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.

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.

Demonstration of nonlinear absorption in Au semi-continuous film by electrical measurement

We have demonstrated the nonlinear absorption at 532 nm wavelength in an Au semi-continuous film (SF) resulting from smearing of the Fermi distribution and diffusion of conduction electrons into the substrate. The Au SF was irradiated by a pulsed laser with 8 ns pulse width at 532 nm in near resonance with the interband transition of the Au. We determined the temperature increase in the SF for different intensities by electrical measurement. We calculated the temperature increase by using a 1D heat transport equation; comparing the results of the calculation with measured values for the temperature increase, revealed the nonlinear absorption in the Au SF. We employed this deviation from linear behaviour to determine the nonlinear absorption coefficient.

Building macroscale models from microscale probabilistic models : a general probabilistic approach for nonlinear diffusion and multispecies phenomena

A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

Scaling laws for localised states in a nonlocal amplitude equation

It is well known that, although a uniform magnetic field inhibits the onset of small amplitude thermal convection in a layer of fluid heated from below, isolated convection cells may persist if the fluid motion within them is sufficiently vigorous to expel magnetic flux. Such fully nonlinear(‘‘convecton’’) solutions for magnetoconvection have been investigated by several authors. Here we explore a model amplitude equation describing this separation of a fluid layer into a vigorously convecting part and a magnetically-dominated part at rest. Our analysis elucidates the origin of the scaling laws observed numerically to form the boundaries in parameter space of the region of existence of these localised states, and importantly, for the lowest thermal forcing required to sustain them.

Linear and weakly nonlinear stability analyses of cooperative car-following models

Stability analyses have been widely used to better understand the mechanism of traffic jam formation. In this paper, we consider the impact of cooperative systems (a.k.a. connected vehicles) on traffic dynamics and, more precisely, on flow stability. Cooperative systems are emerging technologies enabling communication between vehicles and/or with the infrastructure. In a distributed communication framework, equipped vehicles are able to send and receive information to/from other equipped vehicles. Here, the effects of cooperative traffic are modeled through a general bilateral multianticipative car-following law that improves cooperative drivers' perception of their surrounding traffic conditions within a given communication range. Linear stability analyses are performed for a broad class of car-following models. They point out different stability conditions in both multianticipative and nonmultianticipative situations. To better understand what happens in unstable conditions, information on the shock wave structure is studied in the weakly nonlinear regime by the mean of the reductive perturbation method. The shock wave equation is obtained for generic car-following models by deriving the Korteweg de Vries equations. We then derive traffic-state-dependent conditions for the sign of the solitary wave (soliton) amplitude. This analytical result is verified through simulations. Simulation results confirm the validity of the speed estimate. The variation of the soliton amplitude as a function of the communication range is provided. The performed linear and weakly nonlinear analyses help justify the potential benefits of vehicle-integrated communication systems and provide new insights supporting the future implementation of cooperative systems.

Field imperfection induced axial secular frequency shifts in nonlinear ion traps

This article develops a simple analytical expression that relates ion axial secular frequency to field aberration in ion trap mass spectrometers. Hexapole and octopole aberrations have been considered in the present computations. The equation of motion of the ions in a pseudopotential well with these superpositions has the form of a Duffing-like equation and a perturbation method has been used to obtain the expression for ion secular frequency as a function of field imperfections. The expression indicates that the frequency shift is sensitive to the sign of the octopole superposition and insensitive to the sign of the hexapole superposition. Further, for weak multipole superposition of the same magnitude, octopole superposition causes a larger frequency shift in comparison to hexapole superposition.

Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

A Nonlinear System Under Combined Periodic and Random Excitation

The anharmonic oscillator under combined sinusoidal and white noise excitation is studied using the Gaussian closure approximation. The mean response and the steady-state variance of the system is obtained by the WKBJ approximation and also by the Fokker Planck equation. The multiple steadystate solutions are obtained and their stability analysis is presented. Numerical results are obtained for a particular set of system parameters. The theoretical results are compared with a digital simulation study to bring out the usefulness of the present approximate theory.

