Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

Earthworks planning for road construction projects : a case study

In this paper we construct earthwork allocation plans for a linear infrastructure road project. Fuel consumption metrics and an innovative block partitioning and modelling approach are applied to reduce costs. 2D and 3D variants of the problem were compared to see what effect, if any, occurs on solution quality. 3D variants were also considered to see what additional complexities and difficulties occur. The numerical investigation shows a significant improvement and a reduction in fuel consumption as theorised. The proposed solutions differ considerably from plans that were constructed for a distance based metric as commonly used in other approaches. Under certain conditions, 3D problem instances can be solved optimally as 2D problems.

Malaria antibody persistence correlates with duration of exposure

Background and Objectives  In Australia, the risk of transfusion-transmitted malaria is managed through the identification of ‘at-risk’ donors, antibody screening enzyme-linked immunoassay (EIA) and, if reactive, exclusion from fresh blood component manufacture. Donor management depends on the duration of exposure in malarious regions (>6 months: ‘Resident’, <6 months: ‘Visitor’) or a history of malaria diagnosis. We analysed antibody testing and demographic data to investigate antibody persistence dynamics. To assess the yield from retesting 3 years after an initial EIA reactive result, we estimated the proportion of donors who would become non-reactive over this period. Materials and Methods  Test results and demographic data from donors who were malaria EIA reactive were analysed. Time since possible exposure was estimated and antibody survival modelled. Results  Among seroreverters, the time since last possible exposure was significantly shorter in ‘Visitors’ than in ‘Residents’. The antibody survival modelling predicted 20% of previously EIA reactive ‘Visitors’, but only 2% of ‘Residents’ would become non-reactive within 3 years of their first reactive EIA. Conclusion  Antibody persistence in donors correlates with exposure category, with semi-immune ‘Residents’ maintaining detectable antibodies significantly longer than non-immune ‘Visitors’.

Prediction of age at menopause from assessment of ovarian reserve may be improved by using body mass index and smoking status

Objective: Menopause is the consequence of exhaustion of the ovarian follicular pool. AMH, an indirect hormonal marker of ovarian reserve, has been recently proposed as a predictor for age at menopause. Since BMI and smoking status are relevant independent factors associated with age at menopause we evaluated whether a model including all three of these variables could improve AMH-based prediction of age at menopause. Methods: In the present cohort study, participants were 375 eumenorrheic women aged 19–44 years and a sample of 2,635 Italian menopausal women. AMH values were obtained from the eumenorrheic women. Results: Regression analysis of the AMH data showed that a quadratic function of age provided a good description of these data plotted on a logarithmic scale, with a distribution of residual deviates that was not normal but showed significant leftskewness. Under the hypothesis that menopause can be predicted by AMH dropping below a critical threshold, a model predicting menopausal age was constructed from the AMH regression model and applied to the data on menopause. With the AMH threshold dependent on the covariates BMI and smoking status, the effects of these covariates were shown to be highly significant. Conclusions: In the present study we confirmed the good level of conformity between the distributions of observed and AMH-predicted ages at menopause, and showed that using BMI and smoking status as additional variables improves AMH-based prediction of age at menopause.

The relationship between anti-mullerian hormone in women receiving fertility assessments and age at menopause in subfertile women : evidence from large population studies

Context: Anti-Müllerian hormone (AMH) concentration reflects ovarian aging and is argued to be a useful predictor of age at menopause (AMP). It is hypothesized that AMH falling below a critical threshold corresponds to follicle depletion, which results in menopause. With this threshold, theoretical predictions of AMP can be made. Comparisons of such predictions with observed AMP from population studies support the role for AMH as a forecaster of menopause. Objective: The objective of the study was to investigate whether previous relationships between AMH and AMP are valid using a much larger data set. Setting: AMH was measured in 27 563 women attending fertility clinics. Study Design: From these data a model of age-related AMH change was constructed using a robust regression analysis. Data on AMP from subfertile women were obtained from the population-based Prospect-European Prospective Investigation into Cancer and Nutrition (Prospect- EPIC) cohort (n � 2249). By constructing a probability distribution of age at which AMH falls below a critical threshold and fitting this to Prospect-EPIC menopausal age data using maximum likelihood, such a threshold was estimated. Main Outcome: The main outcome was conformity between observed and predicted AMP. Results: To get a distribution of AMH-predicted AMP that fit the Prospect-EPIC data, we found the critical AMH threshold should vary among women in such a way that women with low age-specific AMH would have lower thresholds, whereas women with high age-specific AMH would have higher thresholds (mean 0.075 ng/mL; interquartile range 0.038–0.15 ng/mL). Such a varying AMH threshold for menopause is a novel and biologically plausible finding. AMH became undetectable (�0.2 ng/mL) approximately 5 years before the occurrence of menopause, in line with a previous report. Conclusions: The conformity of the observed and predicted distributions of AMP supports the hypothesis that declining population averages of AMH are associated with menopause, making AMH an excellent candidate biomarker for AMP prediction. Further research will help establish the accuracy of AMH levels to predict AMP within individuals.

