis could be improved through independent verifications by thermographic analysis in physical laboratory experiments to independently assess lambda factor evolution under laboratory conditions.