3-D kinematical conservation laws (KCL): Evolution of a surface in R-3 - in particular propagation of a nonlinear wavefront

3-D KCL are equations of evolution of a propagating surface (or a wavefront) Omega(t), in 3-space dimensions and were first derived by Giles, Prasad and Ravindran in 1995 assuming the motion of the surface to be isotropic. Here we discuss various properties of these 3-D KCL.These are the most general equations in conservation form, governing the evolution of Omega(t) with singularities which we call kinks and which are curves across which the normal n to Omega(t) and amplitude won Omega(t) are discontinuous. From KCL we derive a system of six differential equations and show that the KCL system is equivalent to the ray equations of 2, The six independent equations and an energy transport equation (for small amplitude waves in a polytropic gas) involving an amplitude w (which is related to the normal velocity m of Omega(t)) form a completely determined system of seven equations. We have determined eigenvalues of the system by a very novel method and find that the system has two distinct nonzero eigenvalues and five zero eigenvalues and the dimension of the eigenspace associated with the multiple eigenvalue 0 is only 4. For an appropriately defined m, the two nonzero eigenvalues are real when m > 1 and pure imaginary when m < 1. Finally we give some examples of evolution of weakly nonlinear wavefronts.

Forecasting day-ahead electricity load using a multiple equation time series approach

The quality of short-term electricity load forecasting is crucial to the operation and trading activities of market participants in an electricity market. In this paper, it is shown that a multiple equation time-series model, which is estimated by repeated application of ordinary least squares, has the potential to match or even outperform more complex nonlinear and nonparametric forecasting models. The key ingredient of the success of this simple model is the effective use of lagged information by allowing for interaction between seasonal patterns and intra-day dependencies. Although the model is built using data for the Queensland region of Australia, the method is completely generic and applicable to any load forecasting problem. The model’s forecasting ability is assessed by means of the mean absolute percentage error (MAPE). For day-ahead forecast, the MAPE returned by the model over a period of 11 years is an impressive 1.36%. The forecast accuracy of the model is compared with a number of benchmarks including three popular alternatives and one industrial standard reported by the Australia Energy Market Operator (AEMO). The performance of the model developed in this paper is superior to all benchmarks and outperforms the AEMO forecasts by about a third in terms of the MAPE criterion.

Some new concepts in nonlinear systems

Some new concepts characterizing the response of nonlinear systems are developed. These new concepts are denoted by the terms, the transient system equivalent, the response vector, and the space-phase components. This third concept is analyzed in comparison with the well-known technique of symmetrical components. The performance of a multiplicative feedback control system is represented by a nonlinear integro-differential equation; its solution is obtained by the principle of variation of parameters. The system response is treated as a vector and is resolved into its space-phase components. The individual effects of these components on the performance of the system are discussed. The suitability of the technique for the transient analysis of higher order nonlinear control systems is discussed.

Probability Distribution of the Eigenvalues of the Random String Equation

The probability distribution of the eigenvalues of a second-order stochastic boundary value problem is considered. The solution is characterized in terms of the zeros of an associated initial value problem. It is further shown that the probability distribution is related to the solution of a first-order nonlinear stochastic differential equation. Solutions of this equation based on the theory of Markov processes and also on the closure approximation are presented. A string with stochastic mass distribution is considered as an example for numerical work. The theoretical probability distribution functions are compared with digital simulation results. The comparison is found to be reasonably good.

Eigenvalues of kinematical conservation laws (KCL) based 3-D weakly nonlinear ray theory (WNLRT)

System of kinematical conservation laws (KCL) govern evolution of a curve in a plane or a surface in space, even if the curve or the surface has singularities on it. In our recent publication K. R. Arun, P. Prasad, 3-D kinematical conservation laws (KCL): evolution of a surface in R-3-in particular propagation of a nonlinear wavefront, Wave Motion 46 (2009) 293-311] we have developed a mathematical theory to study the successive positions and geometry of a 3-D weakly nonlinear wavefront by adding an energy transport equation to KCL. The 7 x 7 system of equations of this KCL based 3-D weakly nonlinear ray theory (WNLRT) is quite complex and explicit expressions for its two nonzero eigenvalues could not be obtained before. In this short note, we use two different methods: (i) the equivalence of KCL and ray equations and (ii) the transformation of surface coordinates, to derive the same exact expressions for these eigenvalues. The explicit expressions for nonzero eigenvalues are important also for checking stability of any numerical scheme to solve 3-D WNLRT. (C) 2010 Elsevier Inc. All rights reserved.