Bayesian computation via empirical likelihood

Approximate Bayesian computation has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical likelihood provides another route to such settings that bypasses simulations from the model and the choices of the approximate Bayesian computation parameters (summary statistics, distance, tolerance), while being convergent in the number of observations. Furthermore, bypassing model simulations may lead to significant time savings in complex models, for instance those found in population genetics. The Bayesian computation with empirical likelihood algorithm we develop in this paper also provides an evaluation of its own performance through an associated effective sample size. The method is illustrated using several examples, including estimation of standard distributions, time series, and population genetics models.

A novel numerical approximation for the space fractional advection-dispersion equation

In this paper, we consider a space fractional advection–dispersion equation. The equation is obtained from the standard advection–diffusion equation by replacing the first- and second-order space derivatives by the Riesz fractional derivatives of order β1 ∈ (0, 1) and β2 ∈ (1, 2], respectively. The fractional advection and dispersion terms are approximated by using two fractional centred difference schemes. A new weighted Riesz fractional finite-difference approximation scheme is proposed. When the weighting factor θ equals 12, a second-order accuracy scheme is obtained. The stability, consistency and convergence of the numerical approximation scheme are discussed. A numerical example is given to show that the numerical results are in good agreement with our theoretical analysis.

Two novel numerical methods for solving the two-dimensional fractional Fitzhugh-Nagumo-monodomain model

Fractional mathematical models represent a new approach to modelling complex spatial problems in which there is heterogeneity at many spatial and temporal scales. In this paper, a two-dimensional fractional Fitzhugh-Nagumo-monodomain model with zero Dirichlet boundary conditions is considered. The model consists of a coupled space fractional diffusion equation (SFDE) and an ordinary differential equation. For the SFDE, we first consider the numerical solution of the Riesz fractional nonlinear reaction-diffusion model and compare it to the solution of a fractional in space nonlinear reaction-diffusion model. We present two novel numerical methods for the two-dimensional fractional Fitzhugh-Nagumo-monodomain model using the shifted Grunwald-Letnikov method and the matrix transform method, respectively. Finally, some numerical examples are given to exhibit the consistency of our computational solution methodologies. The numerical results demonstrate the effectiveness of the methods.

The use of a Riesz fractional differential-based approach for texture enhancement in image processing

Abstract: Texture enhancement is an important component of image processing, with extensive application in science and engineering. The quality of medical images, quantified using the texture of the images, plays a significant role in the routine diagnosis performed by medical practitioners. Previously, image texture enhancement was performed using classical integral order differential mask operators. Recently, first order fractional differential operators were implemented to enhance images. Experiments conclude that the use of the fractional differential not only maintains the low frequency contour features in the smooth areas of the image, but also nonlinearly enhances edges and textures corresponding to high-frequency image components. However, whilst these methods perform well in particular cases, they are not routinely useful across all applications. To this end, we applied the second order Riesz fractional differential operator to improve upon existing approaches of texture enhancement. Compared with the classical integral order differential mask operators and other fractional differential operators, our new algorithms provide higher signal to noise values, which leads to superior image quality.

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.

Numerical approximation for a variable-order nonlinear reaction–subdiffusion equation

Fractional reaction–subdiffusion equations are widely used in recent years to simulate physical phenomena. In this paper, we consider a variable-order nonlinear reaction–subdiffusion equation. A numerical approximation method is proposed to solve the equation. Its convergence and stability are analyzed by Fourier analysis. By means of the technique for improving temporal accuracy, we also propose an improved numerical approximation. Finally, the effectiveness of the theoretical results is demonstrated by numerical examples.

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.

A computationally effective alternating direction method for the space and time fractional Bloch–Torrey equation in 3-D

The space and time fractional Bloch–Torrey equation (ST-FBTE) has been used to study anomalous diffusion in the human brain. Numerical methods for solving ST-FBTE in three-dimensions are computationally demanding. In this paper, we propose a computationally effective fractional alternating direction method (FADM) to overcome this problem. We consider ST-FBTE on a finite domain where the time and space derivatives are replaced by the Caputo–Djrbashian and the sequential Riesz fractional derivatives, respectively. The stability and convergence properties of the FADM are discussed. Finally, some numerical results for ST-FBTE are given to confirm our theoretical findings.